河南省城市居民消费结构比较研究

本文主要应用聚类分析方法 ,对河南省 17个地市级城市居民的消费结构进行了比较统计分析 ,从而得到了各城市居民消费结构的一些特点和规律 ,并进一步探讨了其消费结构、可支配收入与总消费支出之间的关系     

Enhanced visible-light-driven photodegradation of Acid Orange 7 azo dye in aqueous solution using Fe-N co-doped TiO2

FeN -co-doped TiO₂ photocatalysts are prepared by sol–gel method using titanium tetraisopropoxide, urea and iron(II) acetylacetonate as precursors of titania, nitrogen and iron, respectively. The prepared samples are analysed from chemical-physical point of view by X-ray diffraction (XRD), Raman spectroscopy, UV–Vis diffuse reflectance spectroscopy (UV–Vis DRS), specific surface area measurements and scanning electron microscopy (FESEM). UV–Vis DRS spectra evidence that the co-doping of TiO₂ with N and Fe leads to the narrowing of the band gap value (2.7 eV) with respect to Fe-doped TiO₂ (2.8 eV) and N-doped TiO₂ (2.9–3 eV). XRD patterns show that photocatalysts are mainly in anatase phase and Fe and N ions are successfully incorporated into the TiO₂ lattice. The average crystallite size of Fe-N co-doped TiO₂ is slightly lower than the other samples and equal to about 7 nm and the specific surface area of the co-doped sample results to be 117 m² g⁻¹. Photocatalytic performances of all prepared samples are evaluated by analysing the degradation of Acid Orange 7 azo dye under visible light irradiation. Photocatalytic efficiency obtained using FeN co-doped TiO₂ strongly increases compared to undoped TiO₂, N-doped TiO₂ and Fe-doped TiO₂ photocatalysts. In detail, using the co-doped photocatalyst, dye discoloration and mineralization result equal to about 90 and 83% after 60 min of LEDs visible light irradiation, underlining the best performances of the FeN co-doped TiO₂ photocatalyst both in terms of treatment time and electric energy consumption.     

液体空分流程形式浅析

通过对全液体空分装置不同流程组织形式进行分析和模拟计算、能耗与投资的比较,根据不同规格的产品要求,进行合适的流程形式选择,以可达到节能降耗的目的。     

Site- and event-specific wastewater-based epidemiology: Current status and future perspectives

Wastewater-based epidemiology (WBE) can provide objective and reliable data to monitor spatio‐temporal patterns of licit and illicit drug use. Numerous studies have been published relating to sampling, sample stability, validation of analytical protocols and the back-calculation of drug consumption. The majority of these studies focus on sampling from municipal sewage treatment plants, but an increasing number of studies have used WBE to monitor community-specific substance use and use during special events. This paper presents a systematic review of published WBE studies of drug use trends in educational institutions and prisons, as well as during music festivals, sporting events, and holidays. A discussion on the application and benefits of using wastewater-based epidemiology in these specific cases is presented together with an examination of current challenges and future perspectives.     

Exponential utility maximization for an insurer with time-inconsistent preferences

This paper studies the optimal consumption–investment–reinsurance problem for an insurer with a general discount function and exponential utility function in a non-Markovian model. The appreciation rate and volatility of the stock, the premium rate and volatility of the risk process of the insurer are assumed to be adapted stochastic processes, while the interest rate is assumed to be deterministic. The object is to maximize the utility of intertemporal consumption and terminal wealth. By the method of multi-person differential game, we show that the time-consistent equilibrium strategy and the corresponding equilibrium value function can be characterized by the unique solutions of a BSDE and an integral equation. Under appropriate conditions, we show that this integral equation admits a unique solution. Furthermore, we compare the time-consistent equilibrium strategies with the optimal strategy for exponential discount function, and with the strategies for naive insurers in two special cases.     

Optimal investment,consumption and proportional reinsurance under model uncertainty

This paper considers the optimal investment, consumption and proportional reinsurance strategies for an insurer under model uncertainty. The surplus process of the insurer before investment and consumption is assumed to be a general jump–diffusion process. The financial market consists of one risk-free asset and one risky asset whose price process is also a general jump–diffusion process. We transform the problem equivalently into a two-person zero-sum forward–backward stochastic differential game driven by two-dimensional Lévy noises. The maximum principles for a general form of this game are established to solve our problem. Some special interesting cases are studied by using Malliavin calculus so as to give explicit expressions of the optimal strategies.     

我国某地区居民购买六合彩活动信息的统计分析

本文主要应用统计学方法对由问卷调查所获得的我国某地区居民购买地下六合彩活动的信息进行分析,分别对购买者的结构,经济状况及收益进行分析,指出地下六合彩的本质及这一现象给我们的警示.同时通过分析一个消费者个体的消费模型给出消费者如何理性消费的建议.     

Infinite-horizon investment consumption model with a nonterminal bankruptcy

This paper solves a general continuous-time consumption and portfolio decision problem for a single agent for whom there exists, upon bankruptcy, a possibility of recovery from his bankruptcy. The main contribution of the paper is in the modeling of the recovery process. Moreover, it is shown that the model with recovery has a one-to-one correspondence with the model with terminal bankruptcy treated in the literature.This research was supported by Grants SSHRC-410-83-9888 and NSERC-A4619 to the first author and by Grants NSF-DMS-86-01510 and AFOSR-88-0183 to the second author. Comments from E. Presman are gratefully acknowledged.     

Optimal consumption–investment and life-insurance purchase strategy for couples with correlated lifetimes

This paper presents a technique to solve the problem where a couple aims to optimize their consumption, investment, and life-insurance purchasing strategies, thereby maximizing their family objective until retirement. Assumed correlated lifetimes of the two wage earners are modeled by using both the copula and common-shock models. Subsequently, closed-form solutions are obtained for determination of the optimal strategies in both the copula and a special case of the common-shock models. As observed, use of the copula model is more advantageous in its provision of closed-form strategies and ability to distinguish mortality impacts. The optimization problem considered herein is investigated under a Markovian setting and solved using the Hamilton–Jacobi–Bellman equation. Numerical examples are also provided to illustrate the utility of the proposed optimization strategy.     

Optimal strategies for asset allocation and consumption under stochastic volatility

Selecting optimal asset allocation and consumption strategies is an important, but difficult, topic in modern finance. The dynamics is governed by a nonlinear partial differential equation. Stochastic volatility adds further complication. Even to obtain a numerical solution is challenging. Here, we develop a closed-form approximate solution. We show that our theoretical predictions for the optimal asset allocation strategy and the optimal consumption strategy are in surprisingly good agreement with the results from full numerical computations.