共查询到20条相似文献,搜索用时 171 毫秒
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期望效用保费定价方法是保费定价的重要方法之一.本文建立了期望效用保费原理的贝叶斯模型,定义了期望效用原理的风险保费,并给出了风险保费的信度估计.进而,研究了保费估计的统计性质.最后通过数值模拟的方法验证了风险保费估计的渐近正态性和收敛速度. 相似文献
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选择新疆2002—2010年的保费收入,保险密度,保险深度这三项指标,其中将保费收入划分为财产险保费收入和人身险保费收入,对新疆保险业"十二五"发展进行预测.采用的预测方法是灰色系统理论中的GM(1,1)预测模型(一阶一元灰色模型).并对预测结果进行定性分析,提炼出本文的结论,为新疆保险业"十二五"发展战略提供坚实的数据支撑. 相似文献
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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
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提出了一种基于变结构协整理论的保费预测建模新方法,所建模型反映了保费和GDP之间的长期静态和短期动态波动的均衡关系.通过确定时间序列突变点,并利用突变点信息提高模型的预测精度,避免了传统的保费预测中经常存在的虚假回归问题.采用该方法对中国年度保费进行了预测分析,结果表明了该方法的有效性. 相似文献
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修整保费——一个新的定价模型 总被引:1,自引:0,他引:1
沈银芳 《数学的实践与认识》2005,35(9):15-19
在期望原理保费与个体风险的风险调整保费定价模型的基础上,引入修整系数β,得到了一个组合风险的定价模型—修整保费,从而解决了在大量个体风险并存的保险业务和多项投资中,如何合理地对组合风险进行定价的问题. 相似文献
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本文考虑了当索赔间隔时间为Erlang(2)分布且保费收取为二步保费过程的复合更新风险模型,推导出该模型的罚金折现期望值函数满足具有一定边界条件和积分微分方程,并解出该方程.特别地,当索赔额为指数分布时,利用所得结果给出了破产时间的Laplace变换及终积破产概率的解析解. 相似文献
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W. B. Gearhart 《Journal of Optimization Theory and Applications》1979,28(1):29-47
A general framework is presented in which the relation of the set of noninferior points and the set of compromise solutions is studied. It is shown that the set of compromise solutions is dense in the set of noninferior points and that each compromise solution is properly noninferior. Also, under convexity of the criteria space, a characterization of the properly noninferior points in terms of the compromise solutions is presented. In this characterization, the compromise solutions depend continuously on the weights. Use of the maximum norm is studied also. It is shown that a subset of these max-norm solutions, obtained by taking certain limits of compromise solutions, is dense and contained in the closure of the set of noninferior points. 相似文献
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Takahiko Hara 《Annals of the Institute of Statistical Mathematics》1988,40(2):395-406
This paper is concerned with two kinds of multiple outlier problems in multivariate regression. One is a multiple location-slippage problem and the other is a multiple scale-inflation problem. A multi-decision rule is proposed. Its optimality is shown for the first problem in a class of left orthogonally invariant distributions and is also shown for the second problem in a class of elliptically contoured distributions. Thus the decision rule is robust against departures from normality. Further the null robustness of the decision statistic which the rule is based on is pointed out in each problem. 相似文献
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树状网络上的Web代理服务器最优放置问题 总被引:1,自引:0,他引:1
一般网络上Web代理服务器(Web proxy)最优放置问题是一个NP困难问题.此文讨论树状网络上的最优放置问题,改进了已有结果,得到了一个时间复杂度为O(nhk)的多项式时间算法,这里n为网络结点数,h为树的高度,而k为要放置的代理服务器个数. 相似文献
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Stephen J. Sugden 《Applied Mathematical Modelling》2004,28(12):1635-1082
The view factor (angle factor) for a differential inclined plane in the case of a radiating source of radially Gaussian intensity is considered. This information is useful for modelling of solar radiation in certain applications. The view factor is expressed in terms of two integrals, one of which is obtained in closed form in terms of special functions, and the other is approximated. A compact estimate for the view factor is presented which is suitable for machine computation. While the relative error associated with the final estimate is typically less than 0.01%, and in all cases, less than 0.2%, the method is easily extended to yield even greater accuracy. 相似文献
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A new inexact-restoration method for nonlinear programming is introduced. The iteration of the main algorithm has two phases. In Phase 1, feasibility is improved explicitly; in Phase 2, optimality is improved on a tangent approximation of the constraints. Trust regions are used for reducing the step when the trial point is not good enough. The trust region is not centered in the current point, as in many nonlinear programming algorithms, but in the intermediate more feasible point. Therefore, in this semifeasible approach, the more feasible intermediate point is considered to be essentially better than the current point. This is the first method in which intermediate-point-centered trust regions are combined with the decrease of the Lagrangian in the tangent approximation to the constraints. The merit function used in this paper is also new: it consists of a convex combination of the Lagrangian and the nonsquared norm of the constraints. The Euclidean norm is used for simplicity, but other norms for measuring infeasibility are admissible. Global convergence theorems are proved, a theoretically justified algorithm for the first phase is introduced, and some numerical insight is given. 相似文献
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针对离散数学经典教材中提出的"交运算对并运算的分配等式和并运算对交运算的分配等式是等价的"这一结论,分析了一种常见的错误证明,通过一个反例说明该结论在一般的格中不一定成立,进一步证明这两个分配等式在且仅在模格中是等价的,并提出利用定义判断一个模格是否是分配格的简便算法.作为一个应用,重新证明了该教材中的一条定理. 相似文献
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In this paper, we study the run up flow of an incompressible micropolar fluid between two horizontal infinitely long parallel plates. Initially a flow of the fluid is induced by a constant pressure gradient until steady state is reached. After the steady state is reached, the pressure gradient is suddenly withdrawn while the two plates are impulsively started with different velocities in their own plane. Using the Laplace transform technique and adopting the state space approach, we obtain the velocity and microrotation components in Laplace transform domain. A standard numerical inversion procedure is used to find the velocity and microrotation in space-time domain for various values of time, distance, material parameters and pressure gradient. The variation of velocity and microrotation components is studied and the results are illustrated through graphs. It is observed that the micropolarity parameter has a decreasing effect on velocity component. It is also found that as the gyration parameter increases there is a decrease in microrotation component and an increase in velocity component. 相似文献
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浮体与自由面交线附近流场的奇异性 总被引:2,自引:0,他引:2
本文研究了浮体与自由面交线附近势流流场的奇异性。结果表明,线性时域解在交线附近的奇异特征是d2lnd.线性频域解在交线附近的奇异特征也是d2lnd,但若采用无穷大频率自由面条件φ=0,交线附近流场的奇异特征是d1nd,这里的d表示交线上的点与场点的距离。 相似文献
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J. X. da Cruz Neto O. P. Ferreira P. R. Oliveira R. C. M. Silva 《Journal of Optimization Theory and Applications》2008,139(2):227-242
The relationships among the central path in the context of semidefinite programming, generalized proximal-point method and
Cauchy trajectory in a Riemannian manifolds is studied in this paper. First, it is proved that the central path associated
to a general function is well defined. The convergence and characterization of its limit point is established for functions
satisfying a certain continuity property. Also, the generalized proximal-point method is considered and it is proved that
the correspondingly generated sequence is contained in the central path. As a consequence, both converge to the same point.
Finally, it is proved that the central path coincides with the Cauchy trajectory in a Riemannian manifold.
This work was supported in part by CNPq Grant 302618/2005-8, by PRONEX(CNPq), CAPES-PICDT and FUNAPE/UFG. 相似文献