保费和索赔到达率与余额相依的最优有界分红率问题

研究保费和索赔到达率与余额相依的最优有界分红问题,目标是最大化破产前的累积期望折现分红.首先,给出一个策略是平稳马氏策略的充分必要条件,运用测度值生成元的理论得到测度值动态规划方程(DPE),并且给出了验证定理的证明.最后,讨论了测度值DPE和相应拟变分不等式(QVI)之间的关系,并且证明了最优分红策略为具有波段结构的...     

On Symmetric Cayley Graphs of Valency Eleven

A Cayley graph Γ=Cay(G,S)is said to be normal if G is normal in Aut Γ.In this paper,we investigate the normality problem of the connected 11-valent symmetric Cayley graphs Γ of finite nonabelian simple groups G,where the vertex stabilizer Av is soluble for A=Aut Γ and v ∈ VΓ.We prove that either Γ is normal or G=A5,A10,A54,A274,A549 or A1099.Further,11-valent symmetric nonnormal Cayley graphs of A5,A54 and A274 are constructed.This provides some more examples of nonnormal 11-valent symmetric Cayley graphs of finite nonabelian simple groups after the first graph of this kind(of valency 11)was constructed by Fang,Ma and Wang in 2011.     

苯分子及其衍生物气相反应机理的理论研究

采用B3LYP和CCSD(T)方法对泰坦大气中苯分子以及最终产物的各种生成机理和最有效反应通道进行了详细分析。采用B3LYP、MP4、AM1方法对苯的溴代反应过程中的相关能量进行比较研究,并对反应中电子转移的过程进行了讨论。     

Generalizations of Lifting Modules

The notion of -supplemented modules is a proper generalization of lifting modules. As a proper generalization of -supplemented modules, we introduce (D ₁₂)-modules and obtain some properties, characterizations and decompositions of -supplemented modules and (D ₁₂)-modules.     

On generalized hamiltonian systems

1. PreliminaryIt is well known that{1] a 8ymPlectic form is invariant along the trajectory of a Hamilto-nian system. Based on this fundamental property, certain techniques have been developed.The purpose of this paper is to extend such an approach to a wider class of dynamic systeIns,namely, genera1ized Hamiltonian systems. Our purpose is to investigate a class of dynaInicsystems, which possess a certain "geometric structure".Deflnition 1.1[1'2]. Let M be a tIlallifo1d. w E fl'(M) is call…     

Banach空间中随机微分包含的弱解存在性定理

本文对Banach空间中的微分包含及随机微分包含引入了弱解的概念,并给出了它们的存在性定理。     

不变子空间问题的一个等价条件

本文得到了自反Banach空间X上有界线性算子全体所成的Banach代数的子代数的不变子空间问题的一个新的等价条件。     

首次穿过边界概率及其在金融中的应用

本文把数学和管理科学有机结合,为数学应用提出问题,得出新结果,推广了J.Michel Harrison(1985)[1]第43页的命题27,并给出了在金融中的应用.     

触销式双障碍买权价值过程鞅性

主要证明了在不存在交易成本的完全市场条件下连续时间欧式触销式双障碍买权贴现到0时刻的价值过程为鞅,并且给出了对应单障碍买权价值过程的鞅性质.同时还讨论了执行价格为随机的触销式双障碍买权的鞅性质,给出了任意时刻 t(0≤ t≤T)其内在价值的表达式.