Use of thermo‐Raman spectroscopy and chemometric analysis to identify dehydration steps of hydrated inorganic samples—application to copper sulfate pentahydrate

In situ thermo‐Raman spectroscopy (TRS) measurements were performed in order to investigate solid‐phase transformation of the copper sulfate pentahydrate from room temperature up to 300 °C. Band‐target entropy minimization (BTEM), a blind‐source separation algorithm, was employed in order to identify and reconstruct the pure component spectra of the species involved in the dehydration process. In spite of low signal‐to‐noise ratio and elevated baseline spectral data, BTEM was successfully utilized to identify and reconstruct four pure component spectra of copper sulfate pentahydrate, trihydrate, monohydrate, and anhydrate, which were formed during this thermally induced process. Subsequent mapping of these four pure component spectral estimates back onto the preprocessed spectra yielded the relative concentrations of each individual species. Finally, the transition temperatures of each dehydration step could be unambiguously deduced from the obtained concentration profile. The current study shows that combined thermo‐Raman spectroscopy and chemometric analysis provides an effective tool to determine the dehydration temperatures as well as to identify the structures of each individual species involved in a solid‐phase dehydration process. Copyright © 2009 John Wiley & Sons, Ltd.     

Equilibrium in natural catastrophe insurance market under disaster-resistant technologies,financial innovations and government interventions

Natural disasters increase in number and severity. Studies have shown the failure of the catastrophe insurance market by listing many causes or through developing economic models (Charpentier and Le Maux, 2014; Kousky and Cooke, 2012; Ibragimov et al., 2009). However, they have not considered the effect of the following factors on market equilibrium: advanced disaster-resistant technologies used by insureds, alternative financial innovations employed by insurers, and various disaster policies that are implemented by governments. To fill this gap, this study examines how these three factors affect the market equilibrium by changing the supply of, and demand for insurance and determines which factor(s) contributes to the market equilibrium. Furthermore, we derive the formula of position size which gives criteria for selecting index-based contracts. Overall annual numbers and insured losses of catastrophes are collected by peril type and by occurrence region listed in Sigma, which is issued by Swiss Re annually. The comparative static equilibrium analysis demonstrates that the improvement of market equilibrium is significant at low level of loss correlation in all cases. The empirical findings give insurers good references for business and geographical diversification in portfolio of catastrophe insurance policies.     

广义线性模型在汽车延保风险保费测算中的应用

基于保险公司2010年1月—2019年3月的实际保单数据样本,分别运用广义线性模型中的泊松模型和伽玛模型测算出险频率和案均赔款,构建风险保费测算模型,对影响风险保费的因素进行定量研究及分析.结果表明:该方法能够构建多个变量与风险保费的数值关系,减少了信息的损失,得到的费率表可作为实际应用的参考.最后,通过该方法测算结果与市场定价的实例比较对方法的合理性与优越性进行了说明.     

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Variance related premium principle is one of the most important principles not only in practice applications but also in research field of actuarial science. In this paper, the Bayesian models are established under variance related premium principle. The Bayesian estimate and credibility estimate of risk premium are derived. Furthermore, some statistical properties of estimators are discussed. In the models with multitude contract data, the unbiased consistent estimates of the structure parameters are proposed. Finally, the empirical Bayes estimator are proved to be asymptotically optimal.     

Optimal risk transfer for agents with germs

We introduce a new class of risk measures called generalized entropic risk measures (GERMS) that allow economic agents to have different attitudes towards different sources of risk. We formulate the problem of optimal risk transfer in terms of these risk measures and characterize the optimal transfer contract. The optimal contract involves what we call intertemporal source-dependent quotient sharing, where agents linearly share changes in the aggregate risk reserve that occur in response to shocks to the system over time, with scaling coefficients that depend on the attitudes of each agent towards the source of risk causing the shock. Generalized entropic risk measures are not dilations of a common base risk measure, so our results extend the class of risk measures for which explicit characterizations of the optimal transfer contract can be found.     

有随机投资回报的随机保费模型的渐近破产概率(英文)

本文研究了随机投资回报环境下扰动的随机保费模型的破产问题.利用鞅方法和随机分析的理论讨论了盈余过程的一些基本性质,得到了一个可以用来求解破产时刻的Laplace变换的积分微分方程,结果推广了已有的随机投资问报风险模型的结论.     

强流脉冲电子束作用下金属锆的微观结构与应力状态

利用强流脉冲电子束 (HCPEB) 技术对金属纯锆进行表面处理, 采用X射线衍射, 扫描电子显微镜及透射电子显微镜详细分析了辐照诱发的表层微观结构和缺陷. X射线分析结果表明, HCPEB辐照后在材料表层诱发幅值为GPa量级的压应力, 并形成{0002}, {1012}, {1120}及{1013}织构. 表层微观结构观察表明, 与其他金属材料不同, HCPEB辐照在材料表层诱发的熔坑数量极少, 多次轰击甚至几乎没有表面熔坑的形成. 此外, 在快速的加热和冷却状态下, 在表面熔化层形成大量的超细晶粒结构, 同时诱发马氏体相变和强烈的塑性变形. 1次HCPEB辐照后表层内形成的变形微结构以位错为主, 孪晶数量较少; 5 次辐照样品的位错密度迅速增高, 孪晶数量也显著增加; 10次辐照后样品中的变形微结构以变形孪晶为主, 且出现二次孪晶现象. 表层晶粒内部变形的晶体学特征不仅决定了表层的织构演化行为, 而且还起到细化晶粒的作用, 为纯锆及锆合金表面强化提供了一条有效的途径. 关键词： 强流脉冲电子束 纯锆 微观结构 应力状态     

纯铜[0 1 1]倾侧型非共格∑3晶界结构稳定性分子动力学模拟研究

有研究表明, 非共格∑₃晶界的行为在中低层错能面心立方金属晶界 特征分布演化中发挥着重要作用. 为了掌握不同界面匹配的非共格∑₃晶界的特性, 本文利用分子动力学(MD)模拟方法首先研究了纯铜的[0 1 1]倾侧型 非共格∑₃晶界在700–1100 K温度范围内和常压下的结构稳定性. MD模拟采用原子间相互作用长程经验多体势, 步长为5×10^-15 s. 模拟结果表明: 所研究的五个非共格∑₃晶界, 其结构稳定性存在很大差异, 其一般规律是, 与(1 1 1)/(1 1 1)共格孪晶界之间的夹角(Φ角)越小, 晶界匹配值越大, 则非共格∑₃晶界越稳定; 反之亦然. Φ角最小的 (2 5 5)/(2 1 1)非共格∑₃晶界较稳定, 在退火过程中几乎不发生变化. 随着Φ角的增大, 非共格∑₃晶界不再稳定, 这类晶界会通过Miller指数较高一侧晶体每三层原子面合并为一层原子面 (或Miller指数较低一侧晶体每一层原子面分解为三层原子面)的机理 转变为亚稳的“台阶”状晶界, 台阶面部分地处于精确的能量极低 的{111}/{111}共格孪晶界上; 当提高温度退火时, 这种“台阶”状晶界最终会全部转变成稳定平直的{111}/{111}共格孪晶界. 关键词： 纯铜 ∑₃晶界')" href="#">非共格∑₃晶界 分子动力学模拟     

方差保费准则下的最优脉冲控制

本文研究保险公司在有再保险控制下的最优脉冲分红问题. 对保险公司的理赔损失, 假定有两家再保险公司参与分保, 且保险公司与两家再保险公司采取不同参数下的方差保费准则. 进一步, 假定保险公司有股东红利分配, 且每次分红有固定交易费和比例税收, 即脉冲分红. 在扩散逼近模型下, 本文应用随机动态规划方法研究破产前的最大期望折现分红, 给出值函数的解析表达式, 进而获得最优再保险策略和分红策略的具体形式.     

Wealth optimization and dual problems for jump stock dynamics with stochastic factor

An incomplete financial market is considered with a risky asset and a bond. The risky asset price is a pure jump process whose dynamics depends on a jump-diffusion stochastic factor describing the activity of other markets, macroeconomics factors or microstructure rules that drive the market. With a stochastic control approach, maximization of the expected utility of terminal wealth is discussed for utility functions of constant relative risk aversion type. Under suitable assumptions, closed form solutions for the value functions and for the optimal strategy are provided and verification results are discussed. Moreover, the solution to the dual problems associated with the utility maximization problems is derived.