Approximation, integration and differentiation of time functions using a set of orthogonal hybrid functions (HF) and their application to solution of first order differential equations

Differential equations of different types and orders are of utmost importance for mathematical modeling of control system problems. State variable method uses the concept of expressing n number of first order differential equations in vector matrix form to model and analyze/synthesize control systems.The present work proposes a new set of orthogonal hybrid functions (HF) which evolved from synthesis of sample-and-hold functions (SHF) and triangular functions (TF). This HF set is used to approximate a time function in a piecewise linear manner with the mean integral square error (MISE) much less than block pulse function based approximation which always provides staircase solutions.The operational matrices for integration and differentiation in HF domain are also derived and employed for solving non-homogeneous and homogeneous differential equations of the first order as well as state equations. The results are compared with exact solutions, the 4th order Runge-Kutta method and its further improved versions proposed by Simos [6]. The presented HF domain theory is well supported by a few illustrations.     

变利率风险模型下破产概率的渐近估计

本文考虑变利率的离散时间风险模型的破产概率．在个体净损失服从ERV族和DnL族时,分别得到了有限时间和无限时间破产概率的渐近估计及上下界表达式,并利用matlab软件对有限时间破产概率的下界进行了数值模拟．     

基于结构元线性生成的复Fuzzy值函数项级数

文献[1]中提出了基于结构元理论的Fuzzy数项级数的概念,文献[2]、文献[3]、文献[4]对其收敛性进行了探讨,文献[5]、文献[6]对模糊值函数项数列及级数进行了研究。本文在此基础上给出了基于结构元线性生成的复Fuzzy值函数项数列及级数的定义,同时对复Fuzzy值函数项级数的一些重要性质进行了研究,并给出了相应定理。     

A Brief Introduction to Fibrewise Topological Spaces Theory

Fibrewise topological spaces theory,presented in the recent 20 years,is a new branch of mathematics developed on the basis of General Topology,Algebra topology and Fibrewise spaces theory.It is associated with differential geometry,Lie groups and dynamical systems theory.From the perspective of Category theory,it is in the higher category of general topological space,so the discussion of new properties and characteristics of the variety of fibre topological space has more important significance.This paper introduces the process of the origin and development of Fibrewise topological spaces theory.Then,we study the main contents and important results in this branch.Finally,we review the research status of Fibrewise topological spaces theory and some important topics.     

Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime

Estimating the distorted parameter in the case of non negative heavy-tailed losses has been treated in Brahimi et al. (2011). In this paper, we extend this work to the case of the real heavy-tailed losses. We derive an asymptotic distribution of the estimator. We construct a practically implemented confidence interval for the distortion parameter and illustrate the performance of the interval in a simulation study with application to real data.     

Bent函数的一般构造法

本文用概率方法给出小项表示的布尔函数谱的性质,据此得到了Ｂｅｎｔ函数的特征矩阵的等价刻画,原则上给出了Ｂｅｎｔ函数的一般构造法,并为Ｂｅｎｔ函数的计数问题提供了一个模型。文中还提出了Ｂｅｎｔ矩阵的概念,考察了Ｂｅｎｔ矩阵的性质,并借助Ｂｅｎｔ矩阵得到由已知Ｂｅｎｔ函数构造新的Ｂｅｎｔ函数构造新的Ｂｅｎｔ函数的方法。     

The Growth of Composite Meromorphic Functions

Let f be a transcendental meromorphic function of order $ \rho _f $ , g be a transcendental entire function of lower order $\lambda _g (\lambda _g \lt + \infty ) $ with $ \sum _{a\not = \infty }\delta (a,g)= 1 $ , then $$\overline {\mathop {{\rm lim}}\limits_{r \to \infty } } \log {{\left( {T\left( {r,f\left( g \right)} \right)} \right)} \mathord{\left/{\vphantom {{\left( {T\left( {r,f\left( g \right)} \right)} \right)} {T\left( {r,g} \right)}}} \right. \kern-\nulldelimiterspace} {T\left( {r,g} \right)}} = \pi \rho f.$$     

Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions

In this paper, we first determine the existence of structural changes in the dependence between time series of equity index returns of two markets using the change point testing method. The method is based on Archimedean copula functions, which are able to comprehensively describe dependence characteristics of random variables. The degree of financial contagion between markets is subsequently estimated using the tail dependence coefficient of copula functions before and after the change point. We empirically test our method by investigating financial contagion during the subprime crisis between the US S&P 500 index and five Asian markets, namely China, Japan, Korea, Hong Kong and Taiwan. Our results show that a statistically significant change point exists in the dependence between the US market and all Asian stock markets except Taiwan. The upper tail dependence is larger after the time of change, implying the existence of contagion during the banking crisis between the US and the Asian economies. The degree of financial contagion is also estimated and found to be consistent with market events and media reports during that period.     

A characterization of

This work is devoted to the relationship between topological properties of a space and those of (= the space of continuous real-valued functions on , with the topology of pointwise convergence). The emphasis is on -compactness of and on location of in . In particular, -compact cosmic spaces are characterized in this way.

     

Mixture cure models in credit scoring: If and when borrowers default

Mixture cure models were originally proposed in medical statistics to model long-term survival of cancer patients in terms of two distinct subpopulations - those that are cured of the event of interest and will never relapse, along with those that are uncured and are susceptible to the event. In the present paper, we introduce mixture cure models to the area of credit scoring, where, similarly to the medical setting, a large proportion of the dataset may not experience the event of interest during the loan term, i.e. default. We estimate a mixture cure model predicting (time to) default on a UK personal loan portfolio, and compare its performance to the Cox proportional hazards method and standard logistic regression. Results for credit scoring at an account level and prediction of the number of defaults at a portfolio level are presented; model performance is evaluated through cross validation on discrimination and calibration measures. Discrimination performance for all three approaches was found to be high and competitive. Calibration performance for the survival approaches was found to be superior to logistic regression for intermediate time intervals and useful for fixed 12 month time horizon estimates, reinforcing the flexibility of survival analysis as both a risk ranking tool and for providing robust estimates of probability of default over time. Furthermore, the mixture cure model’s ability to distinguish between two subpopulations can offer additional insights by estimating the parameters that determine susceptibility to default in addition to parameters that influence time to default of a borrower.