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The Gerber-Shiu Expected Discounted Penalty Function for Lévy Insurance Risk Processes

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Acta Mathematicae Applicatae Sinica 2010年第4期26卷 575-586页

作者： Xiang-hua Zhao chuan-cun yin School of Mathematical Sciences Qufu Normal UniversityQufu 273165China

In this paper,we study a general Lévy risk process with positive and negative jumps.A renewal equation and an infinite series expression are obtained for the expected discounted penalty function of this risk *** also... 详细信息

关键词： Lévy process Gerber-Shiu expected discounted penalty function renewal equation time of ruin

Uniform Estimate for The Tail Probabilities of Randomly Weighted Sums

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Acta Mathematicae Applicatae Sinica 2014年第4期30卷 1063-1072页

作者： yin-feng WANG chuan-cun yin Xin-sheng ZHANG Department of Statistics Fudan University School of Business Shanghai Dianji University School of Mathematical Sciences Qufu Normal University

Several authors have studied the uniform estimate for the tail probabilities of randomly weighted *** their maxima. In this paper, we generalize their work to the situation thatis a sequence of upper tail asymptotically independent random variables with common distribution from the is a sequence of nonnegative random variables, independent of and satisfying some regular conditions. Moreover. no additional assumption is required on the dependence structureof {θi,i≥ 1）.

关键词： uniform estimate randomly weighted sums upper tail asymptotically independence class D ∩ζ

Alternative Approach to the Optimality of the Threshold Strategy for Spectrally Negative Lvy Processes

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Acta Mathematicae Applicatae Sinica 2013年第4期29卷 705-716页

作者： ying SHEN chuan-cun yin Kam Chuen YUEN School of Mathematical Sciences Qufu Normal UniversityChina Department of Statistics and Actuarial Science The University of Hong Kong

Consider the optimal dividend problem for an insurance company whose uncontrolled surplus precess evolves as a spectrally negative Levy process. We assume that dividends are paid to the shareholders according to admissible strategies whose dividend rate is bounded by a constant. The objective is to find a dividend policy so as to maximize the expected discounted value of dividends which are paid to the shareholders until the company is ruined. In this paper, we show that a threshold strategy （also called refraction strategy） forms an optimal strategy under the condition that the Levy measure has a completely monotone density.

关键词： Spectrally negative Levy process optimal dividend problem scale function complete monotonic-ity threshold strategy

Optimal Investment and Premium Control in a Nonlinear Diffusion Model

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Acta Mathematicae Applicatae Sinica 2017年第4期33卷 945-958页

作者： Ming ZHOU Kam Chuen YUEN chuan-cun yin China Institute for Actuarial Science Central University of Finance and Economics Department of Statistics and Actuarial Science the University of Hong Kong School of Statistics Qufu Normal University

This paper considers the optimal investment and premium control problem in a diffusion approxi- mation to a non-homogeneous compound Poisson process. In the nonlinear diffusion model, it is assumed that there is an unspecified monotone function describing the relationship between the safety loading of premium and the time-varying claim arrival rate. Hence, in addition to the investment control, the premium rate can be served as a control variable in the optimization problem. Specifically, the problem is investigated in two cases：（i） maximizing the expected utility of terminal wealth, and （ii） minimizing the probability of ruin respectively. In both cases, some properties of the value functions are derived, and closed-form expressions for the optimal policies and the value functions are obtained. The results show that the optimal investment policy and the optimal premium control policy are dependent on each other. Most interestingly, as an example, we show that the nonlinear diffusion model reduces to a diffusion model with a quadratic drift coefficient when the function associated with the premium rate and the claim arrival rate takes a special form. This example shows that the model of study represents a class of nonlinear stochastic control risk model.

关键词： CARA utility dependent control policies Hamilton-Jacobi-Bellman (HJB) equation investment premium control

Optimal and robust control of population transfer in asymmetric quantum-dot molecules

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Chinese Physics B 2024年第2期33卷 353-359页

作者：郭裕马松山束传存 Hunan Provincial Key Laboratory of Flexible Electronic Materials Genome Engineering School of Physics and Electronic ScienceChangsha University of Science and TechnologyChangsha 410114China Hunan Key Laboratory of Nanophotonics and Devices School of PhysicsCentral South UniversityChangsha 410083China

We present an optimal and robust quantum control method for efficient population transfer in asymmetric double quantum-dot *** derive a long-duration control scheme that allows for highly efficient population transfer by accurately controlling the amplitude of a narrow-bandwidth *** overcome fluctuations in control field parameters,we employ a frequency-domain quantum optimal control theory method to optimize the spectral phase of a single pulse with broad bandwidth while preserving the spectral *** is shown that this spectral-phase-only optimization approach can successfully identify robust and optimal control fields,leading to efficient population transfer to the target state while concurrently suppressing population transfer to undesired *** method demonstrates resilience to fluctuations in control field parameters,making it a promising approach for reliable and efficient population transfer in practical applications.

关键词： population transfer quantum optimal control theory quantum-dot molecules

Th17/Treg balance and macrophage polarization ratio in lower extremity arteriosclerosis obliterans

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Asian Pacific Journal of Tropical Biomedicine 2024年第3期14卷 127-136,I0006-I0009页

作者： Zhen-Zhen Li Min Liu Xiong-Hui He Zhen-Dong Liu Zhan-Xiang Xiao Hao Qian You-Fei Qi cun-chuan Wang Department of Metabolic and Bariatric Surgery The First Affiliated Hospital of Jinan UniversityGuangzhouGuangdong Province510632China Department of Vascular Surgery Hainan General HospitalHainan Affiliated Hospital of Hainan Medical UniversityHaikouHainan Province570311China Department of Physical Examination Hainan General HospitalHainan Affiliated Hospital of Hainan Medical UniversityHaikouHainan Province570311China Department of Gastrointestinal Surgery Hainan General HospitalHainan Affiliated Hospital of Hainan Medical UniversityHaikouHainan Province570311China

Objective:To explore the balance of peripheral blood T helper 17 cells/regulatory T cell(Th17/Treg)ratio and the polarization ratio of M1 and M2 macrophages in lower extremity arteriosclerosis obliterans(ASO).Methods:A rat model of lower extremity ASO was established,and blood samples from patients with lower extremity ASO before and after surgery were *** was used to detect interleukin 6(IL-6),IL-10,and ***-time RCR and Western blot analyses were used to detect Foxp3,IL-6,IL-10,and IL-17 ***,flow cytometry was applied to detect the Th17/Treg ratio and M1/M2 ***:Compared with the control group,the iliac artery wall of ASO rats showed significant hyperplasia,and the concentrations of cholesterol and triglyceride were significantly increased(P<0.01),indicating the successful establishment of ***,the levels of IL-6 and IL-17 in ASO rats were pronouncedly increased(P<0.05),while the IL-10 level was significantly decreased(P<0.05).In addition to increased IL-6 and IL-17 levels,the mRNA and protein levels of Foxp3 and IL-10 in ASO rats were significantly decreased compared with the control *** Th17/Treg and M1/M2 ratios in the ASO group were markedly increased(P<0.05).These alternations were also observed in ASO *** endovascular surgery(such as percutaneous transluminal angioplasty and arterial stenting),all these changes were significantly improved(P<0.05).Conclusions:The Th17/Treg and M1/M2 ratios were significantly increased in ASO,and surgery can effectively improve the balance of Th17/Treg,and reduce the ratio of M1/M2,and the expression of inflammatory factors.

关键词： Lower extremity arteriosclerosis Regulatory T cells Regulatory B cells Inflammatory factors M1 macrophages M2 macrophages

Changes of the trace metals in ice core during 1915-2016 in coastal eastern Antarctica

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Advances in Climate Change Research 2024年第4期15卷 596-608页

作者： Jing-Wen LIU chuan-Jin LI Gui-Tao SHI Yan LIU Zhi-Heng DU Ming-Hu DING Shao-Peng GAO cun-De XIAO Shi-Chang KANG Bo SUN State Key Laboratory of the Cryosphere Science Northwest Institute of the Eco-Environment and ResourcesChinese Academy of SciencesLanzhou730000China University of Chinese Academy of Sciences Beijing 100049China Key Laboratory for Polar Science of State Oceanic Administration Polar Research Institute of ChinaShanghai 200136China Key Laboratory of Geographic Information Science(Ministry of Education) School of Geographic Sciences and Institute of Eco-ChongmingEast China Normal UniversityShanghai 200241China Institute of Tibetan Plateau and Polar Regions Meteorology Chinese Academy of Meteorological SciencesBeijing 100081China Key Laboratory of Tibetan Environment Changes and Land Surface Processes Instituie of the Tibetan PlateauChinese Academy of SciencesBeijing 100101China State Key Laboratory of Earth Surface Processes and Resource Ecology Beijing Normal UniversityBeijing 100875China

Antarctic trace metal records provide important information for grasping the influence of human activities on the environment over the last *** CA2016-75 ice core is located along the East Antarctic Zhongshan Station-Dome A,enhances the record of metals research in the East Antarctic region,and its high-resolution supplies data support for the study of high-frequency climatic drivers and the effect of human activities on the Antarctic environment.A thorough dataset on seven trace metals(Al,Fe,Mn,Cu,Zn,Ba and Pb)in a coastal ice core in eastern Antarctica during the previous 102 years(1915-2016)is presented in this *** has the lowest concentration(9.51±20.95 pg g^(-1)),and Ba has the highest concentration(36.57±51.35 ng g^(-1)).Notable variations are observed between the pre-1968 AD and post-1968 AD phases for Mn,Zn and *** abrupt,remarkable increase in the concentrations coincided with the change of metal smelting production in the southern *** addition to this,it may also be related to local Antarctic scientific research *** and Fe,the primary crustal elements,are essentially obtained from soil dust;Cu shows high crustal enrichment factors(EFc,>10),indicating that it is notably affected by anthropogenic ***,the anthropogenic activities in the Southern Hemisphere have had an impact on lead deposition in *** study not only enriches the trace metal historical record along the Zhongshan Station-Dome A but also provides a high-resolution ice core record,which is very crucial for the reconstruction of trace metal concentration changes in the last 100 years.

关键词： Eastern Antarctica Ice core Trace metals Human activities

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耐180℃稠化酸体系的制备及性能评价

科学技术与工程 2024年第23期24卷 9827-9833页

作者：杨明张莉伟王瑞谢虎郑存川中国石油塔里木油田公司塔里木841000 中国石油新疆油田分公司工程技术研究院克拉玛依834000 中国石油新疆油田分公司采气一厂克拉玛依834000 西南石油大学化学化工学院成都610500

在油气开采与生产过程中,稠化酸中常见问题是稠化剂自身的耐温性能和耐酸性能不佳,导致不能达到高温下深度酸化的目的;此外,当前酸化用高温缓蚀剂与酸液体系配伍性差,防腐蚀能力不足。因此,导致目前高温深井的碳酸盐岩储层酸化难度增加... 详细信息

在油气开采与生产过程中,稠化酸中常见问题是稠化剂自身的耐温性能和耐酸性能不佳,导致不能达到高温下深度酸化的目的;此外,当前酸化用高温缓蚀剂与酸液体系配伍性差,防腐蚀能力不足。因此,导致目前高温深井的碳酸盐岩储层酸化难度增加。为解决上述问题,设计并制备了一系列聚丙烯酰胺基阳离子型耐温耐酸的稠化剂,并研究了其基本性能。同时,筛选出适合高温酸液用缓蚀剂,结合其余助剂形成耐高温稠化酸,进一步研究稠化酸的性能。结果表明,自制的SH4稠化剂耐酸性能和增黏性能极佳,20%的盐酸中,0.6%的稠化剂黏度可达到59.88 mPa·s。加入缓蚀剂1后形成的稠化酸体系配伍性良好,经180℃高温高压动态腐蚀测试,N80钢片腐蚀速率仅为41.614 g/(m^(2)·h)。在180℃,170 s^(-1)下稠化酸体系黏度保持在33.258 mPa·s,证明其耐温耐剪切能力强,可用于高温酸化。

关键词：制备稠化酸聚合物耐酸黏度缓蚀剂

Hypersonic boundary-layer transition on a flared cone

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Acta Mechanica Sinica 2013年第1期29卷 48-53页

作者： chuan-Hong Zhang Qing Tang cun-Biao Lee Department of Aeronautics & Astronautics College of Engineering Peking University

Transition on a flared cone with zero angle of at- tack was studied in our newly established Mach 6 quiet wind tunnel （M6QT） via wall pressure measurement and flow visualization. High-frequency pressure transducers were used to measure the second-mode waves＇ amplitudes and frequencies. Using pulsed schlieren diagnostic and Rayleigh scattering technique, we got a clear evolution of the second-mode disturbances. The second-mode waves exist for a long distance, which means that the second-mode waves grow linearly in a large region. Strong Mach waves are radiated from the edge of the boundary layer. With further development, the second-mode waves reach their maximum magnitude and harmonics of the second-mode instability appear. Then the disturbances grow nonlinearly. The second modes become weak and merge with each other. Finally, the nonlinear interaction of disturbance leads to a relatively quiet zone, which further breaks down, resulting in the transition of the bound- ary layer. Our results show that transition is determined by the second mode. The quiet zone before the final breakdown is observed in flow visualization for the first time. Eventual transition requires the presence of a quiet zone generated by nonlinear interactions.

关键词： PCB pressure sensor - Pulsed schlieren - Flared cone Transition Second-mode waves