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31.
In this article, a threshold dividend strategy is used for classical risk model. Under this dividend strategy, certain probability of ruin, which occurs in case of constant barrier strategy, is avoided. Using the strong Markov property of the surplus process and the distribution of the deficit in classical risk model, the survival probability for this model is derived, which is more direct than that in Asmussen(2000, P195, Proposition 1.10). The occupation time of non-dividend of this model is also discussed by means of Martingale method. 相似文献
32.
We study the optimal premium policy of mutual insurance when the charged premium cannot be higher than a preset rate. We provide a complete solution to the problem and use numerical simulations to illustrate how the optimal premium policy responds to changes of outside factors. The results are useful for mutual insurance firms to design premium policies and can be used to test the behavior of these firms in empirical studies. 相似文献
33.
The effects of 10 keV Ar+ ion irradiation on the electrical characteristics of BaCe0.9Y0.1O2.95 subject to fluences of 0, 1.0 × 1017, 5.0 × 1017 and 1.0 × 1018 ions/cm2 at room temperature, has been investigated using elastic recoil detection analysis (ERDA), scanning electron microscopy (SEM), energy dispersive X-ray spectroscopy (EDX), X-ray photoelectron spectroscopy (XPS) and alternating current (AC) impedance measurements. It was confirmed from the ERDA results that the hydrogen concentration near the surface increased with increase of Ar+ ion fluence. This increase may be associated with the increasing quantities of hydrogen generated by interaction between oxygen vacancies, formed by irradiation, and H2O from exposure to air. SEM images showed clearly that the number of surface defects due to modification increased with increasing fluence. In addition, the size of the defects showed a tendency to increase with increasing fluence. From the results of XPS analyses, providing information on the electronic states on the surface, it was evident that with increase in the Ar+ ion fluence, the quantity of excess oxygen, such as hydroxide, increased in the oxygen 1s XPS spectrum. In addition, it was indirectly found, from decomposition of the Ce 3d, spectrum that the concentration of oxygen vacancies increased with fluence, since the percentage of Ce3+ also increased. Accordingly, the surface modification led to the formation of more oxygen vacancies and a greater hydrogen concentration on the surface, since the H2O interacted with some of them. From the results of the DC conductivity and AC impedance measurements, the proton conductivity was shown to predominate over the temperature range from 473 K to 823 K. It was concluded that the increase in these protons and vacancies generated from surface modification contributed to the increase of proton conductivity. 相似文献
34.
B.Y. Man S.C. XuC. Yang M. LiuS.Z. Jiang Y.Y. MaC.S. Chen A.H. LiuX.G. Gao C.C. WangB. Hu 《Applied Surface Science》2011,257(15):6321-6325
Single-phase β-FeSi2 films on silicon (1 0 0) were fabricated by pulse laser deposition. The structure and crystal quality of the samples were characterized by X-ray diffraction and Fourier transform infrared spectroscopy. The field scanning electron microscopy showed that the film thickness increases with the increasing of the laser fluence. Moreover, atomic force microscopy observations revealed the changes of surface properties with different laser fluence. Based upon all experimental results, it is found that 7 J/cm2 is the most favorable for the formation of β-FeSi2 thin films. 相似文献
35.
We show that, in the low-scale type-I seesaw model, renormalization group running of neutrino parameters may lead to significant modifications of the leptonic mixing angles in view of so-called seesaw threshold effects. Especially, we derive analytical formulas for radiative corrections to neutrino parameters in crossing the different seesaw thresholds, and show that there may exist enhancement factors efficiently boosting the renormalization group running of the leptonic mixing angles. We find that, as a result of the seesaw threshold corrections to the leptonic mixing angles, various flavor symmetric mixing patterns (e.g., bi-maximal and tri-bimaximal mixing patterns) can be easily accommodated at relatively low energy scales, which is well within the reach of running and forthcoming experiments (e.g., the LHC). 相似文献
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38.
《Communications in Nonlinear Science & Numerical Simulation》2014,19(1):216-229
In this paper, we propose a fishery model with a discontinuous on–off harvesting policy, based on a very simple and well known rule: stop fishing when the resource is too scarce, i.e. whenever fish biomass is lower than a given threshold. The dynamics of the one-dimensional continuous time model, represented by a discontinuous piecewise-smooth ordinary differential equation, converges to the Schaefer equilibrium or to the threshold through a sliding process. We also consider the model with discrete time impulsive on–off switching that shows oscillations around the threshold value. Finally, a discrete-time version of the model is considered, where on–off harvesting switchings are decided with the same discrete time scale of non overlapping reproduction seasons of the harvested fish species. In this case the border collision bifurcations leading to the creations and destruction of periodic oscillations of the fish biomass are studied. 相似文献
39.
Feichtinger Gustav Andreas J. Novak 《Mathematical and Computer Modelling of Dynamical Systems: Methods, Tools and Applications in Engineering and Related Sciences》2013,19(3):197-211
In this paper we present a simple time-continuous behavioural model of habit formation. Addictive behaviour is damped by a threshold which adapts itself to the habit. This adaptive behaviour of the threshold may lead to periodic fluctuations of the consumption rate, the habit and the threshold. It turns out that both a low adjustment rate of the threshold as well as a steep consumption function favour oscillatory patterns. 相似文献
40.
We derive a nonlinear filter and the corresponding filter-based estimates for a threshold autoregressive stochastic volatility (TARSV) model. Using the technique of a reference probability measure, we derive a nonlinear filter for the hidden volatility and related quantities. The filter-based estimates for the unknown parameters are then obtained from the EM algorithm. 相似文献