Bivariate Recursive Equations on Excess-of-loss Reinsurance

This paper investigates bivariate recursive equations on excess-of-loss reinsurance. For an insurance portfolio, under the assumptions that the individual claim severity distribution has bounded continuous density and the number of claims belongs to R1 （a, b） family, bivariate recursive equations for the joint distribution of the cedent＇s aggregate claims and the reinsurer＇s aggregate claims are obtained.     

Linear least squares problems with data over incomplete grids

The paper addresses bivariate surface fitting problems, where data points lie on the vertices of a rectangular grid. Efficient and stable algorithms can be found in the literature to solve such problems. If data values are missing at some grid points, there exists a computational method for finding a least squares spline by fixing appropriate values for the missing data. We extended this technique to arbitrary least squares problems as well as to linear least squares problems with linear equality constraints. Numerical examples are given to show the effectiveness of the technique presented. AMS subject classification (2000)  65D05, 65D07, 65D10, 65F05, 65F20     

Scientific legacy of Stanley Ruby

Stanley L. Ruby (1924–2004) made major contributions to Mössbauer spectroscopy and was the first to suggest the feasibility of observing the Mössbauer effect using synchrotron radiation. In this article we recall his scientific legacy that have inspired his scientific colleagues.     

Further generalization of the Dubovicki-Milutin theorem

Combining the results of Walczak (Ref. 1) and Lasiecka (Refs. 2 and 3), we extend the well-known Dubovicki-Milutin theorem in two directions: (i) We allow for treatment of several equality constraints in optimization problems; and (ii) We assume less regularity of optimization problems by requiring the existence of external cones instead of tangent cones. An example of an optimization problem is also considered.     

Automatic continuity and representation of group homomorphisms defined between groups of continuous functions

Let C(X,G) be the group of continuous functions from a topological space X into a topological group G with pointwise multiplication as the composition law, endowed with the uniform convergence topology. To what extent does the group structure of C(X,G) determine the topology of X? More generally, when does the existence of a group homomorphism H between the groups C(X,G) and C(Y,G) implies that there is a continuous map h of Y into X such that H is canonically represented by h? We prove that, for any topological group G and compact spaces X and Y, every non-vanishing C-isomorphism (defined below) H of C(X,G) into C(Y,G) is automatically continuous and can be canonically represented by a continuous map h of Y into X. Some applications to specific groups and examples are given in the paper.     

On inequalities of Lieb-Thirring type

Applying the method proposed by Kashin for proving inequalities of Lieb-Thirring type for orthonormal systems, we prove a similar inequality in the multidimensional case.     

Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model

We obtain lower and upper bounds for the severity of ruin in the renewal (Sparre Andersen) model of risk theory. We present two types of bounds: (i) bounds applicable generally; and (ii) exponential bounds for the case where the adjustment coefficient of the risk process exists. Many of these bounds are obtained using existing bounds and the integral equation for the severity of ruin.     

几种基于散乱数据拟合的局部插值方法

本文首先针对散乱数据拟合的Shepard方法,结合截断多项式、B样条基函数和指数函数来构造其权函数,使新的权函数具有更高的光滑度和更好的衰减性,并且其光滑性和衰减性可以根据实际需要自由调节,从而提高了曲面的拟合质量．同时还给出一种类似的局部插值方法．另外,本文还基于多重二次插值,结合多元样条的思想,给出了两个局部插值算法．该算法较好地继承了多重二次插值曲面的性质,从而保证了拟合曲面具有好地光顺性和拟合精度．曲面整体也具有较高的光滑性．     

On the convergence rate and optimization of a numerical method with splitting of boundary conditions for the stokes system in a spherical layer in the axisymmetric case: Modification for thick layers

The convergence rate of a fast-converging second-order accurate iterative method with splitting of boundary conditions constructed by the authors for solving an axisymmetric Dirichlet boundary value problem for the Stokes system in a spherical gap is studied numerically. For R/r exceeding about 30, where r and R are the radii of the inner and outer boundary spheres, it is established that the convergence rate of the method is lower (and considerably lower for large R/r) than the convergence rate of its differential version. For this reason, a really simpler, more slowly converging modification of the original method is constructed on the differential level and a finite-element implementation of this modification is built. Numerical experiments have revealed that this modification has the same convergence rate as its differential counterpart for R/r of up to 5 × 10³. When the multigrid method is used to solve the split and auxiliary boundary value problems arising at iterations, the modification is more efficient than the original method starting from R/r ～ 30 and is considerably more efficient for large values of R/r. It is also established that the convergence rates of both methods depend little on the stretching coefficient η of circularly rectangular mesh cells in a range of η that is well sufficient for effective use of the multigrid method for arbitrary values of R/r smaller than ～ 5 × 10³.     

A new theory of regular functions of a quaternionic variable

In this paper we develop the fundamental elements and results of a new theory of regular functions of one quaternionic variable. The theory we describe follows a classical idea of Cullen, but we use a more geometric formulation to show that it is possible to build a rather complete theory. Our theory allows us to extend some important results for polynomials in the quaternionic variable to the case of power series.