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971.
972.
In the paper, we study three types of finite-time ruin probabilities in a diffusion-perturbed bidimensional risk model with constant force of interest, pairwise strongly quasi-asymptotically independent claims and two general claim arrival processes, and obtain uniformly asymptotic formulas for times in a finite interval when the claims are both long-tailed and dominatedly-varying-tailed. In particular, with a certain dependence structure among the inter-arrival times, these formulas hold uniformly for all times when the claims are pairwise quasi-asymptotically independent and consistently-varying-tailed. 相似文献
973.
Uniqueness of complete spacelike hypersurfaces via their higher order mean curvatures in a conformally stationary spacetime
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Henrique Fernandes de Lima Marco Antonio Lázaro Velásquez 《Mathematische Nachrichten》2014,287(11-12):1223-1240
We study complete noncompact spacelike hypersurfaces immersed into conformally stationary spacetimes, that is, Lorentzian manifolds endowed with a timelike conformal vector field V. In this setting, by using as main analytical tool a suitable maximum principle for complete noncompact Riemannian manifolds, we establish new characterizations of totally umbilical hypersurfaces in terms of their higher order mean curvatures. For instance, supposing an appropriated restriction on the norm of the tangential component of the vector field V, we are able to show that such hypersurfaces must be totally umbilical provided that either some of their higher order mean curvatures are linearly related or one of them is constant. Applications to the so‐called generalized Robertson‐Walker spacetimes are given. In particular, we extend to the Lorentzian context a classical result due to Jellett 29 . 相似文献
974.
We deal with the covariance and cross covariance operators estimation of a Hilbert space valued autoregressive process with random coefficients. We establish bounds for empirical estimators in mean square error and almost sure convergence in Hilbert–Schmidt norm. Consistent estimators of the eigenvalues are also derived. 相似文献
976.
977.
Motivated by the AIG bailout case in the financial crisis of 2007–2008, we consider an insurer who wants to maximize his/her expected utility of terminal wealth by selecting optimal investment and risk control strategies. The insurer’s risk process is modeled by a jump-diffusion process and is negatively correlated with the capital gains in the financial market. We obtain explicit solutions of optimal strategies for various utility functions. 相似文献
978.
《Applied Mathematical Modelling》2014,38(21-22):4958-4971
In this paper, we present a numerical scheme using uniform Haar wavelet approximation and quasilinearization process for solving some nonlinear oscillator equations. In our proposed work, quasilinearization technique is first applied through Haar wavelets to convert a nonlinear differential equation into a set of linear algebraic equations. Finally, to demonstrate the validity of the proposed method, it has been applied on three type of nonlinear oscillators namely Duffing, Van der Pol, and Duffing–van der Pol. The obtained responses are presented graphically and compared with available numerical and analytical solutions found in the literature. The main advantage of uniform Haar wavelet series with quasilinearization process is that it captures the behavior of the nonlinear oscillators without any iteration. The numerical problems are considered with force and without force to check the efficiency and simple applicability of method on nonlinear oscillator problems. 相似文献
979.
980.
In this paper,we consider the existence of a uniform exponential attractor for the nonautonomous partly dissipative lattice dynamical system with quasiperiodic external forces. 相似文献