Annual intrinsic value of a company in a competitive insurance market

In this paper we analyze a measure of the insurance company’s value in an extended Lundberg model which includes the effect of competition on pricing. The extended model is designed to be an integral part of a multi-year controlled risk model of a company operating on both competitive insurance and financial markets, when insureds migrate in seeking for better rates and investors migrate in seeking for higher return on investments.     

Analysis of a multi-frequency electromagnetic imaging functional for thin,crack-like electromagnetic inclusions

Recently, a non-iterative multi-frequency subspace migration imaging algorithm was developed based on an asymptotic expansion formula for thin, curve-like electromagnetic inclusions and the structure of singular vectors in the Multi-Static Response (MSR) matrix. The present study examines the structure of subspace migration imaging functional and proposes an improved imaging functional weighted by the frequency. We identify the relationship between the imaging functional and Bessel functions of integer order of the first kind. Numerical examples for single and multiple inclusions show that the presented algorithm not only retains the advantages of the traditional imaging functional but also improves the imaging performance.     

ON BLOCK PRECONDITIONERS FOR PDE-CONSTRAINED OPTIMIZATION PROBLEMS

Recently, Bal proposed a block-counter-diagonal and a block-counter-triangular precon- ditioning matrices to precondition the GMRES method for solving the structured system of linear equations arising from the Galerkin finite-element discretizations of the distributed control problems in （Computing 91 （2011） 379-395）. He analyzed the spectral properties and derived explicit expressions of the eigenvalues and eigenvectors of the preconditioned matrices. By applying the special structures and properties of the eigenvector matrices of the preconditioned matrices, we derive upper bounds for the 2-norm condition numbers of the eigenvector matrices and give asymptotic convergence factors of the preconditioned GMRES methods with the block-counter-diagonal and the block-counter-triangular pre- conditioners. Experimental results show that the convergence analyses match well with the numerical results.     

Asymptotic behaviour of solutions to some pseudoparabolic equations

The aim of this paper is to investigate the behaviour as t→∞ of solutions to the Cauchy problem u_t−△u_t−v△u−(b,∇u)=∇⋅F(u),u(x,0)=u₀(x), where v>0 is a fixed constant, t≥0, x∈Ω, Ω is a bounded domain in Rⁿ. We will first establish an a priori estimate. Then, we establish the global existence, uniqueness and continuous dependence of the weak solution for the Sobolev-Galpern type equation with the Dirichlet boundary.     

线性测量误差模型的平均估计

频率模型平均估计近年来受到了较大的关注,但对有测量误差的观测数据尚未见到任何研究.文章主要考虑了线性测量误差模型的平均估计问题,导出了模型平均估计的渐近分布,基于Hjort和Claeskens(2003)的思想构造了一个覆盖真实参数的概率趋于预定水平的置信区间,并证明了该置信区间与基于全模型正态逼近所构造的置信区间的渐近等价性.模拟结果表明当协变量存在测量误差时,模型平均估计能明显增加点估计的效率.     

边界条件中带有谱参数的不连续Sturm-Liouville算子的特征值问题

本文研究了具有转移条件且边界条件含特征参数的Sturm-Liouville算子L的特征值问题.首先,使用微分算子谱分析经典的方法,得到λ是该边值问题的特征值的充要条件,证明了该边值问题最多有可数个实的特征值、没有有限值的聚点.其次,通过渐近估计证得,所研究的Sturm-Liouville算子L有可数个离散的特征值且下方有界.     

Robust stability for genetic regulatory networks with linear fractional uncertainties

In this paper, the asymptotic stability analysis problem for a class of delayed genetic regulatory networks (GRNs) with linear fractional uncertainties and stochastic perturbations is studied. By employing a more effective Lyapunov functional and using a lemma to estimate the derivative of the Lyapunov functional, some new sufficient conditions for the stability problem of GRNs are derived in terms of linear matrix inequality (LMI). Finally, two numerical examples are used to demonstrate the usefulness of the main results and less conservatism of the derived conditions.