批量索赔、保费到达均为更新过程的风险模型

在经典风险模型的基础上 ,把索赔到达过程 Nt加以推广为更新过程 ,且认为在保单到达非均匀的前提下 ,设其到达服从更新过程 ,得到一个新的风险模型 :Rt=u+c Mt-∑zti=1Xi(其中 Zt=∑Ntj=1Yj,以下同 ) ,运用马尔可夫骨架过程的理论和方法 ,求得有限时间 t盈余的瞬时分布φ( u,θ0 ,t,a) ,然后求得时刻 t的生存概率Ψ ( t,u,θ0 )。     

一类变保费双Cox风险模型的鞅分析

讨论一类带有投资收益和再保险的变保费双Cox风险模型:U(t)=u+V1(t)=u1+u2+∑〖DD(〗M1(t)〖〗i=1〖DD)〗Xi-∑〖DD(〗M2(t)
〖〗j=1〖DD)〗Zj+u2W(t).假设保单数量过程M1(t)与索赔次数过程M2(t)相依, 使用鞅方法得到了该模型最终破产概率的一个上界表达式e-ru·C(r), 并在特定条件M1(t)=β(t)M2(t)下, 给出了最终破产概率的一个明确上界ψ(u)≤e-Ru, 其中R为Lundberg指数.     

回归分析中自协方差估计的渐近正态性

文中证明了回归——时间序列混合模型 y_1=β_1x_(t1)+β_2x_(t2)+…+β_px_(tp)+(ut) 其中u(t)为线性过程;中线性过程u(t)自协方差估计的渐近正态性     

一类更广泛的Korteweg-de Vries方程的初边值问题

本文利用Galerkin方法和解的先验估计,研究了一类更广泛的Korteweg-de Vries方程的初边值问题。 u_t+f(u)_x-αu_(xx)+u_(xxx)=0 (x,t)∈R~+×[0,T] u(x,t)|_(t=0)=u_0(x) x∈R~+ u(x,t)|_(x=0)=0 u(x,t)→0 (x→∞)及 u_t+f(u)_x-u_(xxx)=0 u(x,t)|_(t=0)=u_0(x) x∈R~+ u(x,t)|_(x=0)=u_x(x,t)|x=0=0 u(x,t)→0,(x→∞)弱解的存在性,在适当的条件下,还可以得到古典解的存在性。     

广义BBM-Burgers 方程稀疏波解的稳定性(英文)

考察了如下广义BBM Burgres方程ut+f(u) x =uxx+uxxt,u｜t =0 =uo(x)→u±,x→∞ . ( 1)稀疏波解的稳定性 ,即在u-0 ,的解 .     

二阶拟线性退缩抛物方程的第三边值问题

本文在Q_Υ={(x,t),-1相似文献   

三阶奇异周期边值问题的正解

用锥拉伸与锥压缩不动点定理讨论三阶微分方程周期边值问题u+ρ3u=f(t,u), 0＜t＜2π;u(i)(0)=u(i)(2π),i=0,1,2.正解的存在性,其中ρ∈0,(1)/(3)为常数,f在t=0,t=2π和u=0处有奇异性.     

奇异超线性二阶周期边值问题的正解

利用锥不动点定理证明一个二阶奇异周期边值问题- u″(t) +ρ2 u(t) =f(t,u(t) ) ,　　 0≤ t≤ 2π,u(0 ) =u(2π) ,　　 u′(0 ) =u′(2π)正解的存在性 ,其中允许 f在 u=0处具有奇性 ,在 u=+∞处超线性 .     

带有投资风险的保险模型的破产概率研究及数值模拟

在带有投资风险的保险模型Xt=u+a∫t0Xsds+σ∫0tXsdws+∫t0csds-∑iN=1tξi的基础上,对其做相应的推广,并求出推广模型的破产概率上界,然后利用R软件和数值模拟的方法,估计出此保险模型的上界,并将估计值与推导出的理论上界进行比较,考察其精确程度,结果发现理论上界有些偏大。     

关于抛物方程两个未知系数的确定

本文讨论由初始数据u(X,0)=ψ(X)和附加条件u(x,0,t)=h(x,t),U_x_n(X,0,t)=g(x,t)确定的方程u_t-△u+p(x,t)u_x_i+q(x,t)u=f(X,t)和u_t-△u+p(x,t)u_x+q(x,t)u_x_j=f(X,t)的未知系数p(x,t)和g(x,t)的问题。     

Markedness and its Interpretation in Language Use

Language markedness is a common phenomenon in languages, and is reflected from hearing, vision and sense, i.e. the variation in the three aspects such as phonology, morphology and semantics. This paper focuses on the interpretation of markedness in language use following the three perspectives, i.e. pragmatic interpretation, psychological interpretation and cognitive interpretation, with an aim to define the function of markedness.     

低渗透非均质砂岩油藏启动压力梯度研究

理论推导与室内实验相结合,建立了低渗透非均质砂岩油藏启动压力梯度确定方法。首先借助油藏流场与电场相似的原理,推导了非均质砂岩油藏启动压力梯度计算公式。其次基于稳定流实验方法,建立了非均质砂岩油藏启动压力梯度测试方法。结果表明:低渗透非均质砂岩油藏的启动压力梯度确定遵循两个等效原则。平面非均质油藏的启动压力梯度等于各级渗透率段的启动压力梯度关于长度的加权平均;纵向非均质油藏的启动压力梯度等于各渗透率层的启动压力梯度关于渗透率与渗流面积乘积的加权平均。研究成果可用于有效指导低渗透非均质砂岩油藏的合理井距确定,促进该类油藏的高效开发。     

On Tragic Consciousness In The Works By Ernest Hemingway

As an American modern novelist who were famous in the literary world, Hemingway was not a person who always followed the trend but a sharp observer. At the same time, he was a tragedy maestro, he paid great attention on existence, fate and end-result. The dramatis personae's tragedy of his works was an extreme limit by all means tragedy on the meaning of fearless challenge that failed. The beauty of tragedy was not produced on the destruction of life, but now this kind of value was in the impact activity. They performed for the reader about the tragedy on challenging for the limit and the death.     

Achieving Unusual States of Matter Under High Pressure

正The periodicity of the elements and the non-reactivity of the inner-shell electrons are two related principles of chemistry,rooted in the atomic shell structure.Within compounds,Group I elements,for example,invariably assume the+1 oxidation state,and their chemical properties differ completely from those of the p-block elements.These general rules govern our understanding of chemical structures and reactions.Using first principles calcula-     

Exchange-Correlation and Electronic Excitation Energies from Pairing Matrix Fluctuations

We have developed an adiabatic connection to formulate the ground-state exchange-correlation energy in terms of pairing matrix linear fluctuations.This formulation of the exchange-correlation energy opens a new channel for density functional approximations based on the many-body perturbation theory.We illustrate the potential of such approaches with an approximation based on the particle-particle Random Phase Approximation(pp-RPA).This re-     

Density Functional Theory for the Response of Periodic Systems to Electric Fields Based on the Vector Potential Approach

正The electronic and nuclear(structural/vibrational)response of 1D-3D nanoscale systems to electric fields gives rise to a host of optical,mechanical,spectral,etc.properties that are of high theoretical and applied interest.Due to the computational difficulty of treating such large systems it is convenient to model them as infinite and periodic(at least,in first approximation).The fundamental theoretical/computational problem in doing so is that     

On the Thermodynamic Limit for Responses to Static Electromagnetic Fields

For molecular systems,the quantum-mechanical treatment of their responses to static electromagnetic fields usually employs a scalar-potential treatment of the electric field and a vector-potential treatment of the magnetic field.Although the potential for each field separately is associated with the choice of an(unphysical)origin,the precise choice of the origin for the electrostatic field has little consequences for the results.This is different for the     

An affordable accurate evaluation of the binding conformations predicted by molecular docking studies in bio-system

Franck-Condon factors bridge the gap between theoretical modeling and experimental observations for molecular electronic spectroscopy and electron transfer.Under the displaced harmonic oscillator approximation,multidimensional Franck-Condon factors are decomposed into a product of many one-dimensional(1D)Franck-Condon(FC)factors,and each 1D-FC factor is associated with one Huang-Rhys factor that determines the leading contribution of     

Call for Papers

<正>"The Journal of Shanghai Normal University:Mathematics"is published by Shanghai Normal University as regular issues of The Journal of Shanghai Normal University each year from 2014 in English.The editors-in-chief of the issues are professors Yuhao Cong and Maoan Han.The Journal of Shanghai Normal University was started in 1958 with     

Journal of Donghua University ( English Edition) Contents of Volume 31

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