共查询到20条相似文献,搜索用时 46 毫秒
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该文将随机保费收入、相依索赔以及随机分红策略引入到复合二项风险模型中,并研究该模型下的随机分红问题.运用母函数的方法,推导得到保险公司直至破产前的期望累积折现分红量满足的差分方程及其解.最后,通过几个数值例子展示了所得结果. 相似文献
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考虑常数分红界下带扰动的马尔可夫调制对偶风险模型,其中保险公司收益到达过程、收益额的大小以及支出都受一马尔可夫过程的影响,得到了破产前累积分红折现均值所满足的积分一微分方程及边界条件;进一步得到了两状态下,收益分布为指数分布和混合指数分布时累积分红折现均值的表达式,最后给出了数值模拟实例. 相似文献
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考虑了具有常红利边界和延迟索赔的一类离散更新风险模型,其中间隔索赔到达时间从离散phase-type分布.定义了两种类型的索赔:主索赔和副索赔,主索赔以一定的概率引起副索赔且副索赔会以一定的概率被延迟到下一时段.通过引入辅助风险模型,推导了破产前红利折现期望满足的差分方程及其解.最后给出了当索赔额服从几何分布时的有关数值例子. 相似文献
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该文研究了绝对破产下具有贷款利息及常数分红界的扰动复合Poisson风险模型,得到了折现分红总量的均值函数,及其矩母函数以及此模型的期望折现罚金函数(Gerber-Shiu函数)满足的积分-微分方程及边值条件,并求出了某些特殊情形下的具体表达式. 相似文献
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本文考虑了索赔时间间距为Erlang(n)分布带阈限分红策略的更新风险模型的平均折现罚函数,建立了该函数所满足的积分-微分方程及更新方程,最后讨论了更新方程的解. 相似文献
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该文考虑了常数障碍分红策略下的Erlang(2)模型,研究了Gerber-Shiu折现罚金函数和期望折现分红,导出了它们所满足的积分微分方程,并分析了它们的解. 相似文献
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Kunyang Wang Feng Dai 《分析论及其应用》2007,23(1):50-63
As early as in 1990, Professor Sun Yongsheng, suggested his students at Beijing Normal University to consider research problems on the unit sphere. Under his guidance and encouragement his students started the research on spherical harmonic analysis and approximation. In this paper, we incompletely introduce the main achievements in this area obtained by our group and relative researchers during recent 5 years (2001-2005). The main topics are: convergence of Cesaro summability, a.e. and strong summability of Fourier-Laplace series; smoothness and K-functionals; Kolmogorov and linear widths. 相似文献
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Yuxian Zheng 《分析论及其应用》2006,22(2):136-140
In this paper, we study the commutators generalized by multipliers and a BMO function. Under some assumptions, we establish its boundedness properties from certain atomic Hardy space Hb^p(R^n) into the Lebesgue space L^p with p 〈 1. 相似文献
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H. H. Cuenya M.D. Lorenzo C. N. Rodriguez 《分析论及其应用》2007,23(2):162-170
In this paper we study best local quasi-rational approximation and best local approximation from finite dimensional subspaces of vectorial functions of several variables. Our approach extends and unifies several problems concerning best local multi-point approximation in different norms. 相似文献
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《中国科学 数学(英文版)》2014,(8)
<正>May 26,2014,Beijing Science is a human enterprise in the pursuit of knowledge.The scientific revolution that occurred in the 17th Century initiated the advances of modern science.The scientific knowledge system created by 相似文献
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《计算数学》2014,(2)
<正>August 10-14,2015Beijing,ChinaThe International Congress on Industrial and Applied Mathematics(ICIAM)is the premier international congress in the field of applied mathematics held every four years under the auspices of the International Council for Industrial and Applied Mathematics.From August 10 to 14,2015,mathematicians,scientists 相似文献
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W.M.Shah A.Liman 《分析论及其应用》2004,20(1):16-27
Let P(z)=∑↓j=0↑n ajx^j be a polynomial of degree n. In this paper we prove a more general result which interalia improves upon the bounds of a class of polynomials. We also prove a result which includes some extensions and generalizations of Enestrǒm-Kakeya theorem. 相似文献
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In this paper, the authors study the boundedness of the operator [μΩ, b], the commutator generated by a function b ∈ Lipβ(Rn)(0 <β≤ 1) and the Marcinkiewicz integrals μΩ, on the classical Hardy spaces and the Herz-type Hardy spaces in the case Ω∈ Lipα(Sn-1)(0 <α≤ 1). 相似文献
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Francois Chaplais 《分析论及其应用》2006,22(4):301-318
In applications it is useful to compute the local average empirical statistics on u. A very simple relation exists when of a function f(u) of an input u from the local averages are given by a Haar approximation. The question is to know if it holds for higher order approximation methods. To do so, it is necessary to use approximate product operators defined over linear approximation spaces. These products are characterized by a Strang and Fix like condition. An explicit construction of these product operators is exhibited for piecewise polynomial functions, using Hermite interpolation. The averaging relation which holds for the Haar approximation is then recovered when the product is defined by a two point Hermite interpolation. 相似文献
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A.Al-Shuaibi F.Al-Rawjih 《分析论及其应用》2004,20(1):28-34
Given the Laplace transform F(s) of a function f(t), we develop a new algorithm to find an approximation to f(t) by the use of the classical Jacobi polynomials. The main contribution of our work is the development of a new and very effective method to determine the coefficients in the finite series expansion that approximation f(t) in terms of Jacobi polynomials. Some numerical examples are illustrated. 相似文献