Optimal investment problem for an insurer and a reinsurer

This paper studies the optimal investment problem for an insurer and a reinsurer. The basic claim process is assumed to follow a Brownian motion with drift and the insurer can purchase proportional reinsurance from the reinsurer. The insurer and the reinsurer are allowed to invest in a risk-free asset and a risky asset. Moreover, the authors consider the correlation between the claim process and the price process of the risky asset. The authors ?rst study the optimization problem of maximizing the expected exponential utility of terminal wealth for the insurer. Then with the optimal reinsurance strategy chosen by the insurer, the authors consider two optimization problems for the reinsurer: The problem of maximizing the expected exponential utility of terminal wealth and the problem of minimizing the ruin probability. By solving the corresponding Hamilton-Jacobi-Bellman equations, the authors derive the optimal reinsurance and investment strategies, explicitly. Finally, the authors illustrate the equality of the reinsurer's optimal investment strategies under the two cases.     

A Layer-Stripping Method for 3D Near-Surface Velocity Model Building Using Seismic First-Arrival Times

In order to improve the efficiency of 3D near-surface velocity model building, we develop a layer-stripping method using seismic first-arrival times. The velocity model within a Common Mid-Point (CMP) ...     

Synthesis and Largely Enhanced Nonlinear Refraction of Au@Cu_2O Core-Shell Nanorods

Au@Cu_2O core-shell nanorods with tunable thickness of Cu_2O shell were synthesized and their linear and nonlinear optical responses were investigated. Two transverse plasmon resonance peaks were observed when the Au nanorods were coated with Cu_2O shells, which were adjusted by the Cu_2O shell thickness. The nonlinear absorption of the Au@Cu_2O nanorods is enhanced by 5 times at the longitudinal plasmon resonance wavelength compared with that of bare Au nanorods. More intriguingly, largely enhanced nonlinear refraction and suppressed nonlinear absorption at the transverse plasmon resonance wavelength were observed in the Au@Cu_2O nanorods. Our findings indicate the existence of strong local field enhancement at the interface between the Au core and the Cu_2O shell, which would provide a promising strategy in designing plasmonic nonlinear nanodevices with good nonlinear figures of merit.     

Effects of Strain Rate,Temperature and Grain Size on the Mechanical Properties and Microstructure Evolutions of Polycrystalline Nickel Nanowires: A Molecular Dynamics Simulation

Through molecular dynamics(MD)simulation,the dependencies of temperature,grain size and strain rate on the mechanical properties were studied.The simulation results demonstrated that the strain rate from 0.05 to 2 ns~(–1 )affected the Young’s modulus of nickel nanowires slightly,whereas the yield stress increased.The Young’s modulus decreased approximately linearly;however,the yield stress firstly increased and subsequently dropped as the temperature increased.The Young’s modulus and yield stress increased as the mean grain size increased from 2.66 to6.72 nm.Moreover,certain efforts have been made in the microstructure evolution with mechanical properties association under uniaxial tension.Certain phenomena such as the formation of twin structures,which were found in nanowires with larger grain size at higher strain rate and lower temperature,as well as the movement of grain boundaries and dislocation,were detected and discussed in detail.The results demonstrated that the plastic deformation was mainly accommodated by the motion of grain boundaries for smaller grain size.However,for larger grain size,the formations of stacking faults and twins were the main mechanisms of plastic deformation in the polycrystalline nickel nanowire.     

基于NOMA的认知无线电网络功率分配

考虑采用非正交多址接入(NOMA)技术的认知无线电网络下行链路的功率分配问题,旨在最大化接入系统的次用户数,提升系统的频谱效率.在不影响主用户通信的情况下,对次用户进行合理的功率分配,使得系统接入的次用户数最大化.在系统可用功率未得到充分利用时,考虑在接入系统的次用户间对未利用的功率再次进行功率分配,提升系统的频谱效率.仿真结果显示:当次用户最小速率为2.5 bit·s~(-1),请求接入系统的次用户数为10时,频谱效率可提升13%.     

人类卫生健康共同体视域下的全球科技合作研究——以新冠肺炎疫情为背景

新冠疫情暴发以来,中国政府和人民秉持人类命运共同体理念,运用一系列先进技术,在较短时间内扭转了国内疫情的严峻形势.在此背景下,为了更好地发挥中国方案在全球抗疫中的作用,文章运用内容分析法和归纳分析法,首先梳理了从人类命运共同体到人类卫生健康共同体的理论逻辑,其次探究了人类卫生健康共同体、全球科技合作与疫情防控之间的结构关系,最后分析了中国疫情防控的有效举措,进而得出结论:中国疫情防控工作的成效离不开人类命运共同体理念的指引和全球科技合作的开展,而中国在平台建设、机制整合及合作网络等领域的方案共享将有助于遏制全球疫情的蔓延.     

Speeding Up the GVW Algorithm via a Substituting Method

Journal of Systems Science and Complexity - The GVW algorithm is an efficient signature-based algorithm for computing Gröbner bases. In this paper, the authors consider the implementation of...     

发达国家服务贸易的经验借鉴

随着信息技术的快速发展,服务贸易行业在国际贸易中更加受到重视,其中技术和资本服务贸易行业尤为突出。对发达国家服务贸易的发展特点进行了研究,借鉴美国、德国、英国和荷兰等发达国家提升服务贸易的举措,为我国政府和企业提出了发展服务贸易的建议,以达到提高我国服务贸易竞争力的目的。     

非均匀介质下的可调光流控器件及其生化应用

 探讨了非均匀介质下不同光流控器件及其生化应用。在微流控芯片上，主要从2个方面开发和实现各类具有光波导、透镜、细胞计数、化学检测等功能的新器件。首先，在液液非均匀介质下，通过调节沟道内液体流速，控制液体间的对流扩散来实现液体在微腔内的渐变折射率分布和阶跃分布，从而得到其特殊的光学特性，例如光束分离、弯曲、自聚焦等。其次，在固体非均匀介质下，利用特殊的微流结构与液体相结合，实现更加灵敏可调的新型探测手段。这些新型技术手段分别在生物传感、能源生产、细胞探测及海水检测等诸多应用中可发挥关键性作用。