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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

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

Flat-end tool orientation based on rotation-minimizing frame

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Advances in Manufacturing 2019年第3期7卷 257-269页

作者： Xiang Zou Hon-yuen Tam Hai-Yin Xu Ke Shi School of Computer Science and Technology Huazhong University of Science and TechnologyWuhan 430074People's Republic of China College of Science and Engineering Department of Mechanical EngineeringCity University of Hong KongHong KongPeople's Republic of China

Well-designed tool orientation is crucial for the quality execution of five-axis machining with flat-end *** orientation can be specified in terms of tool inclination and tool tilt *** a given surface path,these aspects need to be specified for each cutter contact point along the path,because poor tool orientation choice can cause large axial acceleration of the machine tool,leading to inferior quality of the machined *** rotation-minimizing frame aims to reduce unnecessary frame rotation during *** concept has been adopted to develop tool orientation methods that allow variation in the inclination angle,the tilt angle,and both the inclination and tilt *** intention is to reduce unnecessary rotation of the tool frame as the tool follows a specified *** was conducted in the context of five-axis flat-end tool *** on these methods,tool orientation was planned along surface paths of a torus,sphere,and *** in tool orientation were always *** the perspective of reducing tool orientation changes and axial acceleration,it was demonstrated that simultaneous variation of the inclination and tilt angles based on rotation minimization provided the best results.

关键词： Five-axis machining Tool orientation Rotation-minimizing frame Numerical control

Influence of grain size on strength of polymineralic crystalline rock: New insights from DEM grain-based modeling

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Journal of Rock Mechanics and Geotechnical Engineering 2021年第4期13卷 755-766页

作者： Jun Peng Louis Ngai yuen Wong Cee Ing Teh Department of Earth Sciences The University of Hong KongHong KongChina School of Civil and Environmental Engineering Nanyang Technological UniversitySingapore Shenzhen Institute of Research and Innovation The University of Hong KongShenzhenChina

Grain size effect on rock strength is a topic of great interest in geotechnical engineering.A consensus obtained from earlier laboratory tests is that rock strength generally decreases with the increase of grain size for both silicate and carbonate rocks;however,some recent numerical results conflict with such laboratory test *** address this intriguing issue,the effect of grain size on strength of polymineralic crystalline rock with low porosity is investigated numerically using the grain-based modeling(GBM)approach in discrete element method(DEM)by interpreting micro-cracking process in response to *** agreement with some previous DEM simulation results,the simulated rock strength is found to increase with increasing grain size for both homogeneous and heterogeneous models,even when the number of assembled disks in one mineral grain *** mechanism of strength increase with increasing grain size is mainly associated with the number of assembled smooth-joint contacts along grain interfaces and the generation of grain boundary cracks in response to *** grain interfaces significantly weaken the integrity of the rock model,which is similar to effects of inherent defects in real *** the grain size increases,fewer grain interfaces are built in the model and the rock strength becomes much ***,by solely changing the mineral grain size in a model,the mechanism of grain size effect as observed in laboratory tests cannot be *** address this issue,a method of degradation of grain boundary strength parameters is used to mimic the possible mechanism of grain size *** simulated strength using the method becomes comparable with those obtained from laboratory tests when the heterogeneity in the rock is *** of grain boundary parameters with increasing grain size provides a plausible explanation for the grain size effect on rock strength.

关键词： Grain size Rock strength Grain-based modeling(GBM)approach Grain boundary Micro-cracking behavior

基于自学习技术的变电站二次安措票生成技术研究与应用

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电测与仪表 2024年第9期61卷 151-157页

作者：赵武智樊国盛邬小坤王宇恩白加林赵凌贵州电网有限责任公司电力调度控制中心贵阳550002 贵州电网有限责任公司兴义供电局贵州兴义562400

为提高变电站二次设备运维、检修效率,主要围绕自学习技术在变电站二次安措生成中的应用研究开展研究。首先研究二次系统运行状态切换,确立二次系统运行切换策略控制,并提出二次系统运行切换整体设计流程;其次,提出以自学习模糊推理法... 详细信息

为提高变电站二次设备运维、检修效率,主要围绕自学习技术在变电站二次安措生成中的应用研究开展研究。首先研究二次系统运行状态切换,确立二次系统运行切换策略控制,并提出二次系统运行切换整体设计流程;其次,提出以自学习模糊推理法为主的安措生成方法,应用自学习模糊数学的模糊关系矩阵,运用自学习模糊推理理论进行专家推理解释的智能安措票生成;最后,完成安全措施的语义匹配及安措票的人工确认。经过系统调试,针对智能变电站内各智能电力监测设备生成安措票及可视化展示推出的时间不大于10 s,有效提升了智能变电站内设备的安全措施管理水平与效率。

关键词：变电站二次安措二次系统运行切换自学习模糊推理

Male Advertisement Call of the Endangered Leptobrachella tengchongensis(Anura: Megophryidae) from Mount Gaoligongshan, Yunnan Province, China

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Asian Herpetological Research 2021年第2期12卷 221-227页

作者： Ho yuen YEUNG Xiangyuan HUANG Shenpin YANG Jianhuan YANG Kadcxfrie Conservation China Department Kcuioorie Farm and Botanic GardenLam Kam RoadTai PoN.T.Hong KongChina Gaoligongshan National Nature Reserve(Tengchong Bureau) Tengchong 679100YunnanChina

We present the first description of the acoustic characters of the endangered Tengchong leaf litter toad(Leptobrachella tengchongensis), aiming to inform future ecological studies of the species and taxonomic studies in the genus Leptobrachella. A total of 1179 calls, belonging to 6 adults male individuals, were recorded using TASCAM DR-40 digital sound recorder from its type locality in May 2015 and then analyzed using Raven Pro v.1.6.1 software. The advertisement call of male L. tengchongensis consists of primary advertisement call and secondary advertisement call. The primary advertisement call is invariably composed of two notes and has a call duration of 61 ± 5 ms(23–87 ms, n = 1142). The secondary advertisement call is composed of 3–10 notes(mean 5.25 ± 1.41 notes/call, n = 37) with a call duration of 90 ± 6 ms(37–127 ms, n = 37). The mean inter-call interval is 212 ± 121 ms(88–1121 ms, n = 1092). An introductory note is absent in advertisement calls and the dominant of calls is 4.1–4.8 kHz(at 20 ℃). We discuss the interspecific and intraspecific variations on advertisement calls in L. tengchongensis and among Leptobrachella species, and provide a summary on the major acoustic characters of all Leptobrachella species occurring north of the Isthmus of Kra.

关键词： acoustic analysis amphibians bioacoustics breeding ecology Leptolalax taxonomy Tengchong

Fabrication of Microlens Array and Its Application:A Review

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Chinese Journal of Mechanical Engineering 2018年第1期31卷 10-18页

作者： Wei Yuan Li-Hua Li Wing-Bun Lee Chang-yuen Chan State Key Laboratory of Ultra-precision Machining Technology Partner Laboratory in the Hong Kong Polytechnic University Shenzhen Branch of State Key Laboratory of Ultra-precision Machining Technology PolyU Shenzhen Research Institute

Microlens arrays are the key component in the next generation of 3D imaging system, for it exhibits some good optical properties such as extremely large field of view angles, low aberration and distortion, high temporal resolution and infinite depth of field. Although many fabrication methods or processes are proposed for manufacturing such precision component, however, those methods still need to be improved. In this review, those fabrication methods are categorized into direct and indirect method and compared in detail. Two main challenges in manufacturing microlens array are identified: how to obtain a microlens array with good uniformity in a large area and how to produce the microlens array on a curved surface? In order to effectively achieve control of the geometry of a microlens,indirect methods involving the use of 3D molds and replication technologies are suggested. Further development of ultraprecision machining technology is needed to reduce the surface fluctuation by considering the dynamics of machine tool in tool path planning. Finally, the challenges and opportunities of manufacturing microlens array in industry and academic research are discussed and several principle conclusions are drawn.

关键词： Microlens array Ultraprecision machining 3D image system MEMS

Successful capture of red thrombus in acute inferior ST-elevation myocardial infarction

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Journal of Geriatric Cardiology 2018年第10期15卷 647-648页

作者： Wai-Kin CHI Chi-yuen CHAN Division of Cardiology Department of Medicine and TherapeuticsPrince of Wales Hospitalthe Chinese University of Hong KongHong KongChina

A 50-year-old gentleman with past medical history of hypertension presented with acute inferior ST-segment elevation myocardial infarction (STEMI).He complained severe chest pain despite onset time was more than *** p... 详细信息

关键词： Embolic protection device Successful capture Thrombus

Reflective graphene oxide absorber for passively mode-locked laser operating at nearly 1μm

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Chinese Physics B 2013年第9期22卷 442-445页

作者：杨济民杨琦刘杰王勇刚 yuen H.Tsang College of Physics and Electronics Shandong Normal University State Key laboratory of Crystal Material Shandong University Department of Applied Physics and Materials Research Center The Hong Kong Polytechnic University

A low cost and simply fabricated reflective graphene oxide is successfully made. By using this absorber, as well as an end reflector, we obtain a passively mode-locked Yb：LuYSiO5 laser operating at nearly 1 p,m. When the pump power is increased up to 5.73 W, stable mode locking is achieved. The central wavelength of the laser spectrum is 1043.2 nm with a pulse duration of 5.0 ps. When the pump power reaches 8.16 W, dual-wavelength mode locking laser pulses at 1036.3 nm and 1043.5 nm are simultaneously detected.

关键词： passively mode-locked dual-wavelength laser graphene oxide Yb:LuYSi05 crystal