The compound binomial risk model with time-correlated claims

In this paper, we consider the compound binomial risk model with the time-correlated claims. It is assumed that every main claim will produce a by-claim but the occurrence of the by-claim may be delayed. We obtain the recursive formula of the joint distribution of the surplus immediately prior to ruin and deficit at ruin. Furthermore, the ruin probability is given by means of ruin probability and the deficit at ruin of the classical compound binomial risk model. Finally, we derive an upper bound for the ruin probability.     

Regular variation of order 1 nonlinear AR-ARCH models

We prove both geometric ergodicity and regular variation of the stationary distribution for a class of nonlinear stochastic recursions that includes nonlinear AR-ARCH models of order 1. The Lyapounov exponent for the model, the index of regular variation and the spectral measure for the regular variation all are characterized by a simple two-state Markov chain.     

Stationary remaining service time conditional on queue length

In Mandelbaum and Yechiali [The conditional residual service time in the M/G/1 queue, http://www.math.tau.ac.il/∼uriy/publications (No. 30a), 1979] and in Fakinos [The expected remaining service time in a single-server queue, Oper. Res. 30 (1982) 1014-1018] a simple formula is derived for the (stationary) expected remaining service time in a M/G/1 queue, conditional on the number of customers in the system. We give a short new proof of the formula using Rate Conservation Law, and generalize to handle higher moments.     

Second order evolution equations with time-dependent subdifferentials

We study an abstract second order nonlinear evolution equation in a real Hilbert space. We consider time-dependent convex functions and their subdifferentials operating on the first derivative of the unknown function. Introducing appropriate assumptions on the convex functions and other data, we prove the existence and uniqueness of a strong solution, and give some applications of the abstract theorem to hyperbolic variational inequalities with time-dependent constraints.      

On perfectly normal dense subspaces of products

Let M be a separable metric space consisting of more than one point. We construct perfectly normal dense subspaces Z⊂Mc² and (under additional set-theoretic assumption) Y⊂Mc which are not collectionwise Hausdorff.     

An explosion point space without the fixed point property

In 1988 A. Gutek proved that there exist one-point connectifications of hereditarily disconnected spaces that do not have the fixed point property. We improve on this result by constructing a one-point connectification of a totally disconnected space without the fixed point property.     

Finite element error estimates for non-linear elliptic equations of monotone type

Summary In this paper we shall consider the application of the finite element method to a class of second order elliptic boundary value problems of divergence form and with gradient nonlinearity in the principal coefficient, and the derivation of error estimates for the finite element approximations. Such problems arise in many practical situations — for example, in shock-free airfoil design, seepage through coarse grained porous media, and in some glaciological problems. By making use of certain properties of the nonlinear coefficients, we shall demonstrate that the variational formulations associated with these boundary value problems are well-posed. We shall also prove that the abstract operators accompanying such problems satisfy certain continuity and monotonicity inequalities. With the aid of these inequalities and some standard results from approximation theory, we show how one may derive error estimates for the finite element approximations in the energy norm.     

Roots,iterations and logarithms of formal automorphisms

In this paper it is proved that having a logarithm is equivalent to having roots of arbitrary order in the group of automorphisms of a formal power series ring, and in algebraic subgroups too     

Aldo Cossu’s Work in Finite Geometry

A survey of the contributions of Aldo Cossu in finite geometry is given. Dedicated to the memory of Professor Aldo Cossu