Absolute ruin problems for the risk processes with interest and a constant dividend barrier

In this paper,the absolute ruin in the compound Poisson risk model with interest and a constant dividend barrier is investigated.First,integro-differential equations satisfied by the expected discounted dividend payments are derived.The explicit expressions are obtained when the individual claim size is expo-nential distributed.Second,the moment generating function of the discounted dividends is considered,and integro-differential equations satisfied by the moment generating function of the discounted dividends are derived.Third,by a "differential" argument,the time to recovery to zero from a given negative surplus is considered.Finally,how long it takes for the surplus process to reach the dividend barrier is discussed.     

Cascading failure prevention of complex systems based on brittleness entropy game

A non-cooperative game model based on brittleness entropy is formulated for preventing cascading failure of complex systems.Subsystems of a complex system are mapped to the players of the game.The influence of collapsed subsystems to other subsystems is also taken into account in the definition of payoff function except for their own entropy increase.This influence is named brittleness entropy.Each player has two optional strategies：rational for negative entropy and irrational for negative entropy.The model is designed to identify the players who select an irrational strategy for negative entropy.The players who select the irrational strategy for negative entropy continue to compete for negative entropy after the recovery of ordered state and make other subsystems can＇ t get enough negative entropy to reduce entropy increase.It leads to cascading failure of the complex system in the end.Genetic algorithm is used to seek the solution of game model,and the simulation result verifies the effectiveness of the proposed model.The model provides a new way to prevent cascading failure of complex systems.     

EFFECT OF NEGATIVE BIAS ON DIAMOND NUCLEATION IN MICROWAVE PLASMA ASSISTED CHEMICAL VAPOR DEPOSITION SYSTEM

Effect of direct current negative bias on diamond nucleation in microwave plasma assisted chemical vapor deposition system was discussed. The influence of the magnitude of negative bias value,bias duration and methane concentration in the gas mixture on nucleation density of diamond films was studied respectively. It is demonstrated that direct current negative bias can drastically enhance the diamond nucleation at a suitable value.Long bias duration and high methane concentration are helpful for diamond nucleation.     

Environmental boundary and formation mechanism of different types of H<Subscript>2</Subscript>S corrosion products on pipeline steel

To establish an adequate thermodynamic model for the mechanism of formation of hydrogen sulfide (H₂S) corrosion products, theoretical and experimental studies were combined in this work. The corrosion products of API X60 pipeline steel formed under different H₂S corrosion conditions were analyzed by scanning electron microscopy, energy-dispersive X-ray spectroscopy, and X-ray diffraction. A thermodynamic model was developed to clarify the environmental boundaries for the formation and transformation of different products. Presumably, a dividing line with a negative slope existed between mackinawite and pyrrhotite. Using experimental data presented in this study combined with previously published results, we validated the model to predict the formation of mackinawite and pyrrhotite on the basis of the laws of thermodynamics. The established relationship is expected to support the investigation of the H₂S corrosion mechanism in the oil and gas industry.     

结晶器内电磁搅拌对结晶器表面负偏析影响的模型预测

Aiming at the problem of negative segregation under a bloom surface, a coupling macrosegregation model considering electromagnetic field, flow, heat, and solute transport was established based on the volume average method to study the effect of in-mold electromagnetic stirring (M-EMS) on the negative segregation under the bloom surface. In the model, the influence of dendrite structure on the flow and solute transport was described by the change of permeability. The model was validated by the magnetic induction intensity of M-EMS and carbon segregation experiment. The results show that the solute C in the solidified shell in the turbulent zone of the bloom undergoes two negative segregations, whereby the first is caused by nozzle jet, and the second by the M-EMS. The severities of the negative segregation caused by M-EMS at different currents and frequencies are also different, and the larger the current is, or the smaller the frequency is, the more serious will be the negative segregation. With the M-EMS, the solute C distribution in the liquid phase of the bloom is more uniform, but the mass fraction of C in the liquid phase is higher than that without M-EMS.     

Forward acoustic scattering by moving objects: Theory and experiment

The normal mode model for scattering in shallow water is employed to investigate the forward scattering with a target crossing the source-receiver axial line. An experiment was conducted in a littoral environment to analyze forward scattering by a slowly moving object. The theoretical and experimental results show that the sound field aberration takes minimum values if the object is located mid-point along the source-receiver line, whereas it attains its maximum if the object is close to the source or receiver. The total field is either enhanced or suppressed if the object crosses different Fresnel zones. In addition, the duration of shad- ow-induced aberration is dependent on the width of the first Fresnel zone, which is longest at the mid-point of the source-receiver line.     

带平方根因子过程的保险与再保险公司联合利益的稳健最优投资策略

A general insurance company which comprises both insurance and reinsurance business lines is considered. The senior management, who is uncertain about the model parameters and ambiguity-averse, is seeking a robust optimal investment-reinsurance strategy. The risky asset price is assumed to satisfy a square root factor process. From the interests of both sides, the maximized goal is the expected utility ofthe weighted surplus sum of the insurer and reinsurer. On the one hand, the closed-form expressions ofthe robust optimal strategy and the corresponding value function are derived. On the other hand, the verificationtheorem is proved completely. Finally, by presenting some numerical examples, model parameters sensitivity to the optimal strategy is shown and explained.     

Carbon Solubility and Mass Action Concentrations of Fe-Cr-C Melts

An empirical equation of carbon solubility in Fe-Cr-C melts is regressed based on the experimental data from references. A calculating model of mass action concentrations for these melts is formulated on the basis of the coexistence theory of metallic melts involving compound formation, the phase diagram of Cr-C system as well as thermodynamic data of Fe-Cr-C melts. According to the model, the standard Gibbs free energies of formation of CrC and Cr₃C₂ are obtained. Satisfactory agreement between the calculated and measured values shows that the model can reflect the structural characteristics of Fe-Cr-C melts.     

A Network Model on the Processing of Sound Wave

On the base of auditory neural system, the network model on the processing of the sound wave is presented. The mathematic equation of the network is also discussed. In the network model, in addition to the negative feedback of the neural cell in the output layer, the cell in the input layer excites the corresponding cell in the ontput layer meanwhile it inhibits the lateral cells. The network has its advantage on the processing of sound wave. In addition to filter the noise, it can search the significance frequency segments （Barks）. The ＂channel suppresser＂ feature, the special phenomena of the human ear, is explained based on the model. The learning algorithm of the network model is discussed, too. In the end, an example is introduced about the application of the network.     

随机利率风险模型中的破产问题

考虑带保费和理赔的支付时间及利率因素的两个离散时间保险风险模型中的破产问题.对其中一个模型,文献中仅在利率{In,n=1,2,…}是定值时,即n≥1,In=r,r是常值情形下,考虑破产前赢余分布和破产持续时间的概率性质两个破产严重性的破产问题.本文考虑了利率{In,n=1,2,…}是独立同分布的随机变量时的两个离散时间保险风险模型,获得了破产前赢余分布和破产持续时间概率的递推公式.     

一类广义双险种离散风险模型破产概率的估计

考虑一类广义离散双险种风险模型,其一类险种的索赔为复合负二项分布,另一类险种的索赔为复合二项分布,保费收取为复合负二项分布,讨论了其盈余的性质,给出了关于破产概率的一个定理及上界．     

零售商提供延保服务下考虑企业社会责任的产品服务供应链合作模式

针对产品服务供应链企业的社会责任(corporate social responsibility, CRS)问题,构建了一个制造商和一个零售商组成的产品服务供应链,对比分析了零售商单独实施产品和延保服务CRS行为、制造商和零售商共同实施产品和延保服务CRS行为,制造商单独实施产品和延保服务CRS行为以及集中决策4种情形下供应链企业的社会责任。研究表明,协调契约不仅使制造商和零售商实现合作还可以提高消费者剩余,提高产品剩余和延保服务剩余关切程度在大多数情况下可以提高供应链企业利润。最后通过数值算例分析了4种情形下产品消费者剩余、延保服务消费者剩余和消费者总剩余的差异。     

一类双险种风险模型的破产概率研究

讨论一类保险费收取次数为泊松过程且带干扰,索赔额分别服从Poisson分布和负二项分布的风险模型,运用鞅方法和盈余过程的性质得到了破产概率的一般公式及Lundberg不等式.     

电子中介在旧车交易中的匹配

研究了电子中介在旧车交易市场中多个买家和多个卖家各交易一辆旧车的双边匹配问题·设成交价格为买方出价和卖方定价的中间值,以总成交额和交易总剩余分别最大为目标,建立了多目标模型,并用加权方法求解·用仿真试验比较了单独考虑总成交额目标及两个目标同时考虑时的中介收益与交易方剩余变化情况,得出了同时考虑两个目标比单独考虑总成交额一个目标更为合理的结论·计算表明:与单独考虑总成交额最大相比,该多目标模型及求解方法减少总成交额约12%,但提高交易剩余约88%;如果保持中介收益不变,则中介费用可从2%提高到2 27%·     

针对固定重量板坯的板坯设计优化算法

针对板坯重量被事先确定的情况,提出了客户订单重量需求规格和宽度需求规格为区间值的板坯设计问题,建立了最小化板坯数量和总盈余量的多目标板坯设计模型. 基于构建的订单-板坯矩阵和板坯相容集合,提出了一种两阶段的板坯设计最优算法,算法的第一阶段实现板坯数量最小化,第二阶段实现总盈余量的最小化. 针对提出的算法,给出了最优性质的理论证明以及基于实际数据的应用算例.     

福建沙溪沙县段水环境容量研究

应用QUAL2K模型,采用试错法对沙溪沙县段进行水环境容量的计算,并根据排污现状,得出需要削减排污量的河段.研究表明,从整个河段看,沙溪沙县段的剩余水环境容量仍有盈余,CODCr剩余环境容量为14 668.380 t·a-1,氨氮剩余环境容量为1 051.011 t·a-1,总磷剩余环境容量为131.163 t·a-1,但某些河段的允许排放污染物量需要削减.     

国际收支双顺差的负效应及措施

过去五年的统计数据显示,我国国际收支双顺差依然严峻,经常项目顺差仍高居不下,资本与金融项目顺差急剧攀升,国际收支的双顺差带来了严重负效应,主要体现在它造成了通货膨胀压力、使货币政策独立性的减弱、给人民币造成升值压力及导致我国内需不足和对外依存度过高。所提出的调节国际收支双顺差的相应措施,主要包括转变外贸发展战略;改善内部经济失衡状况,扩大内需,促进消费;实施稳健的货币政策;推行企业“走出去”战略。     

农村非国有企业与农村经济增长——以甘肃省为例

通过对主要经济指标的回归分析可知,农村非国有企业转移或吸纳农村剩余劳动力数量对农村经济总收入影响显著,农村非国有企业从业人员的增加对企业总产值的影响显著。可见,农村剩余劳动力的流动,不仅会促进农村经济增长,增加农民收入,而且对于农村非国有企业本身而言,也有益于其成长和发展。因此,须充分实现农村剩余劳动力的流动,大力发展农村非国有企业。