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.     

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.     

专利风险评价指标体系构建及关键指标国际比较

 从经济安全的角度，基于专利价值链理论，构建了一套专利风险评估指标体系，用于衡量一个国家或地区在专利活动中遭遇风险的程度。利用专利基本活动中的4个关键指标，即专利质量水平、专利转化能力、专利纠纷风险程度和专利贸易国际地位，对美国、日本、韩国、德国和中国进行比较分析，得出2006-2015年，中国的专利发展“快而不高”“大而不强”，但与其他专利强国相比，在专利价值链关键环节的竞争中，中国不占优势，甚至存在较为严重的风险，尤其专利使用费逆差越来越大，对国家经济安全存在一定程度的威胁。     

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.     

基于高斯字典原子稀疏表示的高精度宽角SAR成像方法

为了提高从宽角合成孔径雷达(synthetic aperture radar, SAR)图像中提取目标后向散射各向异性特性的性能,在宽角SAR字典稀疏表示模型的基础上,提出一种基于高斯字典原子的高精度宽角SAR成像方法。在字典构造上,采用不同中心位置、相同方差的高斯函数。在求解稀疏表示系数上,采用广义最小最大凹惩罚稀疏重构算法求解。最后，根据稀疏表示系数的重构结果以及构造的字典得到目标的后向散射各向异性特性。通过仿真实验和Backhoe数据对算法进行验证,结果表明,该方法能够高精度地提取目标的后向散射各向异性特性。     

低电压低功耗音频Σ-Δ ADC调制器设计

针对应用于音频设备中的∑-ΔADC,提出一款改进的∑-ΔADC调制器.该调制器结构改进传统调制器的结构并对调制器系数进行优化,克服传统∑-ΔADC调制器结构的缺点,同时对调制器中的两个关键电路即OTA放大器和比较器也进行优化,极大改善了OTA放大器和比较器性能.改进后的调制器具有低电压、低功耗、高精度和较好的鲁棒性的特点.该调制器采用1.2 V低电压供电,过采样比(OSR)为128,采样频率为6.144 MHz,信号带宽为20 kHz.基于SMIC0.11μm的工艺下,完成了∑-ΔADC调制器的版图设计,并最终流片成功.芯片流片后的成测结果表明,调制器的信噪比达到102.4 dB,有效位达到16.7 bit,调制器的整体功耗仅1.17 mW左右,整个调制器的版图的面积仅为0.122 mm2左右.调制器的成测性能指标表明,该调制器是音频芯片中∑-ΔADC电路的良好选择.     

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...     

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。