相关风险和模型的破产概率

本文研究了两险种理赔到达过程相关的正风险和模型与负风险和模型.利用Lundberg指数是相关因子的单调递减函数的性质,证明了破产概率是随着相关因子的增加而增大的,从而将相应的结果推广到了两险种理赔到达过程相关的风险和模型.     

On a correlated aggregate claims model with Poisson and Erlang risk processes

In this paper we consider a risk model with two dependent classes of insurance business. In this model the two claim number processes are correlated. Claim occurrences of both classes relate to Poisson and Erlang processes. We derive explicit expressions for the ultimate survival probabilities under the assumed model when the claim sizes are exponentially distributed. We also examine the asymptotic property of the ruin probability for this special risk process with general claim size distributions.     

具有两类索赔相关风险过程的罚金折现函数

考虑两类索赔相关风险过程.两类索赔计数过程分别为独立的Poisson和广义Erlang(2)过程.将该过程转换为两类独立索赔风险过程,得到了该过程的罚金折现函数满足的积分微分方程及该函数的拉普拉斯变换的表达式,且当索赔额服从指数分布时,给出了罚金折现函数及破产概率的表达式.     

初论一类风险模型下的破产时刻罚金折现期望

考虑一类具有Poisson过程和Erlang(n)过程的风险模型的破产问题,该模型中保险公司具有两类保险,每类保险的理赔次数过程都是Poisson过程与一个共同的Erlang(n)过程的和.针对这类理赔相关的风险模型,就利息力为常数的情形得到破产时刻罚金折现期望的积分—微分方程.     

Strategic bidding in a discrete accumulating priority queue

We consider an unobservable M/G/1 accumulating priority queue where homogeneous customers choose one of a finite number of priority classes. We show that there are either one or two pure Nash equilibrium strategies. In the latter case they are two consecutive classes and there exists an equilibrium strategy mixing between these two classes. We find the best-response function and show that it is unimodal, with follow-the-crowd and avoid-the-crowd instances.     

二元复合Poisson风险模型的几个结果

本文研究具有相依关系的一类风险模型.得到了由不同类别的索赔产生的破产时赤字分布的渐近结果以及指数索赔下的精确结果.同时研究了带伽玛过程干扰的古典风险过程.     

Inference on periodograms of infinite dimensional discrete time periodically correlated processes

In this work we shall consider two classes of weakly second-order periodically correlated and strongly second-order periodically correlated processes with values in separable Hilbert spaces. The periodogram for these processes is introduced and its statistical properties are studied. In particular, it is proved that the periodogram is asymptotically unbiased for the spectral density of the processes, where the type of the convergence is fully specified.     

相关带干扰风险模型的破产概率

本文引进了含相关类带干扰经典风险过程, 研究类之间的相关性对破产概率的影响, 主要研究类之间的相关性对其Lundberg指数的大小关系的影响.     

一类相依两险种风险模型的分类破产概率

本文考虑文[1]中引入的一类索赔达到计数过程相关的两险种风险模型.利用更新方法,获得了该风险模型的分类破产概率的渐进结果,并给出了指数索赔情形下分类破产概率的表达式,从而改进了文[1]中的相关结果.     

Estimates of efficiency for two methods of stable numerical summation of smooth functions

We consider a classical ill-posed problem of reconstruction of continuous functions from their noisy Fourier coefficients. We study the case of functions of two variables that has been much less investigated. The smoothness of reconstructed functions is measured in terms of the Sobolev classes as well as the classes of functions with dominated mixed derivatives. We investigate two summation methods, that are based on ideas of the rectangle and the hyperbolic cross, respectively. For both of these methods we establish the estimates of the accuracy on the classes that are considered as well the estimates of computational costs. Moreover, we made the comparison of their efficiency based on obtained estimates. A somehow surprising outcome of our study is that for both types of the considered smoothness classes one should employ hyperbolic cross approximation that is not typical for the functions under consideration.     

Hamming weight enumerators of multi-twisted codes with at most two non-zero constituents

In this paper, we explicitly determine Hamming weight enumerators of several classes of multi-twisted codes over finite fields with at most two non-zero constituents, where each non-zero constituent has dimension 1. Among these classes of multi-twisted codes, we further identify two classes of optimal equidistant linear codes that have nice connections with the theory of combinatorial designs and several other classes of minimal linear codes that are useful in constructing secret sharing schemes with nice access structures. We also illustrate our results with some examples.     

Analysis of a two-class single-server discrete-time FCFS queue: the effect of interclass correlation

In this paper, we study a discrete-time queueing system with one server and two classes of customers. Customers enter the system according to a general independent arrival process. The classes of consecutive customers, however, are correlated in a Markovian way. The system uses a “global FCFS” service discipline, i.e., all arriving customers are accommodated in one single FCFS queue, regardless of their classes. The service-time distribution of the customers is general but class-dependent, and therefore, the exact order in which the customers of both classes succeed each other in the arrival stream is important, which is reflected by the complexity of the system content and waiting time analysis presented in this paper. In particular, a detailed waiting time analysis of this kind of multi-class system has not yet been published, and is considered to be one of the main novelties by the authors. In addition to that, a major aim of the paper is to estimate the impact of interclass correlation in the arrival stream on the total number of customers in the system, and the customer delay. The results reveal that the system can exhibit two different classes of stochastic equilibrium: a “strong” equilibrium where both customer classes give rise to stable behavior individually, and a “compensated” equilibrium where one customer type creates overload.     

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??The paper considers a risk model with two dependent classes of
insurance business. In this model, the two claim number processes are partly sparsely
correlated through an Erlang(2) process. By introducing an auxiliary model, we obtain the
integral equations for ultimate ruin probabilities, and discuss the asymptotic property of
ruin probabilities by renewal approach. We also get the linear differential equations of
ruin probabilities of the model and the corresponding auxiliary model when claims follow
the exponential distributions, and show how solves the linear differential equations by a
specific example.     

Star网络S_5的Hamilton圈分解

最近Star网络和Pancake网络作为超立方体(并行计算机中多处理机互连的一种著名拓扑结构)的替代品而被许多作者研究.这两种网络的一个好的特点是:与超立方体相比较,它们有较小的直径和顶点度.尤其Star网络,更是受到研究人员的极大关注.在本文中:(a)我们提出了一种在这两种网络中找Hamilton圈的新方法.(b)证明了关于Star网络S_n的一个猜想在n=5时是正确的,即给出了S_5的两个边不交的Hamilton圈,且S_5是这两个Hamilton圈的并.     

Diophantine approximation in characteristiep

We study diophantine approximations to algebraic functions in characteristicp. We improve a theorem of Osgood, and give two classes of examples showing that this result is nearly sharp. One of these classes exhibits a new phenomenon.     

Alternating cycles in edge-colored graphs

We show that the edges of a 2-connected graph can be partitioned into two color classes so that every vertex is incident with edges of each color and every alternating cycle passes through a single edge. We also show that the edges of a simple graph with minimum vertex degree δ ? 2 can be partitioned into three color classes so that every vertex is incident with edges in exactly two colors and no cycle is alternating.     

Ranges of bimodule projections and reflexivity

We develop a general framework for reflexivity in dual Banach spaces, motivated by the question of when the weak^? closed linear span of two reflexive masa-bimodules is automatically reflexive. We establish an affirmative answer to this question in a number of cases by examining two new classes of masa-bimodules, defined in terms of ranges of masa-bimodule projections. We give a number of corollaries of our results concerning operator and spectral synthesis, and show that the classes of masa-bimodules we study are operator synthetic if and only if they are strong operator Ditkin.     

The Effect of a Modified Moore Method on Attitudes and Beliefs in Precalculus

As part of a study on the effects of teaching with a Modified Moore Method (MMM), a survey containing 20 items from Schoenfeld's (1989 ) investigation of attitudes and beliefs about mathematics was administered to students in undergraduate precalculus classes. The study included one section of precalculus taught with an MMM, a student‐centered and inquiry‐based teaching method, and two sections taught using traditional lecture methods. The survey was administered one week into the semester, following the drop/add date, and during the last week of classes. In this paper, we discuss the findings of the attitudes and beliefs portions of the survey and correlations with scores on a common final exam. We looked for differences between the MMM and traditional sections as well as gender differences. There were only a few differences in the attitudes and beliefs among the students, although there were more changes for females than males and all the significant differences were positive. The correlation between attitudes and beliefs and final exam scores was much stronger in the traditionally taught classes than in the MMM class. When separated by gender, only the reported attitudes and beliefs of the females in the traditional class significantly correlated with final exam scores.     

Liaison addition and the structure of a Gorenstein liaison class

We study the concept of liaison addition for codimension two subschemes of an arithmetically Gorenstein projective scheme. We show how it relates to liaison and biliaison classes of subschemes and use it to investigate the structure of Gorenstein liaison equivalence classes, extending the known theory for complete intersection liaison of codimension two subschemes. In particular, we show that on the non-singular quadric threefold in projective 4-space, every non-licci ACM curve can be obtained from a single line by successive liaison additions with lines and CI-biliaisons.     

On a partial syntactical criterion for the left distributivity and the idempotency

We study here so called cuts of terms and their classes modulo the identities of the left distributivity and the idempotency. We give an inductive definition of such classes and this gives us a criterion that decides in some cases whether two terms are equivalent modulo both identities.