带干扰复合泊松模型下对调整系数的新研究(英文)

本文研究了带干扰复合泊松模型中采用成数再保与超额损失再保险混合策略时作为自留额水平函数的调整系数.我们按照原始条款计算成数再保费,按照期望值保费原则计算超额损失再保费,这样得到了调整系数是超额损失自留额极限的单峰函数的结论.本文最后部分给出了有限时间破产概率的上界.     

带干扰的两类不同风险模型的比较

本文比较了带干扰的两类不同风险模型.首先研究了在不同保费计算原理下各风险业务的相关性是如何影响保费率计算的,进而通过鞅方法推导出两类模型破产概率的Lundberg指数和Lundberg不等式,最后比较了在不同保费计算原理下两类模型的Lundberg指数的性质.     

人寿保险中的最优缴费模型

精算数学中 ,将自然保费制转化为现今的均衡保费制 ,精算师并未考虑投保人的最优缴费策略 .本文采用最优化方法对定期寿险保单的缴费方式进行了分析 .得出 ,当精算师计算保费的利息与“银行储蓄利率”相等时 ,均衡收缴保费是保险人的最优策略 ,否则应分别采用递增或递减缴费策略 .     

随机序FSD在保险费计算中的应用

本文首先对随机序FSD的一个等价定义给出一个新的证法,然后建立一种保险费收取的FSD原理,并讨论净保费、零效用保费、指数保费三种常见保险费计算方法适合该原理的情况.     

相对损失函数下的倍度保费

传统的倍度保费公式利用均方损失函数估计特定保人的风险. 然而, 索取保费与真实保费之间的比例比它们差的绝对值更适合于衡量保费的公平性. 基于这一点, 我们提出了两种计算保费的损失函数: 均方相对损失函数和熵相对损失函数, 并且给出了倍度因子的估计公式及它们的性质.     

期望效用原理中风险保费的信度估计

期望效用保费定价方法是保费定价的重要方法之一.本文建立了期望效用保费原理的贝叶斯模型,定义了期望效用原理的风险保费,并给出了风险保费的信度估计.进而,研究了保费估计的统计性质.最后通过数值模拟的方法验证了风险保费估计的渐近正态性和收敛速度.     

风险的随机优在保险中的应用

本文利用随机优序给出了一种保费计算的原理,并讨论几种精算中常用的保费计算法对此原理的适合情况。     

保费的分析性质及保单的可行性

本文探讨了零效用保费和平均值保费的一些分析性质,并讨论了平均值原理及零效用原理分别作为被保险人及保险人的保费计算原则时,为使保单可行的一个定理,这个定理不仅有较大的理论价值,而且还有一定的实际指导意义。     

死亡率降低对纯保费的影响

随着我国社会、经济的迅速发展，我国人口的健康水平有了提高，人口死亡率明显下降。这一下降趋势对寿险保费的计算产生了不可低估的影响。对生存险而言，死亡率的下降意味着保险公司预期外的风险：对死亡险而言，死亡率的下降虽没有带来预期外的风险，但高估的保费会影响产品的吸引力，从而影响公司的利润。本文就终生寿险、养老保险和生死两全保险为例，探讨了传统精算方法的不足，并提出了可能的修正方法。     

GAMLSS模型在车险定价中的应用

在系统梳理国内外非寿险产品费率厘定方法的基础上,详细介绍了GAMLSS模型,证明了在位置参数和尺度参数的预测中均引入随机效应的GAMLSS模型可更有效地解释纵向数据中个体间的异质性.最后将GAMLSS模型应用于一组纵向车辆保险数据,计算了先验保费、后验保费、后验风险保费和奖惩因子.实证结果表明,GAMLSS模型不仅可为非寿险产品的定价提供依据,而且使风险分类更加稳定、合理.     

Trapezoid Order Classification

In this paper we show the nonequivalence of combinations of several natural geometric restrictions on trapezoid representations of trapezoid orders. Each of the properties unit parallelogram, unit trapezoid and proper parallelogram, unit trapezoid and parallelogram, unit trapezoid, proper parallelogram, proper trapezoid and parallelogram, proper trapezoid, parallelogram, and trapezoid is shown to be distinct from each of the others. Additionally, interval orders are shown to be both unit trapezoid and proper parallelogram orders.     

A fixed point approach to the stability of isometries

In this paper, we apply a fixed point theorem to the proof of Hyers-Ulam-Rassias stability property for isometries from a normed space into a Banach space, in which the parallelogram law holds.     

Covariogram of a parallelogram

In this paper we obtain the explicit forms of the covariogram and the orientation-dependent chord length distribution function for any parallelogram. The explicit form of the chord length distribution function for a parallelogram is also obtained.     

Tessellation and Visibility Representations of Maps on the Torus

The model of the torus as a parallelogram in the plane with opposite sides identified enables us to define two families of parallel lines and to tessellate the torus, then to associate to each tessellation a toroidal map with an upward drawing. It is proved that a toroidal map has a tessellation representation if and only if its universal cover is 2-connected. Those graphs that admit such an embedding in the torus are characterized. Received November 22, 1995, and in revised form May 1, 1997.     

CAS in general mathematics education

A rational discussion of the use of Computer algebra systems (CAS) in mathematics teaching in general education needs an explicit image of (general) mathematics education, an explication of global perspectives and goals on mathematics teaching focusing on general education (chapter 1). The conception of general education according to the «ability of communication with experts» described in chapter 2 can be such an orientation for analysing, considering, classifying and assessing the didactical possibilities of using CAS. CAS are materialised mathematics allowing for more or less exhaustive outsourcing of operative (also symbolically) knowledge and skills to the machine. This frees up space of time as well as mental space for the development of those competences being in our view relevant for general mathematics education. In chapter 3 the idea of outsourcing and the role of CAS for it is discussed more detailed as well as consequences being possible for the CAS-supported teaching of mathematics. Beyond, CAS can be didactically used and reflected as a model of communication between (mathematical) experts and lay-persons (chapter 4). Chapter 5 outlines some research perspectives.     

A problem structuring method for ecosystem-based management: The DPSIR modelling process

The purpose of this paper is to learn from Complex Adaptive Systems (CAS) theory to inform the development of Problem Structuring Methods (PSMs) both in general and in the specific context of marine management. The focus on marine management is important because it is concerned with a CAS (formed through the interconnection between natural systems, designed systems and social systems) which exemplifies their particularly ‘wicked’ nature. Recognition of this compels us to take seriously the need to develop tools for knowledge elicitation and structuring which meet the demands of CAS. In marine management, chief among those tools is the DPSIR (Drivers – Pressures – State Changes – Impacts – Responses) model and, although widely applied, the extent to which it is appropriate for dealing with the demands of a CAS is questionable. Such questioning is particularly pertinent in the context of the marine environment where there is a need to not only recognise a broad range of stakeholders (a question of boundary critique) but also to manage competing knowledge (economic, local and scientific) and value claims. Hence this paper emphasises how a CAS perspective might add impetus to the development of a critical perspective on DPSIR and PSM theory and practice to promote a more systemic view of decision-making and policy development.     

Students' attitude towards computer algebra systems (CAS) and their choice of using CAS in problem-solving

We explore students choice of using computer algebra systems (CAS) in problem-solving relative to their self-reported attitude towards learning mathematics with CAS. Our research design is a case study of nine Norwegian upper-secondary mathematics students with a wide range of attitude towards CAS. Our findings on routine problems indicate that (1) students use CAS whenever students perceive the problem as time-consuming regardless of their attitude towards CAS, and (2) students attitude affects their use of CAS whenever students perceive the problem as non-time-consuming. Norway, among other countries, has implemented CAS as an essential digital resource towards learning mathematics in upper-secondary school. Our discussion focuses on the implications of our findings have on local mathematics educators and national policy-makers.     

CAS integration into learning environment

In order to successfully integrate computers into education, it is necessary to organize effectively the prerequisites of human-machine interaction. In the organization of competence-centred education computers could provide valuable assistance for both personal- and group- learning activities. In this paper, we will examine various applications of Computer Algebra Systems (CAS) in classroom settings. The elements of the learning environments are CAS. E-Learning-portal, and Tight VNC remote control system. CAS assisted teaching can become genuinely effective in a complex learning environment if students' instrumental-genesis evolve into instrumental-orchestration. We will demonstrate the evolution of thus process by using one of our developed applications. As an example, we developed, tested, and evaluated our model in the Department of Engineering at the University of Pecs. The study took place during the 2004–2005 academic year with computer science and computer engineering participants.     

一类最小覆盖问题

对于任意给定的平行四边形,确定了与其相似的直径为1的三角形集族的最小平行四边形覆盖.     

Fixed point theorems in generalized Hilbert spaces

Some fundamental fixed point theorems are proved for locally convex spaces whose generating family of seminorms satisfies the parallelogram law.