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1.
Consider a portfolio containing heterogeneous risks. The premiums of the policyholders might not cover the amount of the payments which an insurance company pays the policyholders. When setting the premium, this risk has to be taken into consideration. On the other hand the premium that the insured pays has to be fair. This fairness is measured by a function of the difference between the risk and the premium paid—we call this function a distance function. For a given small probability of insolvency, we find the premium for each class, such that the distance function is minimized. Next we formulate and solve the dual problem, which is minimizing the insolvency probability under the constraint that the distance function does not exceed a given level. This paper generalizes a previous paper [Zaks, Y., Frostig, E., Levikson, B., 2006. Optimal pricing of a heterogeneous portfolio for a given risk level. Astin Bull. 36 (1), 161–185] where only a square distance function was considered. 相似文献
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A detailed analysis of one- and two-dimensional 1H and 13C NMR data for the endo and the exo adducts, obtained by Diels-Alder reaction of thuriferic and epithuriferic acids with cyclopentadiene is described. The unequivocal spectral data assignment of the endo and exo structures was complemented with molecular modelling studies and confirmed through X-ray diffraction studies. 相似文献
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García ME Riera V Ruiz MA Sáez D Vaissermann J Jeffery JC 《Journal of the American Chemical Society》2002,124(48):14304-14305
Protonation of [Mo2Cp2(mu-H)(mu-PHR*)(CO)4] (Cp = eta5-C5H5, R* = 2,4,6-C6H2tBu3) with HBF4.OEt2 gives the hydridophosphinidene complex [Mo2Cp2(mu-H)(mu-PR*)(CO)4]BF4, which is easily deprotonated with H2O to give the known phosphinidene complex [Mo2Cp2(mu-PR*)(CO)4] in 95% yield. Reaction of the latter with I2 gives the unsaturated phosphinidene complex [Mo2Cp2I2(mu-PR*)(CO)2], which exhibits an intermetallic distance of 2.960(2) A. Irradiation of solutions of [Mo2Cp2(mu-PR*)(CO)4] with UV light gives a mixture of the triply bonded [Mo2Cp2(mu-PR*)(mu-CO)2] and the hydridophosphido derivative [Mo2Cp2(mu-H){mu-P(CH2CMe2)C6H2tBu2}(CO)4] as major species. The latter complex results from an intramolecular C-H bond cleavage from a tBu group and has been characterized by spectroscopy and an X-ray study. Irradiation in the presence of HCC(p-tol) results in the insertion of the alkyne into the Mo-P bond to give [Mo2Cp2{mu-eta1:eta2,kappa-C(p-tol)CHPR*}(CO)4] structurally characterized through an X-ray study. 相似文献
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Cabrerizo FM Petroselli G Lorente C Capparelli AL Thomas AH Braun AM Oliveros E 《Photochemistry and photobiology》2005,81(5):1234-1240
Pterins are heterocyclic compounds with important biological functions, and most of them may exist in two acid-base forms in the pH range between 3 and 13 in aqueous solution. In this work, the photophysical properties of acid and basic forms of six compounds of the pterin family (6-hydroxymethylpterin [HPT], 6-methylpterin [MPT], 6,7-dimethylpterin [DPT], rhamnopterin [RPT], N-methylfolic acid [MFA], and pteroic acid [PA]) have been studied. The effects of the chemical nature of the substituents at position 6 of the pterin moiety and the effects of the pH on the absorption and emission properties are analyzed. The fluorescence characteristics (spectra, quantum yields, lifetimes) of these compounds have been investigated using the single-photon-counting technique. Results obtained for pterin derivatives containing small substituents with 1 carbon atom (HPT, MPT, DPT) and short hydrocarbon chain (4 carbon atoms) (RPT) are different from those found for pterin derivatives containing a p-aminobenzoic acid (PABA) moiety in the substituent (MFA and PA). Fluorescence quantum yields (Phi(F)) of the first group of compounds are relatively high (>/=0.4), whereas MFA and PA exhibit very small Phi(F) values (=0.01). 相似文献
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Payne RJ Toscano MD Bulloch EM Abell AD Abell C 《Organic & biomolecular chemistry》2005,3(12):2271-2281
Aromatic analogues of chorismate were synthesised as potential inhibitors of anthranilate synthase. Molecular modelling using GOLD2.1 showed that these analogues docked into the active site of Serratia marcescens anthranilate synthase in the same conformation as chorismate. Most compounds were found to be micromolar inhibitors of S. marcescens anthranilate synthase. The most potent analogue, 3-(1-carboxy-ethoxy)-4-hydroxybenzoate (K(I) 3 microM), included a lactyl ether side chain. This appears to be a good replacement for the enol-pyruvyl side chain of chorismate. 相似文献
9.
J. Miguel Vadillo M. Esther Gonzalez Isabel Carretero J. Javier Laserna 《Mikrochimica acta》1995,118(3-4):273-282
Micellar liquid chromatography (MLC) and capillary zone electrophoresis (CZE) have been evaluated for the analysis of twelve banned drugs in sport including diuretics and -blockers. In MLC, a sodium dodecylsulphate aqueous solution has been used as mobile phase using an octadecylsilica column. In CZE, a pH 8 buffer solution and a silica capillary have been employed. Parameters of retention and efficiency have been compared. Limits of detection with UV detection at 254 nm and relative standard deviations for atenolol, furosemide, nadolol, spironolactone and triamterene were established and compared in both techniques. Examples of direct urine injection into the separation systems are presented. Drugs overlapping in MLC are well resolved in CZE, while the opposite is true for a limited number of drugs. Some interferences from urine may arise in CZE. The selectivity of analysis would be greatly enhanced by using both techniques, which require only filtration as pre-treatment. 相似文献
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Different methods for representing the upper orbitals in Rydberg transitions are tested by means of a series of ab initio SCF and CI calculations for ethylene and various properties for such diffuse united-atom species are reported. Calculated transition energies indicates the maximum separation between individual components of the (π,3d) Rydberg species to be in the 0.1-0.2 range, with similarly small energy separations being obtained for the corresponding (π, 3p) states 相似文献