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41.
In actuarial science, collective risk models, in which the aggregate claim amount of a portfolio is defined in terms of random sums, play a crucial role. In these models, it is common to assume that the number of claims and their amounts are independent, even if this might not always be the case. We consider collective risk models with different dependence structures. Due to the importance of such risk models in an actuarial setting, we first investigate a collective risk model with dependence involving the family of multivariate mixed Erlang distributions. Other models based on mixtures involving bivariate and multivariate copulas in a more general setting are then presented. These different structures allow to link the number of claims to each claim amount, and to quantify the aggregate claim loss. Then, we use Archimedean and hierarchical Archimedean copulas in collective risk models, to model the dependence between the claim number random variable and the claim amount random variables involved in the random sum. Such dependence structures allow us to derive a computational methodology for the assessment of the aggregate claim amount. While being very flexible, this methodology is easy to implement, and can easily fit more complicated hierarchical structures. 相似文献
42.
我们用三角和的性质研究一类三次Gauss和与两项指数和混合均值的计算问题,并给出一个精确的计算公式. 相似文献
43.
We relate the distribution of the absolute value of some generalized Gauss sums to the absolute irreducibility of some polynomials in two variables in characteristic 0 and p. 相似文献
44.
The main purpose of this paper is using estimates for trigonometric sums and properties of congruence to study the computation of one kind of fourth power mean of a generalized three-term exponential sum, and give an interesting identity for it. 相似文献
45.
Cyclic codes are an important class of linear codes, whose weight distribution have been extensively studied. So far, most of previous results obtained were for cyclic codes with no more than three nonzeros. Recently, the authors of [37] constructed a class of cyclic codes with arbitrary number of nonzeros, and computed the weight distribution for several cases. In this paper, we determine the weight distribution for a new family of such codes. This is achieved by introducing certain new methods, such as the theory of Jacobi sums over finite fields and subtle treatment of some complicated combinatorial identities. 相似文献
46.
In view of the Bailey lemma and the relations between Hecke-type sums and Appell–Lerch sums given by Hickerson and Mortenson, we find that many Bailey pairs given by Slater can be used to deduce mock theta functions. Therefore, by constructing generalized Bailey pairs with more parameters, we derive some new families of mock theta functions. Meanwhile, some identities between new mock theta functions and classical ones are established. Furthermore, based on the proofs of the main theorems, many q-hypergeometric transformations are obtained. 相似文献
47.
Daniel T. Wise 《Geometriae Dedicata》2002,94(1):215-223
We construct an example of a finitely generated
group G such that rank((G
)n)=2 for all n1. For each n, we construct a finitely presented
group G
n
such that rank((G
n
)n)=2. We conjecture that if G is a word-hyperbolic group then rank(G
n
) as $ n. For each m we give an example of a residually finite
group K
m
such that K
m
has exactly two relators, but K
m
has no proper subgroups of index $ m. We construct a finitely generated
group D such that there is an epimorphism DD×D. 相似文献
48.
唐启鹤 《中国科学A辑(英文版)》2002,45(5):632-639
The famous Embrechts-Goldie-Veraverbeke formula shows that, in the classical Cramér-Lundberg risk model, the ruin probabilities satisfy \(R(x, \infty ) \sim \rho ^{ - 1} \bar F_e (x)\) if the claim sizes are heavy-tailed, where Fe denotes the equilibrium distribution of the common d.f. F of the i.i.d. claims, ? is the safety loading coefficient of the model and the limit process is for x → ∞. In this paper we obtain a related local asymptotic relationship for the ruin probabilities. In doing this we establish two lemmas regarding the n-fold convolution of subexponential equilibrium distributions, which are of significance on their own right. 相似文献
49.
Menachem Kojman 《Proceedings of the American Mathematical Society》2002,130(6):1597-1602
A topological space is Hindman if for every sequence in there exists an infinite so that the sequence , indexed by all finite sums over , is IP-converging in . Not all sequentially compact spaces are Hindman. The product of two Hindman spaces is Hindman.
Furstenberg and Weiss proved that all compact metric spaces are Hindman. We show that every Hausdorff space that satisfies the following condition is Hindman:
Consequently, there exist nonmetrizable and noncompact Hindman spaces. The following is a particular consequence of the main result: every bounded sequence of monotone (not necessarily continuous) real functions on has an IP-converging subsequences.
50.
This paper is devoted to the study of the approximation properties of linear operators which are partial Fourier--Legendre sums of order n with 2r terms of the form
k=1
2r
akPn+k(x) added; here P
m(x) denotes the Legendre polynomial. Due to this addition, the linear operators interpolate functions and their derivatives at the endpoints of the closed interval [-1,1], which, in fact, for r= = 1 allows us to significantly improve the approximation properties of partial Fourier--Legendre sums. It is proved that these operators realize order-best uniform algebraic approximation of the classes of functions
and A
q
(B). With the aim of the computational realization of these operators, we construct their discrete analogs by means of Chebyshev polynomials, orthogonal on a uniform grid, also possessing nice approximation properties. 相似文献