砂土串囊式充气锚杆承载力的研究

在砂土地层中,串囊式充气锚杆的研究还比较少,其承载特性及受力机理尚不明确。本文基于莫尔-库仑模型和Vesic圆孔扩张理论法,分别对圆柱体、球体、组合体、椭球体假设下的串囊式充气锚杆的扩大段进行计算分析。并将计算结果与试验得到的实测值进行对比。结果表明:四种形状假设中椭球体的形状假设理论值与实测值的误差最小,仅为8.35%。通过拟合试验数据,并引入与端阻力和侧摩阻力有关的两个系数对承载力公式进行修正,得到了抗拔承载力的经验公式。     

带干扰的多险种风险模型

由于保险公司风险经营规模不断扩大,用单一险种的模型来描述风险过程存在局限性,本文讨论了带干扰多险种风险模型,应用鞅论方法,得出伦德伯格不等式和最终破产概率公式。     

满足Solow条件的矩阵的性质

讨论了满足 Solow条件矩阵的几个性质 ,并给出了与此相关的经济意义 .     

稀疏过程在破产问题中的应用

本讨论一类人寿保险的风险过程，其中保单到达服从齐次Poisson过程。而描述退保及索赔发生的计数过程分别为这一过程的q-稀疏与p-稀疏．对此模型给出其破产概率的具体上界，并与其它一类风险模型进行比较．     

A risk model driven by Lévy processes

We present a general risk model where the aggregate claims, as well as the premium function, evolve by jumps. This is achieved by incorporating a Lévy process into the model. This seeks to account for the discrete nature of claims and asset prices. We give several explicit examples of Lévy processes that can be used to drive a risk model. This allows us to incorporate aggregate claims and premium fluctuations in the same process. We discuss important features of such processes and their relevance to risk modeling. We also extend classical results on ruin probabilities to this model. Copyright © 2003 John Wiley & Sons, Ltd.     

带息力更新风险模型的一个极值分布

本文讨论了带息力的更新风险模型,得到了破产前最大盈余分布的递推公式,且在此基础上还给出了它满足的积分方程.     

Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model

We obtain lower and upper bounds for the severity of ruin in the renewal (Sparre Andersen) model of risk theory. We present two types of bounds: (i) bounds applicable generally; and (ii) exponential bounds for the case where the adjustment coefficient of the risk process exists. Many of these bounds are obtained using existing bounds and the integral equation for the severity of ruin.     

保费收入随机化的风险模型

本文推广了龚日朝(2001)的风险模型,把保费随机化,利用鞅方法讨论了保单来到过程与索赔来到过程均为Po isson过程的破产概率.接着又讨论了G erber-Sh iu期望折现函数,推导出了其满足的积分方程,以及L ap lace变换.最后利用随机游动的知识,讨论了当保单来到过程与索赔来到过程为同一更新过程时的破产概率.     

ULTIMATE BOUNDEDNESS FOR A DIFFERENTIAL DELAY MODEL

This paper considers the scalar differential delay equation x(t) = -μx(t)-f(x(t-Τ(t)), t). By using the mapping method we obtain that the solutionswill be ultimately in some interval.     

保险公司离散型崩溃模型研究

本文提出并讨论了含投资因素、红利分配因素的崩溃模型，得出了关于崩溃概率、保险公司的期望寿命的结论，这些结论推广了没有考虑投资因素的崩溃模型的相关结论．