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.     

迹为整数的3×3阶正交矩阵的谱

讨论了3×3阶正交矩阵的特征值和迹的关系,证明了迹为整数的3×3阶正交矩阵的谱可由迹确定,为应用广泛的3×3阶正交矩阵的谱的计算提供了简单实用的方法.     

Post李超代数结构的性质

通过post李超代数的定义, 讨论post李超代数结构的基本性质, 给出post李超代数的一些存在性结果, 并利用post李超代数可构造LR超代数和左对称超代数, 给出交换post李超代数结构的相关结果.     

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.     

Study on the Centralization Strategy of the Blood Allocation Among Different Departments within a Hospital

By far, the researches on how to distribute blood products among different departments in hospital have not been further studied, though the problem of blood shortage and wastage that caused by improper blood allocation is severe, which may endanger patient’s lives and impose considerable costs on hospitals. In order to solve this problem, this paper mainly studies on how to distribute the blood items among different departments within a hospital and investigates the allocation approach with the novel management method by centralizing the inventory of several different departments. By integrating the blood inventory requirements of some departments, the hospital could reduce the rate of blood shortage and wastage effectively, release the pressure of the occupancy of resources and reduce the bullwhip effect of blood products. This paper illustrates the centralization principle in hospital and formulates the mixed integer programming model to work out the optimal allocation network scheme and the optimal inventory setting for every department. And the results of the numerical example demonstrate that this centralization method could considerably reduce blood shortage and wastage in hospital by about 72% and 90% respectively. Furthermore, it could decrease the total cost by about 108,540 RMB a month on blood supply chain management in the hospital and improve the effect of some certain surgeries by transfusing the fresh blood to patients.     

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%.     

Hierarchical Community Detection Based on Partial Matrix Convergence Using Random Walks

Random walks are a standard tool for modeling the spreading process in social and biological systems.But in the face of large-scale networks,to achieve convergence,iterative calculation of the transition matrix in random walk methods consumes a lot of time.In this paper,we propose a three-stage hierarchical community detection algorithm based on Partial Matrix Approximation Convergence(PMAC) using random walks.First,this algorithm identifies the initial core nodes in a network by classical measurement and then utilizes the error function of the partial transition matrix convergence of the core nodes to determine the number of random walks steps.As such,the PMAC of the core nodes replaces the final convergence of all the nodes in the whole matrix.Finally,based on the approximation convergence transition matrix,we cluster the communities around core nodes and use a closeness index to merge two communities.By recursively repeating the process,a dendrogram of the communities is eventually constructed.We validated the performance of the PMAC by comparing its results with those of two representative methods for three real-world networks with different scales.     

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.     

中草药名称在英文中如何精准表达

随着中药国际交流增加,中草药药名能否精准表达不仅关系到国际科研工作者能否进行正确的科技交流,而且关系到临床用药安全问题。文章调查了科技期刊英文交流中有关中草药药名的使用情况,系统归纳出目前存在的6大常见乱象,即同物异名、同名异物、名称相近、基原植物交叉且名称重叠、药材英译混乱、药味写法不一致,举例分析其表述缺陷并说明英文如何精准表达。最后,提出英文科技交流只有综合使用中草药的法定药材名、植物学名、拼音和异名,结合英文使用习惯,才能提高药名的精准表达,提高英文论文的国际可信度。