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151.
We study the optimal reinsurance policy and dividend distribution of an insurance company under excess of loss reinsurance. The objective of the insurer is to maximize the expected discounted dividends. We suppose that in the absence of dividend distribution, the reserve process of the insurance company follows a compound Poisson process. We first prove existence and uniqueness results for this optimization problem by using singular stochastic control methods and the theory of viscosity solutions. We then compute the optimal strategy of reinsurance, the optimal dividend strategy and the value function by solving the associated integro-differential Hamilton–Jacobi–Bellman Variational Inequality numerically. 相似文献
152.
The variety pO consists of those algebras (L; ?, ?, f,*, 0,1) of type (2,2,1,1,0,0) where (L; ?, ?, f, 0,1) is an Ockham algebra, (Z; ?, ?,*, 0,1) is a p-algebra, and the unary operations f and * commute. We describe completely the structure of the subdirectly irreducible algebras that belong to the subclass pK1,1, characterised by the property f3 = f. 相似文献
153.
154.
155.
This work deals with the study of an initial-boundary value problem in linear theory of thermo-viscoelastic dielectrics. A variational formulation of this problem is provided and the existence of its solution is proved by an auxiliary Faedo-Galerkin scheme. Finally, the uniqueness of the solution is obtained as a corollary of the existence proof. 相似文献
156.
Mircea Balaj 《Applicable analysis》2013,92(11):1049-1054
We introduce a new concept of generalized Knaster–Kuratowski–Mazurkiewicz (KKM) family of sets and related to this we obtain fixed point theorems and sections results in homotopically trivial spaces. 相似文献
157.
158.
Tarek Emam 《数学物理学报(B辑英文版)》2009,29(5):1128-1142
In this paper, we consider a method of centers for solving multi-objective programming problems, where the objective functions involved are concave functions and the set of feasible points is convex. The algorithm is defined so that the sub-problems that must be solved during its execution may be solved by finite-step procedures. Conditions are given under which the algorithm generates sequences of feasible points and constraint multiplier vectors that have accumulation points satisfying the KKT conditions. Finally, we establish convergence of the proposed method of centers algorithm for solving multiobjective programming problems. 相似文献
159.
In this article, the authors mainly discuss the law of large number under Kalikow's condition for multi-dimensional random walks in random environment with holding times. The authors give an expression to the escape speed of random walks in terms of the Lyapounov exponents, which have been precisely used in the context of large deviation. 相似文献
160.
P.D. Allenby 《Indagationes Mathematicae》2009,20(1):19-22
We prove that if X and Y are compact Hausdorff spaces, then every f ∈ C(X × Y)+, i.e. f(x, y) ≥ 0 for all (x, y) ∈ X × Y, can be approximated uniformly from below and above by elements of the form , where fi ∈ C(X)+ and gi ∈ C(Y)+ for i = 1, 2, …, n. The proof uses only elementary topology. We use this result, in conjuction with Kakutani's M-spaces representation theorem, to obtain an alternative proof for a known property of Fremlin's Riesz space tensor product of Archimedean Riesz spaces. 相似文献