Role Analysis in Networks Using Mixtures of Exponential Random Graph Models

This article introduces a novel and flexible framework for investigating the roles of actors within a network. Particular interest is in roles as defined by local network connectivity patterns, identified using the ego-networks extracted from the network. A mixture of exponential-family random graph models (ERGM) is developed for these ego-networks to cluster the nodes into roles. We refer to this model as the ego-ERGM. An expectation-maximization algorithm is developed to infer the unobserved cluster assignments and to estimate the mixture model parameters using a maximum pseudo-likelihood approximation. We demonstrate the flexibility and utility of the method using examples of simulated and real networks.     

Optimality of general reinsurance contracts under CTE risk measure

By formulating a constrained optimization model, we address the problem of optimal reinsurance design using the criterion of minimizing the conditional tail expectation (CTE) risk measure of the insurer’s total risk. For completeness, we analyze the optimal reinsurance model under both binding and unbinding reinsurance premium constraints. By resorting to the Lagrangian approach based on the concept of directional derivative, explicit and analytical optimal solutions are obtained in each case under some mild conditions. We show that pure stop-loss ceded loss function is always optimal. More interestingly, we demonstrate that ceded loss functions, that are not always non-decreasing, could be optimal. We also show that, in some cases, it is optimal to exhaust the entire reinsurance premium budget to determine the optimal reinsurance, while in other cases, it is rational to spend less than the prescribed reinsurance premium budget.     

关于集值条件期望的一些极限结果

给出随机集列关于单调战σ-域族的集值条件期望序列弱上(下)极限收敛意义下的Fatou引理以及在弱收敛,Kuratowski-Mosco收敛意义下的控制收敛定理.     

Expectation-based approach for one-dimensional randomly disordered phononic crystals

An expectation-based approach to the statistical theorem is proposed for the one-dimensional randomly disordered phononic crystal. In the proposed approach, the expectations of the random eigenstates of randomly disordered phononic crystals are investigated. In terms of the expectations of the random eigenstates, the wave propagation and localization phenomenon in the random phononic crystal could be understood in a statistical perspective. Using the proposed approach, it is proved that for a randomly disordered phononic crystal, the Bloch theorem holds in the perspective of expectation. A one-dimensional randomly disordered binary phononic crystal consisting of two materials with the random geometry size or random physical parameter is addressed by using the proposed approach. From the result, it can be observed that with the increase of the disorder degree, the localization of the expectations of the eigenstates is strengthened. The effect of the random disorder on the eigenstates at higher frequencies is more significant than that at lower frequencies. Furthermore, after introducing the random disorder into phononic crystals, some random divergent eigenstates are changed to localized eigenstates in expectation sense.     

A polarization identity for multilinear maps

Given linear spaces E$E$ and F$F$ over the real numbers or a field of characteristic zero, a simple argument is given to represent a symmetric multilinear map u(_x1,_x2,…,_xn)$u(x_1,x_2,\dots ,x_n)$ from Eⁿ$E^n$ to F$F$ in terms of its restriction to the diagonal. As an application, a probabilistic expression for Gaussian variables used by Nelson and by Schetzen is derived. An Appendix by Tom H. Koornwinder notes an even further simplification by Bochnak and Siciak (1971) of the proof of the main result.     

第三类模糊事件的模糊概率

研究第三类模糊概率--模糊事件模糊概率的数学描述.在区间概率和第二类模糊概率的基础上,进一步给出了第三类离散型模糊概率的随机变量及其模糊分布函数和模糊分布列的定义和性质以及数字特征,并研究了连续型模糊概率随机变量的模糊数学期望和模糊方差的定义,进一步完善了模糊概率理论.     

模糊均衡问题的求解及应用

根据实际均衡问题研究的需要,给出了模糊向量、模糊值函数、模糊矩阵等新概念,建立了模糊均衡问题的数学模型,即模糊线性互补问题。在引入新的模糊期望的基础上,研究了其性质,并据此给出了模糊线性互补问题的一种确定型等价式及此类问题的均衡解的概念。用实例说明了所提模型和方法的合理性及应用前景。     

随机利息力下的期末付倒平顶虹式年金

对于年金的定价问题的研究,传统精算理论假定利率是恒定不变的．但事实上,由于受到多种因素的影响,利率往往具有不确定性．因此,本文采用可逆MA（1）模型来刻画利率期限机构,在此基础上,研究了期末付倒平顶虹式年金的各阶矩问题,推导出了其年金现值的期望和方差的简洁公式．通过数值模拟分析了此年金面临的利率风险,其结论对年金定价有一定的参考价值．