一类相依两险种风险模型的分类破产概率

本文考虑文[1]中引入的一类索赔达到计数过程相关的两险种风险模型.利用更新方法,获得了该风险模型的分类破产概率的渐进结果,并给出了指数索赔情形下分类破产概率的表达式,从而改进了文[1]中的相关结果.     

常利率下复合泊松-更新风险模型的破产问题

本文研究了常数利率下, 保费收入为复合Poisson 过程, 理赔到达过程为一般更新过程的风险模型. 利用离散化的方法, 获得了该风险模型的破产概率、破产时余额分布及破产前瞬间余额分布的级数展开式, 推广了文[1] 和文[2] 中的相关结果.     

CRITERIA OF STRONG TRANSIENCE FOR OPERATOR-SELF-SIMILAR MARKOV PROCESSES

Yamamuro in [1] defines strong and weak transience of Markov processes; gives a criterion for strong transience of Feller processes; and further, discusses strong and weak transience of Ornstein-Uhlenbeck type processes. In this article, the authors weaken the Feller property of the result in [1] to weak Feller property and discuss the strong transience of operator-self-similar Markov processes.     

指数索赔情形下一类相依两险种风险模型的破产概率

考虑一类稀疏过程下索赔相依的两险种风险模型:U(t)=u+ct-∑i=1N2(t)X_i-∑i=1N2(t)Y_(i),其中{N_1(t),t≥0}、{N_2(t),t≥0}分别表示两个险种的索赔次数,它们按下述方式相关:N_1(t)N_(11)(t)+N_(12)(t),N_2(t)=N_(22)(t)+N'_(12)(t),{N'_(12)(t),t≥0}是{N_(12)(t),t≥0}的一个p-稀疏.考虑下列两种情形:(Ⅰ){N_(11)(t),t≥0}、{N_(12)(t),t≥0}、{N_(22)(t),t≥0}均为Poisson过程;(Ⅱ){N_(11)(t),t≥0}、{N_(22)(t),t≥0}为Poisson过程,{N_(12)(t),t≥0}为Erlang(2)过程.在上述两种情形下,当两险种的单次索赔额均服从指数分布时,通过建立并求解生存概率所满足的微分方程,给出其破产概率的表达式.     

Fabrication and optical properties of InGaN/GaN multiple quantum well light emitting diodes with amorphous BaTiO3 ferroelectric film

BaTiO3 （BTO） ferroelectric thin films are prepared by the sol,el method. The fabrication and the optical properties of an InGaN/GaN multiple quantum well light emitting diode （LED） with amorphous BTO ferroelectric thin film are studied. The photolumineseence （PL） of the BTO ferroelectric film is attributed to the structure. The ferroeleetric film which annealed at 673 K for 8 h has the better PL property. The peak width is about 30 nm from 580 nm to 610 nm, towards the yellow region. The mixed electroluminescence （EL） spectrum of InGaN/GaN multiple quantum well LED with 150-nm thick amorphous BTO ferroelectric thin film displays the blue-white light. The Commission Internationale De L＇Eclairage （CIE） coordinate of EL is （0.2139, 0.1627）. EL wavelength and intensity depends on the composition, microstructure and thickness of the ferroelectric thin film. The transmittance of amorphous BTO thin film is about 93% at a wavelength of 450 nm-470 nm. This means the amorphous ferroelectrie thin films can output more blue-ray and emission lights. In addition, the amorphous ferroelectric thin films can be directly fabricated without a binder and used at higher temperatures （200 ℃-400 ℃）. It is very favourable to simplify the preparation process and reduce the heat dissipation requirements of an LED. This provides a new way to study LEDs.     

Fabrication and optical properties of InGaN/GaN multiple quantum well light emitting diodes with amorphous BaTiO₃ ferroelectric film

BaTiO3(BTO) ferroelectric thin films are prepared by the sol-gel method.The fabrication and the optical properties of an InGaN/GaN multiple quantum well light emitting diode(LED) with amorphous BTO ferroelectric thin film are studied.The photoluminescence(PL) of the BTO ferroelectric film is attributed to the structure.The ferroelectric film which annealed at 673 K for 8 h has the better PL property.The peak width is about 30 nm from 580 nm to 610 nm,towards the yellow region.The mixed electroluminescence(EL) spectrum of InGaN/GaN multiple quantum well LED with 150-nm thick amorphous BTO ferroelectric thin film displays the blue-white light.The Commission Internationale De L’Eclairage(CIE) coordinate of EL is(0.2139,0.1627).EL wavelength and intensity depends on the composition,microstructure and thickness of the ferroelectric thin film.The transmittance of amorphous BTO thin film is about 93% at a wavelength of 450 nm-470 nm.This means the amorphous ferroelectric thin films can output more blue-ray and emission lights.In addition,the amorphous ferroelectric thin films can be directly fabricated without a binder and used at higher temperatures(200℃-400℃).It is very favourable to simplify the preparation process and reduce the heat dissipation requirements of an LED.This provides a new way to study LEDs.     

关于O-U型马氏过程维数和碰撞的一点结果

本文给出了维O－U型马氏过程像集的Housdorff维数上下界的一个估计，并研究了两个独立的一维O－U型马氏过程的碰撞问题。     

常利率下复合泊松-更新风险模型的破产问题

本文研究了常数利率下,保费收入为复合Poisson过程,理赔到达过程为一般更新过程的风险模型.利用离散化的方法,获得了该风险模型的破产概率、破产时余额分布及破产前瞬间余额分布的级数展开式,推广了文[1]和文[2]中的相关结果.     

面板数据分位数回归模型的参数估计与变量选择

本文研究了基于面板数据的分位数回归模型的变量选择问题.通过增加改进的自适应Lasso惩罚项,同时实现了固定效应面板数据的分位数回归和变量选择,得到了模型中参数的选择相合性和渐近正态性.随机模拟验证了该方法的有效性.推广了文献[14]的结论.     

自相似马氏过程的碰撞

本文研究自相似马氏过程的碰撞,利用两个α-自相似马氏过程的耦合,获得了两个α-自相似马氏过程发生碰撞的一个充分条件,并且,在任何有限的时间内,两个α-自相似马氏过程将以正概率发生不可列无穷多次的碰撞.