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991.
《Annals of Pure and Applied Logic》2020,171(6):102790
Baltag, Moss, and Solecki proposed an expansion of classical modal logic, called logic of epistemic actions and knowledge (EAK), in which one can reason about knowledge and change of knowledge. Kurz and Palmigiano showed how duality theory provides a flexible framework for modeling such epistemic changes, allowing one to develop dynamic epistemic logics on a weaker propositional basis than classical logic (for example an intuitionistic basis). In this paper we show how the techniques of Kurz and Palmigiano can be further extended to define and axiomatize a bilattice logic of epistemic actions and knowledge (BEAK). Our propositional basis is a modal expansion of the well-known four-valued logic of Belnap and Dunn, which is a system designed for handling inconsistent as well as potentially conflicting information. These features, we believe, make our framework particularly promising from a computer science perspective. 相似文献
992.
We consider a class of distribution-free regression models only defined in terms of moments, which can be used to model separate reported but not settled reserves, and incurred but not reported reserves. These regression models can be estimated using standard least squares and method of moments techniques, similar to those used in the distribution-free chain-ladder model. Further, these regression models are closely related to double chain-ladder type models, and the suggested estimation techniques could serve as alternative estimation procedures for these models. Due to the simple structure of the models it is possible to obtain Mack-type mean squared error of prediction estimators. Moreover, the analysed regression models can be used on different levels of detailed data, and by using the least squares estimation techniques it is possible to show that the precision in the reserve predictor is improved by using more detailed data. These regression models can be seen as a sequence of linear models, and are therefore also easy to bootstrap non-parametrically. 相似文献
993.
For an insurance company, effective risk management requires an appropriate measurement of the risk associated with an insurance portfolio. The objective of the present paper is to study properties of ruin-based risk measures defined within discrete-time risk models under a different perspective at the frontier of the theory of risk measures and ruin theory. Ruin theory is a convenient framework to assess the riskiness of an insurance business. We present and examine desirable properties of ruin-based risk measures. Applications within the classical discrete-time risk model and extensions allowing temporal dependence are investigated. The impact of the temporal dependence on ruin-based risk measures within those different risk models is also studied. We discuss capital allocation based on Euler’s principle for homogeneous and subadditive ruin-based risk measures. 相似文献
994.
995.
Modeling Influence of Raltegravir Intensification
on Viral Dynamics: Stability and Hopf Bifurcation 下载免费PDF全文
In this paper, we propose an ordinary differential equation model
with logistic target cell growth to describe influence of raltegravir intensifi-
cation on viral dynamics. The basic reproduction number R 0 is established.
The infection-free equilibrium E 0 is globally attractive if R 0 < 1, while virus
is uniformly persistent if R 0 > 0. In addition, we find that Hopf bifurcation
can occur at around the positive equilibrium within certain parameter ranges.
Numerical simulations are performed to illustrate theoretical results. 相似文献
996.
The paper addresses the problem of computing the elementary divisors of the tensor product of linear transformations using the analysis of the tensor products of polynomial models, as developed in Fuhrmann and Helmke [5]. We use this to study the elementary divisors of the Lyapunov and complementary Lyapunov maps. 相似文献
997.
Russell G. Almond 《International Journal of Approximate Reasoning》2010,51(2):167-178
For a number of situations, a Bayesian network can be split into a core network consisting of a set of latent variables describing the status of a system, and a set of fragments relating the status variables to observable evidence that could be collected about the system state. This situation arises frequently in educational testing, where the status variables represent the student proficiency and the evidence models (graph fragments linking competency variables to observable outcomes) relate to assessment tasks that can be used to assess that proficiency. The traditional approach to knowledge engineering in this situation would be to maintain a library of fragments, where the graphical structure is specified using a graphical editor and then the probabilities are entered using a separate spreadsheet for each node. If many evidence model fragments employ the same design pattern, a lot of repetitive data entry is required. As the parameter values that determine the strength of the evidence can be buried on interior screens of an interface, it can be difficult for a design team to get an impression of the total evidence provided by a collection of evidence models for the system variables, and to identify holes in the data collection scheme. A Q-matrix - an incidence matrix whose rows represent observable outcomes from assessment tasks and whose columns represent competency variables - provides the graphical structure of the evidence models. The Q-matrix can be augmented to provide details of relationship strengths and provide a high level overview of the kind of evidence available. The relationships among the status variables can be represented with an inverse covariance matrix; this is particularly useful in models from the social sciences as often the domain experts’ knowledge about the system states comes from factor analyses and similar procedures that naturally produce covariance matrixes. The representation of the model using matrixes means that the bulk of the specification work can be done using a desktop spreadsheet program and does not require specialized software, facilitating collaboration with external experts. The design idea is illustrated with some examples from prior assessment design projects. 相似文献
998.
本文在假设每次损失金额的变异系数相同,且它们服从伽玛分布或对数正态分布的条件下,讨论了加法模型和乘法模型的参数估计和拟合优度检验,并应用一组实际损失数据对上述模型进行了实证比较。结果表明,对于一组特定的损失数据,对数正态分布假设下的广义线性模型可能优于伽玛分布假设下的广义线性模型。 相似文献
999.
主要研究指数Lévy形式的跳-扩散模型下欧式期权的定价问题.首先,给出了模型在均值修正等价鞅测度下的风险中性特征函数;然后,基于特征函数给出了欧式期权的傅里叶COS定价方法,并对COS方法进行修正,得到了指数Lévy形式跳-扩散模型的期权定价公式;最后,通过数值实验和实证分析检验了COS定价方法有效性,结果表明COS方... 相似文献
1000.
A. Shebeko P. Papakonstantinou E. Mavrommatis 《The European Physical Journal A - Hadrons and Nuclei》2006,27(2):143-155
The one-body and two-body density matrices in coordinate space and their Fourier transforms in momentum space are studied
for a nucleus (a nonrelativistic, self-bound finite system). Unlike the usual procedure, suitable for infinite or externally
bound systems, they are determined as expectation values of appropriate intrinsic operators, dependent on the relative coordinates
and momenta (Jacobi variables) and acting on intrinsic wave functions of nuclear states. Thus, translational invariance (TI)
is respected. When handling such intrinsic quantities, we use an algebraic technique based upon the Cartesian representation,
in which the coordinate and momentum operators are linear combinations of the creation and annihilation operators
and
for oscillator quanta. Each of the relevant multiplicative operators can then be reduced to the form: one exponential of
the set {
} times another exponential of the set {
}. In the course of such a normal-ordering procedure we offer a fresh look at the appearance of “Tassie-Barker” factors, and
point out other model-independent results. The intrinsic wave function of the nucleus in its ground state is constructed from
a nontranslationally-invariant (nTI) one via existing projection techniques. As an illustration, the one-body and two-body
momentum distributions (MDs) for the 4He nucleus are calculated with the Slater determinant of the harmonic-oscillator model as the trial, nTI wave function. We
find that the TI introduces quite important effects in the MDs. 相似文献