Zhejiang Gongshang University

About: Zhejiang Gongshang University is a education organization based out in Hangzhou, China. It is known for research contribution in the topics: Adsorption & Supply chain. The organization has 8258 authors who have published 7670 publications receiving 90296 citations. The organization is also known as: Zhèjiāng Gōngshāng Dàxué.

Plasma-enhanced low temperature NH3-SCR of NOx over a Cu-Mn/SAPO-34 catalyst under oxygen-rich conditions

Abstract: In this work, a dielectric barrier discharge (DBD) plasma-enhanced NH3-selective catalytic reduction (NH3-SCR) of NOx over a Cu-Mn/SAPO-34 catalyst at low temperatures (

Multiple and generic bifurcation analysis of a discrete Hindmarsh-Rose model

Abstract: In this article multiple and generic bifurcations of planar discrete-time Hindmarsh-Rose oscillator are investigated in detail by bifurcation theory and numerical continuation techniques. Three kinds of one-parameter bifurcation and five kinds of two-parameter bifurcation are studied. Different kinds of critical cases of each bifurcation are computed by inner product method and their corresponding scenario are presented, such as possible transitions between different one-parameter bifurcation points derived from two-parameter bifurcation point. Especially, the bifurcations of higher iterations and the bifurcation distributions of two-parameter bifurcation point are observed.

Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model

Abstract: We consider an optimal time-consistent reinsurance-investment strategy selection problem for an insurer whose surplus is governed by a compound Poisson risk model. In our model, the insurer transfers part of the risk due to insurance claims via a proportional reinsurance and invests the surplus in a simplified financial market consisting of a risk-free asset and a risky stock. The dynamics of the risky stock is governed by a constant elasticity of variance model to incorporate conditional heteroscedasticity as well as the feedback effect of an asset’s price on its volatility. The objective of the insurer is to choose an optimal time-consistent reinsurance-investment strategy so as to maximize the expected terminal surplus while minimizing the variance of the terminal surplus. We investigate the problem using the Hamilton-Jacobi-Bellman dynamic programming approach. Closed-form solutions for the optimal reinsurance-investment strategies and the corresponding value functions are obtained in both the compoun...