Authors
Spivak S.
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Degree
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Dr of Physics & Mathematics, Professor, Ufa State Petroleum Technological University, Bashkir State University |
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E-mail
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semen.spivak@mail.ru |
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Location
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Ufa |
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Articles
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Simulating of ruin process of insurance company by Monte-Carlo methodModel of ruin of insurance company was considered in the paper. Parameters of premiums, paid losses and cancellation of policies were analysed. The distribution functions of premiums, paid losses and cancellation of policies contains in some classes of distribution. Risk process was generated as nonstationaryPoisson process. Monte-Carlo method was used for calculation the ruin probability. As an example a data of regional subsidiary activity of one insurance company in 2004 year is analysed by CMTPL portfolio. Read more...The information-analytical system of theoretical computing optimization of catalytic processes
In the first stage of determining the optimal mode is necessary to conduct a theoretical optimization
process, i.e. to find the best values of the control parameters, without asking their feasibility. The paper
shows the formulation of optimization criterion in terms of economic efficiency. Theoretical optimization
of the catalytic process can be based on a kinetic model of the chemical reaction. The concept
of information-analytical system of theoretical computational optimization of catalytic processes determined
by the methodology IDEF0. Thus, the input parameters are: reaction mechanism, the experimental
data and some physical and chemical limitations which characterize the specificity of the process —
these options are needed to build a kinetic model of the reaction, as well as the optimization criterion required
for optimization problem formulation. The result (output) of solving the problem is an improved
process, the formulation of optimal process conditions. Management is the methods used in solving the
problem. And as a mechanism performs data-processing system is theoretical, analytical optimization of
catalytic processes. As the object of optimizing is catalytic process of interaction alcohols with dimethyl
carbonate, which refers to the reactions of the «green» chemistry. A mathematical model of chemical kinetics
is a system of nonlinear ordinary differential equations with initial data, ie, the Cauchy problem.
For this reaction was build kinetic model, determined the rate constants and activation energies. As the
economic optimization criterion chosen process profitability. For the calculations took the relative values
of the cost of reagents and energy of the total flow. Changing of profitability used in the case when
the costs considered of reagents and energy. It was determined that the profitability out to the maximum,
and decreases with time, due to the cost of maintaining the desired temperature. With increasing temperature,
the maximum profitability comes first. Moreover, increasing the catalyst concentration to 0.05
mol/l does not increase the profitability. Then, the optimal value of the catalyst is 0.03 mol/l.
Read more...
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