共查询到20条相似文献,搜索用时 0 毫秒
1.
Stathis Chadjiconstantinidis 《Insurance: Mathematics and Economics》2009,44(2):278-286
In the present paper we develop more efficient recursive formulae for the evaluation of the t-order cumulative function Γth(x) and the t-order tail probability Λth(x) of the class of compound Poisson distributions in the case where the derivative of the probability generating function of the claim amounts can be written as a ratio of two polynomials. These efficient recursions can be applied for the exact evaluation of the probability function (given by De Pril [De Pril, N., 1986a. Improved recursions for some compound Poisson distributions. Insurance Math. Econom. 5, 129-132]), distribution function, tail probability, stop-loss premiums and t-order moments of stop-loss transforms of compound Poisson distributions. Also, efficient recursive algorithms are given for the evaluation of higher-order moments and r-order factorial moments about any point for this class of compound Poisson distributions. Finally, several examples of discrete claim size distributions belonging to this class are also given. 相似文献
2.
A simple and commonly used method to approximate the total claim distribution of a (possibly weakly dependent) insurance collective is the normal approximation. In this article, we investigate the error made when the normal approximation is plugged in a fairly general distribution-invariant risk measure. We focus on the rate of convergence of the error relative to the number of clients, we specify the relative error’s asymptotic distribution, and we illustrate our results by means of a numerical example. Regarding the risk measure, we take into account distortion risk measures as well as distribution-invariant coherent risk measures. 相似文献
3.
We are concerned with the following nonlinear problem
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5.
In this paper, the geometric meaning of (α,β)-norms is made clear. On this basis, a new class of Finsler metrics called general (α,β)-metrics are introduced, which are defined by a Riemannian metric and a 1-form. These metrics not only generalize (α,β)-metrics naturally, but also include some metrics structured by R. Bryant. The spray coefficients formula of some kinds of general (α,β)-metrics is given and the projective flatness is also discussed. 相似文献
6.
Mixed graphs contain both undirected as well as directed links between vertices and therefore are an interesting model for interconnection communication networks. In this paper, we establish the Moore bound for mixed graphs, which generalizes both the directed and the undirected Moore bound. 相似文献
7.
Yanqin Fang 《Nonlinear Analysis: Theory, Methods & Applications》2010,73(9):2767-2778
In this paper we consider systems of p-q-Laplacian elliptic equations with critical Sobolev exponent. The existence and multiplicity results of solutions are obtained by a limit index method. 相似文献
8.
T.L. Miller V.G. Miller M.M. Neumann 《Journal of Mathematical Analysis and Applications》2005,301(1):32-51
We adapt recent results of Albrecht and Ricker to obtain conditions under which growth constraints on the left resolvent of a Banach space operator are preserved under suitable perturbations. As an application, we establish Bishop's property (β) for certain generalized Cesàro operators on the classical Hardy spaces Hp, 1<p<∞. Our methods also apply to unilateral weighted shifts whose weight sequence converges sufficiently rapidly as well as to perturbations of restrictions of a class of generalized scalar operators. 相似文献
9.
Zhu-Lian Tao Shang'an Yan Song-Lin Wu 《Journal of Mathematical Analysis and Applications》2007,331(1):152-158
We prove the existence of nontrivial critical points for a class of superquadratic nonautonomous second-order Hamiltonian systems by applying condition ∗(C) to critical point theory, and some new solvability conditions of nontrivial periodic solutions are obtained. 相似文献
10.
Pham Huu Sach Nguyen Ba Minh 《Nonlinear Analysis: Theory, Methods & Applications》2010,72(11):3994-4004
In this paper, we introduce new versions of ?-dual problems of a vector quasi-equilibrium problem with set-valued maps, and we give an ?-duality result between approximate solutions of the primal and dual problems. As the first application of the main result, we obtain an ?-duality for a vector quasi-equilibrium problem whose ?-solutions are understood in the sense of proper efficiency. The second application is devoted to an?-duality for a vector optimization problem with set-valued maps. 相似文献
11.
Let X be a Banach space and Z a nonempty subset of X. Let J:Z→R be a lower semicontinuous function bounded from below and p?1. This paper is concerned with the perturbed optimization problem of finding z0∈Z such that ‖x−z0p‖+J(z0)=infz∈Z{‖x−zp‖+J(z)}, which is denoted by minJ(x,Z). The notions of the J-strictly convex with respect to Z and of the Kadec with respect to Z are introduced and used in the present paper. It is proved that if X is a Kadec Banach space with respect to Z and Z is a closed relatively boundedly weakly compact subset, then the set of all x∈X for which every minimizing sequence of the problem minJ(x,Z) has a converging subsequence is a dense Gδ-subset of X?Z0, where Z0 is the set of all points z∈Z such that z is a solution of the problem minJ(z,Z). If additionally p>1 and X is J-strictly convex with respect to Z, then the set of all x∈X for which the problem minJ(x,Z) is well-posed is a dense Gδ-subset of X?Z0. 相似文献
12.
Chun LiZeng-Qi Ou Chun-Lei Tang 《Nonlinear Analysis: Theory, Methods & Applications》2012,75(4):2262-2272
Some existence theorems are obtained for periodic and subharmonic solutions of a class of non-autonomous Hamiltonian systems. Our technical approach is based on a version of the Local Linking Theorem, and the Generalized Mountain Pass Theorem. 相似文献
13.
Let q1 and q2 belong to a certain class of normalized analytic univalent functions in the open unit disk of the complex plane. Sufficient conditions are obtained for normalized analytic functions p to satisfy the double subordination chain q1(z)?p(z)?q2(z). The differential sandwich-type result obtained is applied to normalized univalent functions and to Φ-like functions. 相似文献
14.
María Jesús Carro Loukas Grafakos José María Martell Fernando Soria 《Journal of Mathematical Analysis and Applications》2009,357(2):479-497
We present two extrapolation methods for multi-sublinear operators that allow us to derive estimates for general functions from the corresponding estimates on characteristic functions. Of these methods, the first is applicable to general multi-sublinear operators while the second requires working with the so-called (ε,δ)-atomic operators. Among the applications, we discuss some new endpoint estimates for the bilinear Hilbert transform. 相似文献
15.
Temur Jangveladze Zurab Kiguradze Beny Neta 《Journal of Mathematical Analysis and Applications》2009,351(1):382-6892
Asymptotic behavior of solutions as t→∞ to the nonlinear integro-differential system associated with the penetration of a magnetic field into a substance is studied. Initial-boundary value problems with two kinds of boundary data are considered. The first with homogeneous conditions on whole boundary and the second with non-homogeneous boundary data on one side of lateral boundary. The rates of convergence are given too. 相似文献
16.
Kit C. Chan 《Journal of Mathematical Analysis and Applications》2011,375(1):139-148
Given a separable, infinite dimensional Hilbert space, it was recently shown by the authors that there is a path of chaotic operators, which is dense in the operator algebra with the strong operator topology, and along which every operator has the exact same dense Gδ set of hypercyclic vectors. In the present work, we show that the conjugate set of any hypercyclic operator on a separable, infinite dimensional Banach space always contains a path of operators which is dense with the strong operator topology, and yet the set of common hypercyclic vectors for the entire path is a dense Gδ set. As a corollary, the hypercyclic operators on such a Banach space form a connected subset of the operator algebra with the strong operator topology. 相似文献
17.
Uniform L2-estimates for the convolution of singular measures with respect to transversal submanifolds are proved in arbitrary space dimension. The results of Bennett-Bez are used to extend previous work of Bejenaru-Herr-Tataru. As an application, it is shown that the 3D Zakharov system is locally well-posed in the full subcritical regime. 相似文献
18.
?ukasz T. St?pień 《Journal of Computational and Applied Mathematics》2010,233(6):1607-1611
Certain nonlinear partial differential equations (NPDEs) can be decomposed into several more simple equations, which can possess enough general analytic solutions. This approach and some interesting kinds of solutions (obtained by using this method) of some NPDEs in physics will be presented. The presented approach is somewhat similar to the homogeneous balance method, however they are different. 相似文献
19.
Marius Dadarlat 《Journal of Functional Analysis》2005,228(2):394-418
In this paper we establish a direct connection between stable approximate unitary equivalence for *-homomorphisms and the topology of the KK-groups which avoids entirely C*-algebra extension theory and does not require nuclearity assumptions. To this purpose we show that a topology on the Kasparov groups can be defined in terms of approximate unitary equivalence for Cuntz pairs and that this topology coincides with both Pimsner's topology and the Brown-Salinas topology. We study the generalized Rørdam group , and prove that if a separable exact residually finite dimensional C*-algebra satisfies the universal coefficient theorem in KK-theory, then it embeds in the UHF algebra of type 2∞. In particular such an embedding exists for the C*-algebra of a second countable amenable locally compact maximally almost periodic group. 相似文献
20.
In this paper, we consider a class of operator equilibrium problems (OEP for short) with operator solutions and derive a Minty type lemma for this class of problems. Further, using this lemma and KKM theorem, we establish some existence theorems for OEP. The theorems presented in this paper generalize, improve and unify many known results. 相似文献