Embeddings between weak Orlicz martingale spaces

Let Φ be an increasing and convex function on [0,∞) with Φ(0)=0 satisfying that for any α>0, there exists a positive constant Cα such that Φ(αt)?CαΦ(t), t>0. Let wLΦ denote the corresponding weak Orlicz space. We obtain some embeddings between vector-valued weak Orlicz martingale spaces by establishing the wLΦ-inequalities for martingale transform operators with operator-valued multiplying sequences. These embeddings are closely related to the geometric properties of the underlying Banach space. In particular, for any scalar valued martingale f=(fn)_n?1, we claim that

     

A Uniform Account of Regress Problems

This paper presents a uniform general account of regress problems in the form of a pentalemma—i.e., a set of five mutually inconsistent claims. Specific regress problems can be analyzed as instances of such a general schema, and this Regress Pentalemma Schema can be employed to generate deductively valid arguments from the truth of a subset of four claims to the falsity of the fifth. Thus, a uniform account of the nature of regress problems allows for an improved understanding of specific regress objections or arguments, and, correspondingly, of the general logical geography of the debate about infinite regresses. This uniform approach is illustrated by a treatment of the classical epistemological problem of justification, but it encompasses a whole variety of cases including explanation and ontological grounding. Furthermore, this general account is compared and contrasted with the existing literature discussing argument schemata for regress objections, particularly with the work of Jan Willem Wieland. It is shown how such other schemata can be incorporated and superseded by the general Regress Pentalemma Schema.     

Actuarial comparisons for aggregate claims with randomly right-truncated claims

In this note, we consider an extension of the largest claims reinsurance treaty (LCR) with random upper thresholds for the claim sizes, that we call retention levels. The Laplace transform order for insurer’s aggregate claims is obtained assuming dependence among the random retention levels. Different results about the influence of dependence on the insurer total claim amount are also given including the connections with LCR and the case of combination with quota-share. Algebraic bounds for the insurer aggregate claims are obtained when a common fixed threshold is considered.     

Optimization of dialectical outcomes in dialogical argumentation

When informal arguments are presented, there may be imprecision in the language used, and so the audience may be uncertain as to the structure of the argument graph as intended by the presenter of the arguments. For a presenter of arguments, it is useful to know the audience's argument graph, but the presenter may be uncertain as to the structure of it. To model the uncertainty as to the structure of the argument graph in situations such as these, we can use probabilistic argument graphs. The set of subgraphs of an argument graph is a sample space. A probability value is assigned to each subgraph such that the sum is 1, thereby reflecting the uncertainty over which is the actual subgraph. We can then determine the probability that a particular set of arguments is included or excluded from an extension according to a particular Dung semantics. We represent and reason with extensions from a graph and from its subgraphs, using a logic of dialectical outcomes that we present. We harness this to define the notion of an argumentation lottery, which can be used by the audience to determine the expected utility of a debate, and can be used by the presenter to decide which arguments to present by choosing those that maximize expected utility. We investigate some of the options for using argumentation lotteries, and provide a computational evaluation.     

A compelling argument for the gravity p-median model

The p-median model is used to locate P facilities to serve a geographically distributed population. Conventionally, it is assumed that the population always travels to the nearest facility.  and  re-estate three arguments on why this assumption might be incorrect, and they introduce the gravity p-median model to relax the assumption. We favor the gravity p-median model, but we note that in an applied setting, the three arguments are incomplete. In this communication, we point at the existence of a fourth compelling argument for the gravity p-median model.     

Shrinking the period length of quasi-periodic continued fractions

Extending the work of Burger et al., here we show that every quasi-periodic simple continued fraction α can be transformed into a quasi-periodic non-simple continued fraction having period length one. Moreover, a certain kind of quasi-periodic non-simple continued fraction is equivalent to a quasi-periodic N-continued fraction. The results of this paper follow from arguments of Burger et al. but we apply our version to offer new continued fractions for certain classes of real numbers.     

Analysis of a Multivariate Claim Process

The first part of this paper introduces a class of discrete multivariate phase-type (MPH) distributions. Recursive formulas are found for joint probabilities. Explicit expressions are obtained for means, variances and co-variances. The discrete MPH-distributions are used in the second part of the paper to study multivariate insurance claim processes in risk analysis, where claims may arrive in batches, the arrivals of different types of batches may be correlated and the amounts of different types of claims in a batch may be dependent. Under certain conditions, it is shown that the total amounts of claims accumulated in some random time horizon are discrete MPH random vectors. Matrix-representations of the discrete MPH-distributions are constructed explicitly. Efficient computational methods are developed for computing risk measures of the total claims of different types of claim batches and individual types of claims (e.g., joint distribution, mean, variance, correlation and value at risk.)     

A new approach to factorization of a class of almost-periodic triangular symbols and related Riemann-Hilbert problems

The factorization of almost-periodic triangular symbols, G, associated to finite-interval convolution operators is studied for two classes of operators whose Fourier symbols are almost periodic polynomials with spectrum in the group αZ+βZ+Z (α,β∈]0,1[, α+β>1, α/β∉Q). The factorization problem is solved by a method that is based on the calculation of one solution of the Riemann-Hilbert problem GΦ₊=Φ₋ in L_∞(R) and does not require solving the associated corona problems since a second linearly independent solution is obtained by means of an appropriate transformation on the space of solutions to the Riemann-Hilbert problem. Some unexpected, but interesting, results are obtained concerning the Fourier spectrum of the solutions of GΦ₊=Φ₋. In particular it is shown that a solution exists with Fourier spectrum in the additive group αZ+βZ whether this group contains Z or not. Possible application of the method to more general classes of symbols is considered in the last section of the paper.     

Irreducible circuits and Coxeter arrangements

We introduce the concept of irreducible circuits. In a vector arrangement Φ, these are configurations consisting of one vector α∈Φ in the positive linear span of an independent set Δ⊂Φ such that no proper subset of Δ has any member of Φ−Δ in its positive linear span. We show that the oriented matroid of any centrally symmetric vector arrangement is constructively determined by its irreducible circuits, and classify the irreducible circuits in root systems.     

Sobolev Duals for Random Frames and ΣΔ Quantization of Compressed Sensing Measurements

Quantization of compressed sensing measurements is typically justified by the robust recovery results of Candès, Romberg and Tao, and of Donoho. These results guarantee that if a uniform quantizer of step size δ is used to quantize m measurements y=Φx of a k-sparse signal x∈? ^N , where Φ satisfies the restricted isometry property, then the approximate recovery x ^# via ? ₁-minimization is within O(δ) of x. The simplest and commonly assumed approach is to quantize each measurement independently. In this paper, we show that if instead an rth-order ΣΔ (Sigma–Delta) quantization scheme with the same output alphabet is used to quantize y, then there is an alternative recovery method via Sobolev dual frames which guarantees a reduced approximation error that is of the order δ(k/m)^(r?1/2)α for any 0<α<1, if m? _r,α k(logN)^1/(1?α). The result holds with high probability on the initial draw of the measurement matrix Φ from the Gaussian distribution, and uniformly for all k-sparse signals x whose magnitudes are suitably bounded away from zero on their support.     

Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims

Suppose that, over a fixed time interval of interest, an insurance portfolio generates a random number of independent and identically distributed claims. Under the LCR treaty the reinsurance covers the first l largest claims, while under the ECOMOR treaty it covers the first l−1 largest claims in excess of the lth largest one. Assuming that the claim sizes follow an exponential distribution or a distribution with a convolution-equivalent tail, we derive some precise asymptotic estimates for the tail probabilities of the reinsured amounts under both treaties.     

On Three Arguments against Endurantism

Judith Thomson, David Lewis, and Ted Sider have each formulated different arguments that apparently pose problems for our ordinary claims of diachronic sameness, i.e., claims in which we assert that familiar, concrete objects survive (or persist) through time by enduring as numerically the same entity despite minor changes in their intrinsic and relational properties. In this paper, I show that all three arguments fail, in a rather obvious way??they beg the question??and so even though there may be arguments that provide grounds to fuss about whether our ordinary claims of diachronic sameness are defective, Thomson, Lewis, and Sider??s arguments are not among them.     

A probabilistic approach to modelling uncertain logical arguments

Argumentation can be modelled at an abstract level using a directed graph where each node denotes an argument and each arc denotes an attack by one argument on another. Since arguments are often uncertain, it can be useful to quantify the uncertainty associated with each argument. Recently, there have been proposals to extend abstract argumentation to take this uncertainty into account. This assigns a probability value for each argument that represents the degree to which the argument is believed to hold, and this is then used to generate a probability distribution over the full subgraphs of the argument graph, which in turn can be used to determine the probability that a set of arguments is admissible or an extension. In order to more fully understand uncertainty in argumentation, in this paper, we extend this idea by considering logic-based argumentation with uncertain arguments. This is based on a probability distribution over models of the language, which can then be used to give a probability distribution over arguments that are constructed using classical logic. We show how this formalization of uncertainty of logical arguments relates to uncertainty of abstract arguments, and we consider a number of interesting classes of probability assignments.     

Fregean Facts

Two important Fregean ideas appear to conflict. The first is that a thought can be decomposed in different ways, and the second is that a thought is constituted by the senses of its constituents. This paper is a defense of Dummett’s suggestion of a way to reconcile between those two theses through the claim that although the same thought can be structured in different ways by different sentences; one of the structures is privileged. My defense focuses on the charge raised by Levine (Ratio (new series), XIX, 43–63, 2006) that Dummett’s claim about the privileged structure of a thought conflicts with the Slingshot argument. I show that this charge is misconceived; a careful examination of the Slingshot argument’s methodology reveals that Dummett’s claim does not conflict with it.     

A priori ratemaking using bivariate Poisson regression models

In automobile insurance, it is useful to achieve a priori ratemaking by resorting to generalized linear models, and here the Poisson regression model constitutes the most widely accepted basis. However, insurance companies distinguish between claims with or without bodily injuries, or claims with full or partial liability of the insured driver. This paper examines an a priori ratemaking procedure when including two different types of claim. When assuming independence between claim types, the premium can be obtained by summing the premiums for each type of guarantee and is dependent on the rating factors chosen. If the independence assumption is relaxed, then it is unclear as to how the tariff system might be affected. In order to answer this question, bivariate Poisson regression models, suitable for paired count data exhibiting correlation, are introduced. It is shown that the usual independence assumption is unrealistic here. These models are applied to an automobile insurance claims database containing 80,994 contracts belonging to a Spanish insurance company. Finally, the consequences for pure and loaded premiums when the independence assumption is relaxed by using a bivariate Poisson regression model are analysed.     

On a regularization of the compressible Euler equations for an isothermal gas

We consider a Leray-type regularization of the compressible Euler equations for an isothermal gas. The regularized system depends on a small parameter α>0. Using Riemann invariants, we prove the existence of smooth solutions for the regularized system for every α>0. The regularization mechanism is a non-linear bending of characteristics that prevents their finite-time crossing. We prove that, in the α→0 limit, the regularized solutions converge strongly. However, based on our analysis and numerical simulations, the limit is not the unique entropy solution of the Euler equations. The numerical method used to support this claim is derived from the Riemann invariants for the regularized system. This method is guaranteed to preserve the monotonicity of characteristics.     

A proportional approach to claims problems with a guaranteed minimum

In distribution problems, and specifically in bankruptcy issues, the Proportional (P) and the Egalitarian (EA) divisions are two of the most popular ways to resolve the conflict. Nonetheless, when using the egalitarian division, agents may receive more than her claim. We propose a compromise between the proportional and the egalitarian approaches by considering the restriction that no one receives more than her claim. We show that the most egalitarian compromise fulfilling this restriction ensures a minimum amount to each agent. We also show that this compromise can be interpreted as a process that works in two steps as follows: first, all agents receive an equal share up to the smallest claim if possible (egalitarian distribution), and then, the remaining estate (if any) is allocated proportionally to the remaining claims (proportional distribution). Finally, we obtain that the recursive application of this process finishes at the Constrained Equal Awards solution (CEA).     

A process with stochastic claim frequency and a linear dividend barrier

The classical model of ruin theory is given by a Poisson claim number process with single claims X_i and constant premium flow. Gerber has generalized this model by a linear dividend barrier b+at. Whenever the free reserve of the insurance reaches the barrier, dividends are paid out in such a way that the reserve stays on the barrier. The aim of this paper is to give a generalization of this model by using the idea of Reinhard. After an exponentially distributed time, the claim frequency changes to a different level, and can change back again in the same way. This may be used e.g. in storm damage insurance. The computations lead to systems of partial integro differential equations which are solved.     

Completely positive interpolations of compact,trace-class and Schatten-p class operators

Extending Li and Poon's results on interpolation problems for matrices, we give characterizations of the existence of a completely positive linear map _Φcp${\Phi }_{\mathrm{cp}}$ between compact (or Schatten-p class) operators sending a particular operator A to another B. It is shown that such a map exists if a multiple of the numerical range of A contains the numerical range of B. Given two commutative families of compact (or Schatten-p   class) operators {_Aα}$\{A_{\alpha }\}$ and {_Bα}$\{B_{\alpha }\}$, we provide sufficient and necessary conditions to ensure that we can choose a completely positive interpolation _Φcp${\Phi }_{\mathrm{cp}}$ to preserve trace and/or approximate units such that _Φcp(_Aα)=_Bα${\Phi }_{\mathrm{cp}}(A_{\alpha })=B_{\alpha }$ for all α.