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1.
关于古典风险模型的一个联合分布   总被引:8,自引:0,他引:8  
本文主要讨论古典风险模型矿产瞬间前的余额,破产时的赤字,破产前的最大余额,最后一次破产前的最大余额等的联合分布。  相似文献   

2.
两相连续铸钢周期Stefan问题的古典解   总被引:1,自引:0,他引:1  
本文讨论一维情形下两相连续铸钢周期stefan问题,证明了周期古典解的存在性、唯一性和稳定性。  相似文献   

3.
本文研究经典风险模型中破产概率的渐近行为.利用几何和的方法,获得了索赔额的分布属于S(γ).γ〉0。时破产概率的一个局部渐近式.同时.给出了一个具体的数值的例子.  相似文献   

4.
环上的典型的线性李代数的理想   总被引:3,自引:0,他引:3  
设R是有1的交换环,本文证明了:当n〉2时,sln(R)的理想都是标准的。当2∈R^*,n〉3时,spn(R)与son(R)的理想也都是标准的。  相似文献   

5.
1IntroductionTher-matrixmethodisanimportanttoolforstudyingthefinite--dimensionalintegrablesystems.Fromther-matrixformulathecommutativityofmotionintegralsgeneratedfromtheLaxoperatorcanbeeasilyobtained[1].AnrmatrixalsoallowsonetocanonicallyconstructthematrixMoftheLaxpair[:l.In[3],Y.T.WuandX.G.Gengintroduceda3x3matrixspectralproblemwithsixpotentialsasfollowswherethepotentialvectoru=(u12,u21,u135u31)u23,u,,)',Aisaconstantspectralparameter,allaZanda3arethreedistinctconstants,andproposedacorres…  相似文献   

6.
Global classical solutions near Maxwellians are constructed for the Bolt.zma.nn equation in a periodic box with angular soft cutoff, that is, -3<γ< 0. The construction of global solution is based on an energy method used in [9].  相似文献   

7.
In this paper, we consider the formation of singularity for the classical solutions to compressible MHD equations without thermal conductivity or infinity electric conductivity when the initial data contains vacuum. We show that the life span of any smooth solution will not be extended to ∞, if the initial vacuum only appears in some local domain and the magnetic field vanishes on the interface that separates the vacuum and non-vacuum state,regardless the size of the initial data or the far field state.  相似文献   

8.
1.CompleteLanglandsParametersandL-PacketsInthissectionwereviewsomebasicfactsfrom[1].Wedenotethesetsofrealnumbers,complexnumbersandintegersbyR,CandZ,respectively.SupposethatGisaconnectedcomplexreductivealgebraicgroup.WehaveanextendedgrouPGrforG,andvGrisanE-groupforGr.WedenotethesetofLanglandsparametersandthesetofgeometricparametersforvGrbYp(vG')andX(VG'),respectively.ThereisanaturalmapfromP(VG')toX(vG').ItinducesabijectionfromequivalenceclassesofLanglandsparameterstogeometricparamet…  相似文献   

9.
胡贝贝  张玲 《数学杂志》2016,36(3):584-590
本文研究了超经典Boussinesq系统.利用已有的超经典Boussinesq方程族及其超哈密顿结构,构造了带自相容源的超经典Boussinesq方程族,并通过引入变量F和G,获得了超经典Boussinesq方程族的守恒律.  相似文献   

10.
In this paper,we consider the short time classical solution to a simplified hydrodynamic flow modeling incompressible,nematic liquid crystal materials in R~3. We establish a criterion for possible breakdown of such solutions at a finite time. More precisely,if(u,d)is smooth up to time T provided that ∫_0~T||▽×u(t,·)||_(BMO)(R~3)+||▽d(t,·)||_(L~4(R~3))~8dt∞.  相似文献   

11.
设有由K个成败型元件A1,A2,…,AK组成的串联系统,设A1,A2,…,AK之间有相依关系,要A1成功的条件下A2才可以试验,在A1,A2,都成功的条件下A3才可以试验,…在A1,A2,…AK-1都成功的条件下Ak才可以试验,设条件概率P(Ai│A1A2…Ai-1)pi,pi未知,i=1,2,…,K。设有样本(X1,X2,…,XK)(X≥X2≥…≥XK),本文用样本点排序法求此串联系统可靠性之经  相似文献   

12.
本文给出了理想磁流体动力学方程组的经典解在初始扰动适当大的情况下破裂的结果.文[1]证明了描述多方理想可压缩气体运动的欧拉系统的经典解在初始扰动适当大的情况下破裂的结果.本文将利用和文[1]相似的方法证明所得定理.  相似文献   

13.
设Ω是RN中的C2有界区域,应用问题解的性质,构造比较函数,得到了奇异非线性Dirichlet问题的唯一解u∈C2(Ω)∩C(Ω)满足,这里q∈[0,2],λ,σ是非负参数,,g(s)在(0,∞)是正的单调非增函数且.  相似文献   

14.
雷震 《数学年刊A辑》2005,26(2):193-204
本文给出了理想磁流体动力学方程组的经典解在初始扰动适当大的情况下破裂的结果.文[1]证明了描述多方理想可压缩气体运动的欧拉系统的经典解在初始扰动适当大的情况下破裂的结果.本文将利用和文[1]相似的方法证明所得定理.  相似文献   

15.
In this paper,for a bounded C2 domain,we prove the existence and uniqueness of positive classical solutions to the Dirichlet problem for the steady relativistic heat equation with a class of restricted positive C2 boundary data.We have a non-existence result,which is the justification for taking into account the restricted boundary data.There is a smooth positive boundary datum that precludes the existence of the positive classical solution.  相似文献   

16.
张波  代金 《经济数学》2005,22(2):111-117
本文研究经济环境下引入投资的古典风险模型的破产概率,在保险公司有风险投资的情况下,利用鞅方法我们得到了调解系数方程和破产概率的上界.  相似文献   

17.
Abstract The intrinsic qualitative properties of a generic optimal stopping model are shown to be invariant to the functional form of the discount function. If the discount function is assumed to be a member of particular infinite parametric family—a family that includes the exponential and classical hyperbolic discount functions as special cases—an additional refutable comparative statics result is produced that holds for the entire family. Consequently, if one limits econometric tests of the model to its qualitative properties, one cannot determine the form of the discount function used by the decision maker. It is also shown that the only discount function that yields a time‐consistent stopping rule is the exponential function with a constant rate of discount.  相似文献   

18.
张志军 《数学年刊A辑》2005,26(4):463-468
设Ω是RN中的C2有界区域,应用问题-p"(s)=g(p(s)),p(s)>0,s∈(0,∞),p(0)=0,lims→∞ p'(s)=β≥0解的性质,构造比较函数,得到了奇异非线性Dirichlet问题-△u=g(u)+λ|▽u|q+σ,u>0,x∈Ω,u|(e)Ω=0的唯一解u∈C2(Ω)∩ C(Ω)满足lim d(x)→O u(x)/p(d(x))=ξo,这里q∈[0,2],λ,σ是非负参数,T(ξ0)=lim t→O+ g(ξot)/ξog(t)=1,9(s)在(0,∞)是正的单调非增函数且lim s→O+g(s)=+∞,∫∞ 1 9(s)ds<∞.  相似文献   

19.
In this paper, we consider the global existence of classical solution to the 3-D compressible Navier-Stokes equations with a density-dependent viscosity coefficient λ(ρ)provided that the initial energy is small in some sense. In our result, we give a relation between the initial energy and the viscosity coefficient μ, and it shows that the initial energy can be large if the coefficient of the viscosity μ is taken to be large, which implies that large viscosity μ means large solution.  相似文献   

20.
设A为由K个相互独立的成败型元件组成的串联系统,第i个元件的可靠性pi,pi未知,i=1,2,…,K.设对第i个元件,对于给定的mi,有ni个巴斯卡试验数据:Xi1,Xi2,…,Xini,其中Xij表示对第i个元件进行试验,试验进行到mi次成功时所需要的试验次数j=1,2,…,ni,i=1,2,…,K.记Ti=Xi1+Xi2+…+Xini,i=1,2,…,k.本文研究基于统计量(T1,T2,…,Tk)求串联系统A的可靠性经典精确最优置信下限.  相似文献   

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