共查询到20条相似文献,搜索用时 156 毫秒
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期望效用保费定价方法是保费定价的重要方法之一.本文建立了期望效用保费原理的贝叶斯模型,定义了期望效用原理的风险保费,并给出了风险保费的信度估计.进而,研究了保费估计的统计性质.最后通过数值模拟的方法验证了风险保费估计的渐近正态性和收敛速度. 相似文献
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本文比较了带干扰的两类不同风险模型.首先研究了在不同保费计算原理下各风险业务的相关性是如何影响保费率计算的,进而通过鞅方法推导出两类模型破产概率的Lundberg指数和Lundberg不等式,最后比较了在不同保费计算原理下两类模型的Lundberg指数的性质. 相似文献
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选择新疆2002—2010年的保费收入,保险密度,保险深度这三项指标,其中将保费收入划分为财产险保费收入和人身险保费收入,对新疆保险业"十二五"发展进行预测.采用的预测方法是灰色系统理论中的GM(1,1)预测模型(一阶一元灰色模型).并对预测结果进行定性分析,提炼出本文的结论,为新疆保险业"十二五"发展战略提供坚实的数据支撑. 相似文献
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修整保费——一个新的定价模型 总被引:1,自引:0,他引:1
沈银芳 《数学的实践与认识》2005,35(9):15-19
在期望原理保费与个体风险的风险调整保费定价模型的基础上,引入修整系数β,得到了一个组合风险的定价模型—修整保费,从而解决了在大量个体风险并存的保险业务和多项投资中,如何合理地对组合风险进行定价的问题. 相似文献
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离散时间的双Poisson模型的破产概率 总被引:6,自引:0,他引:6
本文在离散复合Poisson风险模型的基础上,研究保费的收取也为一个Poisson过程的模型, 在保费收取量和理赔量都离散取整数值时,我们运用转移概率推导出了保险公司在有限时间内破产的概率以及最终破产概率的级数表达式和矩阵表达式. 相似文献
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本文考虑了当索赔间隔时间为Erlang(2)分布且保费收取为二步保费过程的复合更新风险模型,推导出该模型的罚金折现期望值函数满足具有一定边界条件和积分微分方程,并解出该方程.特别地,当索赔额为指数分布时,利用所得结果给出了破产时间的Laplace变换及终积破产概率的解析解. 相似文献
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Takahiko Hara 《Annals of the Institute of Statistical Mathematics》1988,40(2):395-406
This paper is concerned with two kinds of multiple outlier problems in multivariate regression. One is a multiple location-slippage problem and the other is a multiple scale-inflation problem. A multi-decision rule is proposed. Its optimality is shown for the first problem in a class of left orthogonally invariant distributions and is also shown for the second problem in a class of elliptically contoured distributions. Thus the decision rule is robust against departures from normality. Further the null robustness of the decision statistic which the rule is based on is pointed out in each problem. 相似文献
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Stephen J. Sugden 《Applied Mathematical Modelling》2004,28(12):1635-1082
The view factor (angle factor) for a differential inclined plane in the case of a radiating source of radially Gaussian intensity is considered. This information is useful for modelling of solar radiation in certain applications. The view factor is expressed in terms of two integrals, one of which is obtained in closed form in terms of special functions, and the other is approximated. A compact estimate for the view factor is presented which is suitable for machine computation. While the relative error associated with the final estimate is typically less than 0.01%, and in all cases, less than 0.2%, the method is easily extended to yield even greater accuracy. 相似文献
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W. B. Gearhart 《Journal of Optimization Theory and Applications》1979,28(1):29-47
A general framework is presented in which the relation of the set of noninferior points and the set of compromise solutions is studied. It is shown that the set of compromise solutions is dense in the set of noninferior points and that each compromise solution is properly noninferior. Also, under convexity of the criteria space, a characterization of the properly noninferior points in terms of the compromise solutions is presented. In this characterization, the compromise solutions depend continuously on the weights. Use of the maximum norm is studied also. It is shown that a subset of these max-norm solutions, obtained by taking certain limits of compromise solutions, is dense and contained in the closure of the set of noninferior points. 相似文献
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代数周(Chow)形式和代数结式是代数几何的基本概念,同时还是消去理论的强大工具.一个自然的想法是在微分代数几何中发展相应的周形式和结式理论.但是由于微分结构的复杂性,在本文的研究工作之前,微分结式只有部分结果,而微分周形式与稀疏微分结式理论一直没有得到发展.本文的主要结果包括:第一,发展一般(generic)情形的微分相交理论,作为应用,证明一般情形的微分维数猜想.第二,初步建立微分周形式理论.对不可约微分代数簇定义微分周形式并证明其基本性质,特别地,给出微分周形式的Poisson分解公式,引入微分代数簇的主微分次数这一不变量并证明一类微分代数闭链的周簇和周坐标的存在性.作为应用,首次严格定义微分结式,证明其基本性质.第三,初步建立稀疏微分结式理论.引入Laurent微分本性系统的概念,定义稀疏微分结式,证明其基本性质,特别地,引入微分环面簇的概念,给出稀疏微分结式阶数和次数界的估计,并基于此给出计算稀疏微分结式的单指数时间算法. 相似文献
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Semra Ahmetolan Mevlut Teymur 《Zeitschrift für Angewandte Mathematik und Physik (ZAMP)》2007,58(3):457-474
Propagation of nonlinear shear horizontal (SH) waves in a homogeneous, isotropic and incompressible elastic plate of uniform
thickness is considered. The constituent material of the plate is assumed to be generalized neo-Hookean. By employing a perturbation
method and balancing the weak nonlinearity and dispersion in the analysis, it is shown that the nonlinear modulation of waves
is governed asymptotically by a nonlinear Schr?dinger (NLS) equation. Then the effect of nonlinearity on the propagation characteristics
of asymptotic waves is discussed on the basis of this equation. It is found that, irrespective of the plate thickness, the
wave number and the mode number, when the plate material is softening in shear then the nonlinear plane periodic waves are
unstable under infinitesimal perturbations and therefore the bright (envelope) solitary SH waves will exist and propagate
in such a plate. But if the plate material is hardening in shear in this case nonlinear plane periodic waves are stable and
only the dark solitary SH waves may exist. 相似文献
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Per Lötstedt Stefan Söderberg Alison Ramage Lina Hemmingsson-Frändén 《BIT Numerical Mathematics》2002,42(1):134-158
Adaptivity in space and time is introduced to control the error in the numerical solution of hyperbolic partial differential equations. The equations are discretised by a finite volume method in space and an implicit linear multistep method in time. The computational grid is refined in blocks. At the boundaries of the blocks, there may be jumps in the step size. Special treatment is needed there to ensure second order accuracy and stability. The local truncation error of the discretisation is estimated and is controlled by changing the step size and the time step. The global error is obtained by integration of the error equations. In the implicit scheme, the system of linear equations at each time step is solved iteratively by the GMRES method. Numerical examples executed on a parallel computer illustrate the method. 相似文献
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Heteroscedasticity checks for regression models 总被引:1,自引:0,他引:1
For checking on heteroscedasticity in regression models, a unified approach is proposed to constructing test statistics in
parametric and nonparametric regression models. For nonparametric regression, the test is not affected sensitively by the
choice of smoothing parameters which are involved in estimation of the nonparametric regression function. The limiting null
distribution of the test statistic remains the same in a wide range of the smoothing parameters. When the covariate is one-dimensional,
the tests are, under some conditions, asymptotically distribution-free. In the high-dimensional cases, the validity of bootstrap
approximations is investigated. It is shown that a variant of the wild bootstrap is consistent while the classical bootstrap
is not in the general case, but is applicable if some extra assumption on conditional variance of the squared error is imposed.
A simulation study is performed to provide evidence of how the tests work and compare with tests that have appeared in the
literature. The approach may readily be extended to handle partial linear, and linear autoregressive models. 相似文献
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Behrooz Mashadi S.M. Mansourian Amir H. Kakaee Ali Nassiri Toosi 《Mathematical and Computer Modelling of Dynamical Systems: Methods, Tools and Applications in Engineering and Related Sciences》2013,19(4):389-409
The flow of torque in a twin clutch transmission is investigated and the different phases of torque transfer between the two clutches are studied. In order to prevent torque backlash and intense wear in dry clutch plates, a proper clamp force regulation is used. A full vehicle simulation that includes vehicle and powertrain components is set up. A Fuzzy logic control system is found suitable for clamp force and engine throttle controls. For upshift and downshift cases, the design of controllers for the gearshift process is carried out by defining proper membership functions and Fuzzy rules using Matlab/SimulinkTM software. The effectiveness of the control system is investigated by simulating two upshift and downshift cases. Results indicate that the control system is successful in regulating the clutch clamp forces and the engine throttle in such a way that a smooth torque flow in the transmission is achieved in all cases. 相似文献
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A method is presented for determining the flexural strength of composites from tests on pinned specimens in axial compression. This scheme is close to the so-called Euler buckling model, but the load is applied eccentrically, and the bar is bent practically from the beginning of loading. An analytical model is proposed for calculating the flexural stress in longitudinal flexure of a thin bar in the case of large displacements. The problem is solved in elliptic integrals of the first and second kinds. The analytical model shows an excellent agreement with experiments. The results obtained are compared with experimental tension data. A device is also designed for testing composite bars in longitudinal flexure. The method offered has an obvious advantage over the conventional three- or four-point bending — the gage zone in this scheme is far away from the loading zone of the test specimen. 相似文献