Reliability analysis of k-out-of-n: F balanced systems with multiple functional sectors

In this paper, new concepts of balanced systems are proposed based on real engineering problems. The system under study consists of l groups and each group has n functional sectors. The conception of balance difference is proposed for the first time. It is assumed that unbalanced systems are rebalanced by either forcing down some working units into standby or resuming some standby units into operation. In addition, a case that the forced-down units are subject to failure during standby is studied in this paper. Based on different balanced cases and system failure criteria, two reliability models for balanced systems are developed. The proposed systems have widespread applications in aerospace and military industries, such as wing systems of airplane and unmanned aerial vehicles with balanced engine systems. Markov process imbedding method is used to analyze the number of working units in each sector for each model. Finite Markov chain imbedding approach and universal generating function technique are used to obtain the system reliability for different models. Several case studies are finally presented to demonstrate the new models.     

Grey system model with the fractional order accumulation

The perturbation theory of least squares method is applied to explain why the traditional accumulated generating operator violates the principle of new information priority of Grey system theory. A new Grey system model with the fractional order accumulation is put forward and the priority of new information can be better reflected when the accumulation order number becomes smaller in the in-sample model. But Grey system model cannot deal with the systems with memory when the accumulation order number is 0 in the in-sample model. The results of practical numerical examples demonstrate that the new Grey model provides very remarkable predication performance compared with the traditional Grey model for small sample.     

The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds

To value catastrophic mortality bonds, a number of stochastic mortality models with transitory jump effects have been proposed. Rather than modeling the age pattern of jump effects explicitly, most of the existing models assume that the distributions of jump effects and general mortality improvements across ages are identical. Nevertheless, this assumption does not seem to be in line with what we observe from historical data. In this paper, we address this problem by introducing a Lee–Carter variant that captures the age pattern of mortality jumps by a distinct collection of parameters. The model variant is then further generalized to permit the age pattern of jump effects to vary randomly. We illustrate the two proposed models with mortality data from the United States and English and Welsh populations, and use them to value hypothetical mortality bonds with similar specifications to the Atlas IX Capital Class B note that was launched in 2013. It is found that the features we consider have a significant impact on the estimated prices.     

RUIN PROBABILITY IN THE CONTINUOUS-TIME COMPOUND BINOMIAL MODEL WITH INVESTMENT

This article deals with the problem of minimizing ruin probability under optimal control for the continuous-time compound binomial model with investment.The jump mechanism in our article is different from that of Liu et al[4].Comparing with[4],the introduction of the investment,and hence,the additional Brownian motion term,makes the problem technically challenging.To overcome this technical difficulty,the theory of change of measure is used and an exponential martingale is obtained by virtue of the extended generator.The ruin probability is minimized through maximizing adjustment coefficient in the sense of Lundberg bounds.At the same time,the optimal investment strategy is obtained.     

复微分方程组及复微分-差分方程解的级

利用Zalcman关于正规族的方法,研究了两类复高阶微分方程组的亚纯解的增长级问题;同时,利用Nevanlinna值分布理论,讨论了两类复微分-差分方程的超越整函数解的增长级.所得结论推广和改进了一些文献的结果,并举例说明本文的结论精确.     

需求信息泄露条件下供应链零售商订货策略研究

针对供应链订货过程中的需求信息泄露现象,通过对比供应商在泄露信息和不泄露信息情况下的收益,研究了供应链需求信息泄露的产生机理。建立了需求信息泄露条件下订货过程中零售商之间的信号博弈模型,通过模型求解得到了分离均衡和混同均衡的存在条件,并对不同均衡状态下零售商的最优订货策略和最优收益进行了分析。在此基础上,进一步讨论了零售商的订货策略选择问题。最后,通过一个数值算例说明了有关结论的有效性。     

增生映射的扰动理论对与广义(p,q)-Laplace算子相关的非线性椭圆系的应用

Using perturbation results on the sums of ranges of nonlinear accretive mappings of Calvert and Gupta, we present some abstract results for the existence of the solutions of nonlinear Neumann elliptic systems which is related to the so-called generalized （p, q）-Laplacian in this paper. The systems discussed in this paper and the method used extend and complement some of the previous work.     

一类具有时滞的捕食模型的稳定性和Hopf分支

研究一类具有时滞和Beddington-DeAngelis功能性反应的捕食模型的稳定性和Hopf分支.以滞量为参数,得到了系统正平衡点的稳定性和Hopf分支存在的充分条件.应用一般泛函微分方程的度理论,研究了该系统的全局Hopf分支的存在性.     

Mathematical analysis of an eco-epidemiological predator–prey model with stage-structure and latency

In this paper, an eco-epidemiological predator–prey model with stage structure for the prey and a time delay describing the latent period of the disease is investigated. By analyzing corresponding characteristic equations, the local stability of the trivial equilibrium, the predator-extinction equilibrium, the disease-free equilibrium and the endemic equilibrium is addressed. The existence of Hopf bifurcations at the endemic equilibrium is established. By using Lyapunov functionals and LaSalle’s invariance principle, sufficient conditions are obtained for the global asymptotic stability of the trivial equilibrium, the predator-extinction equilibrium, the disease-free equilibrium and the endemic equilibrium of the model.