Full Bayesian analysis of claims reserving uncertainty

We revisit the gamma–gamma Bayesian chain-ladder (BCL) model for claims reserving in non-life insurance. This claims reserving model is usually used in an empirical Bayesian way using plug-in estimates for the variance parameters. The advantage of this empirical Bayesian framework is that allows us for closed form solutions. The main purpose of this paper is to develop the full Bayesian case also considering prior distributions for the variance parameters and to study the resulting sensitivities.     

A version of Orlicz-Pettis Theorem for quasi-homogeneous operator space

A version of Orlicz-Pettis Theorem is established for multiplier convergent series and quasi-homogeneous operator. Applications to spaces of quasi-homogeneous operators are given.     

An alternative approach to Privault's discrete-time chaotic calculus

In this paper, we present an alternative approach to Privault's discrete-time chaotic calculus. Let Z be an appropriate stochastic process indexed by N (the set of nonnegative integers) and l²(Γ) the space of square summable functions defined on Γ (the finite power set of N). First we introduce a stochastic integral operator J with respect to Z, which, unlike discrete multiple Wiener integral operators, acts on l²(Γ). And then we show how to define the gradient and divergence by means of the operator J and the combinatorial properties of l²(Γ). We also prove in our setting the main results of the discrete-time chaotic calculus like the Clark formula, the integration by parts formula, etc. Finally we show an application of the gradient and divergence operators to quantum probability.     

Treatment of vortex sheets for the transonic full-potential equation

This paper summarizes a combined analytical-computational technique which models vortex sheets in transonic potential-flow methods. In this approach, the inviscid nature of discontinuities across vortex sheets is preserved by employing the step function to remove singularities at these surfaces. The location and strength of the vortex sheets are determined by satisfying the flow-tangency boundary condition and the vorticity transport equation. The theory is formulated for the general three-dimensional case, but its application is confined to the problem of computing slipstreams behind propellers with free-vortex blading in axisymmetric flows.     

Nontrivial periodicity in discrete delay models of population growth

In this paper, we will study the periodicity in discrete model An+1=λAn+F(An−m) of population growth, where the delay m is large enough and the nonlinearity F is unimodal function. Actually, we prove that there is a slowly oscillated periodic solution. Our method is Browder nonextremal fixed point theorem.     

多维平稳过程对线性系统的滤波问题

本文研究多维平稳过程x(t)对线性系统的滤波问题.当x(t)是满秩正则平稳过程时,给出了最优解ξ的谱特征和均方误差,并且找到了ξ存在的充分必要条件.     

Comparisons of TVD schemes for turbulent transonic projectile aerodynamics computations with a two-equation model of turbulence

The development of a computer program to solve the axisymmetric full Navier--Stokes equations with k-ε two-equation model of turbulence using various total variation diminishing (TVD) schemes is the primary interest of this study. The computations are performed for the turbulent, transonic, viscous flow over a projectile with/without supporting sting at zero angle of attack. The predicted results, as well as the convergence characteristics, by various TVD schemes are compared with each other. The results show that the TVD schemes of higher-order accuracy do have influence on the regions of high gradients such as shock, base corner and base flow. However, the schemes of third-order accuracy do not necessarily improve the agreement with measured data (which is not available on the base) than that of second-order accuracy, but surely generate apparent different result of base flow. The supporting sting on the projectile base will complicate the base flow and the existence of the sting will slightly shift the shock location and slightly change the flow field after the shock. More iteration steps are needed to get the converged results in the computation for the projectile with sting.     

Fitting of two-tensor models without ad hoc assumptions to detect crossing fibers using clinical DWI data

Analysis of crossing fibers is a challenging topic in recent diffusion-weighted imaging (DWI). Resolving crossing fibers is expected to bring major changes to present tractography results based on the standard tensor model. Model free approaches, like Q-ball or diffusion spectrum imaging, as well as multi-tensor models are used to unfold the different diffusion directions mixed in a voxel of DWI data. Due to its seeming simplicity, the two-tensor model (TTM) is applied frequently to provide two positive-definite tensors and the relative population fraction modeling two crossing fiber branches. However, problems with uniqueness and noise instability are apparent. To stabilize the fit, several of the 13 physical parameters are fixed ad hoc, before fitting the model to the data. Our analysis of the TTM aims at fitting procedures where ad hoc parameters are avoided. Revealing sources of instability, we show that the model's inherent ambiguity can be reduced to one scalar parameter which only influences the fraction and the eigenvalues of the TTM, whereas the diffusion directions are not affected. Based on this, two fitting strategies are proposed: the parsimonious strategy detects the main diffusion directions without extra parameter fixation, to determine the eigenvalues and the population fraction an empirically motivated condition must be added. The expensive strategy determines all 13 physical parameters of the TTM by a fit to DWIs alone; no additional assumption is necessary. Ill-posedness of the model in case of noisy data is cured by denoising of the data and by L-curve regularization combined with global minimization performing a least-squares fit of the full model. By model simulations and real data applications, we demonstrate the feasibility of our fitting strategies and achieve convincing results. Using clinically affordable diffusion acquisition paradigms (encoding numbers: 21, 2*15, 2*21) and b values (b = 500–1500 s/mm²), this methodology can place the TTM parameters involved in crossing fibers on a more empirical basis than fitting procedures with technical assumptions.     

Full Ideals

Contractedness of 𝔪-primary integrally closed ideals played a central role in the development of Zariski's theory of integrally closed ideals in two-dimensional regular local rings (R, 𝔪). In such rings, the contracted 𝔪-primary ideals are known to be characterized by the property that I: 𝔪 = I: x for some x ∈ 𝔪 ?𝔪². We call the ideals with this property full ideals and compare this class of ideals with the classes of 𝔪-full ideals, basically full ideals, and contracted ideals in higher dimensional regular local rings. The 𝔪-full ideals are easily seen to be full. In this article, we find a sufficient condition for a full ideal to be 𝔪-full. We also show the equivalence of the properties full, 𝔪-full, contracted, integrally closed, and normal, for the class of parameter ideals. We then find a sufficient condition for a basically full parameter ideal to be full.