Tail behavior of supremum of a random walk when Cramér’s condition fails

We investigate tail behavior of the supremum of a random walk in the case that Cramer＇s condition fails, namely, the intermediate case and the heavy-tailed ease. When the integrated distribution of the increment of the random walk belongs to the intersection of exponential distribution class and O-subexponential distribution class, under some other suitable conditions, we obtain some asymptotic estimates for the tail probability of the supremum and prove that the distribution of the supremum also belongs to the same distribution class. The obtained results generalize some corresponding results of N. Veraverbeke. Finally, these results are applied to renewal risk model, and asymptotic estimates for the ruin probability are presented.     

On the distribution of cumulative Parisian ruin

We introduce the concept of cumulative Parisian ruin, which is based on the time spent in the red by the underlying surplus process. Our main result is an explicit representation for the distribution of the occupation time, over a finite-time horizon, for a compound Poisson process with drift and exponential claims. The Brownian ruin model is also studied in details. Finally, we analyse for a general framework the relationships between cumulative Parisian ruin and classical ruin, as well as with Parisian ruin based on exponential implementation delays.     

A note on the convexity of ruin probabilities

Conditions for the convexity of compound geometric tails and compound geometric convolution tails are established. The results are then applied to analyze the convexity of the ruin probability and the Laplace transform of the time to ruin in the classical compound Poisson risk model with and without diffusion. An application to an optimization problem is given.     

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A Markov observation model with dividend is defined and the interpretation of the practical significance is given. We try to use an irreducible and homogeneous discrete-time Markov chain to modulate the inter-observation times and embed a dividend strategy. In the Markov observation model with dividend, a system of liner equations for the expected discounted value of dividends until ruin time is derived. Moreover, an explicit expression is obtained and proved. Finally, some interesting properties are illustrated by numerical analysis and by comparing with the complete compound binomial model with dividend.     

Bonnesen-style Isop erimetric Inequalities of an n-simplex

In this paper, by the theory of geometric inequalities, some new Bonnesen-style isoperimetric inequalities of n-dimensional simplex are proved. In several cases, these inequalities imply characterizations of regular simplex.     

Neuroprotective Effect and Antioxidant Potency of Fermented Cultured Wild Ginseng Root Extracts of Panax ginseng C.A. Meyer in Mice

Wild ginseng has better pharmacological effects than cultivated ginseng. However, its industrialization is limited by the inability to grow wild ginseng on a large scale. Herein, we demonstrate how to optimize ginseng production through cultivation, and how to enhance the concentrations of specific ginsenosides through fermentation. In the study, we also evaluated the ability of fermented cultured wild ginseng root extract (HLJG0701-β) to inhibit acetylcholinesterase (AChE), as well as its neuroprotective effects and antioxidant activity. In in vitro tests, HLJG0701-β inhibited AChE activity and exerted neuroprotective and antioxidant effects (showing increased catalyst activity but decreased reactive oxygen species concentration). In in vivo tests, after HLJG0701-β was orally administered at doses of 0, 125, 250, and 500 mg/kg in an animal model of memory impairment, behavioral evaluation (Morris water maze test and Y-maze task test) was performed. The levels of AChE, acetylcholine (ACh), blood catalase (CAT), and malondialdehyde (MDA) in brain tissues were measured. The results showed that HLJG0701-β produced the best results at a dose of 250 mg/kg or more. The neuroprotective mechanism of HLJG0701-β was determined to involve the inhibition of AChE activity and a decrease in oxidative stress. In summary, both in vitro and in vivo tests confirmed that HJG0701-β administration can lead to memory improvement.     

Recoverable deformation and morphology after uniaxial elongation of a polystyrene/linear low density polyethylene blend

The transient recoverable deformation ratio after melt elongation at various elongational rates and maximum elongations was investigated for pure polystyrene and for a 85 wt.% polystyrene/15 wt.% linear low density polyethylene (PS/LLDPE 85:15) blend at a temperature of 170 ^oC. The ratio p of the zero shear rate viscosity of LLDPE to that of PS is p = 0.059 ≈ 1:17. Retraction of the elongated LLDPE droplets back to spheres and end-pinching is observed during recovery. A simple additive rule is applied in order to extract the contribution of the recovery of the elongated droplets from the total recovery of the blend. In that way, the recoverable portion of the PS/LLDPE blend induced by the interfacial tension is determined and compared with the results of a theory based on an effective medium approximation. The effective medium approximation reproduces well the time scale of the experimental data. In addition, the trends that the recoverable deformation increases with elongational rate and maximum elongation are captured by the theoretical approach.     

On a partial integrodifferential equation of Seal’s type

In this paper we generalize a partial integrodifferential equation satisfied by the finite time ruin probability in the classical Poisson risk model. The generalization also includes the bivariate distribution function of the time of and the deficit at ruin. We solve the partial integrodifferential equation by Laplace transforms with the help of Lagrange’s implicit function theorem. The assumption of mixed Erlang claim sizes is then shown to result in tractable computational formulas for the finite time ruin probability as well as the bivariate distribution function of the time of and the deficit at ruin. A more general partial integrodifferential equation is then briefly considered.     

带连续变利率风险模型最终破产概率上界

考虑了带二元连续变利息力的Sparre Andersen风险模型.研究了积累值盈余过程的表达式与性质;在利率递增环境下,利用推广后的调节系数方程组与递归技术推导了最终破产概率的上界,结论表明得到的破产概率上界是更为一般的Lundberg指数上界.