无限级Dirichlet级数

本文研究了右半平面上无限级的Ｄｉｒｉｃｈｌｅｔ级数及随机Ｄｉｒｉｃｈｌｅｔ级数．这里我们给出一个较宽的系数条件,并证明在一定意义上是最好的;计算无限级Ｄｉｒｉｃｈｌｅｔ级数的精确级;把随机级数的研究引向一般得多的非同分布情况,并得到右半平面上非同分布的无限级随机Ｄｉｒｉｃｈｌｅｔ级数几乎必然（ａ．ｓ．）以虚轴上的每一点为没有有限例外值的Ｂｏｒｅｌ点的结论．     

关于积分第一中值定理的一些探讨

本文把中值定理中,函数在闭区间[a,b]上连续的条件减弱为在闭区间[a,b]上可积,在开区间(a,b)有介值性,证明定理同样成立.     

On shortest path games

A class of cooperative TU-games arising from shortest path problems is introduced and analyzed. Some conditions under which a shortest path game is balanced are obtained. Also an axiomatic characterization of the Shapley value for this class of games is provided.     

基于KCCA的特征匹配方法

特征匹配问题是计算机视觉和模式识别中一个关键步骤,在很多领域都有着重要的应用。借助核典型相关分析思想,提出了一种基于空间相关性的特征匹配方法,该方法通过核典型相关分析,将特征点集投影到核空间中,并将投影向量作为匹配特征,根据投影向量之间的相似性进行匹配。仿真实验结果表明,该算法优于基于谱分解的特征匹配算法,在图像含有噪声和存在结构误差的情况下,算法具有较高的匹配率。     

AI背景下劳动力市场合作联盟研究

在工作场所应用AI技术进行劳动监控对构建与发展和谐劳动关系提出了新的挑战。本文首先分析了不完全信息环境是造成劳动关系不和谐的主要根源,然后在AI背景下组建政府、企业、员工三方构成的劳动合作联盟,采用经典的Shapley Value方法对工作联盟的收益进行配置,从而实现联盟的帕累托效率。最后,引入一个算例进行了模拟计算,模拟结果说明了AI背景下社会劳动关系中需要形成基于政府、企业、员工的一个可持续的、稳定的劳动联盟,它可以有效地解决AI劳动监控所引发的道德伦理问题,更加公平地进行联盟的社会收益分配。     

On pricing and reserving with-profits life insurance contracts

As a first approximation, asset and liability management issues faced by life insurance companies originate from the sale of with-profits contracts. These contracts are bond-type products with several rate guarantees and other interestsensitive embedded options. Benefits paid out to policyholders mostly depend on the investment performance of a given asset portfolio in which premiums are invested. Thus, guarantees and options granted to policyholders may become effective when the investment performance of the asset portfolio is poor. Issuing a with-profits contract is therefore not equivalent to issuing plain-vanilla debt. The purpose of this paper is to value with-profits liabilities in a consistent option-pricing framework and to develop efficient asset or liability strategies to manage profitability and variability of shareholder value.     

Information and preference reversals in lotteries

Several approaches have been proposed for evaluating information in expected utility theory. Among the most popular approaches are the expected utility increase, the selling price and the buying price. While the expected utility increase and the selling price always agree in ranking information alternatives, Hazen and Sounderpandian [11] have demonstrated that the buying price may not always agree with the other two. That is, in some cases, where the expected utility increase would value information A more highly than information B, the buying price may reverse these preferences. In this paper, we discuss the conditions under which all these approaches agree in a generic decision environment where the decision maker may choose to acquire arbitrary information bundles.     

Asymptotic results for conditional measures of association of a random sum

Asymptotic results are obtained for several conditional measures of association. The chosen random variables are the first two order statistics and the total sum within a random sum. Many of the results have confirmed the “one-jump” property of the risk model. Non-trivial limits are obtained when the dependence among the first two order statistics is considered. Our results help in understanding the extreme behaviour of well-known reinsurance treaties that involve only few large claims. Interestingly, the Pearson product-moment correlation coefficient between the first two order statistics provides an alternative procedure to estimate the tail index of the underlying distribution.     

Point-Based Set-Valued Approximations,C -Differential Operators and Applications

In this article, we investigate the point-based set-valued approximation [H. Xu (1999). Set-valued approximation and Newton's methods. Mathematical Programming , 84 , 401-420.] and the C -differential operator [L. Qi (1996). C -Differential operators, C -differentiability and generalized Newton methods, Applied Mathematics Report, AMR96/5, School of Mathematics, The University of New South Wales, Sydney, Australia.] of a vector valued function. Several questions about C -differential operators posed in [L. Qi (1996). C -Differential operators, C -differentiability and generalized Newton methods, Applied Mathematics Report, AMR96/5, School of Mathematics, The University of New South Wales, Sydney, Australia.] are answered. Further, we discuss the application of C -differential operator in nonsmooth optimization. We derive optimality conditions and establish a mean value theorem in terms of convex C -differential operators. Finally, we propose a conceptual algorithm based on the convex C -differential operators.     

A note on constraint aggregation and value functions for two-stage stochastic integer programs

We consider a class of two-stage stochastic integer programs and their equivalent reformulation that uses the integer programming value functions in both stages. One class of solution methods in the literature is based on the idea of pre-computing and storing exact value functions, and then exploiting this information within a global branch-and-bound framework. Such methods are known to be very sensitive to the magnitude of feasible right-hand side values. In this note we propose a simple constraint-aggregation based approach that potentially alleviates this limitation.