共查询到20条相似文献,搜索用时 15 毫秒
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该文讨论了索赔时间间隔与索赔量相关且带干扰的风险模型. 借助拉普拉斯变换研究了此模型的破产时刻、破产前瞬间盈余及破产时赤字三者的联合分布,得到了此联合分布拉普拉斯变换的一个分析表达式并讨论了当初始盈余值趋于无穷大时,此联合分布的渐近表达式. 相似文献
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WANG Silei Department of Mathematics Zhejiang University Hangzhou China 《中国科学A辑(英文版)》2005,48(4):448-455
An all-round answer is given to the following question: "Find a necessary and sufficient size condition for an integrable compactly supported function on Rn with mean value zero to be in the Hardy space H1." Stefanov answers it only for n = 1. Equivalent answer is also given for n = 1. 相似文献
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??In this paper, we consider a perturbed compound Poisson risk model with dependence, where the dependence structure for the claim size and the inter-claim time is modeled by a generalized Farlie-Gumbel-Morgenstern copula. The integro equations, the Laplace transforms and the defective renewal equations for the Gerber-Shiu functions are obtained. For exponential claims, some explicit expressions are obtained, and some numerical examples for the ruin probabilities are also provided. 相似文献
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In this paper, we consider a perturbed compound Poisson risk model with dependence, where the dependence structure for the claim size and the inter-claim time is modeled by a generalized Farlie-Gumbel-Morgenstern copula. The integro equations, the Laplace transforms and the defective renewal equations for the Gerber-Shiu functions are obtained. For exponential claims, some explicit expressions are obtained, and some numerical examples for the ruin probabilities are also provided. 相似文献
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The TT-transform of a signal is defined to be the time–time representation of the Stockwell transform that gives the time–frequency information of the signal. Two integral representations of the TT -transform are given. 相似文献
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Martin Bohner Gusein Sh. Guseinov 《Journal of Mathematical Analysis and Applications》2010,365(1):75-22
Starting with a general definition of the Laplace transform on arbitrary time scales, we specify the particular concepts of the h-Laplace and q-Laplace transforms. The convolution and inversion problems for these transforms are considered in some detail. 相似文献
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一类索赔相依二元风险模型的破产概率问题研究 总被引:1,自引:0,他引:1
考虑一种相依索赔风险模型,模型中假设每次主索赔可随机产生一延迟的副索赔,采用Laplacc变换方法,给出了索赔额服从轻尾分布时的最终破产概率,并研究了重尾分布时最终破产概率的渐进式. 相似文献
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In this paper, we propose a nonparametric estimator for the ruin probability in a spectrally negative Lévy risk model based on low-frequency observation. The estimator is constructed via the Fourier transform of the ruin probability. The convergence rates of the estimator are studied for large sample size. Some simulation results are also given to show the performance of the proposed method when the sample size is finite. 相似文献
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LiWei Hai-liangYang 《应用数学学报(英文版)》2004,20(3):495-506
In this paper we first consider a risk process in which claim inter-arrival times and the time untilthe first claim have an Erlang (2) distribution.An explicit solution is derived for the probability of ultimateruin,given an initial reserve of u when the claim size follows a Pareto distribution.Follow Ramsay,Laplacetransforms and exponential integrals are used to derive the solution,which involves a single integral of realvalued functions along the positive real line,and the integrand is not of an oscillating kind.Then we showthat the ultimate ruin probability can be expressed as the sum of expected values of functions of two differentGamma random variables.Finally,the results are extended to the Erlang(n) case.Numerical examples aregiven to illustrate the main results. 相似文献
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A new linogram algorithm for computerized tomography 总被引:1,自引:0,他引:1
We propose a new linogram algorithm for the high quality Fourierreconstruction of digital N x N images from their Radon transform.The algorithm is based on univariate fast Fourier transformsfor nonequispaced data in the time domain and in the frequencydomain. The algorithm requires only O(N2 logN) arithmetic operationsand preserves the good reconstruction quality of the filteredbackprojection. 相似文献
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We obtain new inequalities for the Fourier transform, both on Euclidean space, and on non-compact, rank one symmetric spaces. In both cases these are expressed as a gauge on the size of the transform in terms of a suitable integral modulus of continuity of the function. In all settings, the results present a natural corollary: a quantitative form of the Riemann-Lebesgue lemma. A prototype is given in one-dimensional Fourier analysis. 相似文献
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本文主要介绍轮廓波变换的基本原理,对轮廓波多方向性实现的关键技术——多维多采样率系统进行了阐述并详细说明了方向滤波器的构造过程,最后总结出了构造方向滤波器组常用的两种方法——McClellan变换法和多相位表示法,并给出了9×9参数化扇形滤波器组的构造实例. 相似文献
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本文先建立了一个具有TTT序关系的两个非负随机变量之间距离的概率度量,然后构造了一个非参数检验方法以判断严格的TTT序关系,利用L-统计理论获得了检验统计量的渐近分布,数值模拟的结果也表明该方法的性能是令人满意的. 相似文献
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In this paper, we first address the uniqueness of phaseless inverse discrete Hilbert transform (phaseless IDHT for short) from the magnitude of discrete Hilbert transform (DHT for short). The measurement vectors of phaseless IDHT do not satisfy the complement property, a traditional requirement for ensuring the uniqueness of phase retrieval. Consequently, the uniqueness problem of phaseless IDHT is essentially different from that of the traditional phase retrieval. For the phaseless IDHT related to compactly supported functions, conditions are given in our first main theorem to ensure the uniqueness. A condition on the step size of DHT is crucial for the insurance. The second main theorem concerns the uniqueness related to noncompactly supported functions. It is not the trivial generalization of the first main theorem. Our third main result is on the determination of signals in shift‐invariant spaces by phaseless IDHT. Note that the measurements used for the determination are the DHT magnitudes. They are the approximations to the Hilbert transform magnitudes. Recall that for the existing methods of phaseless sampling (a special phase‐retrieval problem), to determine a signal depends on the exact measurements but not the approximative ones. Therefore, our determination method is essentially different from the traditional phaseless sampling. Numerical simulations are conducted to examine the efficiency of phaseless IDHT and its application in determining signals in spline Hilbert shift‐invariant space. 相似文献
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Bonnet-Bendhia Anne-Sophie Ramdani Karim 《Advances in Computational Mathematics》2002,16(2-3):113-138
An original approach to solve 2D time harmonic diffraction problems involving locally perturbed gratings is proposed. The propagation medium is composed of a periodically stratified half-space and a homogeneous half-space containing a bounded obstacle. Using Fourier and Floquet transforms and integral representations, the diffraction problem is formulated as a coupled problem of Fredholm type with two unknowns: the trace of the diffracted field on the interface separating the two half-spaces on one hand, and the restriction of the diffracted field to a bounded domain surrounding the obstacle, on the other hand. 相似文献