First passage time under a regime-switching jump-diffusion model and its application in the valuation of participating contracts

Yinghui Dong,Wenxin Lv,Sang Wu 대한수학회 2019 대한수학회보 Vol.56 No.5

We investigate the valuation of participating life insurance policies with default risk under a geometric regime-switching jump-diffu\-sion process. We derive explicit formula for the Laplace transform of the price of participating contracts by solving integro-differential system and then price them by inverting Laplace transforms.

Genetic analysis assessed by microsatellites for a diallel mating design of two geographical stocks of the blood clam Tegillarca granosa

Yinghui Dong,Hanhan Yao,Xiaolong Zhou,Zhihua Lin 한국유전학회 2018 Genes & Genomics Vol.40 No.4

To determine the potential for productive efficiency and genetic improvement in the blood clam Tegillarca granosa, four offspring populations (ZZ, ZK, KZ and KK) were produced from a diallel mating of two different geographical stocks (Z and K). The levels of genetic diversity and population structures of four populations were analyzed using 14 polymorphic microsatellites. The results showed that the mean observed heterozygosities (Ho) of reciprocal cross populations (ZK and KZ) was higher than those of pure populations(ZZ and KK). The largest values of genetic differentiation coefficient ( Fst = 0.067) and Nei’s unbiased genetic distance (Dc = 0.263) were between ZK and KZ, and the smallest ( Fst = 0.020, Dc = 0.116) were between ZZ and KK, which revealed that the largest genetic divergence was between the two reciprocal cross populations and the smallest was between two pure populations. This study demonstrated that the reciprocal cross populations of T. granosa had an extensive genetic difference and improvement, which may be advantageous for future breeding studies.

FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS

Dong, Yinghui,Lv, Wenxin,Wu, Sang Korean Mathematical Society 2019 대한수학회보 Vol.56 No.5

We investigate the valuation of participating life insurance policies with default risk under a geometric regime-switching jump-diffusion process. We derive explicit formula for the Laplace transform of the price of participating contracts by solving integro-differential system and then price them by inverting Laplace transforms.

Traceable Dynamic Public Auditing with Identity Privacy Preserving for Cloud Storage

( Yinghui Zhang ),( Tiantian Zhang ),( Rui Guo ),( Shengmin Xu ),( Dong Zheng ) 한국인터넷정보학회 2019 KSII Transactions on Internet and Information Syst Vol.13 No.11

In cloud computing era, an increasing number of resource-constrained users outsource their data to cloud servers. Due to the untrustworthiness of cloud servers, it is important to ensure the integrity of outsourced data. However, most of existing solutions still have challenging issues needing to be addressed, such as the identity privacy protection of users, the traceability of users, the supporting of dynamic user operations, and the publicity of auditing. In order to tackle these issues simultaneously, in this paper, we propose a traceable dynamic public auditing scheme with identity privacy preserving for cloud storage. In the proposed scheme, a single user, including a group manager, is unable to know the signer's identity. Furthermore, our scheme realizes traceability based on a secret sharing mechanism and supports dynamic user operations. Based on the security and efficiency analysis, it is shown that our scheme is secure and efficient.

Online Safe Flight Envelope Protection for Icing Aircraft Based on Reachability Analysis

Zhilong Yu,Yinghui Li,Zhe Zhang,Wenfeng Xu,Zehong Dong 한국항공우주학회 2020 International Journal of Aeronautical and Space Sc Vol.21 No.4

Icing encountered by an aircraft in flight can pose a great threat to flight safety, which is the foremost concern in aviation. Ice accretion has nonlinear and coupling properties, and therefore, a conventional envelope protection system cannot successfully deal with the condition. A safe flight envelope based on reachability analysis is proposed in this paper as a basis for designing an online envelope protection system for aircraft under icing conditions. This system uses a neural network method to identify changes in the aerodynamic coefficients and to classify the degrees of icing and uses a database-driven approach to solve the onboard safe flight envelope computation problem. The database of icing safe flight envelopes is created offline and can be retrieved in real time. The Research Civil Aircraft Model (RCAM) encountering icing conditions in the climbing phase was taken as an example to verify the feasibility of the online safe flight envelope protection system. The simulation results showed that the system can classify the degrees of icing efficiently, prevent the aircraft from deviating from the safe flight envelope, guide it back to the envelope along the fastest path, and reduce the risk of loss of control under icing conditions.

A tandem-repeat galectin from blood clam Tegillarca granosa and its induced mRNA expression response against bacterial challenge

Yongbo Bao,Haoping Shen,Huashan Zhou,Yinghui Dong,Zhihua Lin 한국유전학회 2013 Genes & Genomics Vol.35 No.6

Galectins are a family of b-galactoside-binding lectins which play crucial roles in innate immunity of vertebrates and invertebrates. In the present study, we have cloned and characterized the first galectin to be identified in Tegillarca granosa (designated Tg-GAL). The fulllength cDNA of Tg-GAL was of 2,394 bp nucleotides,encoding a polypeptide of 354 amino acids. The amino acid sequence of T. granosa galectin (Tg-GAL) showed striking sequence similarity to invertebrate and vertebrate galectins in carbohydrate recognition domains (CRD) and contained amino acids that are crucial for binding bgalactoside sugars. Structurally, the Tg-GAL was a tandem repeat galectin containing two CRD connected by a unique peptide link. Quantitative real-time PCR was employed to investigate the tissue distribution of Tg-GAL mRNA and temporal expression in haemocytes of clams challenged with Vibrio parahaemolyticus, lipopolysaccharide (LPS)and peptidogylcan (PGN). The Tg-GAL mRAN expression was concentrated in hepatopancreas and mantle. The upregulation of Tg-GAL after bacteria V. parahaemolyticus,LPS and PGN challenge showed that Tg-GAL might play a pivotal role in anti-bacterial immunity. Further study should investigate the effects of Tg-GAL absence by siRNA knockout.

Defense responses of sulfur dioxygenase to sulfide stress in the razor clam Sinonovacula constricta

Caifang Chen,Yaoyao Shen,Weiliang Shen,Jing He,Zhihua Lin,Yinghui Dong 한국유전학회 2021 Genes & Genomics Vol.43 No.5

Background Sulfde is a well-known toxicant widely distributed in the culture environment. As a representative burrowing benthic bivalve, the razor clam Sinonovacula constricta is highly sulfde tolerant. Mitochondrial sulfde oxidation is an important way for sulfde detoxifcation, where sulfur dioxygenase (SDO) is the second key enzyme. Objective To investigate the mechanism of sulfde tolerance in S. constricta, the molecular characterization of its SDO (designated as ScSDO) was studied. Methods The cDNA sequence of ScSDO was cloned by RACE technique. The response of ScSDO in gills and livers of S. constricta was investigated during sulfde exposure (50, 150, and 300 μM sulfde) for 0, 3, 6, 12, 24, 48, 72, and 96 h by qRTPCR. Moreover, the temporal expression of ScSDO protein in S. constricta gills after exposure to 150 μM sulfde was detected by Western blot. The subcellular location of ScSDO was identifed by TargetP 1.1 prediction and Western Blot analysis. Results The full-length cDNA of ScSDO was 2914 bp, encoding a protein of 304 amino acids. The deduced ScSDO protein was highly conserved, containing the signature HXHXDH motif of the metallo-β-lactamase superfamily and two metalbinding sites, of which metal-binding site I is known to be the catalytically active center. Subcellular localization confrmed that ScSDO was located only in the mitochondria. Responding to the sulfde exposure, distinct time-dependent increases in ScSDO expression were detected at both mRNA and protein levels. Moreover, the gills exhibited a higher ScSDO expression level than the livers. Conclusions All of our results suggest that ScSDO plays an important role in mitochondrial sulfde oxidation during sulfde stress, making S. constricta highly sulfde tolerant. In addition, as a respiratory tissue, the gills play a more critical role in sulfde detoxifcation.