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     

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。     

皖江经济带科技进步初探

本文应用余值法及生产函数法对皖江经济带城市工业科技进步水平作 了测算，定量刻划了该区域工业科技进步水平的现状，并提出进一步提高经济发展中的科技含量的政策建议。     

拮抗肌对的协同控制与EMG信号的中值频率关系

探讨在持续恒力收缩时,正常人体肘关节主动肌和桔抗肌的协同作用原理与它们的表面EMG信号中值频率(Median Frequency,MF)的变化趋势,研究它们的疲劳行为。十五个正常受试者的实验数据统计结果表明,拮抗肌的SEMG/MF高于主动肌;随着收缩时间的增加,主动肌和拮抗肌的MF几乎以相同的速率下降;收缩力越大,它们的两条拟合直线之间的距离、互相关系数、下降速率也越大;关节的角度的变化对上述结论似乎没有明显的影响。这些结论对屈曲和伸展模式都成立。利用人体组织的幅度衰减特性和频率衰减特性,神经肌肉系统的“共驱动”概念对上述结果进行了讨论。