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经典风险模型只描述了单一险种的经营模式,具有局限性,本文对多险种的复合Poisson风险模型的破产概率进行了研究。本文给出了初始资本为0时破产概率皿(O)的明确表达式,以及理赔量服从指数分布且初始资本为u时破产概率ψ(u)的明确表达式。  相似文献   

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Summary An explicit Koppelman-Leray-Norguet type integral formula for differential forms is derived on generalized analytic polyhedra on complex manifolds which arise as analytic subvarieties of domains ofC n. Using this formula we give an explicit solution operator to the -equation on strictly pseudoconvex polyhedra in that setting and we prove that this solution operator admits uniform estimates.  相似文献   

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It is consistent that 1(1,(:n))2 holds in any random extension for n finite and countable.  相似文献   

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We define and investigate the Triebel - Lizorkin scale of function spaces F, with 1< p < ∞, 1< q ≤ ∞ for the Fourier-Helgason transform on symmetric Riemannian manifolds of the noncompact type.  相似文献   

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If A is a bounded linear multicyclic operator acting on a complex Banach spaceX, then thedisc of A is defined by: disc A = sup(R ∈ Cyc A) min{dimR′: R′ ? R, R′ ∈ Cyc A}, where Cyc A denotes the family of all finite dimensional subspacesR ofX such that X = (R+AR+A 2 R+?)?. It is shown that if the set {λ ∈ ?: dim ker (λ-A)* ≥ n} has nonempty interior (in particular, if A is a Fredholm operator of index -n), then disc A ≥ n+1. This result affirmatively answers a question of V.I. Vasjunin and N.K. Nikol'skiï. In the case whenX is a Hilbert space, it is shown that the set of all operators A such that A is n-multicyclic, but disc A =∞, is dense in the set of all n-multicyclic operators. If Mλ = "multiplication by λ" acting on the disk algebra (and many other spaces of continuous and/or analytic functions), then Mλ is cyclic, but disc Mλ = ∞. However, the analogous result is false if the disk algebra is replaced by the algebra of functions analytic on the disk and smooth on the boundary, or algebras of Lipschitz functions. If T is a multicyclic unicellular operator, then T is cyclic and disc T=1.  相似文献   

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We show that the Ricci flow becomes extinct in finite time on any Riemannian -manifold without aspherical summands.

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In this paper we present a fast parallel algorithm for constructing a depth first search tree for an undirected graph. The algorithm is anRNC algorithm, meaning that it is a probabilistic algorithm that runs in polylog time using a polynomial number of processors on aP-RAM. The run time of the algorithm isO(T MM(n) log3 n), and the number of processors used isP MM (n) whereT MM(n) andP MM(n) are the time and number of processors needed to find a minimum weight perfect matching on ann vertex graph with maximum edge weightn.This research was done while the first author was visiting the Mathematical Research Institute in Berkeley. Research supported in part by NSF grant 8120790.Supported by Air Force Grant AFOSR-85-0203A.  相似文献   

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Summary We study the problem of the existence of bounded solutions for the equation on pseudo-Siegel domains when the data satisfies the condition .
Sunto Si studia il problema dell'esistenza di soluzioni limitate per l'equazione sui domini pseudo-Siegel quando il dato soddisfa alla condizione .


Work done within the Project 40% M.U.R.S.T. «Geometria Reale e Complessa».  相似文献   

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We formulate a unique continuation principle for the inhomogeneous Cauchy-Riemann equations near a boundary pointz 0 of a smooth domain in complex euclidean space. The principle implies that the Bergman projection of a function supported away fromz 0 cannot vanish to infinite order atz 0 unless it vanishes identically. We prove that the principle holds in planar domains and in domains where the problem is known to be analytic hypoelliptic. We also demonstrate the relevance of such questions to mapping problems in several complex variables. The last section of the paper deals with unique continuation properties of the Szegő projection and kernel in planar domains. Research supported by NSF Grant DMS-8922810.  相似文献   

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曾明 《数学研究》2002,35(4):358-363
考虑全空间R^R上的空间-△↓(|△↓u|^p-2△↓u)=ρ(x)u^α存在有界解的充分必要条件。  相似文献   

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本文研究了基于最小路径描述的多源点多汇点网络系统可靠性问题。定义了最小路径矩阵的几种运算,利用所定义的运算,将多源点多汇点网络系统转化为等价的单源点单汇点网络系统,并给出了由子系统可靠度精确表示网络系统可靠度的解析表达式。这种解析表达是非常重要的,它是系统可靠性的理论研究与实际应用的一个极为有效的工具。  相似文献   

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In this paper a definition of the oσ-reciprocal system is introduced. This allows us to show that the generalized singular perturbation approximation method for model reduction is related to the direct truncation of the σ -reciprocal system. On the basis of this definition, two new model order reduction algorithms are presented. The suitability of the proposed reduction methods is illustrated by means of two numerical examples.  相似文献   

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