Optimal Investment Strategies for an Insurer with SAHARA Utility

In this paper, we consider the optimal investment strategy which maximizes the utility of the terminal wealth of an insurer with SAHARA utility functions. This class of utility functions has non-monotone absolute risk aversion, which is more flexible than the CARA and CRRA utility functions. In the case that the risk process is modeled as a Brownian motion and the stock process is modeled as a geometric Brownian motion, we get the closed-form solutions for our problem by the martingale method for both the constant threshold and when the threshold evolves dynamically according to a specific process. Finally, we show that the optimal strategy is state-dependent.     

Extension of Isometries Between the Unit Spheres of Normed Space E and C（Ω）

In this paper, we study the extension of isometries between the unit spheres of normed space E and C（Ω）. We obtain that any surjective isometry between the unit spheres of normed space E and C（Ω） can be extended to be a linear isometry on the whole space E and give an affirmative answer to the corresponding Tingley＇s problem （where Ω be a compact metric space）.     

On a generalization of Pólya’s theorem

We consider generalizations of Pólya’s theorem to the case of entire functions taking algebraic values at natural or integer points.     

试就猝死病例谈中老年教职工保健工作

本文报告5例心性猝死(3例为冠心病性猝死),年龄为39—69岁。认为冠心病是中老年教职工猝死的主要原因,因而提出学校对他们的保健重点应放在防治冠心病上。     

Fourier Analysis of Semistable Distributions

We consider the generalized convolution powers G _α ^*u (x) of an arbitrary semistable distribution function G _α (x) of exponent α∈(0,2), and prove that for all j, k∈{0,1,2,…} and u>0 the derivatives G _α ^(k,j)(x;u)=∂ ^k+j G _α ^*u (x)/∂ x ^k ∂ u ^j , x∈ℝ, are of bounded variation on the whole real line ℝ. The proof, along with an integral recursion in j, is new even in the special case of stable laws, and the result provides a framework for possible asymptotic expansions in merge theorems from the domain of geometric partial attraction of semistable laws. An erratum to this article can be found at     

Study of the structural and optical properties of GaN/AlN quantum dot superlattices

We study GaN/AlN Quantum Dot (QD) superlattices utilizing the STREL environment which allows the building of atomistic models, relaxation of the structures, the calculation of the electronic states and optical transitions and the visualization of the results. The forces are calculated using an appropriate Keating or Stillinger–Weber interatomic potential model and the electronic states and optical transitions using a tight-binding formulation which is economical and produces realistic electronic properties. The relaxed structure has strains mainly in the GaN region which are compressive and small tensile strains in the AlN region, mainly below the QD. In the calculation of the electronic states and of the optical transitions the strains are included realistically at the atomistic level. The study of the wavefunctions close to the fundamental gap show how these strains influence the form and spatial extent of the wavefunction. Very close to the fundamental gap the valence and some conduction states are confined in the QD and have considerable oscillator strength.     

论我国平等权的实现

分析了我国平等权的理念和制度定位,认为应把平等权定位于机会平等,并就如何实现机会平等进行了探讨,指出要实现机会平等,就要排除实现机会平等的障碍,并且要在制度上进行创新,以真正实现机会平等,从而使我国平等权得到充分体现.     

Approximating Clarke’s subgradients of semismooth functions by divided differences

We show that the algorithm presented in an earlier paper by Studniarski (Numer. Math., 55:685–693, 1989) can be applied, after only a small modification, to approximate numerically Clarke’s subgradients of semismooth functions of two variables. Results of computational testing of this modified algorithm are also reported.      

股份制公司的综合投资方案决策模型

对股份制公司的综合投资方案的决策问题进行了研究.首先依据多个投资方案的风险与收益并存的实际情况,建立了最佳投资组合方案的多目标决策模型.然后,由董事会综合各股东所持股份和相互评价权值,利用群决策的方法得到一个最终投资方案,此方案在理论上能使公司获得最大收益.