一类随机利率下的增额寿险

寿险中的利率随机问题，是近来保险精算研究的热点和重点问题之一。本以即时给付的一类增额寿险为对象，对随机利率采用Gauss过程建模，研究给付现值及其各阶矩。     

LIR序关系的一些封闭性质

证明了Location Independent Riskier Order随机序关系关于简单随机样本的极小值与可微递增凹变换的封闭性质，并讨论了Dilation序关系的一些矩不等式．     

Optimal allocation of policy limits and deductibles

In this paper, we study the problems of optimal allocation of policy limits and deductibles. Several objective functions are considered: maximizing the expected utility of wealth assuming the losses are independent, minimizing the expected total retained loss and maximizing the expected utility of wealth when the dependence structure is unknown. Orderings of the optimal allocations are obtained.     

Banach空间中复合算子的不动点定理

本文给出Ｂａｎａｃｈ空间中集值与单位增算子的不动点定理，它推广了文［１］—［４］中相应的结果     

Applications of Symmetric Functions to Cycle and Increasing Subsequence Structure after Shuffles

Using symmetric function theory, we study the cycle structure and increasing subsequence structure of permutations after iterations of various shuffling methods. We emphasize the role of Cauchy type identities and variations of the Robinson-Schensted-Knuth correspondence.     

RLC暂态过程的显示与测量

本文根据普通示波器显示波形的基本条件，通过对RLC电路暂态过程的分析，给出了几种实用测量电路，并简述了测量振荡参数的基本方法。     

Effects of the porous structure of particles on selectivity in liquid chromatographic systems

The effects produced in liquid-solid chromatography by the heterogeneity of adsorbent particles on the behaviour of a number of substances were studied. As adsorbent silica gels were used which varied

• a) In specific surface area and pore size,
• b) In the diameter of particles of the same microporous structure.

A second series of experiments was conducted at various temperatures. The dependences which were based on measurements of equivalent retention volumes were found to deviate somewhat from those theoretically predicted. However, they confirm and supplement some previous observations [l–5] according to which mass transport may be effected by only a portion of the packing particles if their porous structure is adequately heterogeneous. These observations are in contrast with views expressed by some authors [6, 7] who maintain that differences in mass transport resistance may only result in peak deformation. It has also been demonstrated that the effects of the heterogeneity of particle structure in liquid chromatographic systems can be reduced by increasing the temperature.     

Chambers of arrangements of hyperplanes and Arrow's impossibility theorem

Let A be a nonempty real central arrangement of hyperplanes and Ch be the set of chambers of A. Each hyperplane H defines a half-space H⁺ and the other half-space H⁻. Let B={+,−}. For H∈A, define a map by (if C⊆H⁺) and (if C⊆H⁻). Define . Let Chm=Ch×Ch×?×Ch (m times). Then the maps induce the maps . We will study the admissible maps which are compatible with every . Suppose |A|?3 and m?2. Then we will show that A is indecomposable if and only if every admissible map is a projection to a component. When A is a braid arrangement, which is indecomposable, this result is equivalent to Arrow's impossibility theorem in economics. We also determine the set of admissible maps explicitly for every nonempty real central arrangement.     

Bootstrapping the Empirical Distribution Function of a Spatial Process

In this article, we consider a stationary α-mixing random field in IR ^d. Under a large-sample scheme that is a mixture of the so-called “infill” and “increasing domain” asymptotics, we establish a functional central limit theorem for the empirical processes of this random field. Further, we apply a blockwise bootstrap to the samples. Under the condition that the side length of the block for some 0 < β < 1, where λ _n is the growth rate in the increasing domain asymptotics, we show that the bootstrapped empirical process converges weakly to the same limiting Gaussian process almost surely. Extension to multivariate random fields and application to differentiable statistical functionals are also given. A spatial version of the Bernstein’s inequality is developed, which may be of some independent interest. In final form 13 December 2004     

Reconstructing Matrices from Minors

Which collections of mn minors of an m-by-n matrix uniquely determine the matrix, given some regularity conditions? For m=n=3, the 585 such collections, that are distinct up to symmetry, are determined. For general m, n, a necessary and a sufficient condition for reconstruction are given in terms of matchings in a bipartite graph. Among other particular results, those collections of entries for which there are minors that permit reconstruction one entry at a time are characterized.