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排序方式: 共有884条查询结果,搜索用时 15 毫秒
1.
We present a general risk model where the aggregate claims, as well as the premium function, evolve by jumps. This is achieved by incorporating a Lévy process into the model. This seeks to account for the discrete nature of claims and asset prices. We give several explicit examples of Lévy processes that can be used to drive a risk model. This allows us to incorporate aggregate claims and premium fluctuations in the same process. We discuss important features of such processes and their relevance to risk modeling. We also extend classical results on ruin probabilities to this model. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
2.
Olav Kallenberg 《Stochastic Processes and their Applications》1992,40(2):199-223
From the predictable reduction of a marked point process to Poisson, we derive a similar reduction theorem for purely discontinuous martingales to processes with independent increments. Both results are then used to examine the existence of stochastic integrals with respect to stable Lévy processes, and to prove a variety of time change representations for such integrals. The Knight phenomenon, where possibly dependent but orthogonal processes become independent after individual time changes, emerges as a general principle. 相似文献
3.
??We study the linear quadratic optimal stochastic control problem which is jointly driven by Brownian motion and L\'{e}vy processes. We prove that the new affine stochastic differential adjoint equation exists an inverse process by applying the profound section theorem. Applying for the Bellman's principle of quasilinearization and a monotone iterative convergence method, we prove the existence and uniqueness of the solution of the backward Riccati differential equation. Finally, we prove that the optimal feedback control exists, and the value function is composed of the initial value of the solution of the related backward Riccati differential equation and the related adjoint equation. 相似文献
4.
The Gaussian property of the Brownian bridge is characterized as an application of Ramachandran's theorem in terms of the independence of the random variables that appear in the Karhunen-Loéve expansion of the process. A reference about the construction of the Brownian bridge by means of functional transformations is also included. 相似文献
5.
We consider the dynamics of the lowest order transversal vibration mode of a suspension bridge, for which the hangers are treated as one-sided springs, according to the model of Lazer and McKeena [SIAM Review
58, 1990, 537]. We analyze in particular the multi-stability of periodic attractors and the basin of attraction structure in phase space and its dependence with the model parameters. The parameter values used in numerical simulations have been estimated from a number of bridges built in the United States and in the United Kingdom, thus taking into account realistic, yet sometimes simplified, structural, aerodynamical, and physical considerations. 相似文献
6.
Zhi Shui HU Chun SU 《数学学报(英文版)》2007,23(7):265-1270
Let {X(t), t ≥ 0} be a Lévy process with EX(1) = 0 and EX^2(1) 〈 ∞. In this paper, we shall give two precise asymptotic theorems for {X(t), t 〉 0}. By the way, we prove the corresponding conclusions for strictly stable processes and a general precise asymptotic proposition for sums of i.i.d. random variables. 相似文献
7.
Iddo Eliazar 《Queueing Systems》2007,55(1):71-82
We explore M/G/∞ systems ‘fed’ by Poissonian inflows with infinite arrival rates. Three processes – corresponding to the system's state, workload, and queue-size – are studied and analyzed. Closed form formulae characterizing the system's stationary structure and correlation structure are derived. And, the issues of queue finiteness, workload summability, and Long Range Dependence are investigated.
We then turn to devise a ‘reverse engineering’ scheme for the design of the system's correlation structure. Namely: how to construct an M/G/∞ system with a pre-desired ‘target’ workload/queue auto-covariance function. The ‘reverse engineering’ scheme is applied
to various examples, including ones with infinite queues and non-summable workloads.
AMS Subject Classifications Primary: 60K25; Secondary: 60G55, 60G10 相似文献
8.
Let X(t) be an N parameter generalized Lévy sheet taking values in ℝd with a lower index α, ℜ = {(s, t] = ∏
i=1
N
(s
i, t
i], s
i < t
i}, E(x, Q) = {t ∈ Q: X(t) = x}, Q ∈ ℜ be the level set of X at x and X(Q) = {x: ∃t ∈ Q such that X(t) = x} be the image of X on Q. In this paper, the problems of the existence and increment size of the local times for X(t) are studied. In addition, the Hausdorff dimension of E(x, Q) and the upper bound of a uniform dimension for X(Q) are also established. 相似文献
9.
In this paper, we proved the global existence and uniqueness of the strong, weak and mild solutions for one-dimensional Burgers equation perturbed by a Poisson form process, a Poisson form and Q-Wiener process with the Dirichlet bounded condition. We also proved the existence of the invariant measure of these models. 相似文献
10.
Marit Rolandsgard 《Tetrahedron》2005,61(16):4129-4140
Preparation of α-oxo derivatives of spiro[4.4]nonane, spiro[4.5]decane and spiro[5.5]undecane derivatives is described. An efficient method for spiroannulation by Rh(I)-catalysed intramolecular hydroacylation provides α,α′-difunctionalised spiro[4.5]decanes. The α,α′-dioxo groups have been converted into vinyl triflates for arylation by Pd-catalysed cross-coupling reactions under Stille, Negishi or Suzuki conditions depending on relative reactivities. Stereoselective saturation of the conjugated aryl olefinic bonds by catalytic hydrogenation over Pd-carbon provides methodology for stereoselective preparation of α-aryl- and α,α′-cis,cis-diaryl spiranes, the latter with a sandwich like structure. Single crystal X-ray analyses have been used in the structural assignments. 相似文献