The gerber-shiu expected discounted penalty function for Lévy insurance risk processes

In this paper,we study a general Lévy risk process with positive and negative jumps.A renewal equation and an infinite series expression are obtained for the expected discounted penalty function of this risk model.We also examine some asymptotic behaviors for the ruin probability as the initial capital tends to infinity.     

带双阈值的一类更新风险模型的Gerber-Shiu折现罚函数

本文考虑一类索赔时间间隔为Erlang(2)分布的"双界限"分红模型,在这种模型中,当盈余超过上限时分红以不超过保费率的速率付出,低于下限后保费率增大,得到了关于Gerber-Shiu罚金折现期望函数满足的积分-微分方程以及更新方程,进一步讨论了更新方程的解.     

A NEW TRUST-REGION ALGORITHM FOR NONLINEAR CONSTRAINED OPTIMIZATION

We propose a new trust region algorithm for nonlinear constrained optimization problems. In each iteration of our algorithm, the trial step is computed by minimizing a quadratic approximation to the augmented Lagrange function in the trust region. The augmented Lagrange function is also used as a merit function to decide whether the trial step should be accepted. Our method extends the traditional trust region approach by combining a filter technique into the rules for accepting trial steps so that a trial step could still be accepted even when it is rejected by the traditional rule based on merit function reduction. An estimate of the Lagrange multiplier is updated at each iteration, and the penalty parameter is updated to force sufficient reduction in the norm of the constraint violations. Active set technique is used to handle the inequality constraints. Numerical results for a set of constrained problems from the CUTEr collection are also reported.     

ACCURATE ATTENUATION CORRECTION FOR ALGEBRAIC RECONSTRUCTION TECHNIQUE IN SPECT

We present a new iterative reconstruction algorithm to improve the algebraic reconstruction technique （ART） for the Single-Photon Emission Computed Tomography. Our method is a generalization of the Kaczmarz iterative algorithm for solving linear systems of equations and introduces exact and implicit attenuation correction derived from the attenuated Radon transform operator at each step of the algorithm. The performances of the presented algorithm have been tested upon various numerical experiments in presence of both strongly non-uniform attenuation and incomplete measurements data. We also tested the ability of our algorithm to handle moderate noisy data. Simulation studies demonstrate that the proposed method has a significant improvement in the quality of reconstructed images over ART. Moreover, convergence speed was improved and stability was established, facing noisy data, once we incorporate filtration procedure in our algorithm.     

Banach空间中Mann-Ishikawa迭代和Multi-Step迭代的等价性问题

本文研究了一致光滑Banach空间中迭代算法等价性的问题.利用泛函分析的方法,获得了广义强连接Φ伪压缩算子在具误差的修正的Mann-Ishikawa迭代和具误差的修正的multi-step 迭代下收敛等价性的结果,推广了目前的相关结果.     

一类广义变分不等式组的隐迭代算法

依赖于投影映射的性质,许多学者在Hilbert空间研究了具不同映射的变分不等式组解的逼近问题,但在Banach空间的研究比较少.其主要原因是因为在Banach空间投影映射缺乏很好的性质.本文利用向阳非扩张保核映射(the sunny nonexpansiveretraction mapping)Q_K的性质,导出了一种隐迭代方法.用这一方法,本文的结果把[M.A.Noor,K.I.Noor,Projection algorithms for solving a system of generalvariational inequalities,Nonlinear Analysis,70(2009)2700-2706]的主要成果从Hilbert空间推广到了Banach空间.     

有限个广义渐近非扩张映射具误差的复合隐迭代过程

在一致凸Banach空间研究了一个新的有限个广义渐近非扩张映射具误差的复合隐迭代过程.利用空间满足Opial条件和算子满足半紧性条件,我们证明了这个隐迭代过程强、弱收敛于有限个广义渐近非扩张映射的公共不动点.这些结果是目前所得成果的完善和推广.     

Banach空间中具有数列的渐近拟非扩张型映象的不动点及其具有误差的Ishikawa迭代逼近

1引言及相关定义 引文[1～5]讨论了渐近非扩张映象和渐近非扩张型映象不动点的迭代逼近问题.文[6]改进了文[1]中条件,将T由渐近非扩张型映象推广到T是渐近拟非扩张型映象.     

Block monotone iterative algorithms for variational inequalities with nonlinear operators

Some block iterative methods for solving variational inequalities with nonlinear operators are proposed. Monotone convergence of the algorithms is obtained. Some comparison theorems are also established. Compared with the research work in given by Pao in 1995 for nonlinear equations and research work in given by Zeng and Zhou in 2002 for elliptic variational inequalities, the algorithms proposed in this paper are independent of the boundedness of the derivatives of the nonlinear operator.     

Spectral Analysis for HSS Preconditioners

In this paper,we are interested in HSS preconditioners for saddle point lin- ear systems with a nonzero(2,2)-th block.We study an approximation of the spectra of HSS preconditioned matrices and use these results to illustrate and explain the spectra obtained from numerical examples,where the previous spectral analysis of HSS precon- ditioned matrices does not cover.