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Precise Large Deviations for a Customer-based Individual Risk Model

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Acta Mathematicae Applicatae Sinica 2011年第2期27卷 209-222页

作者： xue-min Ma School of Mathematics and Statistics Wuhan University Wuhan 430072 China

In this paper, we propose a customer-based individual risk model, in which potential claims by customers are described as i.i.d, heavy-tailed random variables, but different insurance policy holders are allowed to have different probabilities to make actual claims. Some precise large deviation results for the prospectiveoss process are derived under certain mild assumptions, with emphasis on the case of heavy-tailed distribution function class ERV （extended regular variation）. Lundberg type limiting results on the finite time ruin probabilities are also investigated.

关键词： precise large deviations individual risk models (extended) regular variation finite time ruin probability

LINEAR FINITE ELEMENT APPROXIMATIONS FOR THE TIMOSHENKO BEAM AND THE SHALLOW ARCH PROBLEMS

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Journal of Computational Mathematics 2002年第1期20卷 15-22页

作者： Xiao-liang Cheng Wei-min xue Department of Mathematics Zhejiang UniversityXixi CampusHangzhou 310028China Department of Mathematics Hong Kong Baptist UniversityKowloon TongHong Kong

Focuses on a study that discusses the linear finite element approximations for the Timoshenko beam and the shallow arch problems with shear dampening and reduced integration. Information on the Timoshenko beam; Detail... 详细信息

关键词： Timoshenko beam shallow arch shear dampening reduced integration

Synthesis of a Pillar[5]arene with Both Hydroxyl and Methoxycarbonyl-Methoxy Groups and Its Host-Guest Complexation with a Bis(imidazolium)Salt

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Chinese Journal of Chemistry 2014年第2期32卷 128-132页

作者： mingguang Pan min xue Department of Chemistry Zhejiang UniversityHangzhouZhejiang 310027China

By the introduction of methoxycarbonyl-methoxy groups and hydroxyl groups into a pillar structure,a pillararene entirely with two types of functional groups was successfully prepared,which can form a stable 1∶1 compl... 详细信息

关键词： pillararenes functionalization bis(imidazolium) host-guest complexation self-assembly

Evidence for a Bulky Unit of a Pillar[5]arene Flipping in the Solid State

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Chinese Journal of Chemistry 2014年第5期32卷 391-395页

作者： mingguang Pan min xue Department of Chemistry Zhejiang UniversityHangzhouZhejiang 310027China

It is well known that pillar[5]arenes have two most stable conformations(pS and pR)in their crystal *** of the intramolecular H-bonding interactions,substituents,temperature,solvent and so on,the rotational behaviors of the phenolic units on pillararenes are also *** paper showed some other kinds of conforma-tions in the functionalized pillar[5]arenes and gave evidence for a bulky unit(1,4-methoxycarbonylmethoxybenzene unit)flipping in the solid *** presence of hydrogen bonding facilitated the intermolecular self-assembly in terms of energy-minimized packing in the ***,the main driving force for the flipping of this bulky unit might be both the intramolecular hydrogen bonding between the phenolic units on pillararenes and quadrupolar hy-drogen bonding between the host and *** paper helps us to have a better understanding on the conforma-tions of pillar[5]arenes.

关键词： pillararenes conformation hydrogen bonding hydroquinone 1,4-methoxycarbonylmethoxybenzene

Phosphate enrichment mechanism in CaO–SiO_2–FeO–Fe_2O_3–P_2O_5 steelmaking slags with lower binary basicity

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International Journal of minerals,Metallurgy and Materials 2016年第5期23卷 520-533页

作者： Jin-yan Li Mei Zhang min Guo xue-min Yang State Key Laboratory of Advanced Metallurgy School of Metallurgical and Ecological Engineering University of Science and Technology Beijing Beijing 100083China Key Laboratory of Green Process and Engineering Institute of Process Engineering Chinese Academy of Sciences Beijing 100190 China

The addition of silica to steelmaking slags to decrease the binary basicity can promote phosphate enrichment in quenched slag samples. In this study, we experimentally investigated phosphate enrichment behavior in CaO-SiO2-FeO-Fe203-P205 slags with a P205 content of 5.00% and the binary basicity B ranging from 1.0 to 2.0, where the （%Fe/O）/（%CaO） mass percentage ratio was maintained at 0.955. The experimental results are explained by the defined enrichment degree c, of solid solution 2CaO·SiO2-3CaO·P205 （C2S-C3P）, where R_C2S-C3P is a component of the developed ion and molecule coexistence theory （IMCT）-Ni model for calculating the mass action concentrations Ni of structural units in the slags on the basis of the IMCT. The asymmetrically inverse V-shaped relation be- tween phosphate enrichment and binary basicity B was observed to be correlated in the slags under applied two-stage cooling conditions. The maximum content of PROs in the C2S-C3P solid solution reached approximately 30.0% when the binary basicity B was controlled at 1.3.

关键词： phosphates enrichment mechanisms steelmaking slags basicity

On pricing of corporate securities in the case of jump-diffusion

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Applied Mathematics(A Journal of Chinese Universities) 2014年第2期29卷 205-216页

作者： REN xue-min JIANG Li-shang Department of Mathematics Tongji University

Structural models of credit risk are known to present vanishing spreads at very short maturities. This shortcoming, which is due to the diffusive behavior assumed for asset values, can be circumvented by considering discontinuities of the jump type in their evolution over time. In this paper, we extend the pricing model for corporate bond and determine the default probability in jump-diffusion model to address this issue. To make the problem clearly, we first investigate the case that the firm value follows a geometric Brownian motion under similar assumptions to those in Black and Scholes（1973）, Briys and de Varenne（1997）, i.e, the default barrier is KD （t, T） and the recovery rate is （1 -w）, where D （t, T） is the price of zero coupon default free bond and w is a constant （0 〈 w 〈 1）. By changing the numeraire, we obtain the closed-form solution for both the price of bond and default probability. Further, we consider the case of jump-diffusion and suppose that a firm will go bankruptcy if its value Vt 〈 KD （t, T） and at the same time, the bondholder will receive （1 - w） vt/k By introducing the Green function of PDE with absorbing boundary and converting the problem to an II-type Volterra integral equation, we get the closed-form expressions in series form for bond price and corresponding default probability. Numerical results are presented to show the impact of different parameters to credit spread of bond.

关键词： default risk corporate bond stochastic interest rate jump diffusion process.

Synthesis and AO Resistant Properties of Novel Polyimide Fibers Containing Phenylphosphine Oxide Groups in Main Chain

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Chinese Journal of Polymer Science 2019年第1期37卷 59-67,1-3页

作者： Yong Zhao Hong Gao Guo-min Li Fang-Fang Liu xue-min Dai Zhi-Xin Dong xue-Peng Qiu Polymer Composites Engineering Laboratory Changchun Institute of Applied Chemistry Chinese Academy of Sciences University of Chinese Academy of Sciences China Academy of Space Technology

A series of co-polyimide(PI)fibers containing phenylphosphine oxide(PPO)group were synthesized by incorporating the bis(4-aminophenoxy)phenyl phosphine oxide(DAPOPPO)monomer into the PI molecular chain followed by dry-jet wet *** effects of DAPOPPO molar content on the atomic oxygen(AO)resistance of the fibers were investigated *** the AO fluence increased from 0to 3.2×1020the mass loss of the fibers showed the dependence on DAPOPPO molar content in co-PI *** PI fiber containing 40%DAPOPPO showed lower mass loss compared to those containing 0%and 20%*** higher AO fluence,the higher DAPOPPO content gave rise to dense carpet-like surface of *** results indicated that the passivated phosphate layer was deposited on the fiber surface when exposed to AO,which effectively prevented fiber from AO *** the DAPOPPO content increasing from 0%to 40%,the retentions of tensile strength and initial modulus for the fibers exhibited obvious growth from 44%to 68%,and 59%to 70%,after AO exposure with the fluence of 3.2×1020The excellent AO resistance benefits the fibers for application in low Earth orbit as flexible construction components.

关键词： Polyimide fibers Bis(4-aminophenoxy)phenyl phosphine oxide(DAPOPPO) Dry-jet wet spinning AO resistance

Apoptosis of rabbit retinal cell after eyeball rupture

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Asian Pacific Journal of Tropical Medicine 2013年第4期6卷 273-279页

作者： xue-min Tian Yu Zhu Department of Ophthalmology the First Affiliated Hospital of Zhengzhou University

Objective:To establish rabbit eyeball rupture model by air gun in order to observe and analyze the early injury condition and reasons of retinal cell after eyeball ***:Forty eight healthy rabbits were randomly divided into control group and 1,3,6,12 and 24 h after injury *** anesthesia,the rabbit eyeball rupture model was established by air gun. Then the early pathological changes of rabbit retina were observed,and apoptotic index(Al), oncosis index(OI),the relationship between the expression amounts of apoptosis-related genes and Al were ***:Obvious pathological lesion appeared in retina 6 h after injury. Irreversible damage occurred 12-24 h after *** results of AI and OI indicated that the OI peak appeared 6 h after injury and then gradually declined,while the AI increased with the prolongation of time,and the AI was higher than OI in 12 h after *** results indicated that there was no obvious bcl-2 protein expression *** with the control group and the 3,6,12 and 24 h after the injury groups,the expressions of p53 and Caspase-3 were significandy improved and peaked at 12 h(P<0.01).Positive correlation existed among p53,Caspase-3 expression amount and cell apoptosis ***:Apoptosis and oncosis of visual cells are the main reasons of retinal cell injury.p53 and Caspase-3 are the important factors in promoting the retinal cell apoptosis after eyeball rupture.

关键词： Rabbit eyeball rupture Retinopathy Cell apoptosis bcl-2 p53 Caspase-3

Imidazobenzimidazole fused aza-calix[4]arenes:Synthesis,structure,and Zn^(2+)-selective colorimetric-fluorometric sensor

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Chinese Chemical Letters 2023年第12期34卷 204-208页

作者： Yuan-Tao Huang min xue Yong Yang Department of Chemistry Key Laboratory of Surface&Interface Science of Polymer Materials of Zhejiang ProvinceZhejiang Sci-Tech UniversityHangzhou 310018China Department of Physics Key Laboratory of Optical Field Manipulation of Zhejiang ProvinceZhejiang Sci-Tech UniversityHangzhou 310018China

Tetra(amino)azacalix[4]arene skeleton was functionalized at the bridging NH sites using various aromatic aldehydes via formation of imidazobenzimidazole fused heterocycles.X-ray single crystal analysis revealed distorted 1,3-alternate conformations for the resulting *** and pyrenyl modified imidazobenzimidazole fused aza-calix[4]arenes existed as dimers in the solid state,associated mainly through-stacking interactions between the planar polycyclic *** tetrapyrenyl modified product was further used as a Zn^(2+)-selective sensor,which showed naked-eye detected color change and enhanced excimer *** stoichiometry between the sensor and Zn2+was determined to be 1:1 and the association constant was 1.1×10^(5)L/*** sensing process was highly selective and showed strong anti-interference with presence of other *** UV-vis spectral changes in the sensing process were completely reversible by alternate addition of Zn^(2+) and F^(-),showing an efficient“on-off-on”result.

关键词： Aza-calixarene Imidazobenzimidazole Fluorometric sensor Zn^(2+)-selective