水-盐酸两步法分离瓜环混合物

根据各元瓜环在水和盐酸两种溶剂中溶解度的不同, 提出了一种通过水-盐酸两步分离混合瓜环的方法. 探讨了溶剂用量、盐酸浓度等因素对分离效果的影响, 确定了最佳的分离工艺条件, 使CB[5], CB[6], CB[7]和CB[8]的分离产率分别达到78.9%, 92.0%, 88.0%和75.0%. 分离得到的瓜环单体经核磁共振检测, 纯度在95%以上, 其中CB[5]的纯度达到98%. 研究结果表明, 本工艺是一种简单有效的分离混合瓜环的方法.     

Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer’s risk limit

In most studies on optimal reinsurance, little attention has been paid to controlling the reinsurer’s risk. However, real-world insurance markets always place a limit on coverage, otherwise the insurer will be subjected to under a heavy financial burden when the insured suffers a large unexpected covered loss. In this paper, we revisit the optimal reinsurance problem under the optimality criteria of VaR and TVaR risk measures when the constraints for the reinsurer’s risk exposure are presented. Two types of constraints are considered that have been proposed by Cummins and Mahul (2004) and Zhou et al. (2010), respectively. It is shown that two-layer reinsurance is always the optimal reinsurance policy under both VaR and TVaR risk measures and under both types of constraints. This implies that the two-layer reinsurance policy is more robust. Furthermore, the optimal quantity of ceded risk depends on the confidence level, the safety loading and the tolerance level, as well as on the relation between them.     

考虑消费者后悔行为的零售商预售及退货策略研究

本文考虑消费者预购后悔行为,研究需求和消费者估值均不确定情况下,零售商的三种预售策略:不提供退货、退货不再销售和退货再销售的预售策略;探讨消费者后悔行为对零售商的预售价、订购量、退货额和预售策略选择的影响。研究发现:行动后悔越强,预售价格越低,对零售商的收益越不利;而等待后悔越强,预售价格越高,对零售商的收益越有利,因而零售商可以在现售期保持一定的产品缺货率,增强消费者的等待后悔行为。零售商提供退货服务总是优于不提供退货策略,零售商是否对被退回产品再处理进行二次销售主要依赖于被退回产品的再处理成本大小。     

Two-step surfactant binding of solvated and cross-linked poly(N-isopropylacrylamide-co- (2-acrylamido-2-methyl propane sulfonic acid))

 A solvated and cross-linked copolymer of N-isopropylacrylamide (IPAAm) and 2-(acrylamido)-2-methyl propane sulfonic acid (AMPS) was synthesized and its interaction with cationic surfactant lauryl-pyridinium chloride (C₁₂PyCl) was investigated. The solvated copolymer exhibited a lower critical solution temperature (LCST) in water, which was extensively shifted to a higher temperature due to the increase of hydrophilicity introduced by AMPS. In C₁₂PyCl solution, LCST of the copolymer was dramatically decreased due to the binding of C₁₂PyCl to AMPS unit, forming a stoichiometric complex. However, in the concentrated C₁₂PyCl solution, its LCST increased due to the non-stoichiometric complex formation. This phenomenon was further examined in the cross-linked copolymer, analyzed by binding isotherms. Two-step binding of surfactant was demonstrated followed by gel shrinking and re-swelling. This binding mechanism was further discussed regarding the effect of charge density and the hydro-phobicity of the main-chain backbone in terms of electrostatic and hydrophobic interactions. Received: 13 May 1997 Accepted: 13 August 1997     

豆类秸秆两级热解特性研究

利用热裂解仪-气相色谱/质谱联用仪(Py-GC/MS)对黄豆秆进行了两级热解。结果表明,随着第一级热解温度(t1)的升高,第一级热解产物总峰面积逐渐增大,第二级热解产物总峰面积逐渐减小;在第一级热解产物中,酸类、酮类和呋喃类等源于纤维素和半纤维素的产物含量在t1为400和450℃时较高;在t1为450和500℃的条件下,第二级热解产物中烃类产物的含量高达20%以上。两级热解可以在第一级和第二级热解中分别获取不同的高含量产物,如乙酸、糠醛、愈创木酚、甲苯和苯等,实现生物质的选择性热解。     

NEW METHOD TO OPTION PRICING FOR THE GENERAL BLACK-SCHOLES MODEL-AN ACTUARIAL APPROACH

IntroductionRobertMerton[1] startedcontinuous_timefinancialmodelingwithhisexplicitdynamicprogrammingsolutionforoptimalportfolioandconsumptionpolices.Thissetsthestageforhis1973generalequilibriummodelofsecurityprices,anothermilestone .Hismajorcontributionwashisarbitrage_basedproofoftheoptionpricingformulaintroducedbyFisherBlackandMyronScholesin 1973[2 ] ,andhiscontinualdevelopmentofthatapproachtoderivativepricing .Darrelluffie[3 ] derivedtheBlack_ScholesFormulaintraditionaloptionpricingmetho…     

FABRICATION AND APPLICATION OF NEAR-FIELD OPTICAL FIBRE PROBE

In this paper, the fabrication of a large cone angle near-field optical fibre probe, using the two-step chemical etching method and bent probe, is introduced, and the controlling parameters of the coated Cr－Al film at the probe tip are presented. The scanning electron microscopy images display that the tip diameter of the uncoated large cone angle fibre probe obtained is less than 50nm, the cone angle over 90°, and the diameter of light aperture at the coated probe tip is less than 100nm. The measured results of the optical transmission efficiency for various probe tips show that the uncoated straight optical fibre probe, film-coated straight probe and film-coated bent probe are 3×10^-1, 2×10^-3, and 1×10^-4 times that of the flat fibre probe, respectively. In addition, the force images and near-field optical images of a standard sample are acquired using a large cone angle and film-coated bent probe.     

汇率连动期权的保险精算定价

利用保险精算方法给出了汇率连动期权的定价公式,获得了欧式看涨期权和看跌期权价格的表达式及平价关系。     

Unsteady response of chain-branching premixed-flames to pressure waves

Motivated by some recent experimental results that are incompatible with the standard one-step model, we present an analytical study of the unsteady response of flames to acoustic waves in the framework of a simple two-step chemistry model, using conditions that are appropriate to approximately describe lean methane–air flames. The calculated response functions are qualitatively different from those obtained with the standard one-step model. The results are sufficiently encouraging to suggest that the analysis should be extended in the near future to more detailed kinetics schemes.