Experimental demonstration and cascadability analysis of a tunable optical buffer based on a re-circulating loop consisting of optical SSB modulator and FBG filter

We demonstrate a tunable optical buffer with variable time delays for label switching applications using an optical single sideband modulator in a fiber Bragg grating-filter loop. This optical buffer realizes payload storage with optional wavelength conversion function, providing flexibility in packet router design. Small sensitivity penalty is observed in our experiment after the payload circulating in the buffer loop three times. The cascadability of the tunable optical buffer is investigated. We provide analysis of the optical signal to noise ratio degradation due to accumulated amplified spontaneous emission noise, and the penalty caused by loss ripple and group delay ripple of the fiber Bragg grating.     

Analysis of Loss and Dispersion Characteristics for Groove Guides with Arbitrary Groove Profiles by an Equivalent Active Transmission Line Method*

Loss and dispersion characteristics of groove guide are two practically important factors in the design for millimeter wave system consisting of groove guide. In this paper, a new method is presented for analyzing loss and dispersion characteristics of the groove guides with arbitrary groove cross-sections. The method is based on the combination of an equivalent active transmission line equation and the staircase approximation. Numerical results of dispersion and attenuation properties for some groove guides with different groove profiles are given. The effectiveness and practicality of the present analysis are confirmed by the data given in the literature.*Supported by the National Natural Science Foundation of China (No. 60171019) and (No. 60371010)     

Rejoinder on “Learning from imprecise and fuzzy observations: Data disambiguation through generalized loss minimization”

This is a short note in which I reply to the comments and suggestions made by Luciano Sánchez, Sebastian Destercke and Didier Dubois on my article “Learning from Imprecise and Fuzzy Observations: Data Disambiguation through Generalized Loss Minimization”.     

Robust loss reserving in a log-linear model

It is well known that the presence of outlier events can overestimate or underestimate the overall reserve when using the chain-ladder method. The lack of robustness of loss reserving estimators leads to the development of this paper. The appearance of outlier events (including large claims—catastrophic events) can offset the result of the ordinary chain ladder technique and perturb the reserving estimation. Our proposal is to apply robust statistical procedures to the loss reserving estimation, which are insensitive to the occurrence of outlier events in the data. This paper considers robust log-linear and ANOVA models to the analysis of loss reserving by using different type of robust estimators, such as LAD-estimators, M-estimators, LMS-estimators, LTS-estimators, MM-estimators (with initial S-estimate) and Adaptive-estimators. Comparisons of these estimators are also presented, with application of a well known data set.     

Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints

This paper studies the risk management in a defined contribution (DC)pension plan. The financial market consists of cash, bond and stock. The interest rate in our model is assumed to follow an Ornstein–Uhlenbeck process while the contribution rate follows a geometric Brownian Motion. Thus, the pension manager has to hedge the risks of interest rate, stock and contribution rate. Different from most works in DC pension plan, the pension manger has to obtain the optimal allocations under loss aversion and Value-at-Risk(VaR) constraints. The loss aversion pension manager is sensitive to losses while the VaR pension manager has to ensure the quality of wealth at retirement. Since these problems are not standard concave optimization problems, martingale method is applied to derive the optimal investment strategies. Explicit solutions are obtained under these two optimization criterions. Moreover, sensitivity analysis is presented in the end to show the economic behaviors under these two criterions.     

殖民之后的他者——德塞《失落的传承》中的人物形象解读

德塞在《失落的传承》中刻画了众多个性鲜明的人物,他们的经历、命运和结局各不相同,但是他们都是相同时代社会背景下的边缘人物,是多元文化趋势下苦苦寻觅文化身份认同的徘徊者,德塞通过对这些边缘他者的描写来反对西方中心主义和种族优越论,揭示文化霸权主义和种族歧视对第三世界国家人们的影响。     

On tensile instabilities and ellipticity loss in fiber-reinforced incompressible non-linearly elastic solids

Loss of ellipticity and associated failure in fiber-reinforced non-linearly elastic solids is examined for uniaxial plane deformations. We consider separately fiber reinforcement that either endows the material with additional stiffness only in the fiber direction or introduces additional stiffness under shear deformations. In the first case it is shown that loss of ellipticity under tensile loading in the fiber direction corresponds to a turning point of the nominal stress and requires concavity of the Cauchy stress–stretch curve. For the second example loss of ellipticity occurs after the nominal stress maximum and prior to a turning point of the Cauchy stress.     

Optimal portfolio choice for an insurer with loss aversion

The problem of optimal investment for an insurance company attracts more attention in recent years. In general, the investment decision maker of the insurance company is assumed to be rational and risk averse. This is inconsistent with non fully rational decision-making way in the real world. In this paper we investigate an optimal portfolio selection problem for the insurer. The investment decision maker is assumed to be loss averse. The surplus process of the insurer is modeled by a Lévy process. The insurer aims to maximize the expected utility when terminal wealth exceeds his aspiration level. With the help of martingale method, we translate the dynamic maximization problem into an equivalent static optimization problem. By solving the static optimization problem, we derive explicit expressions of the optimal portfolio and the optimal wealth process.     

《最蓝的眼睛》中黑人女性的身份迷失（英文）

托妮·莫里森是美国文坛中一位杰出的黑人作家,也是第一位摘得诺贝尔奖桂冠的黑人女作家。她的处女作《最蓝的眼睛》奠定了她在文坛上的地位,使她成为一个有名的黑人作家。本篇论文主要讨论的是书中黑人女性的黑人身份迷失。它展示了黑人女性的身份迷失的一系列症状及其对她们个人和社会的影响。与此同时,本文还分析了黑人女性身份迷失的原因并探索其解决方案。通过本文的分析,读者们能更好的理解莫里森的作品,明白追求自身黑人女性身份,保存黑人本土文化和黑人的民族意识的重要性。     

A Cape Cod model for the exponential dispersion family

The defining feature of the Cape Cod algorithm in current literature is its assumption of a constant loss ratio over accident periods. This is a highly simplifying assumption relative to the chain ladder model which, in effect, allows loss ratio to vary freely over accident period.Much of the literature on Cape Cod reserving treats it as essentially just an algorithm. It does not posit a parametric model supporting the algorithm. There are one or two exceptions to this. The present paper extends them by introducing a couple of more general stochastic models under which maximum likelihood estimation yields parameters estimates closely resembling those of the classical Cape Cod algorithm.For one of these models, these estimators are shown to be minimum variance unbiased, and so are superior to the conventional estimators, which rely on the chain ladder.A Bayesian Cape Cod model is also introduced, and a MAP estimator calculated.A numerical example is included.