Allocating unfunded liability in pension valuation under uncertainty

This paper studied the cost allocation for the unfunded liability in a defined benefit pension scheme incorporating the stochastic phenomenon of its returns. In the recent literature represented by Cairns and Parker [Insurance: Mathematics and Economics 21 (1997) 43], Haberman [Insurance: Mathematics and Economics 11 (1992) 179; Insurance: Mathematics and Economics 13 (1993) 45; Insurance: Mathematics and Economics 14 (1994) 219; Insurance: Mathematics and Economics 14 (1997) 127], Owadally and Haberman [North American Actuarial Journal 3 (1999) 105], the fund level is modeled based on the plan dynamics and the returns are generated through several stochastic processes to reflect the current realistic economic perspective to see how the contribution changed as the cost allocation period increased. In this study, we generalize the previous constant value assumption in cost amortization by modeling the returns and valuation rates simultaneously. Taylor series expansion is employed to approximate the unconditional and conditional moments of the plan contribution and fund level. Hence the stability of the plan contribution and the fund size under different allocation periods could be estimated, which provide valuable information adding to the previous works.     

KNSBN晶体猫式互抽动相位共轭光特性

在KNSBN：Ce晶体中，利用二波耦合作用，在单一光束无法获得相位共轭光的条件下，实现了“猫”式互抽运相位共轭光输出，获得较高的共轭光发射率，实验结果表明，晶体的二波耦合作用可以使晶体的自抽运相位共轭光的阈值光强降低。入射光的入射角范围增大，响应时间缩短。     

Li2、LiH的激发态和Li2H的基态结构与势能函数

使用“对称性匹配簇-组态相互作用”方法,对Li2分子三重态的第一激发态、LiH分子的基态、单重态的第一和第二激发态的几何构型与谐振频率进行了优化计算.利用“群操作求和”方法分别对这4个态进行单点能扫描计算,并拟合出了相应各态的Murrell-Sorbie势能函数.使用多种方法对Li2H分子的基态结构进行优化,并用优选出的密度泛函(B3P86)方法对该分子进行了进一步的频率计算.结果发现Li2H分子的基态稳态结构为C2v构型,在此基础上用多体项展式理论导出了它的解析势能函数,其等值势能图准确再现了Li2H分子的结构特征和离解能.首次报导了该分子对称伸缩振动等值势能图中存在的两个对称鞍点,对应于反应LiH Li→Li2H,活化能大约为18.7×4.184 KJ/mol.     

(2+1)维广义Nizhnik-Novikov-Veselov系统的新严格解和复合波激发

利用拓展的Riccati方程映射法与变量分离法，得到了(2+1)维广义Nizhnik-Novikov-Veselov(GNNV)系统新的含有两个任意函数的相当广义的变量分离严格解.根据其中的周期波解，找到了该系统的复合波，即在周期波背景下的孤立波，并简要讨论了其演化行为. 关键词： GNNV系统 拓展Riccati映射 周期波解 孤立波     

含高阶非线性效应的薛定谔方程的精确解研究

利用孤子理论,研究了含三次和五次非线性项的非线性薛定谔方程,在参数取不同值时得到了方程的新型亮孤子解、新型暗孤子解和新的三角函数周期解。     

透镜初级球差的横向剪切干涉条纹研究

利用玻璃平行平板构成简单的横向剪切干涉仪可以观察到单薄透镜形成的准直光束的剪切干涉条纹,由干涉条纹分布求出对应的几何像差和离焦量.用焦距为190 mm的单薄透镜做实验,实验结果与计算机模拟结果符合,说明可以从剪切干涉条纹的分布求出透镜的轴向调整误差和初级球差.     

计算全息图产生的锥面波在激光准直中的应用

本文提出了用计算全息图产生锥面波的方法.将全息图置于激光光路中,它的衍射图样中心在空间形成了一条准直线.文中对锥面波的传播、准直精度及准直距离作了理论分析,给出了实验结果.     

高斯光束在克尔型非线性介质中的演化特性

由光束在克尔型吸收介质中传输的非线性薛定谔方程,推导了高斯光束注入介质后满足的耦合方程,并分别在不考虑吸收和高阶展开项的情况下,对脉冲的腰斑半径的演化进行了理论分析。发现当注入脉冲满足一定的条件时,脉冲可以以“孤波”的形式传播。当考虑吸收和高阶展开项时,脉冲不存在“孤波”形式,且存在一个阈值,低于阈值的输入,脉冲发生自聚焦;对高于阈值的输入,腰斑半径随着距离的增加而增加,聚焦趋势根本就不存在。     

s波超导体绝缘层dx2-y2波超导体结的直流Josephson电流

在s波超导体绝缘层dx2-y2波超导体结(sId)中,考虑到结界面粗糙散射,运用BogoliubovdeGennes(BdG)方程和FurusakiTsukada(FT)电流公式,计算超导结中的准粒子传输系数和直流Josephson电流.结果表明:sId超导结的直流Josephson电流随温度以及结两侧的相位差变化的关系曲线强烈地依赖于d波超导体的晶轴方位;结界面的粗糙散射对Josephson电流有抑制作用 关键词： s/I/d超导结 dx2-y2波超导体 直流Josephson电流     

Simulation of Birefringence and Absorption in InGaAs-GaAs Multiple Quantum Well Acoustooptic Modulators Operating Near 980 nm

This paper presents the simulation of surface acoustic wave (SAW)-induced absorption coefficient and refractive index change in InGaAs-GaAs multiple quantum well (MQW) structures operating near 980 nm. The exciton problem is solved in two dimensional momentum space to include the non-axial effect due to strain induced valance band mixing and nonparabolicity. The optical absorption coefficient and refractive index changes near the band gap in the MQWs are calculated as a function of SAW power.