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1.
The present paper aims to revisit the homogeneous risk model investigated by
[De Vylder and Goovaerts, 1999] and [De Vylder and Goovaerts, 2000]. First, a claim arrival process is defined on a fixed time interval by assuming that the arrival times satisfy an order statistic property. Then, the variability and the covariance of an aggregate claim amount process is discussed. The distribution of the aggregate discounted claims is also examined. Finally, a closed-form expression for the non-ruin probability is derived in terms of a family of Appell polynomials. This formula holds for all claim distributions, even dependent. It generalizes several results obtained so far. 相似文献
2.
Brian Fralix 《Mathematical Methods of Operations Research》2018,88(3):339-367
We analyze a Markovian smart polling model, which is a special case of the smart polling models studied in the work of Boon et al. (Queueing Syst 66:239–274, 2010), as well as a generalization of the gated M / M / 1 queue considered in Resing and Rietman (Stat Neerlandica 58:97–110, 2004). We first derive tractable expressions for the stationary distribution (when it exists) as well as the Laplace transforms of the transition functions of this polling model—while further assuming the system is empty at time zero—and we also present simple necessary and sufficient conditions for ergodicity of the smart polling model. Finally, we conclude the paper by briefly explaining how these techniques can be used to study other interesting variants of this smart polling model. 相似文献
3.
René Van Dooren Jacques Vlassenbroeck 《Zeitschrift für Angewandte Mathematik und Physik (ZAMP)》1980,31(6):785-790
Summary The classic brachistochrone problem is solved as an optimal control problem in conjunction with the use of Chebyshev series.
Résumé Le problème classique du brachistochrone est résolu comme un problème de contrôle optimale à l'aide des séries de Chebyshev.相似文献
4.
Quarks confinement is an experimental fact. ‘tHooft and later on Gross, Wilczek and Politzer have contributed in various ways to our present considerable theoretical understanding of the problem. However, an exact water proof theoretical derivation of the problem is at best still in progress. The present note argues that to understand quarks confinement, a deeper understanding of the Planck scale physics is indispensable and shows using analytical topological arguments that absolute confinement is a result of a phase transition of quantum spacetime at the Planck scale. 相似文献
5.
M. Sniedovich 《Journal of Optimization Theory and Applications》1987,54(1):113-120
The parametric approach to fractional programming problems is examined and a new format is proposed for it. The latter reflects the fact that the approach as a whole capitalizes on a first-order necessary and sufficient optimality condition pertaining to differentiable pseudolinear functions. 相似文献
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Cheng-Chi Huang 《International Journal of Mathematical Education in Science & Technology》2013,44(5):729-733
Several ways for solving inequalities have been suggested in the literature, among them graphical, verbal and algebraic solutions. A new look at solving inequalities via use of the intermediate value theorem is presented here, and this method may prove to be straightforward for many students. 相似文献
8.
Let E=[eij] be a matrix with integral elements. We study matrices of the form X=[eeij], where x is an indeterminate defined over the rational field Q. There is a fascinating interplay between the combinatorial structures of the matrices E and X. For example, in the case of square matrices the number of optimal assignments in the matrix E is precisely the coefficient of the term of highest degree in the polynomial per(X). We allow the multiplication of rows and columns of X by arbitrary integral powers of x, and we study topics such as the diagonal products of X. We apply certain familiar results to this “exponential” setting, and we also introduce some new concepts, such as the class of matrices S(X) generated by a matrix X and the notion of an invariant 1 within such a class. 相似文献
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Adrian Sandu 《Numerical Algorithms》2014,65(3):485-498
This paper discusses the numerical simulation of stochastic chemical kinetics from a point of view that is opposite to the one prevalent in the literature. Specifically, we re-derive existing methods by first discretizing in time the chemical master equation, then sampling the resulting numerical solution (which is a probability density). This analysis reveals the hidden approximations made by the stochastic simulation algorithm and by the tau-leaping method, and opens the way for constructing new families of solvers. 相似文献
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E.J. Gómez Ayala 《Journal of Number Theory》2009,129(5):1099-1121
Starting from the well-known transformation law for the Klein functions, we give a proof of a fairly general multiplicative distribution formula for the Siegel functions associated to isogenous complex lattices. This formula has as an immediate consequence the remarkable distribution formula proved by Jarvis in 2000 on the occasion of Rolshausen's thesis on the second K-group of an elliptic curve. 相似文献
13.
Jorge Picado 《Topology and its Applications》2006,153(16):3203-3218
This paper presents a new treatment of the localic Katětov-Tong interpolation theorem, based on an analysis of special properties of normal frames, which shows that it does not hold in full generality. Besides giving us the conditions under which the localic Katětov-Tong interpolation theorem holds, this approach leads to a especially transparent and succinct proof of it. It is also shown that this pointfree extension of Katětov-Tong theorem still covers the localic versions of Urysohn's Lemma and Tietze's Extension Theorem. 相似文献
14.
Miroslav Fiedler 《Czechoslovak Mathematical Journal》2016,66(3):597-602
A close relationship between the class of totally positive matrices and anti-Monge matrices is used for suggesting a new direction for investigating totally positive matrices. Some questions are posed and a partial answer in the case of Vandermonde-like matrices is given. 相似文献
15.
We investigate the interpretability ordering using generalized Ehrenfeucht–Mostowski models. This gives a new approach to proving inequalities and investigating the structure of types. 相似文献
16.
In this article, we propose to study, in more generality, the probability-weighted moments method used by Hosking and Wallis (1987) in the case of generalized Pareto distributions which depend on two parameters γ and σ. The objective is to extend the domain of validity: γ<1/2 required in order to obtain the asymptotic properties of their estimators. By simulations, we show the efficiency of our technique. To cite this article: J. Diebolt et al., C. R. Acad. Sci. Paris, Ser. I 338 (2004). 相似文献
17.
Joachim Cuntz 《K-Theory》1987,1(1):31-51
We describe the Kasparov group KK(A, B) as the set of homotopy classes of homomorphisms from an algebra qA associated with A into K B. The algebra qA consists of K-theory differential forms over A. Its construction is dual to that of M
2(A). The analysis of qA and of its interplay with M
2(A) gives the basic results of KK-theory.Partially supported by NSF. 相似文献
18.
《Applied Mathematical Modelling》2001,25(10):815-824
The heat balance integral method is a familiar technique for treating transport problems, particularly phase-change scenarios. Here a number of differences arising in the method's implementation are investigated that result in quantitatively distinct solutions. As a consequence some guidance is provided for selecting the appropriate implementation of the method. 相似文献
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M. Sniedovich 《Journal of Optimization Theory and Applications》1986,49(1):161-176
New light is shed on Bellman's principle of optimality and the role it plays in Bellman's conception of dynamic programming. It is argued that a failure to recognize the special features of the model in the context of which the principle was stated has resulted in the latter being misconstrued in the dynamic programming literature. 相似文献