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排序方式: 共有497条查询结果,搜索用时 265 毫秒
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This paper presents an analysis of a portfolio model which can be used to assist a property-liability insurance company in determining the optimal composition of the insurance and investment portfolios. By introducing insurer's threshold risk and relaxing some non-realistic assumptions made in traditional chance constraint insurance and investment portfolio models, we propose a method for an insurer to maximize his return threshold for a given threshold risk level. This proposed model can be used to optimize the composition of underwriting and investment portfolios regarding the insurer's threshold risk level, as well as to generate the efficient frontier by adjusting insurer's threshold risk levels. A numerical example is given based on the industry's aggregated data for a sixteen year period. 相似文献
4.
In this paper we consider the (t, n)-threshold visual secret sharing scheme (VSSS) in which black pixels in a secret black-white images is reproduced perfectly
as black pixels when we stack arbitrary t shares. This paper provides a new characterization of the (t, n)-threshold visual secret sharing scheme with such a property (hereafter, we call such a VSSS the (t, n)-PBVSSS for short). We use an algebraic method to characterize basis matrices of the (t, n)-PBVSSS in a certain class of matrices. We show that the set of all homogeneous polynomials each element of which yields
basis matrices of the (t, n)-PBVSSS becomes a set of lattice points in an (n−t+1)-dimensional linear space. In addition, we prove that the optimal basis matrices in the sense of maximizing the relative
difference among all the basis matrices in the class coincides with the basis matrices given by Blundo, Bonis and De Santis
[3] for all n≥ t ≥ 2. 相似文献
5.
Hisashi Mikami 《国际流体数值方法杂志》1987,7(6):603-619
The piecewise linear method (PLM) based on time operator splitting is used to solve the unsteady compressible Euler equations describing the two-dimensional flow around and through a straight wall inlet placed stationary in a rapidly rotating supersonic flow. The PLM scheme is formulated as a Lagrangian step followed by an Eulerian remap. The inhomogeneous terms in the Euler equations written in cylindrical coordinates are first removed by Sod's method and the resulting set of equations is further reduced to two sets of one-dimensional Lagrangian equations, using time operator splitting. The numerically generated flow fields are presented for different values of the back pressure imposed at the downstream exit of the inlet nozzle. An oblique shock wave is formed in front of the almost whole portion of the inlet entrance, the incoming streamlines being deflected towards the higher pressure side after passing through the oblique shock wave and then bending down to the lower pressure side. A reverse flow appears inside the inlet nozzle owing to the recovery pressure of the incoming streams being lower than the back pressure of the inlet nozzle. 相似文献
6.
Alexandru V. Asimit 《Insurance: Mathematics and Economics》2007,41(1):53-61
This paper exploits a stochastic representation of bivariate elliptical distributions in order to obtain asymptotic results which are determined by the tail behavior of the generator. Under certain specified assumptions, we present the limiting distribution of componentwise maxima, the limiting upper copula, and a bivariate version of the classical peaks over threshold result. 相似文献
7.
《Operations Research Letters》2022,50(3):287-294
This study aims to determine the transient behavior of the blended queue. Priority customers arrive over time and benefit from a threshold reservation policy, while non-priority ones can be contacted at any time. We show how to compute the Laplace transforms of the transient probabilities. Using the uniformization technique, we prove some monotonicty properties of the expected number of customers in the queue, explaining why the optimal transient reservation threshold should be lower than the stationary one. 相似文献
8.
《Discrete Mathematics》2022,345(3):112721
This paper studies thresholds in random generalized Johnson graphs for containing large cycles, i.e. cycles of variable length growing with the size of the graph. Thresholds are obtained for different growth rates. 相似文献
9.
W. Weissensteiner 《Monatshefte für Chemie / Chemical Monthly》1992,123(12):1135-1147
Summary Ground state structures and conformational interconversion mechanisms of 25 diaryl compoundsAr
2
Z (Z=CH2, CHR, CH(OH), P-CH3) were analyzed. For tetra(ortho-alkyl)substituted diaryls the cogwheeling mechanism was found as the threshold mechanism. A shift from the cogwheeling mechanism to interconversions via 2-ring flips is found in di(ortho-alkyl)substituted compounds. The ground state structures and interconversion mechanisms of diarylmethylphosphines are very similar to those of the related 1,1-diarylethanes. The interconversion barrier for correlated conrotation of the aryl rings in di(tert-butylphenyl)methanol (20) was measured by low temperature NMR and is in excellent agreement with the calculated value for the 2-ring flipT2 (G (exp.)=48 kJ mol–1; G (calc.)=54 kJ mol–1).
Korrelierte Rotation von Arylringen in Diarylmethyl-, Diarylphosphin- und verwandten Fragmenten. Eine Untersuchung mit Hilfe der empirischen Kraftfeldmethode
Zusammenfassung Die Grundzustandskonformationen und die konformativen Interkonversions-mechanismen von 25 DiarylverbindungenAr 2 Z (Z=CH2, CHR, CH(OH), P-CH3) wurden analysiert. Für tetra(ortho-alkyl)substituierte Diaryle wurde der cogwheeling-Mechanismus als der Interkonversionsmechanismus niedrigster Energie ermittelt. In di(ortho-alkyl)substituierten Verbindungen werden nicht der cogwheeling-Mechanismus sondern 2-ring flips als Interkonversionsmechanismen gefunden. Die Grundzustände und Interkonversionsmechanismen für Diarylmethylphosphine sind sehr ähnlich jenen der verwandten 1,1-Diarylethane. Die Interkonversionsbarriere für die korrelierte Bewegung der Arylringe von Di(tert-butylphenyl)methanol (20) wurde mittels Tieftemperatur-NMR-Spektroskopie ermittelt und ist in sehr guter Übereinstimmung mit dem berechneten Wert für den 2-Ring flipT2 (G (exp.)=48 kJ mol–1; G (calc.)=54 kJ mol–1).相似文献
10.