带干扰的多险种风险模型

由于保险公司风险经营规模不断扩大,用单一险种的模型来描述风险过程存在局限性,本文讨论了带干扰多险种风险模型,应用鞅论方法,得出伦德伯格不等式和最终破产概率公式。     

On a bifurcation governed by hysteresis nonlinearity

We consider autonomous systems with a nonlinear part depending on a parameter and study Hopf bifurcations at infinity. The nonlinear part consists of the nonlinear functional term and the Prandtl--Ishlinskii hysteresis term. The linear part of the system has a special form such that the close-loop system can be considered as a hysteresis perturbation of a quasilinear Hamiltonian system. The Hamiltonian system has a continuum of arbitrarily large cycles for each value of the parameter. We present sufficient conditions for the existence of bifurcation points for the non-Hamiltonian system with hysteresis. These bifurcation points are determined by simple characteristics of the hysteresis nonlinearity.     

一类潜热型功能液固两相流体的定压比热研究

应用两相流与热物理理论，严格推导出一类潜热型功能液固两相流体的定压比热计算公式．     

稀疏过程在破产问题中的应用

本讨论一类人寿保险的风险过程，其中保单到达服从齐次Poisson过程。而描述退保及索赔发生的计数过程分别为这一过程的q-稀疏与p-稀疏．对此模型给出其破产概率的具体上界，并与其它一类风险模型进行比较．     

Classical versus Jennings model for the ground state of H near a metallic surface

We show that, contrary to earlier reports, application of the one-parameter variational technique to the classical (image) model for H in front of an Al surface leads to energy shifts for the ground state which are very close to those obtained numerically with a more sophisticated model of the system.     

Integral Representations,Differentiability Properties and Limits at Infinity for Beppo Levi Functions

The first aim in the present paper is to give an integral representation for Beppo Levi functions on R ⁿ. Our integral representation is an extension of Sobolev's integral representation given for infinitely differentiable functions with compact support. As applications, continuity and differentiability properties of Beppo Levi functions are studied.Our second aim in this paper is to study the existence of limits at infinity for Beppo Levi functions. We also consider the existence of fine-type limits at infinity with respect to Bessel capacities, which yields the radial limit result at infinity.     

关于半群局部化的一个注记

证明了对于任何的半群Ｓ和其任何的子半群Ｔ，Ｓ在Ｔ的局部化总是存在的。     

一类平面七次多项式系统赤道环的稳定性与极限环分支

本文研究一类平面七次多项式系统赤道环的稳定性和极限环分支，给出了系统的前12个奇点量公式，可积性条件及在赤道附近存在3个极限环的条件，较为精细地指出了极限环的存在位置。     

A risk model driven by Lévy processes

We present a general risk model where the aggregate claims, as well as the premium function, evolve by jumps. This is achieved by incorporating a Lévy process into the model. This seeks to account for the discrete nature of claims and asset prices. We give several explicit examples of Lévy processes that can be used to drive a risk model. This allows us to incorporate aggregate claims and premium fluctuations in the same process. We discuss important features of such processes and their relevance to risk modeling. We also extend classical results on ruin probabilities to this model. Copyright © 2003 John Wiley & Sons, Ltd.     

Evidence for the short-period oscillations in spin-resolved photoemission of thin Cr(110) films

The spin-resolved electronic structure of thin Cr overlayers on top of the Fe(110) surface was investigated by means of spin- and angle-resolved photoelectron spectroscopy. The initial fast drop of photoelectron spin-polarization at the Fermi level, followed by weak oscillatory behavior with the period of about 2 ML, can give an evidence for the first time spectroscopic observation of the short period oscillations in (110)-oriented thin Cr films.