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21.
This paper concerns with the problem of how to running an insurance company to maximize his total discounted expected dividends. In our model, the dividend rate is limited in and the company is allowed to transfer any proportion of risk by reinsuring. So there are two strategies which we call dividend strategy and reinsurance strategy. The objective function and the corresponding optimal two strategies are the solution and the two free boundaries of the following Barenblatt parabolic equation under certain boundary conditions on an angular domain The main effort is to analyze the properties of the solution and the free boundaries to show the optimal decision for the insurance company. 相似文献
22.
A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time‐dependent parameters
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K. Charalambous C. Sophocleous J. G. O'Hara P. G. L. Leach 《Mathematical Methods in the Applied Sciences》2015,38(17):4448-4460
In a fairly recent paper (2008 American Control Conference, June 11‐13, 1035‐1039), the problem of dealing with trading in optimal pairs was treated from the viewpoint of stochastic control. The analysis of the subsequent nonlinear evolution partial differential equation was based upon a succession of Ansätze, which can lead to a solution of the terminal‐value problem. Through an application of the Lie Theory of Continuous Groups to this equation, we show that the Ansätze are based upon the underlying symmetries of the equation (their (14)). We solve the problem in a more general context by allowing the parameters to be explicitly time dependent. The extension means thatmore realistic problems are amenable to the samemode of solution. Copyright © 2014 JohnWiley & Sons, Ltd. 相似文献
23.
Tingzhuang Han Guangsheng Huang Yougen Wang Guangang Wang Yanchun Zhao Fusheng Pan 《自然科学进展(英文版)》2016,26(1):97-102
The effects of V-bending process, continuous bending process and combination process on the microstructure and mechanical properties and formability of an AZ31 magnesium alloy sheet were investigated. The experimental results showed that no twins were found in the microstructure of all samples after processes due to the fine grain. The V-bending and continuous bending processes were proved to be an effective approach to modify the mechanical properties and formability. While the samples after the combination process exhibited better mechanical properties and formability than the single processed sample. The yield strength significantly decreased with the value of 100 MPa and the fracture elongation enhanced to 18.3% at room temperature. The Erichsen value was 5.0 mm which was significantly increased by 117% compared with as-received sample. The superior formability of combination processed samples was mainly attributed to the smaller r-value and n-value. 相似文献
24.
《Arabian Journal of Chemistry》2020,13(7):6044-6055
The corrosion of AZ91D magnesium alloy has received extensive attention due to the continuous expansion of its application field in recent years. However, the corrosion of AZ91D magnesium alloy in distilled water is relatively few. In this paper, the corrosion behavior of AZ91D magnesium alloy was studied in distilled water by electrochemical tests in combination with weight loss and surface analysis methods. The results indicated that the corrosion rate of AZ91D magnesium alloy increased with the increase of temperature and immersion time. The increase of the corrosion rate of AZ91D magnesium alloy with the increase of immersion time might be attributed to the damage of the structure of corrosion product film by hydrogen evolution, significantly accelerating the anodic process of AZ91D magnesium alloy. It was interesting that, in distilled water, the EIS of AZ91D magnesium alloy excluded an inductive arc in the low frequency region, which indicated that there was no the adsorption and desorption of aggressive ions or the damage and repair of film. The corrosion product film of AZ91D magnesium alloy in distilled water was composed of a compact inner corrosion product film and a loose outer corrosion product film. 相似文献
25.
对触变成形AZ91D镁合金在不同热处理条件下的时效组织进行了研究,结果表明:随着固溶温度的增加,第二相具有较大的时效析出速度,并且析出数量较多.经415 ℃、24 h固溶处理后的试样在时效处理过程中,第二相有两种析出方式:连续与不连续析出.在180 ℃没有连续析出,温度高于200 ℃后两种方式交替进行.时效处理温度越高,第二相析出的速度越快.同时也使得连续析出在很短时间内就开始发生,并且在晶粒内部与不连续析出互相交织在一起进行. 相似文献
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To investigate the evolution of microstructure damage degree and the precipitated phases of heat-resistant metal in power plant under high temperature and stress environment, the high-temperature aging tests were conducted to investigate the aging behavior of T91 steel at different temperatures and stress. The optical microscopy, scanning electron microscopy, and transmission electron microscopy were used to investigate the structure and precipitated phases, the results showed that the orientation characteristics of tempered martensite was dispersed, and the grain size is obviously increased. The density of dislocation decreased with increasing temperature and stress. The important strengthening phase of M23C6 (M=Fe, Cr) was coarsened by the diffusion of main alloying elements Cr, while the smaller size MX (M=Nb,V; X=C, N) phase distributed in the grain is relatively stable in the aging. 相似文献
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Sweta Misra Shailja Misra-Bhattacharya Ray J. Butcher Diksha Katiyar 《Tetrahedron: Asymmetry》2017,28(5):734-743
The resolution of racemic coumarinyl amino alcohols 5–10 was achieved by using the inexpensive and readily accessible chiral resolving agent N-carbethoxy-l-proline (S)-11. Direct esterification of rac-5–10 with (S)-11 furnished diastereomeric esters, which were easily separated by column chromatography. The obtained diastereomers yielded the desired enantiopure coumarinyl amino alcohols (S)-(+)-5–10 and (R)-(?)-5–10 in good yields with high enantiomeric excess on saponification. The absolute configurations were determined by X-ray crystal analysis and/or by comparison of the specific rotations. Furthermore, in in vitro antifilarial motility inhibition assays, enantiopure coumarins (S)-(+)-9, (R)-(?)-9 and (S)-(+)-10, (R)-(?)-10 were found to be less efficient in affecting the viability of macrofilariae of Brugia malayi than their racemic forms 9 and 10, respectively, indicating the synergistic effect of the enantiomers in evoking antifilarial action. 相似文献
30.