一个不可定向曲面的极小禁用子图的构造

曲面S的一个极小禁用子图是这样的一个图,它的任何一个顶点的度都不小于3,它不能嵌入在S上,但是删去任何一条边后得到的图能嵌入在S上.本文给出了四种构造一个不可定向曲面的极小禁用子图的方式,即粘合一个顶点,一个图的边被其它的图替换,粘合两个顶点,将一个图放在另一个图的一个曲面嵌入的面内.     

基于身份的门限密码体制

描述一个公钥密码体制,其中参与者的公钥是一个公开值,例如他的身份,这个体制由很多可信中心联合产生一个大合数N=pq,p,q为素数且p≡q≡3(mod 4),任意其中一个可信中心都不知道N的分解.另外,每一个可信中心拥有一个秘密指数的一个分享,这样产生一个门限解密.本文将讨论所提出的方案的安全性,并证明它与解决二次剩余问题的困难性有关.     

一个两点边值问题的解的存在性

对任给的一个定义在无限维Banach空间上具有无限维值域的全连续算子T,我们分析了Leray-Schauder拓扑度和不动点存在性之间的关系。如果T有一个不动点,那么可建立一个具有有限维值域的近似连续算了Te,使Te至少有一个不动点。如果T有一个孤立不动点,则存在一个开有界集D使Leray-Schauder拓扑度deg(I—T,D,0)不为零。对[0,1]区间上的一个两点边值问题,对应的积分算子T_(Q,A)可以被建立,并等     

一个Lie代数的子代数及其相关的两类Loop代数

本文构造了Lie代数A2的一个子代数A2,通过选取恰当的基元阶数得到相应的一个loop代数A2,由此设计一个等谱问题,利用屠格式得到了一个新的Liouville可积的Hamilton方程族.作为其约化情形,得到了一个非线性有理分式型演化方程.再由一个矩阵变换,得到了换位运算与A2等价的Lie代数A1的一个子代数A1,将A1再扩展成一个新的高维loop代数G,利用G获得了所得方程族的一类扩展可积系统.     

关于周期吸附系统的分布混沌的注记

设X是一个紧致度量空间,f X→X是一个连续映射.若存在f的一个m-周期点p和另一个m'-周期点q(p≠q),使得对任意非空开集V(C)X,都有{p,q}(C)∞ Un=0fn(V),则称动力系统(X,f)是一个(m,m')型周期吸附系统.证明了:1)若(X,f)是一个(m,m')型周期吸附系统且X是自密的,则对任一给定的正整数k,存在一个fk的的分布混沌集S,使得S与X的任一非空开集之交均含有一个Cantor集;2)若(X,f)是一个(m,m')型周期吸附系统且拓扑共轭于(X ',f'),则(X ',f')也是一个(m,m')型周期吸附系统.改进和推广了已有结果.     

Dedekind 群的一个刻画

本文给出了Dedekind群的一个刻画.即如果一个群G有一个无不动点的弱幂同构,则G是一个Dedekind群.     

Heisenberg-Virasoro代数的q-形变的量子群结构

构造了水平为零的扭的Heisenberg-Virasoro代数的一个q-形变Hvirq,证明它是一个quasi-hom-李代数.给出该代数的一个非平凡的量子群结构,即它是一个非交换且余交换的Hopf代数.     

Souslin树在特殊的力迫扩张中是保持的

如果M是ZFC的一个模型,在M中T是一个Souslin树,而P是一个满足Knaster条件的偏序,那么在P的力迫扩张M|G|中T仍是一个Souslin树.因此在random扩张中一个Souslin树保持不变.我们还讨论一些相关问题.     

曲面上图的短圈结构与Mohar和Thomassen的一个问题的解决

研究了(赋权)图的圈基结构并且对包含在最小圈基中的短圈提供了大量信息. 建立了一个基变换的Hall型定理, 利用此定理, 给出了判断一个圈基是最小圈基的充分必要条件, 而且，证明了一个(赋权)图的最小圈基结构是唯一的. 这一性质对于最大圈基也成立 (尽管在最小圈基方面已有很多工作, 而在最大圈基方面的工作几乎没有). 利用这些方法， 发现了(赋权)图中具有特定性质的短圈的一些新结果. 作为应用， 决定了一个嵌入图的短圈的结构, 并找到一个多项式算法能够判断一个嵌入图中是否存在双侧圈, 如果这样的圈存在, 就可以找到一个最短的双侧圈. 这回答了B. Mohar和C. Thomassen提出的一个未解决问题, 并对他们提出的另一个未解决问题给出了部分解答.     

一个粘弹性模型的奇异初始值的Cauchy问题

本文讨论一个粘弹性模型的奇异初始值问题 .首先 ,给出了该问题的一个可容许解的定义 ,然后证明了该问题存在一个上述意义下的可容许解     

带息双二项风险模型的破产问题

本文研究了带随机利率的双二项风险模型的破产问题,得到了描述破产严重程度的破产前盈余分布,破产持续时间分布的递推公式,有限时间破产概率的递推公式及终极破产概率满足的积分方程.     

含投资因素的崩溃模型

本文讨论了已推广的保险公司的崩溃模型.本文得到了离散时间的崩溃模型复利情形下的崩溃概率公式,也得出了连续时间的崩溃模型崩溃概率的明确解和Vokterra积分方程.这些结果推广了经典崩溃模型中的相应结果.     

随机利率离散时间风险模型的破产问题

本文研究了引入随机利率的离散时间风险模型, 得到了破产持续时间的分布、盈余回复为正后的瞬间的盈余分布、 破产前最大盈余的分布、破产前盈余破产后赤字与破产前最大盈余的联合分布、 有限时间内穿出水平$x$的分布所满足的积分方程, 并同时证明了所得积分方程解的存在唯一性.     

Ruin problems for a discrete time risk model with random interest rate

In this paper, we study a discrete time risk model with random interest rate. The convergence of the discounted surplus process is proved by using martingale techniques, an expression of ruin probability is obtained, and bounds for ruin probability are included. In the second part of the paper, the distribution of surplus immediately after ruin, the distribution of surplus just before ruin, the joint distribution of the surplus immediately before and after ruin, and the distribution of ruin time are discussed.     

On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest

We consider a compound Poisson surplus process perturbed by diffusion with debit interest. When the surplus is below zero or the company is on deficit, the company is allowed to borrow money at a debit interest rate to continue its business as long as its debt is at a reasonable level. When the surplus of a company is below a certain critical level, the company is no longer profitable, we say that absolute ruin occurs at this situation. In this risk model, absolute ruin may be caused by a claim or by oscillation. Thus, the absolute ruin probability in the model is decomposed as the sum of two absolute ruin probabilities, where one is the probability that absolute ruin is caused by a claim and the other is the probability that absolute ruin is caused by oscillation. In this paper, we first give the integro-differential equations satisfied by the absolute ruin probabilities and then derive the defective renewal equations for the absolute ruin probabilities. Using these defective renewal equations, we derive the asymptotical forms of the absolute ruin probabilities when the distributions of claim sizes are heavy-tailed and light-tailed. Finally, we derive explicit expressions for the absolute ruin probabilities when claim sizes are exponentially distributed.     

The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model

We use probabilistic arguments to derive an expression for the joint density of the time to ruin and the number of claims until ruin in the classical risk model. From this we obtain a general expression for the probability function of the number of claims until ruin. We also consider the moments of the number of claims until ruin and illustrate our results in the case of exponentially distributed individual claims. Finally, we briefly discuss joint distributions involving the surplus prior to ruin and deficit at ruin.     

变破产下限风险模型的破产概率

近年来,很多文献对经典风险模型作了研究,并得出许多有用的结论。一般文献都是假定保险公司的破产下限为零,但在实际的保险实务中,当保险公司的盈余低于某一限度时,保险公司就要调整政策或宣布破产。本文研究了经典风险模型在假定变破产下限下的破产概率,得出了破产概率所满足的不等式,而且研究了当破产下限f(t)为某些特殊函数时,破产概率所满足的不等式或破产概率的具体表达式。最后本文给出了在推广后的风险模型中变破产下限破产概率所满足的不等式。     

Distributions for the risk process with a stochastic return on investments

In this paper, we consider a risk model with stochastic return on investments. We mainly discuss the ruin probability, the surplus distribution at the time of ruin and the supremum distribution of the surplus before ruin. We prove some properties for these distributions and derive the integro-differential equations satisfied by them. We present the relation between the ruin probability and the supremum distribution before ruin.     

Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion

In the absence of dividends, the surplus of an insurance company is modelled by a compound Poisson process perturbed by diffusion. Dividends are paid at a constant rate whenever the modified surplus is above the threshold, otherwise no dividends are paid. Two integro-differential equations for the expected discounted dividend payments prior to ruin are derived and closed-form solutions are given. Accordingly, the Gerber–Shiu expected discounted penalty function and some ruin related functionals, the probability of ultimate ruin, the time of ruin and the surplus before ruin and the deficit at ruin, are considered and their analytic expressions are given by general solution formulas. Finally the moment-generating function of the total discounted dividends until ruin is discussed.     

Ruin theory for a Markov regime-switching model under a threshold dividend strategy

In this paper, we study a Markov regime-switching risk model where dividends are paid out according to a certain threshold strategy depending on the underlying Markovian environment process. We are interested in these quantities: ruin probabilities, deficit at ruin and expected ruin time. To study them, we introduce functions involving the deficit at ruin and the indicator of the event that ruin occurs. We show that the above functions and the expectations of the time to ruin as functions of the initial capital satisfy systems of integro-differential equations. Closed form solutions are derived when the underlying Markovian environment process has only two states and the claim size distributions are exponential.