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Optimal Reinsurance and Dividend Under Model Uncertainty

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Journal of Systems Science & Complexity 2023年第3期36卷 1116-1143页

作者： LIU Jingzhen WANG Yike ZHANG Ning China Institute for Actuarial Science Central University of Finance and EconomicsBeijing 100081China School of Finance&Chinese Fintech Research Center Central University of Finance and EconomicsBeijing 100081China

In this paper,the authors analyze the optimal reinsurance and dividend problem with model uncertainty for an insurer.Here the model uncertainty represents possible deviations between the real market and the assumed model.In addition to the incorporation of model uncertainty into the traditional diffusion surplus process,the authors include a penalty function in the objective function.The proposed goal is to find the optimal reinsurance and dividend strategy that maximizes the expected discounted dividend before ruin in the worst case of all possible scenarios,namely,the worst market.Using a dynamic programming approach,the problem is reduced to solving a Hamilton-Jacob-Bellman-Isaac(HJBI)equation with singular control.This problem is more difficult than the traditional robust control or singular control problem.Here,the authors prove that the value function is the unique solution to this HJBI equation with singular control.Moreover,the authors present a verification theorem when a smooth solution can be found,and derive closed-form solution when the function in the objective function is specified.

关键词： Hamilton-Jacobi-Bellman-Isaac equation model uncertainty optimal dividend proportional reinsurance

Stress Path Analysis of Deep-Sea Sediments Under the Compression-Shear Coupling Load of Crawler Collectors

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Journal of Ocean University of China 2023年第1期22卷 65-74页

作者： ZHANG Ning MA ning YIN Shiyang CHEN Xuguang SONG Yuheng School of Water Resources and Hydropower Engineering North China Electric Power UniversityBeijing 102206China Shandong Provincial Key Laboratory of Marine Environment and Geological Engineering Ocean University of ChinaQingdao 266100China Laboratory for Marine Geology Qingdao National Laboratory for Maine Science and TechnologyQingdao 266100China

The mechanical properties of deep-sea sediments during the driving process of crawler collectors are essential factors in the design of mining systems.In this study,a crawler load is divided into a normal compression load and a horizontal shear load.Then,the internal stress state of sedimentary soil is examined through a theoretical calculation and finite element numerical simulation.Finally,the driving of crawlers is simulated by changing the relative spatial position between the load and stress unit,obtaining the stress path of the soil unit.Based on the calculation results,the effect of the horizontal shear load on the soil stress response is analyzed at different depths,and the spatial variation law of the soil stress path is examined.The results demonstrate that the horizontal shear load has a significant effect on the rotation of the principal stress,and the reverse rotation of the principal stress axis becomes obvious with the increase in the burial depth.The stress path curve of the soil is different at various depths.The spatial variation rule of the stress path of the shallow soil is complex,whereas the stress path curve of the deep soil tends to shrink as the depth increases.The stress path of the corresponding depth should be selected according to the actual research purpose and applied to the laboratory test.

关键词： deep-sea sediment crawler collector compression-shear coupling load stress path principal stress axis direction

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张大宁治疗糖尿病肾病的临床经验

中华中医药杂志 2016年第8期31卷 3141-3143页

作者：张勉之张大宁中国中医科学院博士后科研流动站北京100700 天津市公安医院天津300042 天津市中医药研究院天津300120

通过论述现代医学与传统医学对糖尿病肾病的认识,总结张大宁教授对糖尿病肾病的病名、病因、病机及治疗的独特见解,提出对糖尿病肾病的治疗应结合现代医学,立足中医辨病与辨证相结合,才能取得根本的治疗疗效。

关键词：张大宁糖尿病肾病临床经验

On hp refinements of independent cover numerical manifold method——some strategies and observations

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Science China(Technological Sciences) 2023年第5期66卷 1335-1351页

作者： ZHANG Ning ZHENG Hong LI Xu WU WenAn School of Civil Engineering Qinghai UniversityQinghai810016China Key Laboratory of Urban Security and Disaster Engineering Ministry of EducationBeijing University of TechnologyBeijing100081China Key Laboratory of Urban Underground Engineering of Ministry of Education Beijing Jiaotong UniversityBeijing100091China

In this paper,strategies are provided for a powerful numerical manifold method(NMM)with h and p refinement in analyses of elasticity and elasto-plasticity.The new NMM is based on the concept of the independent cover,which gets rid of NMM's important defect of rank deficiency when using higher-order local approximation functions.Several techniques are presented.In terms of mesh generation,a relationship between the quadtree structure and the mathematical mesh is established to allow a robust h-refinement.As to the condition number,a scaling based on the physical patch is much better than the classical scaling based on the mathematical patch;an overlapping width of 1%–10%can ensure a good condition number for 2nd,3rd,and 4th order local approximation functions;the small element issue can be overcome after the local approximation on small patch is replaced by that on a regular patch.On numerical accuracy,local approximation using complete polynomials is necessary for the optimal convergence rate.Two issues that may damage the convergence rate should be prevented.The first is to approximate the curved boundary of a higher-order element by overly few straight lines,and the second is excessive overlapping width.Finally,several refinement strategies are verified by numerical examples.

关键词： independent cover numerical manifold method hp refinement partition of unity higher order element condition number

Epigenetic modulation of the tumor immune microenvironment by nanoinducers to potentiate cancer immunotherapy

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Cancer Biology & Medicine 2022年第1期19卷 1-3页

作者： ning zhang Xishan Hao Translational Cancer Research Center Peking UniversityPeking University First HospitalBeijing 100034China Tianjin Medical University Cancer Institute and Hospital National Clinical Research Center for CancerKey Laboratory of Cancer Prevention and TherapyTianjinTianjin’s Clinical Research Center for CancerTianjin 300060China

Epigenetic dysregulation is a key factor leading to oncogenesis and tumor progression1. To date, seven agents in three epigenetic target classes have been approved by the U.S. Food and Drug Administration for the treatment of diverse malignancies. Despite this approval for clinical application, the mechanisms of many epigenetic modulators are not completely understood, because many genes are epigenetically regulated.

关键词： immunotherapy clinical approval

A Diagnostic Study of the Influence of Early Spring Soil Moisture in Southeastern China on Interannual Variability of the East Asian Subtropical Summer Monsoon Onset

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Journal of Meteorological Research 2023年第1期37卷 45-57页

作者： Zifan ning Renhe zhang Department of Atmospheric and Oceanic Sciences&Institute of Atmospheric Sciences Fudan UniversityShanghai 200438 China Meteorological Administration-Fudan University Joint Laboratory of Marine Meteorology Shanghai 200438 Innovation Center of Ocean and Atmosphere System Zhuhai-Fudan Innovation Research InstituteZhuhai 519031 Shanghai Scientific Frontier Base for Ocean-Atmosphere Interaction Studies Fudan UniversityShanghai 200438

The effect of soil moisture(SM)on the onset of East Asian subtropical summer monsoon(EASSM)is investigated based on multiple sets of reanalysis data in the period of 1981–2010.It is found that the EASSM is characterized by persistent 2-m s^(−1) southerly winds for about 3 months in spring at 850 hPa over the subtropical region of East Asia.Considering this feature of the meridional winds,we define the EASSM onset date,and obtain that the climatological onset date is pentad 17.7,around 26 March.On the interannual timescale,the onset date of EASSM exhibits statistically significant correlation with the SM in southeastern China in the month preceding the onset,with wetter(drier)conditions being associated with later(earlier)onset.The physical process by which the preceding SM affects the EASSM onset is further explored by examining the surface energy balance as well as its impacts.Positive(negative)SM anomalies in southeastern China in the month before onset may induce negative(positive)surface temperature anomalies.The decreased(increased)surface temperature in southeastern China before the EASSM onset weakens(strengthens)the zonal sea–land thermal contrast in the surface and low-level atmosphere in the subtropical East Asia.The zonal sea–land thermal contrast in wetter(drier)years induces anomalous northerly(southerly)winds over southeastern China,which tends to delay(advance)the zonal thermal seasonal transition in spring and is conducive to a later(earlier)onset of EASSM.These results are helpful for understanding and prediction of the variability of EASSM and the EASSM onset.

关键词： soil moisture(SM) East Asian subtropical summer monsoon(EASSM) sea-land thermal contrast onset

Resilient Event-Triggered Control of Connected Automated Vehicles Under Cyber Attacks

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IEEE/CAA Journal of Automatica Sinica 2023年第12期10卷 2300-2302页

作者： ning Zhao Xudong Zhao ning Xu Liang zhang the College of Control Science and Engineering Bohai UniversityJinzhou 121013China the Institute of Ocean Research Bohai UniversityJinzhou 121013China the Faculty of Electronic Information and Electrical Engineering Dalian University of TechnologyDalian 116024China the College of Information Science and Technology Bohai UniversityJinzhou 121013China

Dear Editor,This letter contributes to designing a resilient event-triggered controller for connected automated vehicles under cyber attacks,including denial-of-service(DoS)and deception attacks.To characterize the ef... 详细信息

关键词： DoS service automated

Frequency-constrained Unit Commitments with Linear Rules Extracted from Simulation Results Considering Regulations from Battery Storage

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Journal of Modern Power Systems and Clean Energy 2023年第4期11卷 1041-1052页

作者： Jiawei zhang Zhichao Chen ning zhang Xianfeng zhang State Key Lab of Power Systems Department of Electrical EngineeringTsinghua UniversityBeijing 100084China Science and Technology Research Institute ChinaThreeGorgesCorporationBeijing100038China

Heavy renewable penetrations and high-voltage cross-regional transmission systems reduce the inertia and critical frequency stability of power systems after disturbances.Therefore,the power system operators should ensure the frequency nadirs after possible disturbances are within the set restriction,e.g.,0.20 Hz.Traditional methods utilize linearized and simplified control models to quantify the frequency nadirs and achieve frequency-constrained unit commitments(FCUCs).However,the simplified models are hard to depict the frequency responses of practical units after disturbances.Also,they usually neglect the regulations from battery storage.This paper achieves FCUCs with linear rules extracted from massive simulation results.We simulate the frequency responses on typical thermal-hydro-storage systems under diverse unit online conditions.Then,we extract the rules of frequency nadirs after disturbances merely with linear support vector machine to evaluate the frequency stability of power systems.The algorithm holds a high accuracy in a wide range of frequency restrictions.Finally,we apply the rules to three typical cases to show the influences of frequency constraints on unit commitments.

关键词： Frequency regulation unit commitment machine learning rule extraction primary frequency regulation energy storage support vector machine

Identification for the Low-Contrast Image Signal with Regularized Variational Term and Dynamical Saturating Nonlinearity

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Journal of Systems Science & Complexity 2023年第3期36卷 1089-1102页

作者： ZHANG Ning MA Yumei PAN Zhenkuan HUANG Baoxiang WANG Dongcheng College of Computer Science&Technology Qingdao UniversityQingdao 266071China

In recent years,image processing based on stochastic resonance(SR)has received more and more attention.In this paper,a new model combining dynamical saturating nonlinearity with regularized variational term for enhancement of low contrast image is proposed.The regularized variational term can be setting to total variation(TV),second order total generalized variation(TGV)and non-local means(NLM)in order to gradually suppress noise in the process of solving the model.In addition,the new model is tested on a mass of gray-scale images from standard test image and low contrast indoor color images from Low-Light dataset(LOL).By comparing the new model and other traditional image enhancement models,the results demonstrate the enhanced image not only obtain good perceptual quality but also get more excellent value of evaluation index compared with some previous methods.

关键词： Dynamical saturating nonlinearity image enhancement low contrast regularized variational term stochastic resonance(SR)