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1.
一类索赔为马氏链的风险模型   总被引:1,自引:0,他引:1  
本文研究了索赔为马氏链的离散风险模型.利用鞅方法得到破产概率的Lundberg不等式,并且给出了当索赔为独立同分布时的Lundberg不等式.  相似文献   

2.
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   

3.
讨论了双险种的一般情形的二项风险模型,得到了其破产概率的一般公式和Lundberg不等式.  相似文献   

4.
向阳  刘再明 《经济数学》2005,22(3):271-275
本文引进了带扰动的具有新险种开发的负风险模型,利用鞅的理论得到了破产概率的Lundberg不等式及相关表达式.  相似文献   

5.
带红利线的双复合Poisson过程风险模型的破产概率   总被引:3,自引:1,他引:2  
江五元  武坤  任小华 《经济数学》2005,22(3):276-278
在考虑红利付款下,将经典风险模型推广为双复合Po isson过程模型,应用鞅论的方法,得出了最终破产概率和Lundberg不等式.  相似文献   

6.
复合二项过程下的负风险模型   总被引:2,自引:0,他引:2  
本文研究了总索赔服从复合二项过程的负风险模型.通过鞅方法推导出了该模型破产概率的Lundberg不等式和破产概率的精确表达式.  相似文献   

7.
本文将双复合Poisson风险模型推广到资金利率和通货膨胀率下带干扰的新模型,运用鞅分析方法获得了其破产概率所满足的Lundberg不等式及其一般表达式。  相似文献   

8.
本文讨论一类索赔相关同时保费收取为一复合泊松过程的风险模型的破产问题,给出相应的Lundberg不等式.  相似文献   

9.
将复合广义齐次poisson过程的多险种风险模型推广到带干扰的一种新模型,运用鞅方法破产概率满足的Lundberg不等式和一般公式.  相似文献   

10.
张相虎  边平勇 《经济数学》2007,24(2):130-133
将多险种风险模型推广到带干扰项的一种新模型,讨论了收益过程的性质,并利用鞅的方法得出了破产概率所满足的Lundberg不等式及其一般公式.  相似文献   

11.
This paper is devoted to results on the Moser-Trudinger-Onofri inequality, or the Onofri inequality for brevity. In dimension two this inequality plays a role similar to that of the Sobolev inequality in higher dimensions. After justifying this statement by recovering the Onofri inequality through various limiting procedures and after reviewing some known results, the authors state several elementary remarks. Various new results are also proved in this paper. A proof of the inequality is given by using mass transportation methods (in the radial case), consistently with similar results for Sobolev inequalities. The authors investigate how duality can be used to improve the Onofri inequality, in connection with the logarithmic Hardy-Littlewood-Sobolev inequality. In the framework of fast diffusion equations, it is established that the inequality is an entropy-entropy production inequality, which provides an integral remainder term. Finally, a proof of the inequality based on rigidity methods is given and a related nonlinear flow is introduced.  相似文献   

12.
利用Ho。lder不等式、Young不等式、Chebyshev不等式、幂平均不等式建立Radon不等式的指数推广形式,得到一个具有广泛应用价值的不等式.指出文[7]中给出的关于Radon不等式的推广结果是错误的,并在本文中作了修正.  相似文献   

13.
In this paper,we study some functional inequalities(such as Poincaré inequality,logarithmic Sobolev inequality,generalized Cheeger isoperimetric inequality,transportation-information inequality and transportation-entropy inequality) for reversible nearest-neighbor Markov processes on connected finite graphs by means of(random) path method.We provide estimates of the involved constants.  相似文献   

14.
The mixed width-integrals are defined and shown to have properties similar to those of the mixed volumes of Minkowski. An inequality is established for the mixed width-integrals analogous to the Fenchel-Aleksandrov inequality for the mixed volumes. An isoperimetric inequality (involving the mixed width-integrals) is presented which generalizes an inequality recently obtained by Chakerian and Heil. Strengthened versions of this general inequality are obtained by introducing indexed mixed width-integrals. This leads to an isoperimetric inequality similar to Busemann’s inequality involving concurrent cross-sections of convex bodies.  相似文献   

15.
In this paper, we establish two extensions of Weierstrass's inequality involving symmetric functions by means of the theory of majorization, and give an interesting sharpness of Weierstrass's inequality by using the arithmetic-geometric mean inequality. Furthermore, we apply these results to improve a well-known inequality and deduce some new inequalities.  相似文献   

16.
通过引入带参数的指数积分并利用Bernoulli不等式以及改进了的Hlder不等式,对Hardy-Hilbert积分不等式作了有意义改进.特别,当p=2时,得到了经典的Hilbert积分不等式的一个很强的结果.  相似文献   

17.
王钦  李睿芳 《大学数学》2013,29(1):106-110
通过适当构造辅助函数和应用牛顿—莱布尼兹公式、施瓦兹积分不等式,将一个特定型定积分不等式进行了推广.证明了只要被积函数在积分区间内存在零点,该特定型定积分不等式均成立,进而给出实例说明了该不等式成立的正确性.  相似文献   

18.
The Hardy-Sobolev inequality with general weights is established, and it is shown that the constant is optimal. The two weights in this inequality are determined by a Bernoulli equation. In addition, the authors obtain the Hardy-Sobolev inequality with general weights and remainder terms. By choosing special weights, it turns to be many versions of the Hardy-Sobolev inequality and the Caffarelli-Kohn-Nirenberg inequality with remainder terms in the literature.  相似文献   

19.
通过建立与Bullen不等式有关的积分恒等式,利用Halder不等式、Grüss不等式、Chebychev不等式,给出三阶可微函数的一些不等式.  相似文献   

20.
In this paper, vector variational inequalities (VVI) with matrix inequality constraints are investigated by using the image space analysis. Linear separation for VVI with matrix inequality constraints is characterized by using the saddle-point conditions of the Lagrangian function. Lagrangian-type necessary and sufficient optimality conditions for VVI with matrix inequality constraints are derived by utilizing the separation theorem. Gap functions for VVI with matrix inequality constraints and weak sharp minimum property for the solutions set of VVI with matrix inequality constraints are also considered. The results obtained above are applied to investigate the Lagrangian-type necessary and sufficient optimality conditions for vector linear semidefinite programming problems as well as VVI with convex quadratic inequality constraints.  相似文献   

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