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81.
The calculation of Net Asset Values and Solvency Capital Requirements in a Solvency 2 context–and the derivation of sensitivity analyses with respect to the main financial and actuarial risk drivers–is a complex procedure at the level of a real company, where it is illusory to be able to rely on closed-form formulas. The most general approach to performing these computations is that of nested simulations. However, this method is also hardly realistic because of its huge computation resources demand. The least-squares Monte Carlo method has recently been suggested as a way to overcome these difficulties. The present paper confirms that using this method is indeed relevant for Solvency 2 computations at the level of a company. 相似文献
82.
Defect turbulence described by the one-dimensional complex Ginzburg–Landau equation is investigated and analyzed via a birth–death process of the local structures composed of defects, holes, and modulated amplitude waves (MAWs). All the number statistics of each local structure, in its stationary state, are subjected to Poisson statistics. In addition, the probability density functions of interarrival times of defects, lifetimes of holes, and MAWs show the existence of long-memory and some characteristic time scales caused by zigzag motions of oscillating traveling holes. The corresponding stochastic process for these observations is fully described by a non-Markovian master equation. 相似文献
83.
利用模糊综合评价的方法,根据美国大学教练统计数据的特征分析,从教练的执教胜率,执教年数和获得荣誉等因素来综合评价教练的排名,并运用灵敏度分析的方法分析了各项指标对评判结果的影响因素. 相似文献
84.
85.
Umair Ahmed Charles Turquand d’Auzay Masaya Muto Nilanjan Chakraborty Ryoichi Kurose 《Proceedings of the Combustion Institute》2019,37(3):2821-2830
The statistical behaviour of the variances, covariance and gradients of the reaction progress variable (c), and the mixture fraction (ξ) have been analysed in a pulverised coal jet flame using a three-dimensional carrier phase direct numerical simulation (DNS) dataset. It has been observed that the Favre-probability density functions (PDFs) of c and ξ can be parametrised by the standard β function. Furthermore, the log-normal distribution has been found to accurately represent |?c| and |?ξ|. It is also found that ?c and ?ξ remain aligned throughout the flame brush. Finally the joint PDF of |?c| and |?ξ| has been compared with the product of the PDF of |?c| and PDF of |?ξ| extracted from carrier phase DNS, and it has been found that |?c| and |?ξ| are not statistically independent in the case investigated.The bivariate log-normal distributions with and without correlation have also been considered, and the former is found to be in better agreement with the carrier phase DNS data. 相似文献
86.
《Physics letters. A》2014,378(5-6):494-496
In this paper we study the time series of sunspots by using two different approaches, analyzing its self-affine behavior and studying its distribution. The long-range correlation exponent α has been calculated via Detrended Fluctuation Analysis and the power law vanishes to values greater than 11 years. On the other hand, the distribution of the sunspots obeys a q-exponential decay that suggests a non-extensive behavior. This observed characteristic seems to take an alternative interpretation of the sunspots dynamics. The present findings suggest us to propose a dynamic model of sunspots formation based on a nonlinear Fokker–Planck equation. Therefore its dynamic process follows the generalized thermostatistical formalism. 相似文献
87.
Víctor Leiva 《商业与工业应用随机模型》2019,35(1):133-137
Sam C. Saunders, the son of Elizabeth Cundiff and Winston E. Saunders, was born in Richland, OR, on February 24, 1931. The family moved to La Grande, OR, in 1944, where Sam completed high school and two years at Eastern Oregon College. He then received the BSc degree in Mathematics from the University of Oregon, Eugene, OR, in 1952, and he attended the University of Washington, Seattle, WA, receiving a PhD degree under Z. W. Birnbaum. After graduating, he accepted employment at the Boeing Company in its Mathematical Services Unit and, in 1972, a position as a Full Professor at Washington State University, Pullman, WA, from which he retired in 1996. 相似文献
88.
In this paper, we show a mathematical construction of Beck–Cohen superstatistics in the Bayesian point of view with the help of the two representations of a gamma function. Furthermore, it is shown how some results for superstatistics are related to each other. 相似文献
89.
The Global Motion Estimation ( GME)technique is importantfor‘sprites’ generation andobject segmentation tasks involved in MPEG- 4.This paper presents a new robust GME approachusing the novel idea to pre- analyze scene contentbefore motion estimation. The pre- analysis isbased on Spatial Temporal Gradient Scale ( STGS)images derived from the original image sequences.As a result,outliers can be removed from thedominant motion estimate at the initial estimationstep. Compared with class… 相似文献
90.