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111.
Moments of claims in a Markovian environment 总被引:1,自引:1,他引:0
This paper considers discounted aggregate claims when the claim rates and sizes fluctuate according to the state of the risk business. We provide a system of differential equations for the Laplace–Stieltjes transform of the distribution of discounted aggregate claims under this assumption. Using the differential equations, we present the first two moments of discounted aggregate claims in a Markovian environment. We also derive simple expressions for the moments of discounted aggregate claims when the Markovian environment has two states. Numerical examples are illustrated when the claim sizes are specified. 相似文献
112.
I. S. Kim N. L. Krussanova I. V. Alekseeva R. N. Smartt 《Radiophysics and Quantum Electronics》1998,41(2):94-98
A new approach to investigating the statistical relationship between certain solar features and recurrent wind streams is
presented. This approach is based, on a comparative analysis of the distributions of lifetimes of a set of solar features,
recurrent geomagnetic disturbances, and geomagnetic “calms.” Correlation coefficients of 0.81, 0.85, 0.79, and 0.77 are found
for the distributions of several solar features—filaments, large-scale magnetic fields, coronal features, and coronal holes,
respectively—and recurrent geomagnetic disturbances. A correlation factor of 0.97 between the distributions of geomagnetic
“calms” and active regions is found. The combined evidence indicates that no specific type of solar feature is responsible
for the recurrent stream activity. Rather, the configuration of the large-scale magnetic field of the Sun appears to control
the permanently existing corpuscular activity. Since prominences trace polarity division lines of the large-scale magnetic
field structure of the Sun, they have been checked as a possible general predictor of recurrent corpuscular activity; their
parameters could present the most reliable indices that relate closely with trends in geomagnetic disturbances. A comparative
analysis of cyclic variations of sunspot numbers, the total number of prominences, the relative number of low-height (<-20″)
prominences, and recurrent geomagnetic storms is made for solar cycle N16. The relative number of low-height prominences is
found to correlate broadly (0.83) with recurrent wind streams.
P. K. Shternberg State Astronomical Institute, Moscow, Russia; National Solar Observatory, Sacramento Peak, U.S. Published
in Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 41, No. 2, pp. 145–151, February, 1998. 相似文献
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