复合Poisson-Geometric风险下保险公司的最优投资–再保–混合分红策略

为了更好地反映保险实际并为保险公司寻求更稳健的策略,本文考虑索赔次数服从复合Poisson-Geometric过程时,保险公司的最优投资–再保–混合分红策略问题.假定保险公司的盈余服从扩散过程,在分红总量现值的期望最大化的准则下,我们使用动态规划原理建立了保险公司的最优投资–再保–混合分红模型,通过求解HJB方程得到了最优投资决策,最后在再保险的保费损失率等于红利的贴现率的条件下,得到了最优投资–再保–混合分红策略的显式解,数值算例及经济分析表明了文章结果的合理性.

复合Poisson-Geometric过程风险模型推广

针对经典风险模型中Poisson过程均值必须等于方差这一局限,将其推广到复合Poisson-Geometric过程,并将保费收取次数看作是一个Poisson过程,且每次收到的保费看作是一个随机变量且服从指数分布,得到了对古典风险模型的一个推广.解释了做出这种推广的实际意义,经过推算,得到了调节系数以及破产概率的表达式,进而得到了模型对应的Lundeberg不等式.

索赔相关的Poisson-Geometric风险模型研究

研究了保费到达为复合Poisson-Geometric过程的索赔相关风险模型,通过模型转化得到了破产概率的表达式及其上界.进一步地,将模型推广为带干扰的情形,得到了相应的结果.

Effect of geometric micro-groove texture patterns on tribological performance of stainless steel

This work describes an experimental investigation into the influence of geometric micro-groove texture patterns on the tribological performance of stainless steel.Five geometries were studied:one with untextured and four with micro-groove textured making parallel,triangular,square and hexagonal patterns.The micro-groove textures were produced using an MFT-20laser system as well as a two-step laser surface texturing(LST)process.Tribological performance was measured using a pin-on-disk tribometer.The investigation showed that the two-step LST process could fabricate high-precision micro-grooves.The experimental data indicated that the micro-groove textured surfaces achieved the lower frictional coefficients than the untextured surface and the geometric patterns had significantly affected the tribological properties of samples in both lubricated and unlubricated states.The results were analyzed from the lubricant supplying and fluid dynamic pressure effect under lubricated conditions as well as abrasive capture and remove under dry friction conditions.

确定风险投资和有界分红下复合Poisson-Geometric风险模型研究

为了研究复合Poisson-Geometric风险和风险投资对保险公司有界分红的影响,利用全期望公式和积分变换的方法,得到了期望累积红利现值函数满足的积分微分方程.在一种特殊情形下,得到了期望累积红利函数的解析解.最后通过算例分析了偏离系数、索赔强度、初始资本和风险投资额对期望累积红利现值函数的影响,验证了结果的合理性,对保险资金给出了管理建议和策略.结果表明:适当降低赔付的门槛,不仅有利于分红,而且还能激发投保,增加盈余水平;同时,适量的风险投资,既能提高盈余水平,又能增加分红.

Experimental study on discharge coefficient of a gear-shaped weir

This study focused on hydraulic characteristics around a gear-shaped weir in a straight channel. Systematic experiments were carried out for weirs with two different gear heights and eight groups of geometrical parameters. The impacts of various geometrical parameters of gear-shaped weirs on the discharge capacity were investigated. The following conclusions are drawn from the experimental study:(1) The discharge coefficient(m_c) was influenced by the size of the gear: at a constant discharge, the weir with larger values of a/b(a is the width of the gear, and b is the width between the two neighboring gears) and a/c(c is the height of the gear) had a smaller value of m_c. The discharge capacity of the gear-shaped weir was influenced by the water depth in the weir.(2) For type C1 with a gear height of 0.01 m, when the discharge was less than 60m^3/h and H_1=P < 1.0(H_1 is the water depth at the low weir crest, and P is the weir height), m_c significantly increased with the discharge and H_1=P; with further increases of the discharge and H_1=P, m_cshowed insignificant decreases and fluctuated within small ranges. For type C2 with a gear height of 0.02 m, when the discharge was less than 60m^3/h and H_1=P < 1.0, m_csignificantly increased with the discharge and H_1=P; when the discharge was larger than 60m^3/h and H_1=P > 1.0, m_c slowly decreased with the increases of the discharge and H_1=P for a=b 1.0 and a=c 1.0, and slowly increased with the discharge and H_1=P for a=b > 1.0 and a=c > 1.0.(3) A formula of m_cfor gear-shaped weirs was established based on the principle of weir flow, with consideration of the water depth in the weir, the weir height and width, and the height of the gear.

CATIA AIDED RADOME ANALYSIS USING GEOMETRIC OPTICS METHOD

In this paper, the Geometric Optics (GO) method using the approximate ray paths coupled with the Computer Aided Tri-dimensional Interface Application (CATIA) meshing modeling are implemented to analyze the performance of electric large three-dimensional dielectric radome-enclosed antenna of arbitrary contour shape. The surfaces of the radome are approximated by planar triangular patches, the influences of various number of patches on power transmission coefficient and Insertion Phase Delay (IPD) via an ogive and a conical radome are discussed by the hybrid method. The simulation results indicate that computational error from planar triangular patches can limit in one percent, meeting the engineering application requirements.

带干扰的双复合Poisson-Geometric风险模型的破产概率

考虑一类推广了的双复合Poisson-Geometric风险模型,假设理赔次数与保费的到达服从Poisson-Geometric分布,且带有Brown运动,运用鞅分析方法和全概率公式分别得出破产概率的表达式.

具有随机投资组合的双复合Poisson-Geometric过程保险风险模型的研究

研究了一个双复合Poisson-Geometric过程保险风险模型,其中保费和索赔的发生均服从复合泊松几何过程。通过鞅方法和停时的技巧,得到了关于破产概率的Lundberger不等式,调节系数方程和破产概率的表达式。生存概率可以作为衡量支付能力的指标,文章得到了无限和有限时间生存概率的微积分方程。

Stress concentration coefficients of optimized cope-hole welded detail

The fatigue performance of optimized welded detail has been investigated by fatigue experiments of three welded specimens under different loadings.In addition,local finite element models of this welded detail were established using finite element software ANSYS.The influences of different factors such as plate thickness,plate gap and initial geometric imperfections on the stress concentration coefficient(SCC) were discussed.The experimental results indicate that the fatigue life of three specimens for this welded detail is 736,000,1,044,200 and 1,920,300 times,respectively.The web thickness,the filler plate thickness and the initial geometric imperfection have relatively less effect on the SCCs of this welded detail.However,cope-hole radius is influential on the SCCs of the web and the weld.The SCC of weld is significantly affected by the weld size and plate gap,but the SCCs of other parts of the welded detail are hardly affected by the plate gap.

Geometry model construction in infrared image theory simulation of buildings

Geometric model construction is the basis of infrared image theory simulation. Taking the construction of the geometric model of one building in Harbin as an example, this paper analyzes the theoretical groundings of simplification and principles of geometric model construction of buildings. It then discusses some particular treatment methods in calculating the radiation transfer coefficient in geometric model construction using the Monte Carlo Method.

基于图像分析的掘进工作面粉尘颗粒检测方法

基于光散射原理测定粉尘质量浓度只能定时定点手动检测,实时性差,且只能检测出粉尘质量浓度,并不能给出粒径分布范围。目前基于图像分析的粉尘颗粒检测研究主要是针对粉尘质量浓度或粒径分布进行单方面研究,并不能实现粉尘质量浓度和粒径分布范围的同时检测。针对上述问题,提出了一种基于图像分析的掘进工作面粉尘颗粒检测方法,探究图像特征与粉尘质量浓度、粒径分布间的关系。通过粉尘样本收集及图像采集装置,采集粉尘颗粒图像并获取采集图像时的粉尘质量浓度。编写粉尘样本图像处理算法,提取图像的灰度特征、纹理特征、几何特征相关参数。对提取的图像特征与实测粉尘质量浓度进行相关性分析,选取相关性较大的图像特征作为参数建立回归数学模型。提取粉尘颗粒对象像素点个数,结合转换系数,基于几何当量等效面积径计算粉尘粒径大小及分布范围。实验结果表明:实测粉尘质量浓度与建立的图像特征多元非线性回归模型数学模型计算值间的平均相对误差为12.37%,标准实测粒径与几何当量等效面积径得到的粒径分布间的最大相对误差为8.63%,平均相对误差为6.37%,验证了基于图像特征的粉尘质量浓度回归数学模型和基于几何当量等效面积径分布数学模型的准确性。

侧通道泵结构设计方法初探

文章结合工程实际需要,对比分析了侧通道泵的结构型式和工作原理,在此基础上建立了部分流式切线离心泵扬程系数与侧通道泵扬程系数的关系;根据离心泵的设计流程和设计方法,以计算案例的形式给出了侧通道泵几何结构参数设计方法,依据此设计方法获得的几何参数,绘制了单级侧通道泵结构图。几何结构参数设计是现代泵设计的第一步,文章设计方法的初步形成,为侧通道泵产品的设计、进一步的结构优化、性能提升奠定了基础。

最优投资组合-便宜再保-障碍分红下复合P-G风险

文章研究了带无风险投资的最优投资组合-便宜再保-障碍分红下的复合Poisson-Geometric风险模型,通过使用动态规划原理得到并求解了HJB方程,解得最优投资-便宜再保与最优分红函数的解析解。最后分析了无风险利率等关键参数对模型结果的影响,验证了建模的合理性,并给出了经营策略。这些建议包括:从激发投保热情,增加投保人分红的角度看,增加初始准备金,投资高收益率、低波动率、且与索赔风险相关度低的风险资产和收益率高的无风险资产都是提高分红的有效途径。同时在无风险利率较高时,保险公司从风险资产转投无风险资产也不失为一种明智的策略。从转移风险的角度看,风险资产的高收益率,低波动率下,出于追求分红的目的,反而要增加再保,接受更多的风险投资,就要增加转移保险风险,维持整体风险的稳定;相关系数越大,若风险资产波动率较大,反而要减少再保更有利于分红。

大直径薄壁结构强度变差系数研究现状与展望

本文以受压屈曲失效薄壁加筋结构为对象,综述了仿真预估强度变差系数相关技术。梳理了影响结构强度不确定性设计参量及其测量、统计表征方法;针对薄壁结构屈曲强度受初始几何形貌影响显著问题,调研了考虑初始几何等缺陷的高精度有限元仿真方法;为实现薄壁结构承载能力高效打靶计算,研究了常用代理模型构建相关技术及其适用情况。并针对目前薄壁加筋结构强度变差仿真预估解决方案的局限性,提出了相应解决途径及技术展望。

最大化用户信噪比几何均值以提高信噪比公平性

提出一种双可重构智能超表面辅助(Reconfigurable Intelligent Surface,RIS)的多用户下行无线通信系统,在基站(Base Station,BS)周围对称部署两个可重构智能超表面以增强通信信号的传输。通过联合优化基站的波束成形和智能超表面的可编程反射系数,最大化用户的几何平均(Geometric Mean,GM)信噪比(Signal-to-Noise Ratio,SNR)。同时,提出一种基于闭式解的交替下降迭代算法,有效地增加用户信噪比并提高信噪比公平性。仿真实验验证了所提算法的可行性,同时说明了部署双可重构智能超表面系统的性能优势。

不同土地利用方式土壤团聚体组成及几种团聚体稳定性指标的比较

为分析比较不同土地利用方式以及种植年限土壤团聚体质量,获得较灵敏的团聚体状况指标与研究方法,揭示人为活动对土壤质量的作用与影响,以关中地区不同种植年限的菜园土壤和果园土壤为研究对象,经干筛法测定团聚体的组成状况后分别用平均质量直径(MWD)、几何均重直径(GMD)、分形维数D以及矩法参数为指标,分析菜园土壤和果园土壤在系列时间的振动筛分过程中团聚体组成变异特征,结果表明:用MWD和GMD作为团聚状况指标,只有在适宜的振动筛分时间范围内才能基本反映各种性状土壤的团聚水平差异;用分形维数作为指标,表征各类土壤的团聚水平的可信性值得商榷;用矩法的理论和其中的偏倚系数Cs能够较为灵敏地表征各类土壤的团聚水平。同时,研究发现菜园土壤和果园土壤的团聚化水平均有随着种植年限的增加有先提高后降低的趋势。研究得出了矩法的偏倚系数能够更清楚地区分各土壤之间的团聚水平,为评价土壤团聚水平提供更为灵敏的指标。

对激光雷达几何因子的分析与测量

为了实现激光雷达对近场的测量,必须获得激光雷达系统几何因子。采用理论分析计算和实验测量两个步骤确定了几何因子性质及廓线。首先,通过分析平行轴和共轴激光雷达接收、发射系统的结构,引入了可完全聚焦填充系数,从几何光学角度推导了两种填充系数的表达式,从而界定了几何因子值的理论范围。其次,介绍了采用对远场回波信号拟合的方法反演近场信号,从而获得几何因子廓线。以中科院AML-2共轴激光雷达为例,采用该方法测量了几何因子廓线,结果验证了对几何因子的理论分析。

基于正交法的直通篦齿封严齿形几何参数对换热特性影响的试验研究

为研究航空发动机空气系统中封严篦齿的换热情况,针对齿宽、封严间隙、齿高、齿距、前倾角和后倾角等6个影响直通篦齿换热特性的主要几何参数,依据正交原理设计25个不同的直通篦齿试验件,试验研究其对换热特性的影响。结果表明:在试验参数范围内,上述几何参数对对流传热系数的影响趋势有明显的区别,其影响程度由主到次的顺序为:封严间隙→齿距→齿高→齿宽→前倾角→后倾角。封严间隙和齿间距影响非常显著,齿高影响显著,齿宽有一般影响,倾角影响不显著,根据试验结果推断,对流传热系数最小的齿形结构是齿宽为0.1 mm、封严间隙为0.2 mm、齿高为5 mm、齿距为6 mm、前倾角为8°、后倾角为15°。研究结果为高性能封严系统优化设计提供了技术参考。

动荷载作用下地下洞室楔形体稳定性分析

通过楔形体破坏的3个基本假定建立了地下洞室楔形体物理模型,提出了楔形体稳定性分析的极限平衡方法。该方法得出了楔形体稳定系数计算表达式,并结合几何分析判断楔形体的稳定状态,进一步探讨了楔形体在爆破施工荷载作用下的楔形体稳定性响应。案例分析表明,楔形体在自重作用下处于稳定状态,施加初始爆破荷载时增加了楔形体的稳定性;工程爆炸作用力远远大于楔形体自重荷载,爆破荷载对楔形体稳定性起主导作用;当爆炸荷载反射时楔形体稳定性显著降低,且沿楔形体1面发生单面滑动破坏。