相依利率下离散时间再保险模型的破产问题

本文研究了离散时间一般再保险模型的破产概率, 得出利率为一阶自回归情形下的破产概率满足的微积分方程, 利用递推方法给出破产概率的上界, 并将结果分别运用于比例再保险和超额损失再保险的情形, 最后运用图表对文中得出的结论进行了说明.     

EXPLICIT EXPRESSIONS FOR SOME DISTRIBUTIONS RELATED TO RUIN PROBLEMS

The classical risk process that is perturbed by diffusion is studied .The explicit expressions for the runi probability and the surplus distribution of the risk process at the time of runi are obtained when the claim amount distribution is a finite mixture of exponential distributions of a Gamma (2,α） distribution.     

弯道水流二维浅水模型的修正研究

借鉴有关弯道水流流速分布的研究成果,计入深度平均流速与真实流流速分布差值引起的扩散效应,在正交曲线坐标系下建立了平面二维浅水模型.采用以标准κ-ε模型为基础的曲率效应修正紊流模型模拟紊动应力项,在一定程度上考虑了流线弯曲水流紊动应力的各向异性.应用控制体积法和交错网格法离散方程,并用SIMPLEC算法求解离散方程;同时采用修正后的模型对90°弯道水流进行了数值模拟,并与原模型的计算结果及实测资料进行了比较,结果表明该模型能够有效地模拟流线弯曲水流的水力特性.     

三维调和问题的自然积分方程及其数值解

1．引言许多椭圆型偏微分方程边值问题可以通过不同途径归化为边界积分方程，由此发展出各种边界元方法．由我国学者冯康和余德浩首创并发展的自然边界元方法便是其中之一山．这一方法与经典边界元法相比有其独特的优点，它有着较高的数值稳定性，能与传统的有限元方法基于同一变分原理自然而直接地耦合［2］．近年来，无界区域问题倍受关注［2－71，其中，基于自然边界归化的耦合算法及区域分解算法是处理无界区域问题的一种有效手段．但是，迄今为止关于自然边界归化的研究仅仅局限于二维问题．而三维问题显然更需要发展相应方法且其结果…     

连续时间下局部光滑统计量的a.s.收敛速度和边界效应

本文在连续时间场合研究回归函数的非参数估计量之一———局部光滑统计量的性质 .不仅给出其a.s.收敛的一个速度 ,而且证明了该统计量不受边界效应影响的优良性质 ;同时指出了在连续时间的场合 ,估计量中窗宽的选择和样本的轨道性质都对该估计量的性质产生重要的影响     

THE SOLVABILITY FOR HEAT CONDUCTIVE PROBLEM WITH BOUNDARY PERTURBATION

In this paper, the heat conductive problem with boundary perturbations is considered. Using the solvability of the problem, two eigenfunctions corresponding to two eigenvalues for the nm-th modular form are obtained.     

Modification of Boundary Fluctuations by LHCD in the HT—7 Tokamak

Measurements of boundary fluctuations and fluctuation driven electron fluxes have been performed in ohmic and lower hybrid current drive enhanced confinement plasma using a graphite Langmuir probe array on HT-7 tokamak. The fluctuations are significantly suppressed and the turbulent fluxes are remarkably depressed in the enhanced plasma. We characterized the statistical properties of fluctuations and the particle flux and found a non-Gaussian character in the whole scrape-off layer with minimum deviations from Gaussian in the proximity of the velocity shear layer in ohmic plasma. In the enhanced plasma the deviations in the boundary region are all reduces obviously. The fluctuations and induced electron fluxes show sporadic bursts asymmetric in time and the asymmetry is remarkably weakened in the lower hybrid current driving (LHCD) phase. The results suggest a coupling between the statistical behaviour of fluctuations and the turbulent flow.     

一类随机保费率下的风险模型

引入随机变量保费率,对古典风险模型进行推广,主要研究随机保费率下的风险模型,用随机过程和鞅论的方法得出破产概率、末离前最大盈余分布、破产前瞬时盈余与破产赤字的联合分布等精算量分布的具体表达式.