46 research outputs found

    Optimal Reinsurance-Investment Problem under a CEV Model: Stochastic Differential Game Formulation

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    This paper focuses on a stochastic differential game played between two insurance companies, a big one and a small one. In our model, the basic claim process is assumed to follow a Brownian motion with drift. Both of two insurance companies purchase the reinsurance, respectively. The big company has sufficient asset to invest in the risky asset which is described by the constant elasticity of variance (CEV) model and acquire new business like acting as a reinsurance company of other insurance companies, while the small company can invest in the risk-free asset and purchase reinsurance. The game studied here is zero-sum where there is a single exponential utility. The big company is trying to maximize the expected exponential utility of the terminal wealth to keep its advantage on surplus while simultaneously the small company is trying to minimize the same quantity to reduce its disadvantage. In this paper, we describe the Nash equilibrium of the game and prove a verification theorem for the exponential utility. By solving the corresponding Fleming-Bellman-Isaacs equations, we derive the optimal reinsurance and investment strategies. Furthermore, numerical examples are presented to show our results

    Model of Ball Mill Based on the CPS

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    A Coverage Hole Patching Algorithm for Heterogeneous Wireless Sensor Networks

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    The improvement of coverage is a critical issue in the coverage hole patching of sensors. Traditionally, VOPR and VORCP algorithms improve the coverage of the detection area by improving the original VOR algorithm, but coverage hole patching algorithms only target homogeneous networks. In the real world, however, the nodes in the wireless sensor network (WSN) are often heterogeneous, i.e., the sensors have different sensing radii. The VORPH algorithm uses the VOR in a hybrid heterogeneous network and improves the original algorithm. The patched nodes are better utilized, and the detection range is enlarged. However, the utilization rate of the patched nodes is not optimized, making it impossible to patch the coverage holes to the maximum degree. In the environment of hybrid heterogeneous WSN, we propose a coverage hole patching algorithm with a priority mechanism. The algorithm determines the patching priority based on the size of the coverage holes, thereby improving network coverage, reducing node redundancy, and balancing resource allocation. The proposed algorithm was compared under the same environment by simulation and analysis. The results show that our algorithm is superior to the traditional coverage hole patching algorithms in coverage rate, and can reduce node redundancy

    A Coverage Hole Patching Algorithm for Heterogeneous Wireless Sensor Networks

    No full text
    The improvement of coverage is a critical issue in the coverage hole patching of sensors. Traditionally, VOPR and VORCP algorithms improve the coverage of the detection area by improving the original VOR algorithm, but coverage hole patching algorithms only target homogeneous networks. In the real world, however, the nodes in the wireless sensor network (WSN) are often heterogeneous, i.e., the sensors have different sensing radii. The VORPH algorithm uses the VOR in a hybrid heterogeneous network and improves the original algorithm. The patched nodes are better utilized, and the detection range is enlarged. However, the utilization rate of the patched nodes is not optimized, making it impossible to patch the coverage holes to the maximum degree. In the environment of hybrid heterogeneous WSN, we propose a coverage hole patching algorithm with a priority mechanism. The algorithm determines the patching priority based on the size of the coverage holes, thereby improving network coverage, reducing node redundancy, and balancing resource allocation. The proposed algorithm was compared under the same environment by simulation and analysis. The results show that our algorithm is superior to the traditional coverage hole patching algorithms in coverage rate, and can reduce node redundancy

    Detection of SNPs in the cathepsin D gene and their association with yolk traits in chickens.

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    CTSD (Cathepsin D) is a key enzyme in yolk formation, and it primarily affects egg yolk weight and egg weight. However, recent research has mostly focused on the genomic structure of the CTSD gene and the enzyme's role in pathology, and less is known about the enzyme's functions in chickens. In this paper, the correlations between CTSD polymorphisms and egg quality traits were analyzed in local Shandong chicken breeds. CTSD polymorphisms were investigated by PCR-SSCP (polymerase chain reaction single strand conformation polymorphism) and sequencing analysis. Two variants were found to be associated with egg quality traits. One variant (2614T>C), located in exon 3, was novel. Another variant (5274G>T), located in intron 4, was previously referred to as rs16469410. Overall, our results indicated that CTSD would be a useful candidate gene in selection programs for improving yolk traits

    Data from: Mito-nuclear phylogeography of the cyprinid fish Gymnodiptychus dybowskii in the arid Tien Shan region of Central Asia

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    We evaluated the phylogeography and historical demography of the cyprinid fish Gymnodiptychus dybowskii (subfamily Schizothoracinae) across three northern Qinghai-Tibetan Plateau (QTP) river systems in the Tien Shan range: the Kaidu River, Ili River and Junggar Basin. Results from both mtDNA (16S rRNA and Cyt b) and nuDNA (RAG-2) resolved three reciprocally monophyletic clades, one in each of the three river basins. Estimated divergence times (highest posterior density (HPD) 2.4–3.7 Mya) are consistent with the hypothesis that these three clades are products of vicariance resulting from the intensive uplift of QTP and Tien Shan, and resulting expansion of the Taklimakan and Gurbantunggut deserts. Several lines of evidence indicate dynamic demographic histories for the three clades, with late Quaternary population bottlenecks and expansions in the Kaidu and Ili rivers and, possibly, a Holocene decline in the Junggar Basin. For conservation purposes, the three clades should be treated as species or minimally, as evolutionarily significant units (ESUs). They have experienced decades of anthropogenic disturbance and preservation of the three species/ESUs will require more sustainable management of the aquatic resources
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