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131.
The generalized Poisson distribution is well known to be a compound Poisson distribution with Borel summands. As a generalization we present closed formulas for compound Bartlett and Delaporte distributions with Borel summands and a recursive structure for certain compound shifted Delaporte mixtures with Borel summands. Our models are introduced in an actuarial context as claim number distributions and are derived only with probabilistic arguments and elementary combinatorial identities. In the actuarial context related compound distributions are of importance as models for the total size of insurance claims for which we present simple recursion formulas of Panjer type. 相似文献
132.
The aim of this paper is to study on the Genocchi polynomials of higher order on P, the algebra of polynomials in the single variable x over the field C of characteristic zero and P∗, the vector spaces of all linear functional on P. By using the action of a linear functional L on a polynomial p(x) Sheffer sequences and Appell sequences, we obtain some fundamental properties of the Genocchi polynomials. Furthermore, we give relations between, the first and second kind Stirling numbers, Euler polynomials of higher order and Genocchi polynomials of higher order. 相似文献
133.
The function-valued Padé-type approximant (FPTA) was defined in the inner product space [8]. In this work, we choose the coefficients in the Neumann power series to make the inner product with both sides a function-valued system of equations to yield a scalar system. Then we express an FPTA in the determinant form. To avoid the direct computation of the determinants, we present the E-algorithm for FPTA based on the vector-valued E-algorithm given by Brezinski [4]. The method of FPTA via E-algorithm (FPTAVEA) not only includes all previous methods but overcomes their essential difficulties. The numerical experiment for a typical integral equation [1] illustrates that the method of FPTAVEA is simpler and more effective for obtaining the characteristic values and the characteristic functions than all previous methods. In addition, this method is also applicable to other Fredholm integral equations of the second kind without explicit characteristic values and characteristic functions. A corresponding example [12] is given and the numerical result is the same as that in [12]. 相似文献
134.
135.
A simple and commonly used method to approximate the total claim distribution of a (possibly weakly dependent) insurance collective is the normal approximation. In this article, we investigate the error made when the normal approximation is plugged in a fairly general distribution-invariant risk measure. We focus on the rate of convergence of the error relative to the number of clients, we specify the relative error’s asymptotic distribution, and we illustrate our results by means of a numerical example. Regarding the risk measure, we take into account distortion risk measures as well as distribution-invariant coherent risk measures. 相似文献
136.
本文研究了误差为鞅差序列情形下的半参数回归模型.利用小波方法,在相当一般的条件下,得到了参数、非参数估计量的弱收敛速度. 相似文献
137.
本文给出几乎可裂序列的Green对应.主要结果为:设X是不可分解非投射kG-模,Y是相应的不可分解非投射kL-模,那么(i)0→Ω~2(X)→(XU)_0→X→0是可裂正和列当且仅当0→Ω~2(Y)→(YU)_0→Y→0是可裂正和列;(ⅱ)0→Ω~2(X)→(X(U)_0→X→0是几乎可裂正和列当且仅当0→Ω~2(Y)→(YU)_0→Y→0是几乎可裂正和列. 相似文献
138.
139.
Nowadays dampers based on magnetorheological (MR) fluids are receiving significant attention specially for control of structural vibration and automotive suspensions systems. In most cases, it is necessary to develop an appropriate control strategy which is practically implementable when a suitable model for MR dampers is available. It is not a trivial task to model the dynamic of MR dampers because of their inherent non-linear and hysteretic dynamics. In this paper, a recursive lazy learning method based on neural networks is considered to model the MR damper behavior. The proposed method is validated by comparison with experimental obtained responses. Results show the estimated model correlates very well with the data obtained experimentally. The method proposed learns quickly that it is only necessarily a learning cycle, it can learn on-line and it is easy to select the network structure and calculate the model parameters. 相似文献
140.
利用两两NQD列三级数定理的思想和Chebyshev不等式,研究了两两NQD列在一类广泛条件下的弱大数定律和一类加强条件下的强大数定律,得到了与独立情形一致的结果,还特别讨论了同分布情形,推广了相关文献的结果. 相似文献