Laboratory experiments were conducted to simulate oil weathering process, a medium to long term weathering process for 210-d, using samples collected from five different oil resources.Based on relative deviation and repeatability limit anal. about indexes of these samples, the results show there had been significant changes in diagnostic ratios among the initial and weathered samples of different oils during this process.Changes of selected n-alkane diagnostic ratios of all oil samples displayed more obviously than diagnostic ratios of terpanes, steranes and PAHs in this process.Almost all selected diagnostic ratios of terpanes, steranes and PAHs can be efficiently used in tracking sources of hydrocarbon pollution, differentiating from the n-alkane diagnostic ratios.In these efficient diagnostic ratios, only four ratios maintained good stability in the weathering processes and are more suitable because their relative deviation (RSD) are lower than 5%.

01 Feb 2013·Quality & Quantity

Fractional mortality rate based on rational interpolating method and its application in actuarial science

Author: Xia Zhao ; Nailong Guo ; Shilong Li

This paper attempts to introduce a new method with adjustable parameter for estimating the mortality of fractional age based on rational interpolating theory. The efficiency analysis of the method is given and some conditions the adjustable parameter should satisfy are given in order to meet the need of actuarial practice. We also analyze the relationship between our estimating method and the one based on UDD assumption—the most commonly used in actuarial study and practice. The result shows that the latter is just a special case of our results. Finally we apply our method to the calculations of actuarial present value of life insurance and annuities. Simulations are also done to give a clear comparison between traditional method and our method specified in this paper.

01 Jan 2012·Quality & Quantity

Pricing perpetual options with stochastic discount interest rates

Author: Bo Zhang ; Xia Zhao

The aim of this study is to investigate the prices and optimal exercise strategies of certain perpetual American options on the asset under stochastic discount interest model. This is different from Gerber and Shiu (N Am Actuar J 2(3):101–112, 1998), in which the interest force was a constant; here we suppose that the accumulated interest function is perturbed by the standard Brownian motion and Poisson process. We obtain an explicit expression of optimal option-exercise boundary in the case of perpetual put option. Moreover, we get a corresponding result when the individual claim is described by an exponential distribution. Finally, we analyze the influence of certain coefficients in stochastic interest model on the optimal option-exercise boundary.

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