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161.
162.
Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution 总被引:2,自引:0,他引:2
Omer L. Gebizlioglu Birdal ?eno?luYeliz Mert Kantar 《Journal of Computational and Applied Mathematics》2011,235(11):3304-3314
The Weibull distribution is one of the most important distributions that is utilized as a probability model for loss amounts in connection with actuarial and financial risk management problems. This paper considers the Weibull distribution and its quantiles in the context of estimation of a risk measure called Value-at-Risk (VaR). VaR is simply the maximum loss in a specified period with a pre-assigned probability level. We attempt to present certain estimation methods for VaR as a quantile of a distribution and compare these methods with respect to their deficiency (Def) values. Along this line, the results of some Monte Carlo simulations, that we have conducted for detailed investigations on the efficiency of the estimators as compared to MLE, are provided. 相似文献
163.
We construct a generalization of Maxwell's equations associated with the proper-time of the source which accounts for radiation reaction without any assumptions concerning the nature of the source. The theory leads to a new invariance group, related to the Lorentz group, which leaves the proper-time of the source fixed for all observers. 相似文献
164.
甲状腺内^(131)I放射性活度与辐射探测结果的比例关系与甲状腺几何尺寸、探测距离等因素相关,是估算甲状腺内^(131)I含量与其可能造成的辐照损伤的关键参数。基于MCPT辐射输运数值模拟算法器库开发了用于开展NaI探测器伽马辐射测量模拟的应用程序,进而建立了多组具有不同容积的甲状腺型容器和不同探测距离的物理模型,最终通过蒙特卡罗数值计算得到了不同测量状态下探测器的探测效率。在甲状腺型容器与探测器距离较远时,数值模拟给出的结果与理论计算结果一致,证明此应用程序可用于定量分析NaI的探测效率。数值模拟结果表明,小距离模型的结果受甲状腺样容器的大小和距离的显著影响,模拟给出的探测效率表为开展深入细致的实验研究奠定了基础。 相似文献
165.
《中国物理 B》2021,30(7):73701-073701
We investigate the process of pulsed laser cooling using a self-constructed molecular dynamics simulation(MDSimulation) program. We simulate the Doppler cooling process and pulsed laser Doppler cooling process of a single ~(40)Ca~+ ion, and the comparison with the experimental results shows that this self-constructed MD-Simulation program works well in the weak laser intensity situation. Furthermore, we analyze the pulsed laser Doppler cooling process of a single ~(27)Al~+ ion. This program can be used to analyze the molecular dynamic process of various situations of Doppler cooling in an ion trap, which could give predictions and experimental guidance. 相似文献
166.
The effects of Co-60 gamma-rays and about 25-MeV pulsed electrons have been investigated on CR-39 plastic nuclear track detector. The bulk etch rate was measured as a function of the absorbed dose under three different irradiation conditions; gamma-ray exposure in air at the dose rate of 6 kGy/h, that in vacuum and electron shower in air at 126 kGy/h on average. It was found that the bulk etch rate (V) increased nearly exponentially with the dose (D); V=V0exp(kD), and the characteristic parameter (k) was 35, 9 and 12 MGy−1, respectively. It is considered that a lack of oxygen in damage formation processes could occur momentarily during a short electron pulse, just similarly to the vacuum effect of reduction in track etch rates in outgassed CR-39 plastic. 相似文献
167.
The effect of pre or post-administration of vitamin A in ameliorating the radiation-induced alteration in intestinal and spleen Na+/K+-ATPase activity of rats was determined. Rats subjected to multifractionated γ-radiation (20 × 0.5 Gy) over the whole-body showed a significant reduction in Na+/K+-ATPase activity being more obvious in spleen than in intestine. Administration of vitamin A at a daily i. p. dose of 15,000 IU/kg bd. wt. for 7 days prior to fractionated γ-irradiation and thereafter twice weekly throughout the exposure period (as pretreatment regimen) or following the end of irradiation for 7 days (as posttreament regimen) afforded a significant protection from radiation-induced inhibition of spleen and intestinal Na+/K+-ATPase activity. Even though, pretreatment regimen is more efficient against radiation injury to this enzyme than posttreatment, so that its activity was nearly normalized in the first regimen. The regeneration of normal enzyme activity in the tissues of the vitamin A-pretreated group suggests that the intestinal and spleen epithelia in presence of vitamin A are rendered relatively radioresistant. 相似文献
168.
Electrokinetic effects, i.e. the coupled hydrodynamic and electric phenomena which occur near charged interfaces, constitute a challenge to theorists due to the variety of length and time scales involved. We discuss recent advances in the modelling of these phenomena, emphasising the interplay between the molecular specificity and the collective induced flows that emerge. We discuss the complementary simulation methodologies that have been developed either to focus on the molecular aspects of electrokinetics or on their effective properties on larger scales, as well as the proposed hybrid schemes that can incorporate both aspects. We highlight the insights that molecular studies have brought on the nature of interfacial charges and their implications for kinetic phenomena in confined fluids and also discuss advances in a number of relevant contexts. 相似文献
169.
Mehdi Sahihi Zobeideh Heidari-Koholi Abdol-Khalgh Bordbar 《Journal of Macromolecular Science: Physics》2013,52(12):2311-2323
The interaction of quercetin, quercitrin, and rutin, as natural polyphenolic compounds, with β-lactoglobulin (BLG) using molecular docking and molecular dynamics simulation methods was examined. Molecular docking studies showed that quercetin and quercitrin were bounded to the internal cavity of protein, while rutin was bounded to the entrance of the cavity because of its large structural volume. It was found that there were one-, three-, and four-hydrogen bond interactions between BLG and quercetin, quercitrin, and rutin respectively. This showed that with an increase in the number of OH groups in the flavonoid structure, there was an increase in the number of hydrogen bond interactions. The binding constants for the binding of quercetin, quercitrin, and rutin to BLG were 1.2 × 106, 1.9 × 106, and 7.4 × 104 M?1 respectively. The results of molecular dynamics simulation showed that the root mean square deviation (RMSD) of non-liganded BLG and BLG–ligand complexes reached equilibration after 3500 ps. The study of the radius of gyration revealed that BLG and BLG–ligand complexes were stabilized around 2500 ps, and unlike the two other complexes, there was no conformational change for BLG–quercetin. Finally, analyzing the RMS fluctuations suggested that the structure of the ligand binding site remained approximately rigid during simulation. 相似文献
170.
Lutful Bari Bhuiyan 《Molecular physics》2013,111(15):1863-1871
A generalised form of a local contact condition for the charge profile in a primitive model planar double layer [Bhuiyan, Outhwaite, and Henderson, Mol. Phys. 107, 343 (2009)] at low electrode charge is examined for completely asymmetric, binary electrolytes. The cation and anion sizes are taken to be different from each other with the valencies being 2+:1? or 1+:2?, while the electrode surface charge density is varied from being negative through zero to being positive. Monte Carlo simulation data obtained for such double layer systems at varying ionic radius ratios and electrolyte concentrations suggest the generalised contact relation to be valid at low charge on the electrode. 相似文献