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??The paper considers a risk model with two dependent classes of
insurance business. In this model, the two claim number processes are partly sparsely
correlated through an Erlang(2) process. By introducing an auxiliary model, we obtain the
integral equations for ultimate ruin probabilities, and discuss the asymptotic property of
ruin probabilities by renewal approach. We also get the linear differential equations of
ruin probabilities of the model and the corresponding auxiliary model when claims follow
the exponential distributions, and show how solves the linear differential equations by a
specific example.     

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Homogeneity of variance and correlation coefficients is one of assumptions in the analysis of longitudinal data.However, the assumption can be challenged. In this paper, we mainly propose and analyze nonlinear mixed effects models for longitudinal data with exponential correlation covariance structure, intend to introduce Huber's function in the log likelihood function and get robust estimation (M-estimation) by Fisher scoring method. Score test statistics for homogeneity of variance and correlation coefficient based on M-estimation are then studied. A simulation study is carried to assess the performance of test statistics and the method we proposed in the paper is illustrated by an actual data example.     

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In this paper, we propose a regime-switching Ornstein-Uhlenbeck (O-U) stochastic mortality model with jumps, in whichthe economic and environment conditions are described by a homogenous, finite-state Markov chain. Using the idea of change of measure, we derive an exponential affine form of the fourier transform of a dampened option-type longevity derivative price.     

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??We consider a Markov switching exponential Levy model in which the
underlying economy switches between a finite number of states. The switching is modeled by a
hidden Markov chain. We explore the link between options prices in Markov switching exponential
Levy models and the related partial integro-differential equations in the case of European
options.     

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??This article provides the readers with an introduction to thespectral theory of ergodic one dimensional Schrodinger operators. The theoremsdeveloped by the author are mainly discussed and their proofs are given in detail.     

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??Auxiliary population information is often available in finite population inference problems, and the empirical likelihood (EL) approach has been demonstrated to be flexible and useful for such problems. The present paper concerns EL when interest centers on inference for the mean of the baseline distribution under two-sample density ratio models. Although dual EL is a convenient technical tool since it has the same maximum point and maximum likelihood as DRM-based EL, it can not combine such auxiliary information into the likelihood conveniently and may have loss of efficiency. By contrast, the classical EL approach of Qin and Lawless\ucite{21} does not have this problem and incorporate seamlessly auxiliary information. Based on the EL using auxiliary information and the dual EL methods, we construct both point and interval estimations and make a careful comparison. Though the point estimation efficiency gain obtained by the former is not noticeable, we find that they may have different performances in interval estimation. In terms of coverage accuracy, the two intervals are comparable for not or moderate skewed populations, and the EL interval using auxiliary information can be much superior for severely skewed populations.     

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Solar cell is the basic component of satellite photovoltaic panels with complicated redundant system structure. Its reliability plays an important role in the system, and its performance shows a degradation trend over time. In this paper, study is conducted for the solar cell degradation modeling and reliability analysis basedon practical testing results. Specifically, we illustrate an accelerated test for the attenuation ratio character test under different accumulativeirradiation levels, focusing on the heteroscedasticity of the collected testing data. A heteroscedastic linear model is proposed, and the lifedistribution of the photovoltaic panel is obtained by using Fiducial method. A numerical example is shown for the purpose of illustration.     

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??In this paper, we introduce a class of stochastic age-dependent population equations with Poisson jumps. Existence and uniqueness of energy solutions for stochastic age-dependent population dynamic system are proved under local non-Lipschitz condition in Hilbert space.     

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This paper considers the asymptotics of randomly weighted sums and their maxima, where the increments {X_i,i\geq1\} is a sequence of independent, identically distributed and real-valued random variables and the weights {\theta_i,i\geq1\} form another sequence of non-negative and independent random variables, and the two sequences of random variables follow some dependence structures. When the common distribution F of the increments belongs to dominant variation class, we obtain some weakly asymptotic estimations for the tail probability of randomly weighted sums and their maxima. In particular, when the F belongs to consistent variation class, some asymptotic formulas is presented. Finally, these results are applied to the asymptotic estimation for the ruin probability.     

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Let p_M(t,x,y) be the minimal heat kernel of a d-dimenional compact Riemannian manifold M for any time t\in(0,1] and x,y\in M. Using the horizontal Brown bridge on M, we prove that, for any nonnegative integers n and m, there is a constant C depending on n,m and the manifold M, such that |\nabla^n_x\nabla^m_y\ln p_M(t,x,y)|\leq C[d(x,y)/t+1/\sqrt{t}\,]^{n+m}$, which generalizes the conclusion of the higher derivatives of the logarithmic heat kernel \ln p_M(t,x,y) about single variable in \ncite{1}.     

线性指数分布参数的经验Bayes检验问题

分别讨论了线性指数分布参数的经验Bayes(EB)单侧和双侧检验问题.利用概率密度函数的核估计分别构造了参数的经验Bayes检验函数,在适当的条件下证明了所提出的经验Bayes检验函数的渐近最优(a.o.)性并获得了它的收敛速度.最后,给出一个有关主要结果的例子.     

基于纵向数据下连续型单参数指数族参数的经验贝叶斯检验(英文)

本文讨论了在纵向数据下,运用非参数估计方法构造了连续型单参数指数族参数的经验贝叶斯检验函数,证明了所提出的经验贝叶斯检验函数的渐近最优性,并获得了它的收敛速度.     

Kumaraswamy分布的经验Bayes检验

主要对Kumaraswamy分布分别在绝对值损失和加权平方损失下利用核估计构造了参数相应的经验Bayes(EB)单侧检验函数,在适当的条件下证明了所提出的EB检验函数是渐近最优的,并获得了EB检验函数的收敛速度.     

负相伴样本情形线性指数分布参数的经验Bayes双侧检验问题

本文讨论了负相伴样本情形线性指数分布参数的经验Bayer(EB)双侧检验问题,利用概率密度函数的核估计构造了参数的经验Bayes检验函数,在适当的条件下证明了所提出的经验Bayes检验函数的渐近最优(a.o)性并获得了它的收敛速度,最后,给出一个有关本文主要结果的例子。     

负相伴样本情形线性指数分布参数的经验Bayes检验问题

讨论了负相伴样本情形线性指数分布参数的经验Bayes(EB)单侧检验问题.利用概率密度函数的核估计构造了参数的经验Bayes单侧检验函数,在适当的条件下证明了所提出的经验Bayes检验函数的渐近最优(a.o.)性并获得了其收敛速度.最后给出一个有关主要结果的例子.     

两两NQD序列下Lomax分布参数的经验Bayes检验

讨论了Lomax分布参数的经验Bayes的单边和双边检验问题.对于两两NQD样本序列,利用核函数估计方法给出了检验函数.证明了检验函数是渐近最优的,并在适当的条件下得到了其收敛速度.     

Empirical Bayes Test for the Parameter of Rayleigh Distribution with Error of Measurement

For the data with error of measurement in historical samples, the empirical Bayes test rule for the parameter of Rayleigh distribution is constructed, and the asymptotically optimal property is obtained. It is shown that the convergence rate of the proposed EB test rule can be arbitrarily close to O（n-1/2） under suitable conditions.     

正态分布参数的渐近最优与可容许的经验Bayes估计

Under square loss,this paper constructs the empirical Bayes(EB) estimation for the parameter of normal distribution which has both asymptotic optimality and admissibility. Moreover,the convergence rate of the EB estimation obtained is proved to be O(n~(-1)).     

舍入数据下Lomax分布形状参数的经验Bayes检验问题

本文研究了舍入数据下Lomax分布形状参数的经验Bayes (EB)单侧检验问题.利用密度函数的递归核估计构造了参数的EB检验函数,并在适当的条件下证明了所提出的EB检验函数的渐近最优性,获得了它的收敛速度.最后,给出一个有关本文主要结果的例子.     

截断型分布族参数经验Bayes检验的收敛速度

§ 1.　Introduction　　SupposethatrandomvariableXhaspdf(forLebesguemeasure)f(x｜θ) =u(x)m(θ)I(θ ,b) (x) ,(1 )whereθ>a≥ 0 ,θisthetruncationparameterofourinterestandb≤+∞ ,u(x)ispositiveLebesgueintegrablefunctionon (θ,b) ,m(θ) =[∫bθ(u(x)dx] - 1 .ThehypothesistobetestedisH0 ;θ≤θ0 H1 :θ >θ0 , (2 )whereθ0 isaknownconstant.LetlossfunctionisL(θ ,a0 ) =b0 max(θ -θ0 ,0 )foracceptingH0 andL(θ,a1 ) =b0 max(θ0 -θ,0 )foracceptingH1 ,whereb0 isapositiverealnumber,D ={a0 ,a1 }isth…