Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims

In this paper we consider a risk model with two independent classes of insurance risks. We assume that the two independent claim counting processes are, respectively, the Poisson and the generalized Erlang(2) process. We prove that the Gerber-Shiu function satisfies some defective renewal equations. Exact representations for the solutions of these equations are derived through an associated compound geometric distribution and an analytic expression for this quantity is given when the claim severities have rationally distributed Laplace transforms. Further, the same risk model is considered in the presence of a constant dividend barrier. A system of integro-differential equations with certain boundary conditions for the Gerber-Shiu function is derived and solved. Using systems of integro-differential equations for the moment-generating function as well as for the arbitrary moments of the discounted sum of the dividend payments until ruin, a matrix version of the dividends-penalty is derived. An extension to a risk model when the two independent claim counting processes are Poisson and generalized Erlang(ν), respectively, is considered, generalizing the aforementioned results.     

On comparing optimum Alternating Direction Preconditioning and Extrapolated Alternating Direction Implicit schemes

The purpose of this paper is to show the equivalence of Alternating Direction Preconditioning and Extrapolated Alternating Direction Implicit methods in the case of two-level one-parameter optimized schemes as far as convergence rates are concerned, and also to give optimum parameters for the numerical solution of the self-adjoint second-order elliptic partial differential equation and the biharmonic equation.     

Equilibrium customer strategies in a single server Markovian queue with setup times

We consider a single server Markovian queue with setup times. Whenever this system becomes empty, the server is turned off. Whenever a customer arrives to an empty system, the server begins an exponential setup time to start service again. We assume that arriving customers decide whether to enter the system or balk based on a natural reward-cost structure, which incorporates their desire for service as well as their unwillingness to wait. We examine customer behavior under various levels of information regarding the system state. Specifically, before making the decision, a customer may or may not know the state of the server and/or the number of present customers. We derive equilibrium strategies for the customers under the various levels of information and analyze the stationary behavior of the system under these strategies. We also illustrate further effects of the information level on the equilibrium behavior via numerical experiments.      

The solution of the linear complementarity problem by the matrix analogue of the accelerated overrelaxation iterative method

The Linear Complementarity Problem (LCP), with an H₊?matrix coefficient, is solved by using the new “(Projected) Matrix Analogue of the AOR (MAAOR)” iterative method; this new method constitutes an extension of the “Generalized AOR (GAOR)” iterative method. In this work two sets of convergence intervals of the parameters involved are determined by the theories of “Perron-Frobenius” and of “Regular Splittings”. It is shown that the intervals in question are better than any similar convergence intervals found so far by similar iterative methods. A deeper analysis reveals that the “best” values of the parameters involved are those of the (projected) scalar Gauss-Seidel iterative method. A theoretical comparison of the “best” (projected) Gauss-Seidel and the “best” modulus-based splitting Gauss-Seidel method is in favor of the former method. A number of numerical examples support most of our theoretical findings.     

On the average volume of sections of convex bodies

The average section functional as(K) of a star body in Rn is the average volume of its central hyperplane sections: \(as\left( k \right) = \int_{{S^{n - 1}}} {\left| {K \cap {\xi ^ \bot }} \right|} d\sigma \left( \xi \right)\). We study the question whether there exists an absolute constantC > 0 such that for every n, for every centered convex body K in R ⁿ and for every 1 ≤ k ≤ n ? 2,

$$as\left( K \right) \leqslant {C^k}{\left| K \right|^{\frac{k}{n}}}\mathop {\max }\limits_{|E \in G{r_{n - k}}} {\kern 1pt} as\left( {K \cap E} \right)$$

. We observe that the case k = 1 is equivalent to the hyperplane conjecture. We show that this inequality holds true in full generality if one replaces C by CL _K orCd_ovr(K, BP _k ⁿ ), where L _K is the isotropic constant of K and dovr(K, BP _k ⁿ ) is the outer volume ratio distance of K to the class BP _k ⁿ of generalized k-intersection bodies. We also compare as(K) to the average of as(K ∩ E) over all k-codimensional sections of K. We examine separately the dependence of the constants on the dimension when K is in some classical position. Moreover, we study the natural lower dimensional analogue of the average section functional.

     

Synthesis and characterization of novel "3 + 2" oxorhenium complexes, ReO[SNO][NN

The present paper deals with the synthesis and structural characterization of novel neutral oxorhenium(V) complexes of the general formula ReO[SNO][NN]. The simultaneous action of the tridentate SNO ligand, N-(2-mercaptoacetyl)glycine (1), and the bidentate NN ligand, N-phenylpyridine-2-aldimine (2), on ReOCl3(PPh3)2 leads to the formation of two isomers 4a and 4b of the general formula ReO[SNO][NN], as a result of the different orientations of the NN ligand. In both cases, the SNO donor atoms of the tridentate ligand occupy the three positions in the equatorial plane of the distorted octahedron, whereas the oxo group is always directed toward one of the apical positions. In the first isomer, 4a, the imino nitrogen of the NN ligand occupies the fourth equatorial position and the pyridine type nitrogen is directed trans to the oxo group, while in the second isomer, 4b, the imino nitrogen of the NN ligand occupies the apical position trans to the oxo group and the pyridine type nitrogen completes the equatorial plane of the distorted octahedron. The [SNO][NN] mixed-ligand system was applied in the synthesis of the oxorhenium complex 5 in which the 1-(2-methoxyphenyl)piperazine moiety, a fragment of the true 5-HT1A antagonist WAY 100635, has been incorporated in the NN bidentate ligand (NN is N-{3-[4-(2-methoxyphenyl)piperazin-1-yl]propyl}pyridine-2-aldimine). In this case, high-performance liquid chromatography and NMR showed the existence of one isomer, 5, in which the pyridine nitrogen is trans to the oxo core, as demonstrated by crystal structure analysis.     

An ab initio study of the E 3Πg state of the iodine molecule

The E (3)Π(g) state of the iodine molecule is studied by ab initio multireference methods coupled with effective core potentials and large basis sets. Two potential minima are found, a global featuring an ion-pair character, and a local presenting a purely Rydberg nature. Four avoided crossings along the dissociation coordinate attribute an interesting topology to its potential energy curve, and their effect on the vibrational levels of I(2) is discussed.     

Grothendieck groups arising from contravariantly finite subcategories

The subject of the paper is the study of the relative homological properties of a given additive category C in relation to a given contravariantly finite subcategory X in C under the assumption that any X-epic has a kernel in C. We introduce the notion of the Grothendieck group relative to the pair (C, X) and also that of the Cartan map cx relative to (C, X) and we show that the cokernel of cx is isomorphic to the corresponding Grothendieck group of the stable category C/Jx We also show that if the right x-dimension of C is finite, then cx is an isomorphism. In case C is a finite dimensional k-additive Krull-Schmidt category, we introduce the notion of the x-dimension vector of an object of C. We give criteria for when an indecomposable object is determined, up to isomorphism, by its x-dimension vector.