共查询到20条相似文献,搜索用时 62 毫秒
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.
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.
6.
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.
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.
吴善和 《数学的实践与认识》2005,35(9):134-139
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.
Erwin Lutwak 《Israel Journal of Mathematics》1977,28(3):249-253
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.
Shanhe Wu 《Journal of Mathematical Analysis and Applications》2005,308(2):689-702
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Hlder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.
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.
20.
Image Space Analysis for Vector Variational Inequalities with Matrix Inequality Constraints and Applications 总被引:1,自引:0,他引:1
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