同单调相依结构下两重生命模型的概率分布

在寿险实务中,在处理涉及到多个生命的问题时往往假设各个生命之间是独立的,但事实上,因为受某些相同因素影响的生命之间总是存在一定的正相依性．本文证明了在给定边际分布的二维随机向量中,同单调相依结构是在相关序意义下最强的正相依结构,研究了在此相依结构下的两重生命模型的概率分布,并给出了随机序意义下两个状态消亡时间的随机上界和随机下界．     

带变动序结构的向量优化问题的E-最优元

推广固定锥序下的改进集概念到变动序关系.引入了带变动序结构的向量优化问题的E-最优元.应用Tammer-Weidner意义下的非线性标量化函数,给出了向量优化问题E-最优元的标量化刻画,建立了带变动序结构的向量优化问题的E-最优元的必要和充分最优性条件.     

Fisher-Z分布次序统计量的普通多元随机序

本文研究了Fisher-Z分布次序统计量的随机比较问题.利用Beta随机变量的性质以及比例风险率模型的次序统计量随机比较的结论,获得了Fisher-Z分布次序统计量向量的普通多元随机序的比较,推广了文献中的相关结果.     

格序群上的C-拓扑

令C为格序群A的某些正元组成的一个容许子集,Gusid证明A可以被赋予一个C-拓扑使得A成为拓扑群．本文证明C-拓扑实际上使得A成为拓扑格序群,给出了Gusid定理的推广,并揭示了Gusid C-群的自然性．而且,我们证明C-拓扑使得任何Archimedean格序向量空间成为孔拓扑格向量空间．同时,构造了一个简单的例子说明C-群不一定是乃的．另一个例子证明T2拓扑格向量空间也不一定为C—Archimedean．     

关于Gamma分布的秩序统计量的随机比较

对于独立不同分布的两个Gamma样本，当它们相同的形状参数大于或等于1时，最近Korwar(2002)证明了，当它们的尺度参数满足优化序时，样本的卷积就满足似然比序．本文我们证明了，当Gamma分布的形状参数小于1时，样本的对应秩序统计量之间存在一致的一般随机序；然而当形状参数大于1时，样本对应的极大值和极小值统计量有着相反的一般随机序。     

关于矩阵的Sharp序、*序和减序

给出短阵sharp序的一个新的刻画，由此得到(半)正定短阵sharp序与其平方矩阵sharp序之间的关系．我们还讨论正规矩阵的*序与减序之间的关系，推广了关于Hermmite矩阵的相应结果．     

四值非线性序集逻辑系统的随机化

利用赋值集的随机化方法,在四值非线性序集逻辑系统L24中提出了公式的随机真度和随机距离,建立了非线性序集逻辑系统上的随机逻辑度量空间.它是计量逻辑学和随机真度的相关理论在非线性序集逻辑系统上的推广.     

几类随机序关系关于随机最大与随机最小的反向封闭性质

研究了右扩展序、TTT序、单调增凸序和单调增凹序分别关于随机最大与随机最小的反向封闭性质, 并讨论了相关年龄概念关于随机最大与随机最小的反向封闭性质.     

向量优化中有效点的存在性

分别在有pre-order的无线性结构的集合和拓扑空间中，给出了有效点的存在性。作为应用，讨论了向量优化问题中解的存在性。最后给出了紧、弱紧、锥紧、锥半紧、上序紧、下序紧、上序半紧、准上序半紧和准下序半紧等之间的关系。     

风险相依的保险投资组合研究

在个人和团体风险模型中,用s=Em=1x.表示保险投资组合的累积索赔,其中,X1,I>/1表示第i个保单产生的损失,N表示保险公司在一定时期内(例如,一年)总的索赔项数,每一个保单可能包含若干个不同的项目,假定一个保单的损失是这些不同项目索赔的总和,而一个保单的不同项目的索赔往往是相关的.Marceau et al.(1999)建立了一个相依风险模型,其中考虑了保险投资组合中个体风险之间的相依性.最近,Denuit(2001)证明了两个不同参数投资组合的索赔向量之间拉普拉斯变换序成立.本文将证明,事实上更强的随机序是成立的,并将该模型推广到团体风险模型的情形.     

Gompertz分布顺序统计量的一些随机比较

考虑两组相互独立的来自非齐次总体Gompertz分布的样本,给出了最小顺序统计量的反向失效率序、散度序以及凸变换序之间的比较和最大顺序统计量的普通随机序的比较.     

半平面上零级Dirichlet级数的增长性

本文研究半平面上的零级Dirichlet级数的增长性,定义了半平面上的零级Dirichlet级数的指数级和指数下级,通过用零级Dirichlet级数的系数,得到了其与系数之间的关系.     

Mean residual life order of convolutions of heterogeneous exponential random variables

In this paper, we study convolutions of heterogeneous exponential random variables with respect to the mean residual life order. By introducing a new partial order (reciprocal majorization order), we prove that this order between two parameter vectors implies the mean residual life order between convolutions of two heterogeneous exponential samples. For the 2-dimensional case, it is shown that there exists a stronger equivalence. We discuss, in particular, the case when one convolution involves identically distributed variables, and show in this case that the mean residual life order is actually associated with the harmonic mean of parameters. Finally, we derive the “best gamma bounds” for the mean residual life function of any convolution of exponential distributions under this framework.     

The L* Partial Order on the Set of Group Matrices

In this paper,we use the L(o)wner partial order and the star partial order to introduce a new partial order (denoted by "L*") on the set of group matrices,and get some characteristics and properties of the new partial order.In particular,we prove that the L* partial order is a special kind of the core par-tial order and it is equivalent to the star partial order under some conditions.We also illustrate its difference from other partial orders with examples and find out under what conditions it is equivalent to other partial orders.     

关于整函数超级的进一步结果

运用正规族理论研究了整函数与其高阶导数分担无穷级函数增长级与超级的相关结果.从亚纯函数超级大于零而使球面导数无界的角度出发,然后综合运用Pang-Zaclman引理,数学归纳法和Nevanlinna理论等方法证明了该结果,推广和改进了已有的结果.     

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??In this paper, we compare the smallest order statistics arising from multiple-outlier models when the numbers of independent and identically distributed random variables are different. Let and denote the smallest order statistics among, and, respectively, whereand. We then prove that $ and are ordered in terms of the usual stochastic order, hazard rate order and likelihood ratio order under the majorization relationship between and.     

Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order

In this paper, we characterize counter-monotonic and upper comonotonic random vectors by the optimality of the sum of their components in the senses of the convex order and tail convex order respectively. In the first part, we extend the characterization of comonotonicity by  Cheung (2010) and show that the sum of two random variables is minimal with respect to the convex order if and only if they are counter-monotonic. Three simple and illuminating proofs are provided. In the second part, we investigate upper comonotonicity by means of the tail convex order. By establishing some useful properties of this relatively new stochastic order, we prove that an upper comonotonic random vector must give rise to the maximal tail convex sum, thereby completing the gap in  Nam et al. (2011)’s characterization. The relationship between the tail convex order and risk measures along with conditions under which the additivity of risk measures is sufficient for upper comonotonicity is also explored.     

The value of early order commitment in a two-level supply chain

One approach to supply chain coordination is early order commitment, whereby a retailer commits to purchase a fixed-order quantity at a fixed delivery time before demand uncertainty is resolved. In this paper, we develop an analytical model to quantify the cost savings of an early order commitment in a two-level supply chain where demand is serially correlated. A decision rule is derived to determine whether early order commitment will benefit the supply chain, and accordingly to determine the optimal timing for early commitment. Our results indicate that the supply chain would experience greater savings from early order commitment when – (a) the inventory item receives less value-added activities at the retailer site; (b) the manufacturing lead time is short; (c) demand correlation over time is positive but weak; or (d) the delivery lead time is long (if a condition exists). We also propose a rebate scheme for the supply chain partners to share the gains of practicing early order commitment.