Some Finite Time Ruin Problems in Markov-Modulated Risk Model

This paper studies the distribution of finite-time ruin quantities. It gives the probability mass function of finite time number of claims, and find the distribution function of aggregate claims by using discretise method and compared with exact distribution function, which shows that the approximation works very well. In addition, by applying decomposition for density function, it gives the explicit expression for joint density of ruin time and deficit at ruin.     

A Multinomial Approximation Approach for the Finite Time Survival Probability Under the Markov-modulated Risk Model

In this paper, we consider the problem of computing different types of finite time survival probabilities for a Markov-Modulated risk model and a Markov-Modulated risk model with reinsurance, both with varying premium rates. We use the multinomial approximation scheme to derive an efficient recursive algorithm to compute finite time survival probabilities and finite time draw-down survival probabilities. Numerical results show that by comparing with MCMC approximation, discretize approximation and diffusion approximation methods, the proposed scheme performs accurate results in all the considered cases and with better computation efficiency.

     

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??This paper studies the distribution of finite-time ruin quantities. It gives the probability mass function of finite time number of claims, and find the distribution function of aggregate claims by using discretise method and compared with exact distribution function, which shows that the approximation works very well. In addition, by applying decomposition for density function, it gives the explicit expression for joint density of ruin time and deficit at ruin.     

新型(4-HBA)SbX5·H2O类钙钛矿单晶及其卤素结构对发光特性的调控(英文)

发光材料因其在照明、显示、成像等方面的广泛应用而备受关注。作为新兴发光材料之一,钙钛矿类材料的研究及报道较多。其中,铅基钙钛矿的研究取得了巨大进展,光致发光量子产率(PLQY)几乎达到了100%。然而,基于铅基钙钛矿化学毒性和低稳定性,在实际应用过程中需要特殊的封装,因而提高了生产成本并限制了其实际应用领域。被广泛关注的锡基钙钛矿的荧光量子产率几乎能达到90%,但Sn²⁺易氧化成Sn⁴⁺,在空气中极不稳定。相较于铅基钙钛矿和锡基钙钛矿,锑基钙钛矿的低化学毒性、高热稳定性等优点突出。此外,锑基钙钛矿的光学性能在过去几年中也取得了很大的进展,有望突破传统钙钛矿应用的局限。在此,我们报道了一系列新型单晶(4-HBA)SbX₅·H₂O (4-HBA为4-羟基苄胺缩写,X为Cl或Br)。利用溶剂热法可制备高质量的(4-HBA)SbBr₅·H₂O、(4-HBA)SbBr₃Cl₂·H₂O和(4-HBA)S...