A risk model driven by Lévy processes

We present a general risk model where the aggregate claims, as well as the premium function, evolve by jumps. This is achieved by incorporating a Lévy process into the model. This seeks to account for the discrete nature of claims and asset prices. We give several explicit examples of Lévy processes that can be used to drive a risk model. This allows us to incorporate aggregate claims and premium fluctuations in the same process. We discuss important features of such processes and their relevance to risk modeling. We also extend classical results on ruin probabilities to this model. Copyright © 2003 John Wiley & Sons, Ltd.     

Some time change representations of stable integrals, via predictable transformations of local martingales

From the predictable reduction of a marked point process to Poisson, we derive a similar reduction theorem for purely discontinuous martingales to processes with independent increments. Both results are then used to examine the existence of stochastic integrals with respect to stable Lévy processes, and to prove a variety of time change representations for such integrals. The Knight phenomenon, where possibly dependent but orthogonal processes become independent after individual time changes, emerges as a general principle.     

二维变系数扩散方程交替分组显格式的稳定性分析

1.引言 由于高性能并行计算机的出现和并行计算的推动,十多年来,抛物型方程有限差分并行算法设计与分析一直受到关注. D.J.Evalns和A.R.B.Abdullah(1983,[1,2]利用Saul’yev非对称格式对常系数抛物方程设计了AGE(交替分组显格式)算法,并用矩阵分析的方法证明了该算法的无条件稳定性.该算法有明显的并行性,倍受推崇,且计算的实践([8],[9])表明它对变系数的抛物方程也是可行的,但稳定性的分析成为一个难点.张宝琳([3])在一维情     

关于群体决策的偏比映射

本文引进群体决策的决策个体和决策群体关于供选方案对的偏比度,以及偏比泛函概念.由此,定义了群体在供选方案集上的偏比映射,构造了相应的偏比公理系,并且建立了关于群体决策的偏比度分析的基本理论.最后,给出一个利用偏比映射进行群体排序的方法.特别是,文中表明,满足本文所提出的所有偏比公理的偏比映射是存在的.     

全纯扩充的BHW定理的推广

本文得到关于全纯扩充的BHW定理的一个全新的证明,同时也对BHW定 理做出了更一般的推广,并且给出了推广后的BHW定理的两种不同的证明方法.     

An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator

A good robust functional should, if possible, be efficient at the model, smooth, and have a high breakdown point. M-estimators can be made efficient and Fréchet differentiable by choosing appropriate ψ-functions but they have a breakdown point of at most 1/(p + 1) in p dimensions. On the other hand, the local smoothness of known high breakdown functionals has not been investigated. It is known that Rousseeuw's minimum volume ellipsoid estimator is not differentiable and that S-estimators based on smooth functions force a trade-off between efficiency and breakdown point. However, by using a two-step M-estimator based on the minimum volume ellipsoid we show that it is possible to obtain a highly efficient, Fréchet differentiable estimator whilst still retaining the breakdown point. This result is extended to smooth S-estimators.     

Poincaré duality in P.A. Smith theory

Let , or more generally be a finite -group, where is an odd prime. If acts on a space whose cohomology ring fulfills Poincaré duality (with appropriate coefficients ), we prove a mod congruence between the total Betti number of and a number which depends only on the -module structure of . This improves the well known mod congruences that hold for actions on general spaces.

     

有限循环群的Fuzzy子群的等价类数

有限循环群G的F子群可以有无数个．但是．若当两个F子群的水平集构成的集合相等就称其等价的话，那么其等价类数是有限的。通过研究群的合成群列、商群列以及数的因数列和极大因数列找出了有限循环群的极大F子群和F子群的等价类数的求解公式．并给出二者之间的关系式．     

K9和石英玻璃基片上Au膜真空紫外反射特性研究

采用离子束溅射法,分别在经过不同前期清洗方法处理过的K9及石英玻璃光学基片上,选择不同的镀膜参量,镀制了多种厚度的Au膜。对镀制的Au膜在真空紫外波段较宽波长范围内的反射率进行了连续测量。测试结果表明:辅助离子源的使用方式、Au膜厚度对反射镜的反射率有重大影响。基片材料、镀前基片表面清洗工艺等对反射率也有一定影响。采用镀前离子轰击,可显著提高Au膜反射率及膜与基底的粘合力;获得最高反射率时的最佳膜厚与基片材料、镀膜工艺密切相关。对经过离子清洗的石英基片,膜厚在30 nm左右反射率最高;比较而言,石英基片可获得更高的反射率;辅助离子源的使用还显著影响获得最高反射率时对应的最佳膜厚值,且对K9基片的影响更显著。     

Multi-conjugate solar adaptive optics at the Vacuum Tower Telescope on Tenerife

We present a breadboard multi-conjugate adaptive optics (MCAO) system for high angular resolution solar observations which we operate at the Vacuum Tower Telescope. We have developed methods to estimate quantitatively the performance of solar adaptive optics from science data. Several sets of short exposure images of the solar photosphere were analyzed to assess the performance of the MCAO. We demonstrate that a 30 arcsec field of view is substantially improved when the MCAO system is turned on. This compares favourably with an improvement of a 10 arcsec field with conventional solar adaptive optics. We also show how irradiance fluctuations in the MCAO compensated focus can be suppressed. To cite this article: O. von der Lühe et al., C. R. Physique 6 (2005).