平衡指数损失函数下的信度保费

在经典的信度保费模型中,得到的信度保费估计均是考虑的是纯保费,然而在保险实务中,保险公司收取的保费不可能是纯保费,必须具有正的安全负荷.在平衡指数损失函数下,研究了多合同的信度保费模型.利用正交投影方法,得到了未来保费的信度估计.最后对估计进行了数值模拟.     

A bound for Wilson''''s general theorem

Given any set K of positive integers and positive integer λ, let c(K,λ) denote the smallest integer such that v∈B(K,λ) for every integer v≥c(K,λ) that satisfies the congruences λv(v-1)≡0 (mod β(K) and λ(v-1)≡0 (mod α(K)). Let K0 be an equivalent set of K, k and k* be the smallest and the largest integers in K0. We prove that c(K,λ)≤exp exp{Q0}Qo=max{2(2p(ko)2-k2kk)p(ko)4,(Kk242y-k-2)(y2)}, whereand y=k*+k(k-1)+1.     

Addendum to “Drinfeld Realization of Twisted Quantum Affine Algebras”

We provide necessary details to several arguments that appeared in our previous paper “Drinfeld Realization of Twisted Quantum Affine Algebras,” Commun. Algebra 35 (2007) 3683–3698.     

Meshing Requirements for Tidal Modeling in the Western North Atlantic

This paper presents an a posteriori approach to unstructured mesh generation via a localized truncation error analysis and applies it to the Western North Atlantic Tidal (WNAT) model domain. The WNAT model domain encompasses the Gulf of Mexico, the Caribbean Sea, and the North Atlantic Ocean east to the 60°W Meridian. Herein, we pay particular attention to the area surrounding the Bahamas.

A bathymetric data set with fine resolution is employed in seven separate linear, harmonic simulations of shallow water tidal flow for seven different tidal-forcing constituents. Each set of simulation results is used to perform a truncation error analysis of a linear, harmonic form of the depth-averaged momentum equations for each of the seven different tidal-forcing frequencies. Truncation error is then driven to a more uniform, domain-wide value by solving for local node spacing requirements. The process is built upon successful research aiming to produce unstructured grids for large-scale domains that can be used in the accurate and efficient modeling of shallow water flow. The methodology described herein can also be transferred to other modeling applications.     

Block plan for a fractional 2 m factorial design derived from a 2 r factorial design

Summary For a given fractional 2 ^m factorial (2 ^m -FF) designT, the constitution of a block plan to divideT intok (2 ^r−1<k≦2 ^r ) blocks withr block factors each at two levels is proposed and investigated. The well-known three norms of the confounding matrix are used as measures for determining a “good” block plan. Some theorems concerning the constitution of a block plan are derived for a 2 ^m -FF design of odd or even resolution. Two norms which may be preferred over the other norm are slightly modified. For each value ofN assemblies with 11≦N≦26, optimum block plans fork=2 blocks with block sizes [N/2] andN−[N/2] minimizing the two norms are presented forA-optimal balanced 2⁴-FF designs of resolutionV given by Srivastava and Chopra (Technometrics,13, 257–269).     

四阶奇异摄动边值问题在自适应网格上的一致收敛分析

we study a difference scheme for the fourth-order singular pertur-bation differential equation on the Bakhvalov-Shishkin grid by Green‘‘s function.The method is shown to be uniformly convergent with respect to the perturbation parameter,of order N^-2 in the maxmum norm on Bakhvalov-Shishkin meshes.Numerical results support our theoretical results.     

On the determination and construction of optimal row-column designs having unequal row and column sizes

In this paper we consider experimental situations requiring usage of a row-column design where v treatments are to be applied to experimental units arranged in b ₁ rows and b ₂ columns where row i has size k _1i , i=1,..., b ₁ and column j has size k _2j , j=1,..., b ₂. Conditions analogous to those given in Kunert (1983, Ann. Statis., 11, 247–257) and Cheng (1978, Ann. Statist., 6, 1262–1272) are given which can often be used to establish the optimality of a given row-column design from the optimality of an associated block design. In addition, sufficient conditions are derived which guarantee the existence of an optimal row-column design which can be constructed by appropriately arranging treatments within blocks of an optimal block design.Visiting from the Indian Statistical Institute.     

矩形校正公式的误差分析

This paper presents truncation errors among Corrector Formula for left Rectangular rule and Corrector Formula for middle Rectangular rule respectively.It also displays an analysis on convergence order of compound corrector formulas for rectangular rule.Examples of numerical calculation have validated theoretical analysis.     

Estimate of the truncation error of finite volume discretization of the Navier–Stokes equations on colocated grids

A methodology is proposed for the calculation of the truncation error of finite volume discretizations of the incompressible Navier–Stokes equations on colocated grids. The truncation error is estimated by restricting the solution obtained on a given grid to a coarser grid and calculating the image of the discrete Navier–Stokes operator of the coarse grid on the restricted velocity and pressure field. The proposed methodology is not a new concept but its application to colocated finite volume discretizations of the incompressible Navier–Stokes equations is made possible by the introduction of a variant of the momentum interpolation technique for mass fluxes where the pressure part of the mass fluxes is not dependent on the coefficients of the linearized momentum equations. The theory presented is supported by a number of numerical experiments. The methodology is developed for two‐dimensional flows, but extension to three‐dimensional cases should not pose problems. Copyright © 2005 John Wiley & Sons, Ltd.     

EXISTENCE OF OPTIMAL STRONG PARTIALLY BALANCED DESIGNS

A strong partially balanced design SPBD（v, b, k; λ,0） whose b is the maximum number of blocks in all SPBD（v, b, k; λ, 0）, as an optimal strong partially balanced design, briefly OSPBD（v, k, λ） is studied. In investigation of authentication codes it has been found that the strong partially balanced design can be used to construct authentication codes. This note investigates the existence of optimal strong partially balanced design OSPBD（v, k, 1） for k = 3 and 4, and shows that there exists an OSPBD（v, k, 1） for any v ≥ k.