关于三利的探讨

阐述单利、复利和连续复利的含义.证明了三者中连续复利最大,单利最小;实际利率大于名义利率.并对连续复利问题的广度和深度进行探讨,这对于丰富老师的教学内容和提高学生的学习兴趣无疑是大有帮助的.     

也谈复利率的连续计算方法——析连续复利计算公式的科学性及实用性

本文分析了连续复利公式形成的经济背景，论述了它的科学性、实用性，并举例说明了它在经济决策中的重要作用     

第二类Stirling数的一个计算公式及其应用

1 集合的划分与第二类Stirling数 定义1.1 集合S的非空子集Ai(i=1,2,…,m)的集合{A1,A2,…,Am}是S的一个m划分,如果:     

关于复利率的连续计算方法——析国内外经管类数学教材中普遍存在的一种方法错误

高俊科．关于复利率的连续计算方法．数理统计与管理，１９９８，１７（２），３３～３４．本文分析了连续复利公式的形成背景，指出国内外经济、管理类数学教材中普遍存在的所谓复利率的连续计算的推导是错误的     

任意有限区间上定积分的计算公式及其应用

本文将对称区间上定积分的计算公式进行推广,通过构作变量代换,得到了任意有限区间上定积分的计算公式.它可用于计算和证明一类定积分问题.最后,通过多个典型例题验证了公式的有效性.     

基于等额本息按揭贷款的脉冲增加还款模型

利用一阶线性差分方程建立了每隔半年增加还款一次的按揭贷款数学模型,并通过实例说明了其在经济生活中的具体应用.     

勃罗卡角的计算公式

已知△ABC中,P是其内部一点,如果角∠PAB=∠PBC=∠PCA=α,则称α为勃图1　罗卡角.点P称　为勃罗卡点(见图1).一般地,对于任意的三角形都有两个勃罗卡角与两个勃罗卡点,(见图2).当△ABC为正三角形时,两个勃罗卡点重合,此图2时α=β.由于P点是△ABC内部的一个特殊点,因此在△ABC确定之后,勃罗卡角与△ABC三个角A、B、C应有一种确定关系.文[1]讨论了勃罗卡点到△ABC三顶点距离之和与△ABC三边a、b、c的关系.本文就勃罗卡角与A、B、C三角之间关系作一讨论.定理　已知P是△ABC的一个勃罗卡点,相应的勃罗卡角是∠PAB=∠PBC=∠…     

二面角计算公式的推广及应用

求二面角大小通常的方法是先作出二面角的平面角 ,把空间问题转化成平面问题加以解决 ,这是立体几何的一个难点 .而当二面角的棱没有事先给出的情形 ,要作出其平面角更显得困难 .为此 ,本文把一些常用的二面角计算公式作了推广 .这样 ,即可依据已知条件 ,无需作出平面角或添加辅助面 (线 ) ,直接确定其二面角的大小 .不难看到 ,采用这些公式对于解决某一类涉及二面角计算的问题相当见效 .设∠ＡＰＢ在平面Ｍ的一侧 ,顶点Ｐ在平面Ｍ上 ,边ＰＡ、ＰＢ与平面Ｍ所成角分别为α ,β(0 ≤α ,β <π2 ) ,在平面Ｍ上的射影分别为ＰＡ1 ,ＰＢ1 .平面…     

单子理论对拓扑等度连续与均匀连续的刻画及其应用

在扩大模型下,应用单子理论给出了拓扑等度连续和均匀连续的非标准刻画,并应用均匀连续的非标准特征证明了网收敛与均匀连续之间的关系,最后应用拓扑等度连续和均匀连续的非标准特征证明了拓扑等度连续和均匀连续之间的关系.     

换个角度看复利计息公式

本文从微分方程出发 ,导出了连续复计息情景下的资金增长方程 ,为该方程的建立提供了一个新视角 ,揭示了三个资金增长方程的内在联系。     

Generalized interest rate dynamics and its impacts on finance and pensions

The recent global financial crisis caused implementation of negative or close to zero interest rates. This situation implies a necessity to study a flexible and simplistic model of interest rate, which well accommodates oscillations, cycles, and negative signs. In this article, we introduce a novel nonlinear stochastic interest rate model, which, as a special case, incorporates the standard linear model of Parker. Many practical implications for finance and pensions are obtained.     

The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy

In this paper, we consider the compound Poisson risk model perturbed by diffusion with constant interest and a threshold dividend strategy. Integro-differential equations with certain boundary conditions for the moment-generation function and the nth moment of the present value of all dividends until ruin are derived. We also derive integro-differential equations with boundary conditions for the Gerber-Shiu functions. The special case that the claim size distribution is exponential is considered in some detail.     

Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest

In this paper, we establish an exact asymptotic formula for the finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest in which claims arrive in groups, their sizes in one group are identically distributed but negatively dependent, and the inter-arrival times between groups are negatively dependent too.     

The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest

In this paper, we consider the Gerber-Shiu expected discounted penalty function for the perturbed compound Poisson risk process with constant force of interest. We decompose the Gerber-Shiu function into two parts: the expected discounted penalty at ruin that is caused by a claim and the expected discounted penalty at ruin due to oscillation. We derive the integral equations and the integro-differential equations for them. By solving the integro-differential equations we get some closed form expressions for the expected discounted penalty functions under certain assumptions.     

Exact calculation of inverse functions

We represent continuous functions on compact intervals by sequences of functions defined on finite sets of rational numbers. We call this an exact representation. This enables us to calculate the values of the function arbitrarily exactly, without roundoff errors. As an application we develop a procedure to transfer an exact representation of an increasing function into an exact representation of the corresponding inverse function. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

常利率因素下的双险种风险模型

本文引入了一类常利率因素下的双险种风险模型,就不带干扰和带干扰两个方面进行讨论,给出了破产概率Ψ（u）的显式表达式和Lundberg上界。