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Optimal Reinsurance Under Distortion Risk Measures and Expected Value Premium Principle for Reinsurer

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Journal of Systems Science & Complexity 2015年第1期28卷 122-143页

作者： ZHENG Yanting cui wei YANG Jingping Department of Finance Beijing Technology and Business University Beijing 100037 China. Department of Financial Mathematics Peking University Beijing 100871 China. Department of Financial Mathematics School of Mathematical Sciences and Center of Statistical Science Peking University Beijing 100871 China.

This paper discusses optimal reinsurance strategy by minimizing insurer's risk under one general risk measure:Distortion risk *** authors assume that the reinsurance premium is determined by the expected value premium principle and the retained loss of the insurer is an increasing function of the initial *** explicit solution of the insurer's optimal reinsurance problem is *** optimal strategies for some special distortion risk measures,such as value-at-risk(VaR) and tail value-at-risk(TVaR),are also investigated.

关键词： Distortion risk measure expected value premium principle optimal reinsurance strategy TVaR. VaR.

Flexible and Accurate Frequency Estimation for Complex Sinusoid Signal by Interpolation Using DFT Samples

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Chinese Journal of Electronics 2018年第1期27卷 109-114页

作者： XIANG Jinzhi cui wei SHEN Qing School of Information and Electronics Beijing Institute of Technology

A flexible and accurate frequency estimator is first proposed for frequency estimation of a complex sinusoid weighted with a rectangular window function in additive white Gaussian noise. This proposed frequency estimator can be operated in the application of an arbitrary length discrete Fourier transform where the original input data is padded with any zeroes, which makes it more flexible in practice. The proposed frequency estimator utilizes the maximum sample value and its two adjacent samples in the frequency domain to perform the fine frequency estimation with unbiased results obtained. Then a modified frequency estimator is proposed to estimate the frequency when the complex sinusoid signal is weighted with different nonrectangular window functions. Although the modified frequency estimator is nonanalytic and biased, it can still improve the estimation performance for certain applications. Simulation results demonstrate that both of the proposed frequency estimators are effective to achieve the high frequency estimation accuracy. And the root mean square errors of the proposed frequency estimators approach the Cramer-Rao bound when the signal-to-noise ratio is large enough to make the coarse frequency estimation work effectively.

关键词： Frequency estimation Complex sinusoid DFT interpolation Zero-padding

Multivariate statistical analysis for the surface water quality of the Luan River,China

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Journal of Zhejiang University-Science A(Applied Physics & Engineering) 2009年第1期10卷 142-148页

作者： Zhi-wei ZHAO Fu-yi cui State Key Laboratory of Urban Water Resource and Environment Harbin Institute of Technology Harbin 150090 China

In order to analyze the characteristics of surface water resource quality for the reconstruction of old water treatment plant,multivariate statistical techniques such as cluster analysis and factor analysis were applied to the data of Yuqiao Reservoir-surface water resource of the Luan River,*** results of cluster analysis demonstrate that the months of one year were divided into 3 groups and the characteristic of clusters was agreed with the seasonal characteristics in North *** factors were derived from the complicated set using factor *** 1 included turbidity and chlorophyll,which seemed to be related to the anthropogenic activities;factor 2 included alkaline and hardness,which were related to the natural characteristic of surface water;and factor 3 included Cl and NO2-N affected by mineral and agricultural *** sinusoidal shape of the score plots of the three factors shows that the temporal variations caused by natural and human factors are linked to seasonality.

关键词： Surface water quality Cluster analysis Factor analysis Temporal variation of scores

Evolutionary perspectives on novel coronaviruses identified in pneumonia cases in China

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National Science Review 2020年第2期7卷 239-242页

作者： Xiaoman wei Xiang Li Jie cui CAS Key Laboratory of Molecular Virology &Immunology Institut Pasteur of ShanghaiChinese Academy of Sciences Wuhan Institute of Virology Center for Biosafety Mega-Science Chinese Academy of Sciences University of Chinese Academy of Sciences

Coronaviruses, such as severe acute respiratory syndrome coronavirus (SARS-CoV) and Middle East respiratory syndrome coronavirus (MERS-CoV), are highly transmissible pathogens, and they can be lethal in humans. Bats are believed to be the original sources of these lethal pathogens. In December 2019, a cluster of pneumonia cases was reported in Wuhan and a novel coronavirus (2019-nCoV, now officially named as SARS-

关键词： origin Evolutionary perspectives on novel coronaviruses identified in pneumonia cases in China

Multi-objective optimization of cooling air distribution of grate cooler with different inlet temperatures by using genetic algorithm

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Science China(Technological Sciences) 2017年第3期60卷 345-354页

作者： SHAO wei cui Zheng CHENG Lin Institute of Thermal Science and Technology Shandong University Jinan 250061 China

The paper discussed a multi-objective optimization model of the cooling air distribution of a grate cooler according to the analogy

关键词： cooling air distribution grate cooler multi-objective genetic algorithm entropy generation

Special Relationship among Decision Making Units based on Partially Ordered Set and New Evaluation and Projection Methods

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Journal of Systems Science and Systems Engineering 2022年第2期31卷 226-246页

作者： Muren Chang Liu wei cui Jinquan Dong School of Statistics Jilin University of Finance and EconomicsChangchun130117China bSchool of Management Science and Information Enginering Jilin University of Finance and EconomicsChangchun130117China cSchool of Economic and Management Inner Mongolia University of TechnologyHohhot010051China

This paper provides data envelopment analysis methods based on partially ordered set *** methods reveal the special relationships between two decision making units from the perspective of mathematical theory and offer the classification,projection and improvement methods of decision making *** is proved that an efficient decision making unit must be a maximal element of the related poset,and the maximal element may not be *** this,we introduce the concepts of minimum envelope and efficiency envelope which further reveal the special relationship among efficient and inefficient decision making *** with the previous methods,this method not only reveals theoretically the complex relationship among decision making units and the causes of the ineffectiveness,but also gives a new importance and competitiveness measurement method to each decision making ***,related algorithm and examples are given for the application of these methods to complex decision making problems.

关键词： Data envelopment analysis partially ordered set returns to scale projection maximal element

Polarization-encoded neural networks with simplified grating patch

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Science China Technological Sciences 2025年

作者： Chengyan ZHONG Xiang WANG Lingfei LI Yuanchi cui Lei XIAO Dawei SONG Junxiong GUO Wen HUANG Yufeng GUO Yu LIU College of Integrated Circuit Science and Engineering Nanjing University of Posts and Telecommunications National and Local Joint Engineering Laboratory of RF Integration and Micro-Assembly Technology College of Integrated Circuits Hangzhou Global Scientific and Technological Innovation Centre Zhejiang University Nanjing Mumusili Technology Co. LTD School of Integrated Circuits Tsinghua University Institute of Advanced Study School of Electronic Information and Electrical Engineering Chengdu University State Key Laboratory of Electronic Thin Films and Integrated Devices School of Integrated Circuit Science and EngineeringUniversity of Electronic Science and Technology of China

Optical neural networks (ONNs) offer a promising solution for high-performance, energy-efficient artificial intelligence hardware by leveraging the parallelism and speed of light. However, the large-scale implementation of ONNs remains challenging due to the bulky footprint and complex control of optical synapses. In this work, we propose and simulate a plasmonic polarized synaptic architecture that overcomes the diffraction limit and enables ultra-compact ONNs. By tuning the polarization state of incident light, the optical transmittance through each plasmonic unit can be dynamically adjusted to represent a synaptic weight. Our plasmonic structures, with features as small as 40 nm, operate well below this limit in the visible spectrum (400–750 nm). Compared with diffraction and interference-based circuit designs, our proposed method achieves a substantial reduction in synaptic density by factors of 150000-fold and 1500-fold, respectively. Furthermore, we successfully demonstrate a proof-of-concept plasmonic ONN applied to the Canadian Institute for Advanced Research—10classes (CIFAR-10) dataset using a Visual Geometry Group network with 16 layers (VGG16) model. After training for 80epochs, the network achieves an accuracy of 93%. The polarization-tunable plasmonics paves the way towards scalable ONNs for next-generation artificial intelligence (AI) accelerators and smart sensors.

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Interfacial Chain Entanglements Induced Melt Memory Effect in Poly(ε-caprolactone)/Silica Nanocomposites

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Chinese Journal of Polymer Science 2022年第11期40卷 1451-1465页

作者： Xiang Liu Wen-Zhi cui wei Yu Advanced Rheology Institute Department of Polymer Science and EngineeringShanghai Key Laboratory of Electrical Insulation and Thermal AgeingState Key Laboratory for Metal Matrix Composite MaterialsShanghai Jiao Tong UniversityShanghai200240China

It is known that the enhanced melt memory effect is strongly correlated with the retarded chain ***,previous studies using differential scanning calorimetry(DSC)showed a weakened or even vanished melt memory in polymer nanocomposites,although adding nanoparticles in polymers often reduces chain *** this work,we added two kinds of silica nanoparticles,O15 and W22 nanoparticles(with low and high surface silanol density,respectively),to poly(ε-caprolactone)(PCL),where the degree of chain entanglements near nanoparticles increases,and chain dynamics is gradually retarded with increasing silica *** strongly aggregated W22 nanoparticles show significant heterogeneous nucleation,while well-dispersed O15 nanoparticles exhibit very weak heterogeneous *** contrast to the restrained self-nucleation effects during the rapid non-isothermal crystallization of two nanocomposites,we found evident melt memory effects during the slow isothermal crystallization in PCL/O15 nanocomposites as indicated by DSC and polarized light microscopy(PLM)*** melt memory becomes stronger with more O15 nanoparticles,but depends non-monotonically on the loadings of W22 *** lifetime of the melt memory effects matches the chain re-entanglement time of the SN melts of nanocomposites,which is consistent with our previous work on PCL miscible *** complicated influence of silica on nucleation and crystal growth is induced by the spatial inhomogeneity of chain entanglements in the silica-filled PCL *** decrease in the entanglement density of the interfacial chains in the SN melts of nanocomposites is conducive to nucleate under slow isothermal crystallization,but the chain mobility is still greatly restrained by the nanoparticles,causing the slow growth rate of spherulites and the difficulty to form nuclei under fast non-isothermal crystallization.

关键词： PCL Silica nanocomposite Self-nucleation crystallization

Why were so few people infected with H7N9 influenza A viruses in China from late 2017 to 2018?

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Science China(Life Sciences) 2018年第11期61卷 1442-1444页

作者： Xiaoman wei Jie cui CAS Key Laboratory of Special Pathogens and Biosafety Center for Emerging Infectious DiseasesWuhan Institute of VirologyChinese Academy of SciencesWuhan 430071China University of Chinese Academy of Sciences Beijing 100049China

Since the first human infection case with H7N9 avian influenza virus(AIVs)was identified in March 2013,there has six viral outbreak waves recorded in China as of September *** *** have been 1,567 confirmed cases of human H7N9 infection and 615 *** fatality rate is around 40%(http://***/csr/don/05-september-2018-ah7n9-china/en/).In general,the H7N9 virus has posed a great threat in avian and human health.

关键词： human In China