带扰动古典风险模型下的一些极值的联合分布

本文研究了带扰动古典风险模型下的一些极值的联合分布,求出了破产前的资产余额极大值以及破产后到末离前的资产余额极大值等六个重要保险精算量的联合分布的精确表达式,文章最后求出破产前的资产余额极大值与此极大值的首达时的联合分布。     

常利率下有阈红利边界的Erlang(2)风险模型的罚金折现期望函数

为了精确地描述风险投资商实际的经营状况,本文将一般的Erlang(2)风险模型推广为常利率下有阈红利边界的Erlang(2)风险模型。首先利用全概率公式对风险过程进行分析,得到了模型的罚金折现期望函数所满足的积分-微分方程及积分方程,然后在不带利率时将积分方程简化为"第二类非其次Volterra积分方程",给出了罚金折现期望函数的确切表达式,最后给出了不带利率时模型的破产概率及破产前瞬时盈余和破产赤字的联合分布的表达式。     

两险种广义Erlang（2）风险模型的破产概率

本文考虑一类具有两个独立险种的风险模型的破产概率,假设该模型的两个索赔计数过程是独立的两个广义Erlang(2)过程。利用微分分析和矩阵表示,得到破产概率满足的一个积分-微分方程组及其边界条件。在索赔计数过程是普通Erlang(2)过程的情形下,证明了广义Lundberg方程有且仅有三个正的实数根,由此并结合破产概率满足的积分-微分方程组,给出了破产概率的Laplace变换。     

常利率下的更新风险模型

讨论了常利率下的更新风险模型，证明了索赔时刻Tk的资产余额Uδ（Tk)(k≥0)构成一个齐次马尔科夫链，且给出其转移概率Q（x,B)。利用转移概率得到了风险问题中的几个重要的量和分布；破产概率，破产时余额分布以及破产前瞬间余额分布的级数展开式和积分主程。     

两步保费率下的Erlang（2）风险过程

本文研究了两步保费率下Erlang(2)风险过程,给出了Gerber-Shiu折现罚函数的两个微积分方程及其解或更新方程.在索赔额为指数分布条件下得到了两个与破产相关的量并计算出了相应的数值结果.     

Erlang(n)到达的有限容量的大坝模型的忙期

本文主要考虑了具有有限容量的Erlang(n)到达的大坝模型的忙期。通过构造两个辅助停时,应用无穷小分析方法,分别获得了它们的Laplace变换所满足的积分微分方程,从而确定了忙期的Laplace变换。本文还以到达过程为Erlang(2)为例,构造了辅助停时所满足的更新方程,获得了忙期的精确解。     

带红利的两类索赔风险模型的Gerber-Shiu函数

本文考虑了一类具有常数红利界限的包含两个独立险种风险模型的Gerber-Shiu罚金折现期望函数,我们假设两个索赔次数过程是独立的Poisson过程和广义Erlang(2)过程.得到了关于Gerber-Shiu罚金折现期望函数满足的积分-微分方程及其边界条件.特别,当这两类索赔额服从同一指数分布时,给出了Gerber-Shiu罚金折现期望函数的精确解.最后给出了一个例子.     

变保费率复合Poisson-Geometric过程风险模型的Gerber-Shiu折现惩罚函数

本文研究了当保费率随时间变化时的复合Poisson-Geometric过程的风险模型.通过无穷小方法,得到了该模型的Gerber-Shiu折现惩罚函数所满足的更新方程.在此基础上,推导出破产概率,破产前瞬时盈余,以及破产时刻赤字分布满足的更新方程.特别地,当个体索赔服从指数分布时,通过求解微分方程,得到了该模型的破产概率的显式表达式和所满足的不等式.最后通过数值模拟和算例分析,提出了保险公司的赔付政策和保费政策对自身风险的影响.     

具有二阶保费率的Erlang（2）风险过程

考虑二阶保费率下的Erlang(2)风险过程,得到了Gerber-Shiu函数满足的微分-积分方程及更新方程,并且当理赔额服从有理分布时,给出了Gerber-Shiu函数确切表达式.     

带随机干扰更新风险模型破产概率的局部定理

为推广经典风险过程以研究各种风险引发的破产的可能性,本文研究了保险金融领域中一个更为现实的模型:带随机干扰的更新风险模型的破产概率的渐近估计的局部化形式。在相对安全负荷条件下,采用纯概率的方法,得出了当索赔额为重尾索赔时破产概率的局部渐近等价式,它与原更新风险模型相应的破产概率的局部渐近等价式一致,说明在重尾索赔下,Wiener过程对破产概率的影响可以忽略。     

Optimal process design in selective assembly when components with smaller variance are manufactured at three shifted means

Selective assembly is an effective approach for improving the quality of a product that is composed of two mating components, when the quality characteristic of the product is the clearance between the mating components. In this approach, the components are sorted into several groups according to their dimensions, and the product is assembled by randomly selecting mating components from corresponding groups. A number of previous studies focused on equal width partitioning schemes, in which the dimensional distributions of the two components are partitioned so that all groups have equal widths. When there is a large difference between the variances of the two component dimensions, equal width partitioning will result in a large number of surplus components due to differences between the numbers of components in corresponding groups. Some authors have proposed a method of manufacturing the component with smaller variance at three shifted means to cope with this difficulty. In the present paper, an optimal manufacturing mean design that minimises the number of surplus components is derived. It is shown that the use of the optimal design considerably reduces the number of surplus components compared with using another previously proposed manufacturing mean design and the no-shift design.     

新形势下蓄能蓄电与各种电源的可持续发展

当今水电发展受限于水能资源,在原有基础上再考虑蓄能蓄电可利用电网低谷剩余电能储存转换,变成和再生能源一样,可周而复始更新使用,形成各种电源持续发展的循环机制。蓄能蓄电涵盖抽水蓄能和其他蓄能蓄电设施后,特别有利于节能减排和可再生新能源的发展。今后应关注风险分析、风险设计和风险管理。     

Experimental study on flames propagating through zirconium particle clouds

To reveal the mechanisms of flame propagation through the hardly volatile metal dust clouds clearly, the flame propagating through zirconium particle clouds has been examined experimentally. A high-speed video camera was used to record the propagation process of the flame. Combustion zone temperature was detected by a fine thermocouple. Based on the experimental results, structure of flame and combustion courses of zirconium particles were analyzed, the combustion propagation in zirconium dust was investigated, and the velocity and temperature characteristics of the combustion zone were also elucidated. The combustion zone propagating through zirconium particle clouds consists of luminous particles. Particle concentration plays an important role in the combustion zone propagation process. With the increase of zirconium particle concentration, the maximum temperature of the combustion zone increases at the lower concentration, takes a maximum value, and then decreases at the higher concentration. It is also found that the propagation velocity of the combustion zone has a linear relationship with its maximum temperature.     

基于数值模拟的变速箱轴套精锻工艺评估及试验研究

目的 针对汽车变速箱轴套在精锻工艺设计阶段成形方案选择多、成形结果不确定的现象,解决试验成本高,开发周期长的问题。方法 采用有限元模拟和工艺评价数学模型进行协同研究。首先,针对各工艺方案建立有限元分析模型,分别进行成形模拟,根据成形后零件的填充情况和截面流线状况来评估工艺的合理性;其次,利用工艺评价数学模型将各方案模拟获得的最大应力、最大应变、最大损伤值、最大载荷等重要参数进行整合,以零件质量和模具寿命作为综合评估对象,根据评价值确定最优方案,同时对各方案下的载荷情况进行分析;最后,按照最优方案完成制模和试模生产。结果 获得的变速箱轴套成形饱满,质量好,表面无明显缺陷,与模拟结果一致,验证了开发过程的准确性,且尺寸符合要求,内部探伤无裂纹。结论 提出的开发工艺可靠,与切削工艺相比,生产效率大幅提升,同时材料利用率提高到92.7%。     

基于认知盈余理论的产品创新设计方法研究

目的以寻找设计机会和解决用户核心需求为目的,以认知盈余理论为基础,为设计师提供一种创新的产品设计范式。方法深入剖析认知盈余的组成要素,对产品设计进行模块划分,并将认知盈余的构成要素分别投射到产品设计的用户调研和设计立项阶段。通过实验的方法验证基于认知盈余理论的产品设计方法的有效性和可行性。结论基于认知盈余的产品设计方法是一个能有效地辅助设计师挖掘用户行为动机,并解决用户核心需求的产品设计范式。     

常利率古典风险模型下的边界分红(英文)

在这篇文章中,我们考虑一个最早由Bruno De Finetti提出的问题,风险被描述为带有常利率的古典风险过程。红利按照带常数界的边界策略发放。当盈余量达到常数界时,所有的保费收入不再计入盈余,而是作为红利分发给债券持有人。利用过程的马尔可夫性,我们得到了累积期望折现分红函数的显式解。     

蓄能运行有利于风电等新能源的可持续发展

蓄能运行即通过不同蓄能设施利用电网低谷剩余电能储存转换,变成和再生能源一样,可周而复始更新使用,形成可持续发展的循环机制。蓄能设施涵盖抽水蓄能和其他蓄电、蓄能装置。当今水电发展受限于水能资源,在原电力开发基础上再考虑蓄能运行后可使之步入新的境界,有利于风电等新能源和整个电网的可持续发展。     

30 t级乳胶基质配送车的设计研究

设计开发了乳胶基质配送罐车、复合保温系统及车载乳胶基质泵送系统,结合负载敏感液压技术及余料报警功能,避免了乳胶基质泵送过程中超压、空转,保证了卸料过程的安全性,提高了卸料效率,实现了操作的便捷性。利用有限元程序对承载式罐体结构进行了优化设计和受力分析,载运乳胶基质最高可达31 t以上。解决了乳胶基质大吨位、高效率、安全可靠配送的技术难题。     

Infinite horizon production planning with periodic demand: solvable cases and a general numerical approach

In this paper, we consider a single part-type pull manufacturing system, which controls its production rates in response to periodic demand. When tracking the demand results in a product surplus, an inventory storage cost is incurred. Likewise, if an overall shortage occurs then a backlog cost is paid. In addition, production costs accrue when the system is not idle. Given an infinite planning horizon, the objective is to determine the cyclic production rates in order to minimize the total cost. With the aid of the maximum principle, extremal behavior of the system is studied and the continuous-time production planning problem is reduced to a discrete problem with a limited number of switching points at which time the production rates change. Using this result, an efficient numerical algorithm is proposed, which will yield an approximation to the optimal solution within any desired level of accuracy. In addition, we determine the analytical solution to the problem for three special cases: (i) the system capacity is not limited and the inventory storage cost factor is equal to the backlog cost factor; (ii) the production cost is negligible; and (iii) the surplus and shortages costs are negligible.