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.     

租赁设备的状态维修决策建模与优化

随着物联网技术飞速发展,租赁设备大多安装有传感系统,可以及时地对设备关键部件和整体运行状态进行检测,进而可基于设备的健康状态为其安排更为合理的维修方案,在降低租赁商维修费用的同时,尽量少地干预客户的正常施工,并且保证租赁设备在客户施工场所的可靠运行.本文研究了基于状态检测的租赁设备的最优维修问题,研究中引入了顺序状态检测,定义了基于状态的控制限维修策略,并建立了以维修开销最小为目标的解析模型,以决策系统最优的检测间隔和预防维修阈值.除检测、维修等基本费用外,模型中还进一步考虑了租赁系统的故障罚金和故障后维修超时罚金.在模型的求解中,推导了维修干预下设备任意时刻的检测概率和状态概率分布,作为模型构建和求解的依据.数值实验结果验证并表明了面向租赁设备的基于状态的维修策略的有效性.     

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.     

基于期刊阅读群划分的期刊服务探索——以北京青年政治学院图书馆为例

新媒体时代的到来,使图书馆传统的期刊服务面临着新的挑战。为更好地做好期刊服务,分析了期刊阅读群各自的特点,探讨了基于期刊阅读群划分的期刊服务,包括面向教学科研期刊阅读群的深层次服务、面向学生阶段性阅读群的引导型服务以及面向休闲浅阅读群的灵活性服务。     

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。