华南地区高大浅圆仓三温变化特性探讨

在华南地区高温高湿环境条件下,粮温容易受气温、仓温的影响。通过对高大浅圆仓三温变化情况研究,探讨三温变化特性,为高大浅圆仓安全储粮提供技术依据。     

一种集成式多参数硅微传感器

为了实现小体积多参数的测量,提出一种单片集成多功能传感器。该传感器包括压力、温度和湿度传感器。各部分分别基于半导体压阻效应、电阻迁移率变化、极板间电容变化为原理制作而成。该传感器采用n型(100)基底,利用体硅和面硅工艺加工而成。测量电阻通过离子注入B 形成扩散电阻。为减小各参数间的相互影响,压力传感器的测量电阻布置于[110]晶向,测温电阻沿[100]晶向布置。温度输出信号可以实现对传感器中压力输出时温度漂移的精确补偿。芯片大小为5mm×5mm。试验表明传感器具有良好的线性,小迟滞,较高的灵敏度。     

Measuring systemic risk-adjusted liquidity (SRL)—A model approach

Little progress has been made so far in addressing—in a comprehensive way—the negative externalities caused by excessive maturity transformation and the implications for effective liquidity regulation of banks. The SRL model combines option pricing theory with market information and balance sheet data to generate probabilistic measure of systemic liquidity risk. It enhances price-based liquidity regulation by linking a bank’s maturity mismatch impacting the stability of its funding with those characteristics of other banks, subject to individual changes in risk profiles and common changes in market conditions impacting funding and market liquidity risk. This approach can then be used (i) to quantify an individual institution’s time-varying contribution to expected losses from system-wide liquidity shortfalls and (ii) to price insurance premia that provide incentives for banks to internalize the social cost of their individual funding decisions.     

Model Comparison for Temperature-Based Weather Derivatives in Mainland China

Abstract:

In this paper, we provide a comparison of two models of temperature-based weather derivatives. The Alaton et al. model (2002) and the continuous-time autoregressive (CAR) model of Benth et al. (2007) are applied to temperature data from twelve cities in China. The objective is to determine which is the better model for temperature derivative modeling in Chinese cities. We found the CAR model to be more accurate in terms of normality of residuals and smaller relative errors. However, the shortcomings of both the Alaton et al. model and the CAR model are revealed in this study as well.     

Statistical estimate of the proportional hazard premium of loss

The well known Proportional Hazard Premium Principle, introduced by Wang (1996), depends upon the survival function of the insured risk and a risk aversion index. Using this premium principle, we propose an asymptotically normal semi-parametric estimator for the net-premium of a high-excess loss layer of heavy-tailed claim amounts. An algorithm to compute confidence bounds is given. Moreover, a comparison between this estimator and the non-parametric estimator, proposed by Necir & Boukhetala (2004), is carried out.     

羰基合成法制取高纯纳米氧化铁工艺研究

纳米氧化铁是近年来研发的新型纳米材料,它具有良好的光学、磁性、催化性能,在涂料、磁性材料、医学磁介质和催化等方面有广泛的应用前景,采用传统技术生产的纳米氧化铁因其粒度分布宽,纯度低等问题无法用于生物医药等高端领域,本文通过实验的方法介绍了一种新型高纯纳米氧化铁生产技术,可为高纯纳米氧化铁的研究和生产提供参考。     

极端死亡率债券的运行机制与定价模型

极端死亡率债券是票息或面值与极端死亡概率相关的债券,能够将寿险公司所面临的极端死亡率风险转移到资本市场。本文阐述了极端死亡率债券的市场发展,包括发行规模、触发机制、债券期限、债券分层、债券评级等,分析了以 Tartan 债券为代表的本金赔付累积型极端死亡率债券的运行机制,并给出了考虑极端死亡率风险的跳跃性特征下的本金赔付累积型极端死亡率债券 Wang 转换定价的解析式。     

用正交试验法优选刀具切削角度

本文结合实例阐述了用正交试验法优造刀具切削角度的步骤和具体方法。     

水轮发电机定子穿心螺杆温升研究

本文研究了水轮发电机定子穿心螺杆由于自身的涡流损耗而造成的温升情况,并分析了3种穿心螺杆的绝缘结构,得出了最佳的绝缘结构方案。     

浅谈井下高温锂电池的安全应用

本文对锂电池的爆炸原理进行了分析,并从防爆结构和管理制度两个方面对井下高温锂电池的安全使用进行了论述,对井下高温锂电池安全使用具有借鉴意义。