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21.
Worst allocations of policy limits and deductibles 总被引:1,自引:1,他引:0
In the literature, orderings of optimal allocations of policy limits and deductibles were established with respect to a policyholder’s preference. However, from the viewpoint of an insurer, the orderings are not enough for the purpose of pricing. In this paper, by applying the equivalent utility premium principle, we study worst allocations of policy limits and deductibles for an insurer, which give rise to the maximum fair premiums. Closed-form solutions are derived. Then we present a result concerning the optimality in a general risk-sharing scheme, by which we obtain optimal allocations for policyholders directly from worst allocations for an insurer. Several results in Cheung [Cheung, K.C., 2007. Optimal allocation of policy limits and deductibles. Insurance Math. Econom. 41, 382–391] are generalized here. 相似文献
22.
刘学圃 《高校应用数学学报(A辑)》1992,(1)
Many authers have studied the asymptotic behavior of the integral periodogram of a Gaussian stationary series. In this paper, the invariance principle for the integral periodogram of a multiple time series is investigated. We have obtained the following theorem:Let X, be a real M -dimensional stationary time series with spectral density matrix f(λ) which satis-fies the conditions:M,and X, can be represented in theform: Xn =whereξ, is the M-dimensional fourth order moment existedstationary martingale series, thenweakly converges to a Gauss process η(λ) withEη(λ) = 0,where V and Q are the second and fourth moment of the martingale seriesξ , respectively.From this theorem, two corollaries have been given, which cover some results of [2][5][6]. 相似文献
23.
This paper is devoted to the existence of positive solutions of a Dirichlet problem with critical exponent and a singular potential. Under various assumption on the domain Ω, which include some kinds of unbounded domains, we prove the existence of ground states and of symmetric solutions. 相似文献
24.
25.
Rachid Rahouadj Jean-Franois Ganghoffer Christian Cunat 《Mechanics Research Communications》2003,30(2):119-123
In the first part of this contribution, the Lie-symmetries of the principle of least action associated to the constitutive equations of the DNLR formalism of relaxation have been presented. We examine in this second part the continuous symmetries corresponding to the simple case of stress relaxation under isothermal conditions. The well-known principle of time/temperature equivalence is discussed in terms of variational symmetry for the Jacobi’s action functional, and connected to the Onsager’s relation near the thermodynamic equilibrium. 相似文献
26.
27.
一阶线性模糊微分方程的解 总被引:4,自引:0,他引:4
利用文[8]中的扩展原理求解了一阶线性模糊微分方程,给出了解可表示的条件,讨论了同其他求解方法之间的关系,最后给出了具体算例。 相似文献
28.
Lorenzo Carlucci 《Mathematical Logic Quarterly》2005,51(4):342-350
We define a direct translation from finite rooted trees to finite natural functions which shows that the Worm Principle introduced by Lev Beklemishev is equivalent to a very slight variant of the well‐known Kirby‐Paris' Hydra Game. We further show that the elements in a reduction sequence of the Worm Principle determine a bad sequence in the well‐quasi‐ordering of finite sequences of natural numbers with respect to Friedman's gapembeddability. A characterization of gap‐embeddability in terms of provability logic due to Lev Beklemishev is also presented. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
29.
Necessary conditions for optimal controls have been obtained for strongly monotone variational inequalities by the penalty method, Ekeland's Variational Principle, and lower-semicontinuity of set-valued mappings. It has been shown that these conditions are easy to apply and can imply some known necessary conditions. They also yield new optimality conditions. 相似文献
30.
Attempts were made to enhance the ability of laser microprobe mass spectrometry (LAMMS) to identify molecular species in individual microparticles by applying pattern recognition methods. Principal component analysis (PCA) and canonical discriminant analysis were applied to LAMMS data for nickel-containing environmental particles. Detailed comparison of the two statistical methods demonstrated the utility of PCA. The successful application was highly dependent on the use of appropriate spectral normalization and feature extraction techniques prior to PCA. Although the test system involved only a small number of standard compounds, the LAMMS data were complicated by the effects of intra-particle heterogeneity common to environmental samples and by instrumental limitations. Pattern recognition techniques provided more accurate quantitative assignments of molecular species than were available by qualitative inspection of characteristic cluster ions or by simple spectral subtraction to compare particle data with a library of standard compounds. Results were substantiated by comparison with bulk analysis studies using wet chemical techniques. 相似文献