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.     

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.     

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.     

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     

"Durkheim"的变脸

Emile Durkheim(1858～1917)是现代社会学的创始人,他的重要书籍被翻译成中文,他也频频"光顾"许多中文社科类书籍.不过他在中国却分身有术,善于变脸,简直可称得上是外国名人变脸之最了.     

中美综合大学本科课程设置的比较与启示——以复旦大学、哈佛大学物理学专业为例

以介绍中美综合大学本科课程改革的概况为比较的背景,以复旦大学和哈佛大学物理学专业本科课程设置为例,比较中美综合大学本科课程设置的异同,分析其形成的原因,从中得出对我国综合大学本科课程设置改革的启示。     

一类平面三次系统的极限环

本文给出原点为细焦点的三次系统｛ｘ＝－ｙ＋ａｘ＾３＋βｘ＾２ｙ＋λｘｙ＾２ ｙ＝ｘ＋ρｘ＾３＋αｘ＾２ｙ＋βｘｙ＾２＋λｙ＾３ （１）当ρ〉０时存在或不存在极限环的条件。     

QY16汽车起重机主梁断裂失效分析

利用断裂力学理论和试手段对ＱＹ１６汽车起重机主梁断裂失效进行分析，找出断裂的主要原因为焊缝开裂。