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51.
Consider a portfolio containing heterogeneous risks. The premiums of the policyholders might not cover the amount of the payments which an insurance company pays the policyholders. When setting the premium, this risk has to be taken into consideration. On the other hand the premium that the insured pays has to be fair. This fairness is measured by a function of the difference between the risk and the premium paid—we call this function a distance function. For a given small probability of insolvency, we find the premium for each class, such that the distance function is minimized. Next we formulate and solve the dual problem, which is minimizing the insolvency probability under the constraint that the distance function does not exceed a given level. This paper generalizes a previous paper [Zaks, Y., Frostig, E., Levikson, B., 2006. Optimal pricing of a heterogeneous portfolio for a given risk level. Astin Bull. 36 (1), 161–185] where only a square distance function was considered. 相似文献
52.
Bernardo Lafuerza-Guillén Donal O’regan Reza Saadati 《Proceedings Mathematical Sciences》2007,117(1):61-70
We introduce the concept of quotient in PN spaces and give some examples. We prove some theorems with regard to the completeness
of a quotient. 相似文献
53.
Zuo-liang Xu 《应用数学学报(英文版)》2007,23(4):629-636
In this paper,we study mixed elastico-plasticity problems in which part of the boundary is known,while the other part of the boundary is unknown and is a free boundary.Under certain conditions,this problemcan be transformed into a Riemann-Hilbert boundary value problem for analytic functions and a mixed boundaryvalue problem for complex equations.Using the theory of generalized analytic functions,the solvability of theproblem is discussed. 相似文献
54.
本文给出了四次函数实零点的完全判据和正定条件,这一结果在研究多项式系统的奇点分析和分支问题时给出了可以实用的判据. 相似文献
55.
G.J. Zalmai Qing-hong Zhang 《应用数学学报(英文版)》2007,23(2):217-234
In this paper,we discuss a large number of sets of global parametric sufficient optimality condi-tions under various gcneralized (η,ρ)-invexity assumptions for a semi-infinite minmax fractional programmingproblem. 相似文献
56.
We propose iteration methods for solving the Dirichlet problem in domains with involved geometry. Such problems arise in relation to the problem of optimizing quantum dot and antidot infrared detectors. We estimate the deviation of an approximate solution from the exact solution. 相似文献
57.
There are few techniques available to numerically solve sixth-order boundary-value problems with two-point boundary conditions. In this paper we show that the Sinc-Galerkin method is a very effective tool in numerically solving such problems. The method is then tested on examples with homogeneous and nonhomogeneous boundary conditions and a comparison with the modified decomposition method is made. It is shown that the Sinc-Galerkin method yields better results.
58.
Usually, numerical self-consistent calculations predict a much larger intrinsic bistability region than actually is measured in resonant tunneling diodes (RTDs). In addition, numerical calculations have shown that scattering in the well reduces bistability. We used a unified treatment of current flowing from continuum states and emitter quasi-bound states to show numerically and analytically that not only the scattering in the quantum well but also the scattering in the emitter reduces bistability. Moreover, within the Hartree approximation, bistability occurs by tunneling resonantly between emitter quasi-bound state and well quasi-bound state as a pitchfork bifurcation. 相似文献
59.
TieYong YangGuangjun 《分析论及其应用》2004,20(1):58-68
In this paper, we construct some continuous but non-differentiable functions defined by quinary decimal, that are Kiesswetter-like functions. We discuss their properties, then investigate the Hausdorff dimensions of graphs of these functions and give a detailed proof. 相似文献
60.
José L. Ló pez Nico M. Temme 《Transactions of the American Mathematical Society》2004,356(11):4323-4342
Taylor expansions of analytic functions are considered with respect to several points, allowing confluence of any of them. Cauchy-type formulas are given for coefficients and remainders in the expansions, and the regions of convergence are indicated. It is explained how these expansions can be used in deriving uniform asymptotic expansions of integrals. The method is also used for obtaining Laurent expansions in several points as well as Taylor-Laurent expansions.