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带借贷利率的复合泊松模型的脉冲分红与注资问题
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作者 罗彬 《应用数学进展》 2023年第3期980-992,共13页
本文研究了带借贷利率的复合泊松模型的脉冲分红与注资问题。本文目标是最大化绝对破产界之上分红现值与注资现值之差的期望值。我们先得到值函数的性质,给出可行策略的定义,然后根据随机控制理论证明了动态规划原理,启发式得出QVI不等... 本文研究了带借贷利率的复合泊松模型的脉冲分红与注资问题。本文目标是最大化绝对破产界之上分红现值与注资现值之差的期望值。我们先得到值函数的性质,给出可行策略的定义,然后根据随机控制理论证明了动态规划原理,启发式得出QVI不等式并且证明值函数是该不等式的几乎处处解,最后在最优策略存在的前提下给出验证定理的证明。 展开更多
关键词 借贷利率 脉冲分红与注资 复合泊松模型
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High-Resolution Infrared-Vacuum Ultraviolet Photoion and Pulsed Field Ionization-Photoelectron Methods for Spectroscopic Studies of Neutrals and Cations
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作者 Xi Xing Beth Reed +5 位作者 Mi Kyung Bahng Peng Wang Hin Koo Woo Sun Jong Baek Chee Shing Lain Cheuk Yiu Ng 《Chinese Journal of Chemical Physics》 SCIE CAS CSCD 北大核心 2008年第3期193-201,共9页
We show that by scanning the frequency of a single mode infrared (IR) optical parametric oscillator (IR- OPO) laser to excite the molecular species of interest and fixing the frequency of a vacuum ultraviolet (VU... We show that by scanning the frequency of a single mode infrared (IR) optical parametric oscillator (IR- OPO) laser to excite the molecular species of interest and fixing the frequency of a vacuum ultraviolet (VUV) laser to photoionize the IR excited species, high-resolution IR spectra of polyatomic neutrals can be obtained with high sensitivity. The fact that this IR-VUV-photoion (IR-VUV-PI) method is based on VUV photoionization probe, and thus, allows the identification of the neutral IR absorber, makes it applicable for IR spectroscopy measurements of isotopemers, radicals, and clusters, which usually exist as impure samples. The highly resolved IR-VUV-PI measurements achieved using the single mode IR-OPO laser have made possible the selection of single rovibrational states of CH3X (X=Br and I), C2H4, and C3H4 for VUV-pulsed field ionization-photoelectron (VUV-PFI-PE) measurements, resulting in rovibrationally resolved photoelectron spectra for these polyatomic molecules. These experiments show that the signal- to-noise ratios of the IR-VUV-PI and IR-VUV-PFI-PE spectra obtained by employing the high-resolution IR-OPO laser are significantly higher than those observed in previous IR-VUV-PI and IR-VUV-PFI-PE studies using a low-resolution IR-OPO laser. Further improvement in sensitivity of IR-VUV-PI and IR- VUV-PFI-PE measurements by using the collinear arrangement of IR-VUV lasers and molecular beam is discussed. 展开更多
关键词 Vacuum ultraviolet INFRARED Pulse-field photoelectron High resolution
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方差保费准则下的最优脉冲控制 被引量:2
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作者 孟辉 《中国科学:数学》 CSCD 北大核心 2013年第9期925-939,共15页
本文研究保险公司在有再保险控制下的最优脉冲分红问题.对保险公司的理赔损失,假定有两家再保险公司参与分保,且保险公司与两家再保险公司采取不同参数下的方差保费准则.进一步,假定保险公司有股东红利分配,且每次分红有固定交易费和比... 本文研究保险公司在有再保险控制下的最优脉冲分红问题.对保险公司的理赔损失,假定有两家再保险公司参与分保,且保险公司与两家再保险公司采取不同参数下的方差保费准则.进一步,假定保险公司有股东红利分配,且每次分红有固定交易费和比例税收,即脉冲分红.在扩散逼近模型下,本文应用随机动态规划方法研究破产前的最大期望折现分红,给出值函数的解析表达式,进而获得最优再保险策略和分红策略的具体形式. 展开更多
关键词 方差保费准则 再保险策略 脉冲分红 固定交易费Hamilton JACOBI Bellman(HJB)方程
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