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.     

创新研究系统隐性知识生成转化反馈环特性仿真分析

隐性知识反馈环结构是创新研究系统的核心结构,运用组织管理系统动力学理论,进行科研创新系统隐性知识生产转化系统仿真研究,以南昌大学系统动力学创新团队研究系统为例,分析确定该系统的隐性知识量、显性知识量、创新投资量、团队人员数和创新成果量五个核心变量,运用新建的逐枝建模和逐树仿真技术建立五棵流率基本入树模型及其等价流图模型.运用枝向量行列式新增反馈环计算法,计算出系统包含创新成果流位作用于隐性知识流入率的第一类反馈环五条,团队成员数作用于隐性知识流入率第二类正反馈环十条.然后,结合模型的仿真曲线和仿真数据,对第一类反馈环进行极性转移仿真分析和主导反馈环转移仿真分析,对第二类正反馈环进行正反馈环的作用分析,以及"原始创新度"低对这十条正反馈环的制约分析,并基于上述十五条反馈环特性仿真分析结果提出四条创新研究系统发展对策.     

Fuzzy Views on Black-Litterman Portfolio Selection Model

In this paper, views of investor are described in fuzzy sets, and two fuzzy Black-Litterman models are constructed with fuzzy views and fuzzy random views respectively. In the models, expected returns and uncertainty matrix of views are redefined and the views are formulated by fuzzy approaches suitably. Then the models are tested with data from Chinese financial markets. Empirical results show that the fuzzy random views model performs the best, and both the fuzzy models are better than the traditional ones, demonstrating that the fuzzy approaches can contain more information in the views and measure the uncertainty more correctly.     

等候区手术患者家属的心理影响因素及干预措施

目的:探讨等候区手术患者家属的心理影响因素及其干预措施.方法:通过临床护理实践及查阅相关文献进行总结分析.结果:影响因素及其干预措施包括详解病情及手术风险性;对手术环境及术中情况的告知;完善急诊手术患者家属心理干预;根据不同文化水平进行健康宣教;尽量以病情为主,设计最经济有效的治疗方案;提高医护人员从业技能及道德品质.结论:对等候区手术患者家属进行积极有效的心理干预,可很大程度上减轻患者家属的焦虑程度,缓和医患关系,一定程度上提升了医疗质量.     

刺纹车轮虫 18S rDNA 克隆与序列分析

首次对刺纹车轮虫(TrichodinacentrostrigataBasson,VanAs & Paperna, 1983)进行了 18S rDNA 的克隆测序并分析，研究结果显示：刺纹车轮虫是一种具有辐射状中央颗粒的淡水车轮虫，具有相对较高的 GC 含量而位于分子系统树的顶枝，它与海水环境中的车轮虫具有较高的序列相似性及较近的遗传距离从而聚为一枝。研究提示刺纹车轮虫具有较强的宿主适应性，在系统进化中分化较晚并与海水种类具有较近的亲缘关系；此外，车轮虫的同源性与 18S rDNA序列相似性、遗传距离具明显相关性，GC 含量与分子支序树分枝具有明显相关性。
     

普通话在线游戏学习系统的研究与应用

针对希望进一步掌握普通话口语学习的外国学习者,该研究提出了一种普通话游戏学习系统.系统的学习模式结合了计算机技术和语言学研究成果,打破了传统的教学模式的限制,对学习者进行实时评测,提供学习报告与口语学习的最终评定结果.结果表明,该系统能够较为有效地辅助外国学习者的普通话口语学习.     

New Develoopment of the Basic Theory of Extenics

In this paper,the new development of three basic theories of Extenics,incluing basic-element theory,extension set theory and extension logic theory ,has been introduced.And the new theoretical frame of Extenics has also been set forth.     

基于PLC的LED显示电路的研究

介绍了几种LED显示电路．为减少硬件设置，节省PLC的I／0点，提高系统的性价比具有积极的意义．该显示电路在设计中已应用，实践证明是可行的，值得推广．     

山西省吕梁区灌溉用水定额的编制

文章以调查典型县现状年灌溉用水定额为基础 ,以当地灌溉水可利用量为控制条件 ,采用逐级平衡的办法 ,制定吕梁区主要作物的灌溉用水定额     

汽车修竣后的检验

长期以来，如何对修竣后的汽车进行系统性的检验，如何了解汽车的技术性能是否得到完全恢复，这些问题一直困扰着广大汽车维修和检测人员。主要对修竣后的汽车，如何进行路试前、路试中及路试后检验进行了详细的探讨。