Ruin probabilities allowing for delay in claims settlement

In this paper we use martingale techniques to derive upper bounds for the probability of ruin for a risk process. The important difference between our results and previous results in this area is that our model for the risk process explicitly allows for delay in claims settlement.     

Approximation of aggregate claims distributions by compound poisson distributions

New error bounds are derived for the approximation of aggregate claims distributions by compound Poisson distributions. These approximations can be recommended in most cases in which the normal approximation fails.     

On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums

The paper develops a method for the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums.     

Optimal control of single-server queueing networks

A general single-server queueing network model is considered. It is well-known that an optimal policy is determined by the largest-index policy. There is an index for each given queue and one allocates the server to a queue with largest current index. Using discounted dynamic programming we give a new and short proof of this result and derive some characterizations and bounds of the indices. Moreover, it is shown that an approximate largest-index policy yields an approximately optimal policy. These results lead to efficient methods for computing the indices. In particular, we present a general largest-remaining-index method.     

Extended calculation of polarization and intensity of fractal aggregates based on rigorous method for light scattering simulations with numerical orientation averaging

The intensity and polarization of fractal aggregates have been investigated using both rigorous and approximate methods for light scattering simulations. However, previous studies using the analytical orientation averaging version of the rigorous method were generally limited to a few hundred monomers when the monomer size parameter was around 1.7. In this study, we propose using numerical orientation averaging instead of analytical orientation averaging. The numerical averaging is performed together with a fixed orientation version of the rigorous T-matrix method for clusters of spheres. This approach enables increasing the number of monomers by a factor of 2-7 or the size of monomers by a factor of 8-10 compared to the analytical orientation averaging version.We investigated the influence of monomer size and the number of monomers on the light scattering of silicate aggregates (refractive index m=1.68+0.03i) for incident light with a wavelength of . We considered ballistic particle-cluster aggregates (BPCA) and ballistic cluster-cluster aggregates (BCCA) composed of 128, 256, 512, and 1024 monomers with radii between 0.11 and .Our results show that the size of monomers plays an important role in reproducing the negative polarization branch for all the BPCA and BCCA. Silicate aggregates with the monomer radius of less than contribute to reproducing the negative polarization branch, while aggregates with monomers larger than do not have the negative polarization branch. Polarization oscillation with scattering angle occurs for larger monomers (i.e., monomer radius ).The maximum polarization decreases for increasing monomer radius between 0.11 and . However, the negative polarization branch is generally enhanced for monomer radii up to around , and reduced for further increase of monomer size.The number of monomers also has a large influence on the negative polarization branch in the case of BPCA. The increase in the number of monomers from 128 to 1024 shifts the scattering angle of minimum polarization to larger angles for BPCA. In addition, the increase in the number of monomers reduces the values of negative polarization for BPCA while the variation with the number of monomers for BCCA is small and is not monotonic.     

On normal approximation of discounted and strongly mixing random variables

We estimate the difference for bounded functions h: ℝ → ℝ satisfying the Lipschitz condition, where Z _v = B _v ⁻¹ ∑ _i=0 ^∞ v ⁱ X _i and with discount factor ν such that 0 < ν < 1. Here {X _n , n ≥ 0} is a sequence of strongly mixing random variables with , and N is a standard normal random variable. In a particular case, the obtained upper bounds are of order O((1 − ν)^1/2). Published in Lietuvos Matematikos Rinkinys, Vol. 47, No. 3, pp. 399–409, July–September, 2007. The research was partially supported by the Lithuanian State Science and Studies Foundation, grant No. T-15/07.     

Détermination des structures désordonnée et ordonnée métastable du nickelocéne Ni(C5H5)2. Interprétation de l'évolution structurale comparée à celle du ferrocéne

Les données de diffraction X de la phase désordonnée du nickelocéne ont été enregistrées à 295K sur un diffractométre 4 cercles. La structure cristalline est isomorph de celle du ferrocéne: maille monoclinique, gruoups spatial statistiqe P2₁/a. Z=2. Utilisnt une méthod d'affinement en blocs moléculaires rigides et des calculs d’ énegie rétudiés. La Structure par 1’ existence de 4 états moléculaires possibles (anant un anlge interne de 20 ± 2[ddot] au lieu de 11.5° ± 1° pour le ferrocéne) symétriques deux à deux, sur chaque site cristallographique et formée de 2 types de clusters. L'emplilement moléculir de la phase ordonnée métastable du nickelocéne à 5 K a été déterminépar minimisation de son énergie éticulair. Les résultats obtenus (monoclinique, Z=2, à 101 K, indiquent quel l'évolution des phases désordonnées du nickelocéne et P2₁/a, configuration molécularie D ₅ d), Une interpétation de cette évolution differente fondée sur des hypothéses relatives à la dynamique du déordre est proposée.     

陶瓷再生粗骨料混凝土力学性能研究

采用硅烷偶联剂KH-550溶液浸泡陶瓷再生粗骨料,改变其表面性能,从而增强陶瓷骨料-水泥石界面的粘结性能。使用处理后的陶瓷骨料制备陶瓷再生混凝土,并对其进行了立方体抗压强度试验和弹性模量测试。结果表明:随着陶瓷粗骨料掺量的增加,再生混凝土的强度降低;当掺量为60%时,再生混凝土的弹性模量较原碎石混凝土提高了3.2%;当掺量为100%时,再生混凝土抗压强度仍然满足要求。     

交联酶聚集体与仿生硅化技术结合制备固定化脂肪酶

将交联酶聚集体(CLEAs)与仿生硅化技术相结合,制备了交联脂肪酶Candidasp.99-125杂化生物催化剂.以京尼平为交联剂,在最佳条件下制得的脂肪酶CLEAs的酶活达771U/g,回收率达75%;保护剂聚乙烯亚胺(PEI)与Candidasp.99-125脂肪酶共沉淀制备P/CLEAs,其酶活达897U/g,回收率约88%;利用PEI的诱导作用,在P/CLEAs表面形成氧化硅涂层,制得的脂肪酶CLEAs(Coated-CLEAs)显示出良好的稳定性,特别是其抗蛋白酶水解能力、有机溶剂耐受能力、重复使用性能等方面明显提高.     

具有常数红利边界的两类索赔相关风险模型数

研究常数红利边界下两类索赔相关的风险模型,两类索赔计数过程分别为独立的Poisson过程和广义Erlang(2)过程.利用分解Gerber-Shiu函数的方法,得到了Gerber-Shiu函数满足的积分-微分方程、边界条件、解析表达式及两类索赔额均服从指数分布时的破产概率表达式.