The authors consider a compound Cox model of insurance risk with the additional economic assumption of a positive interest rate. As the authors note a duality result relating a compound Cox model of insurance risk wit...The authors consider a compound Cox model of insurance risk with the additional economic assumption of a positive interest rate. As the authors note a duality result relating a compound Cox model of insurance risk with a positive interest rate and a double shot noise process, the authors analyze a double shot noise process systematically for its theoretical distributional properties, based on the piecewise deterministic Markov process theory, and the martingale methodology. The authors also obtain the moments of aggregate accumulated/discounted claims where the claim arrival process follows a Cox process with shot noise intensity. Removing the parameters in a double shot noise process gradually, the authors show that it becomes a compound Cox process with shot noise intensity, a single shot noise process and a compound Poisson process. Numerical comparisons are shown between the moments （i.e. means and variances） of a compound Poisson model and their counterparts of a compound Cox model with/without considering a positive interest rate. For that purpose, the authors assume that claim sizes and primary event sizes follow an exponential distribution, respectively.展开更多
Using a modified 3D random representative volume（RV）finite element model,the effects of model dimensions（impact region and interval between impact and representative regions）,model shapes（rectangular,square,and c...Using a modified 3D random representative volume（RV）finite element model,the effects of model dimensions（impact region and interval between impact and representative regions）,model shapes（rectangular,square,and circular）,and peening-induced thermal softening on resultant critical quantities（residual stress,Almen intensity,coverage,and arc height）after shot peening are systematically examined.A new quantity,i.e.,the interval between impact and representative regions,is introduced and its optimal value is first determined to eliminate any boundary effect on shot peening results.Then,model dimensions are respectively assessed for all model shapes to reflect the actual shot peening process,based on which shape-independent critical shot peening quantities are obtained.Further,it is found that thermal softening of the target material due to shot peening leads to variances of the surface residual stress and arc height,demonstrating the necessity of considering the thermal effect in a constitutive material model of shot peeing.Our study clarifies some of the finite element modeling aspects and lays the ground for accurate modeling of the SP process.展开更多
对钛合金TC17以及镍基高温合金GH4169光滑旋转弯曲疲劳试样进行喷丸强化,研究了不同喷丸强度下合金的表面粗糙度、表面残余应力和高温疲劳寿命。结果表明,喷丸后两种合金的表面粗糙度随着喷丸强度的增大而上升,当喷丸强度达到0.15 mm A...对钛合金TC17以及镍基高温合金GH4169光滑旋转弯曲疲劳试样进行喷丸强化,研究了不同喷丸强度下合金的表面粗糙度、表面残余应力和高温疲劳寿命。结果表明,喷丸后两种合金的表面粗糙度随着喷丸强度的增大而上升,当喷丸强度达到0.15 mm A以上时,表面粗糙度显著变大。喷丸后表面残余应力均为压应力,TC17合金的残余压应力的数值随着喷丸强度的增大呈现先增大再减小的趋势,而GH4169合金表面残余压应力数值随喷丸强度的增大而减小。在疲劳性能方面,TC17合金喷丸后的疲劳寿命随喷丸强度的增大呈现先增大再减小的趋势,特别是在高强度条件（大于0.10 mm A）下,喷丸反而降低了疲劳寿命,而GH4169合金的疲劳寿命随喷丸强度的增大而增大,说明不同合金对喷丸强度的优化工艺范围具有差别,钛合金对喷丸强度变化敏感性强。展开更多
文摘The authors consider a compound Cox model of insurance risk with the additional economic assumption of a positive interest rate. As the authors note a duality result relating a compound Cox model of insurance risk with a positive interest rate and a double shot noise process, the authors analyze a double shot noise process systematically for its theoretical distributional properties, based on the piecewise deterministic Markov process theory, and the martingale methodology. The authors also obtain the moments of aggregate accumulated/discounted claims where the claim arrival process follows a Cox process with shot noise intensity. Removing the parameters in a double shot noise process gradually, the authors show that it becomes a compound Cox process with shot noise intensity, a single shot noise process and a compound Poisson process. Numerical comparisons are shown between the moments （i.e. means and variances） of a compound Poisson model and their counterparts of a compound Cox model with/without considering a positive interest rate. For that purpose, the authors assume that claim sizes and primary event sizes follow an exponential distribution, respectively.
基金the financial support from China Scholarship Council (CSC) (No. 201406025083)National Natural Science Foundation of China (NSFC) (Nos. 51305012 and 51675024)+3 种基金Aviation Science Fund of China (No. 2014ZB51)financial support from NSFC (No. 51375031)financial support from NSFC (No. 51628101)National Sciences and Engineering Research Council (NSERC) Discovery grant (No. RGPIN 418469-2012)
文摘Using a modified 3D random representative volume（RV）finite element model,the effects of model dimensions（impact region and interval between impact and representative regions）,model shapes（rectangular,square,and circular）,and peening-induced thermal softening on resultant critical quantities（residual stress,Almen intensity,coverage,and arc height）after shot peening are systematically examined.A new quantity,i.e.,the interval between impact and representative regions,is introduced and its optimal value is first determined to eliminate any boundary effect on shot peening results.Then,model dimensions are respectively assessed for all model shapes to reflect the actual shot peening process,based on which shape-independent critical shot peening quantities are obtained.Further,it is found that thermal softening of the target material due to shot peening leads to variances of the surface residual stress and arc height,demonstrating the necessity of considering the thermal effect in a constitutive material model of shot peeing.Our study clarifies some of the finite element modeling aspects and lays the ground for accurate modeling of the SP process.
文摘对钛合金TC17以及镍基高温合金GH4169光滑旋转弯曲疲劳试样进行喷丸强化,研究了不同喷丸强度下合金的表面粗糙度、表面残余应力和高温疲劳寿命。结果表明,喷丸后两种合金的表面粗糙度随着喷丸强度的增大而上升,当喷丸强度达到0.15 mm A以上时,表面粗糙度显著变大。喷丸后表面残余应力均为压应力,TC17合金的残余压应力的数值随着喷丸强度的增大呈现先增大再减小的趋势,而GH4169合金表面残余压应力数值随喷丸强度的增大而减小。在疲劳性能方面,TC17合金喷丸后的疲劳寿命随喷丸强度的增大呈现先增大再减小的趋势,特别是在高强度条件（大于0.10 mm A）下,喷丸反而降低了疲劳寿命,而GH4169合金的疲劳寿命随喷丸强度的增大而增大,说明不同合金对喷丸强度的优化工艺范围具有差别,钛合金对喷丸强度变化敏感性强。
