Appell pseudopolynomials and Erlang-type risk models

Appell polynomials are known to play a key role in certain first-crossing problems. The present paper considers a rather general insurance risk model where the claim interarrival times are independent and exponentially distributed with different parameters, the successive claim amounts may be dependent and the premium income is an arbitrary deterministic function. It is shown that the non-ruin (or survival) probability over a finite horizon may be expressed in terms of a remarkable family of functions, named pseudopolynomials, that generalize the classical Appell polynomials. The presence of that underlying algebraic structure is exploited to provide a closed formula, almost explicit, for the non-ruin probability.     

First crossing time,overshoot and Appell–Hessenberg type functions

We consider a general insurance risk model with extended flexibility under which claims arrive according to a point process with independent increments, their amounts may have any joint distribution and the premium income is accumulated following any non-decreasing, possibly discontinuous, real valued function. Point processes with independent increments are in general non-stationary, allowing for an arbitrary (possibly discontinuous) claim arrival cumulative intensity function which is appealing for insurance applications. Under these general assumptions, we derive a closed form expression for the joint distribution of the time to ruin and the deficit at ruin, which is remarkable, since as we show, it involves a new interesting class of what we call Appell–Hessenberg type functions. The latter are shown to coincide with the classical Appell polynomials in the Poisson case and to yield a new class of the so called Appell–Hessenberg factorial polynomials in the case of negative binomial claim arrivals. Corollaries of our main result generalize previous ruin formulas e.g. those obtained for the case of stationary Poisson claim arrivals.     

Hermite-based Appell polynomials: Properties and applications

By employing certain operational methods, the authors introduce Hermite-based Appell polynomials. Some properties of Hermite-Appell polynomials are considered, which proved to be useful for the derivation of identities involving these polynomials. The possibility of extending this technique to introduce Hermite-based Sheffer polynomials (for example, Hermite-Laguerre and Hermite-Sister Celine's polynomials) is also investigated.     

Optimal joint survival reinsurance: An efficient frontier approach

The problem of optimal excess of loss reinsurance with a limiting and a retention level is considered. It is demonstrated that this problem can be solved, combining specific risk and performance measures, under some relatively general assumptions for the risk model, under which the premium income is modelled by any non-negative, non-decreasing function, claim arrivals follow a Poisson process and claim amounts are modelled by any continuous joint distribution. As a performance measure, we define the expected profits at time x of the direct insurer and the reinsurer, given their joint survival up to x, and derive explicit expressions for their numerical evaluation. The probability of joint survival of the direct insurer and the reinsurer up to the finite time horizon x is employed as a risk measure. An efficient frontier type approach to setting the limiting and the retention levels, based on the probability of joint survival considered as a risk measure and on the expected profit given joint survival, considered as a performance measure is introduced. Several optimality problems are defined and their solutions are illustrated numerically on several examples of appropriate claim amount distributions, both for the case of dependent and independent claim severities.     

Monogenic pseudo‐complex power functions and their applications

The use of a non‐commutative algebra in hypercomplex function theory requires a large variety of different representations of polynomials suitably adapted to the solution of different concrete problems. Naturally arises the question of their relationships and the advantages or disadvantages of different types of polynomials. In this sense, the present paper investigates the intrinsic relationship between two different types of monogenic Appell polynomials. Several authors payed attention to the construction of complete sets of monogenic Appell polynomials, orthogonal with respect to a certain inner product, and used them advantageously for the study of problems in 3D‐elasticity and other problems. Our goal is to show that, as consequence of the binomial nature of those generalized Appell polynomials, their inner structure is determined by interesting combinatorial relations in which the central binomial coefficients play a special role. As a byproduct of own interest, a Riordan–Sofo type binomial identity is also proved. Copyright © 2013 John Wiley & Sons, Ltd.     

Jacobi polynomials and generalized Clifford algebra‐valued Appell sequences

Appell sequences in Clifford analysis are defined as polynomial families on which the Heisenberg algebra acts through a raising and a lowering operator satisfying the canonical Heisenberg relation. Recently, these sequences have gained new interest, as they are connected to the topic of special functions (such as harmonic or monogenic Gegenbauer polynomials) and branching rules for certain irreducible representations of the spin group. In this paper, we will explain how Jacobi polynomials appear quite naturally in the setting of Appell sequences related to certain branching problems. Copyright © 2013 John Wiley & Sons, Ltd.     

渐近于Hermite多项式的双正交系统

本文利用渐近于Gauss函数的函数类?,给出渐近于Hermite正交多项式的一类Appell多项式的构造方法,使得该序列与?的n阶导数之间构成了一组双正交系统.利用此结果,本文得到多种正交多项式和组合多项式的渐近性质.特别地,由N阶B样条所生成的Appell多项式序列恰为N阶Bernoulli多项式.从而,Bernoulli多项式与B样条的导函数之间构成了一组双正交系统,且标准化之后的Bernoulli多项式的渐近形式为Hermite多项式.由二项分布所生成的Appell序列为Euler多项式,从而,Euler多项式与二项分布的导函数之间构成一组双正交系统,且标准化之后的Euler多项式渐近于Hermite多项式.本文给出Appell序列的生成函数满足的尺度方程的充要条件,给出渐近于Hermite多项式的函数列的判定定理.应用该定理,验证广义Buchholz多项式、广义Laguerre多项式和广义Ultraspherical(Gegenbauer)多项式渐近于Hermite多项式的性质,从而验证超几何多项式的Askey格式的成立.     

Srivastava–Pintér theorems for 2D‐Appell polynomials and their applications

Recently, Srivastava and Pintér proved addition theorems for the generalized Bernoulli and Euler polynomials. Luo and Srivastava obtained the anologous results for the generalized Apostol–Bernoulli polynomials and the generalized Apostol–Euler polynomials. Finally, Tremblay et al. gave analogues of the Srivastava–Pintér addition theorem for general family of Bernoulli polynomials. In this paper, we obtain Srivastava–Pintér type theorems for 2D‐Appell Polynomials. We also give the representation of 2D‐Appell Polynomials in terms of the Stirling numbers of the second kind and 1D‐Appell polynomials. Furthermore, we introduce the unified 2D‐Apostol polynomials. In particular, we obtain some relations between that family of polynomials and the generalized Hurwitz–Lerch zeta function as well as the Gauss hypergeometric function. Finally, we present some applications of Srivastava–Pintér type theorems for 2D‐Appell Polynomials. Copyright © 2013 John Wiley & Sons, Ltd.     

On the multidimensional zeta functions associated with theta functions,and the multidimensional Appell polynomials

We define and study the multidimensional Appell polynomials associated with theta functions. For the trivial theta functions, we obtain the various well-known Appell polynomials. Many other interesting examples are given. To push our study, by Mellin transform, we introduce and investigate the multidimensional zeta functions associated with thetas functions and prove that the multidimensional Appell polynomials are special values at the nonpositive integers of these zeta functions. Using zeta functions techniques, among others, we prove an induction formula for multidimensional Appell polynomials. The last part of this paper is devoted to spectral zeta functions and its generalization associated with Laplacians on compact Riemannian manifolds. From this generalization, we construct new Appell polynomials associated with Riemannan manifolds of finite dimensions.