带息力和两步保费率的Erlang(2)风险模型

在常利率环境下,研究当索赔时间间隔为Erlang(2)分布且保费收取为两步保费的风险模型,推导出该模型Gerber-Shiu罚金折现期望函数所满足的微积分方程.     

Shannon sampling II: Connections to learning theory

We continue our study [S. Smale, D.X. Zhou, Shannon sampling and function reconstruction from point values, Bull. Amer. Math. Soc. 41 (2004) 279–305] of Shannon sampling and function reconstruction. In this paper, the error analysis is improved. Then we show how our approach can be applied to learning theory: a functional analysis framework is presented; dimension independent probability estimates are given not only for the error in the L² spaces, but also for the error in the reproducing kernel Hilbert space where the learning algorithm is performed. Covering number arguments are replaced by estimates of integral operators.     

基于利率市场化的银行贷款竞争导向定价策略研究

本文着重对两个银行之间竞争导向定价策略博弈行为进行了分析，认为在利率管制条件下，银行难以运用利率杠杆在信贷市场进行有效竞争；利率市场化之后，监管者不再对利率进行约束，银行信贷竞争的广度和深度都会随之加大。因此价格竞争将是银行信贷市场竞争的常态。     

常利率风险模型中盈余回复为正的理赔次数

本文研究了常利率下风险模型中破产发生后, 经过$n$次理赔盈余过程首次回复为正的概率分布, 并得到其递推关系式.     

广义双二项风险模型的破产概率和Lundberg不等式

本文将双二项分布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--广义双二项风险模型.然后讨论了盈余过程的性质并利用盈余过程的性质获得了广义双二项风险模型的破产概率和Lundberg不等式,最后就保费额服从混合指数分布的情况进行了分析.     

基于双阈值视觉注意模型的图像关注焦点检测

 图像关注焦点（FOA）检测是基于人眼视觉关注模型的图像感兴趣区提取的关键技术。为了更加精确、合理地搜索图像关注焦点,提出一种基于双阈值视觉关注模型的FOA检测算法。算法首先提取图像的亮度、颜色、方向和离散矩变换（DMT）特征,生成各个特征对应的特征图;然后将各特征图合并为一张包含多种特征的显著图;最后根据显著图的灰度直方图建立静态阈值与动态阈值,确定图像关注焦点的位置与数量。实验结果表明：新算法在图像关注焦点检测的准确性上较Itti模型有更为优秀的表现,更符合人眼视觉的关注习惯。     

基于集成最小二乘支持向量机方法的近红外光谱分析

针对近红外（Near Infrared,NIR）光谱测量中的小样本问题。本文提出了一种集成最小二乘支持向量机（Ensemble Least Squares Support Vector Machine,ELS-SVM）新算法。首先使用随机子空间算法（Random Subspace Method,RSM）原始高维变量空间划分为若干个低维度的子空间,然后分别在各个子空间建立最小二乘支持向量机（LS-SVM）模型,最后构造一个集成结果来进行预测。针对一批柴油样本的实验结果表明,本法对柴油十六烷值的预测精度优于传统的LS-SVM方法。     

Development of an Instrument to Assess Attitudes Toward Science,Technology, Engineering,and Mathematics (STEM)

There is a need for more students to be interested in science, technology, engineering, and mathematics (STEM) careers to advance U.S. competitiveness and economic growth. A consensus exists that improving STEM education is necessary for motivating more students to pursue STEM careers. In this study, a survey to measure student (grades 4–6) attitudes toward STEM and STEM careers was developed and administered to 662 students from two STEM‐focused and three comprehensive (non‐STEM‐focused) schools. Cronbach's alphas for the whole survey and subscales indicated a high internal consistency. Statistically significant difference in means between students attending the STEM‐focused and comprehensive schools on the two subscales of the survey and the overall survey were found. However, the explained variance for these results was approximately 1%. The survey is a useful tool to assess efficacy of STEM education programs on student attitudes toward STEM and STEM careers.     

Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks

In this paper, we investigate an optimal reinsurance and investment problem for an insurer whose surplus process is approximated by a drifted Brownian motion. Proportional reinsurance is to hedge the risk of insurance. Interest rate risk and inflation risk are considered. We suppose that the instantaneous nominal interest rate follows an Ornstein–Uhlenbeck process, and the inflation index is given by a generalized Fisher equation. To make the market complete, zero-coupon bonds and Treasury Inflation Protected Securities (TIPS) are included in the market. The financial market consists of cash, zero-coupon bond, TIPS and stock. We employ the stochastic dynamic programming to derive the closed-forms of the optimal reinsurance and investment strategies as well as the optimal utility function under the constant relative risk aversion (CRRA) utility maximization. Sensitivity analysis is given to show the economic behavior of the optimal strategies and optimal utility.     

Single-machine group scheduling with processing times dependent on position,starting time and allotted resource

This article considers scheduling problems on a single machine with learning effect, deteriorating jobs and resource allocation under group technology (GT) assumption. We assume that the actual processing time of a job depends on the job position, the group position, the starting time and the amount of resource allocated to them concurrently, and the actual setup times of groups depend on the group position and the amount of resource allocated to them concurrently. Two resource allocation functions are examined for minimizing the weighted sum of makespan and total resource cost. We prove that the problems have polynomial solutions under the condition that the number of jobs in each group are the same.