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1.
重尾分布情形破产概率的估计是风险理论领域近年来极力寻求解决的热点问题 ,马氏风险模型就是针对这一问题首次建立并提出来的 ,在马氏风险模型中 ,顾客索赔到来由一个点过程 {N(t) } t 0描述 ,这里N(t)表示某一马氏跳过程在时间区间 [0 ,t]内的跳跃次数。该文主要研究了这个模型的破产概率 ,给出了破产概率Ψ(u)满足的积分方程和Ψ(0 )的明确表达式。  相似文献   

2.
重尾分布情形破产概率的估计是风险理论领域近年来极力寻求解决的热点问题,马氏风险模型就是针对这一问题首次建立并提出来的,在马氏风险模型中,顾客索赔到来由一个点过程{N(t)}t≥0描述,这里N(t)表示某一马氏跳过程在时间区间[0,t]内的跳跃次数。该主要研究了这个模型的破产概率,给出了破产概率ψ(u)满足的积分方程和ψ(0)的明确表达式。  相似文献   

3.
研究存在有分红上界条件下,保险公司盈余过程Ub(t)的破产时刻—T0以及破产损失函数Φ(u,b)的性质.通过应用随机过程鞅理论、强马氏性以及微分方程的性质,得到了一些结果.特别地,当个体理赔符合指数分布时,由于指数分布具有“无记忆”性质,可以得到Φ(u,b)以及Ee-δT—0的精确解.  相似文献   

4.
二阶微分算子生成的最小马尔可夫过程及其可逆性   总被引:2,自引:0,他引:2  
生成的马氏过程及其可逆性。在c=0时Feller得到了Ω的一切予解式。在c≤0时,他对算符Ω的方程(λ—Ω)u=0所应用的变换,从构造马氏过程来看,未能解决问题。因此,从概率论的角度予以考虑并构造其马氏过程是有必要的。本文在将Feller关于c=0的一些结果的证明简化的同时,把做法推广成直接适用于显含c≤0的形式。这样做能直接造出最小解,从而规定最小半群和最小马氏过程,并进一步证明了它是有转移密度的。在[4]  相似文献   

5.
一维热传导方程的解关于热交换系数的渐近行为   总被引:1,自引:0,他引:1  
给出了一维热传导方程关于热交换系数h的解族u=uh(x,t)的一些分析性质的证明,并应用Dini定理证明了u=uh(x,t)在h→0时一致收敛到u=u0(x,t)。  相似文献   

6.
研究了次线性Emden-Fowler方程u″(t)+b(t)up=0,0p1,u(0)=u(1)=0。两点边值问题的唯一解φ(t)在零点的收敛速率的问题,其中b(t)∈C(0,1)且在(0,1)上b(t)0。  相似文献   

7.
在双无限环境中马氏链的过程矩满足一定的条件下,通过停时和鞅收敛定理,得到双无限环境中马氏链的一类泛函极限定理.  相似文献   

8.
文章引进随机环境中马氏过程的模型,研究了该模型的马氏过程满足强遍历性的各种充要条件;证明了当随机转移函数P(θ^·[s,s+t);x,A)属于G^+时,强遍历性蕴含了收敛的指数速度;找出了最佳收敛速度;并得到了达到最佳收敛速度的条件.  相似文献   

9.
在非平稳条件下, 证明了{ξn(t); 0≤t≤1}的所有有限维分布在条件概率PB(·)下均弱收敛到Wiener过程W的有限维分布, 进而得到随机指标和过程{ξνn(u);0≤u≤1}弱收敛于Wiener过程W, 其中{νn;n∈N}是一列满足一定条件的正整数随机变量.  相似文献   

10.
在复合Markov二项风险模型中,通过对一般更新过程m1(u)与延迟更新过程m0(u)的研究,得到m1(u)与m0(u)的关系.利用更新过程理论得到复合Markov二项风险模型的期望罚金函数m(u)的新形式.  相似文献   

11.
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.  相似文献   

12.
何延凌 《科技信息》2008,(4):258-258
Language is a means of verbal communication. People use language to communicate with each other. In the society, no two speakers are exactly alike in the way of speaking. Some differences are due to age, gender, statue and personality. Above all, gender is one of the obvious reasons. The writer of this paper tries to describe the features of women's language from these perspectives: pronunciation, intonation, diction, subjects, grammar and discourse. From the discussion of the features of women's language, more attention should be paid to language use in social context. What's more, the linguistic phenomena in a speaking community can be understood more thoroughly.  相似文献   

13.
王慧 《科技信息》2008,(10):240-240
Wuthering Heights, Emily Bronte's only novel, was published in December of 1847 under the pseudonym Ellis Bell. The book did not gain immediate success, but it is now thought one of the finest novels in the English language. Catherine is the key character of this masterpiece, because everybody and everything center on her though she had a short life. We can understand this masterpiece better if we know Catherine well.  相似文献   

14.
The Williston Basin is a significant petroleum province, containing oil production zones that include the Middle Cambrian to Lower Ordovician, Upper Ordovician, Middle Devonian, Upper Devonian and Mississippian and within the Jurassic and Cretaceous. The oils of the Williston Basin exhibit a wide range of geochemical characteristics defined as "oil families", although the geochemical signature of the Cambrian Deadwood Formation and Lower Ordovician Winnipeg reservoired oils does not match any "oil family". Despite their close stratigraphic proximity, it is evident that the oils of the Lower Palaeozoic within the Williston Basin are distinct. This suggests the presence of a new "oil family" within the Williston Basin. Diagnostic geochemical signatures occur in the gasoline range chromatograms, within saturate fraction gas chromatograms and biomarker fingerprints. However, some of the established criteria and cross-plots that are currently used to segregate oils into distinct genetic families within the basin do not always meet with success, particularly when applied to the Lower Palaeozoic oils of the Deadwood and Winnipeg Formation.  相似文献   

15.
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。  相似文献   

16.
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.  相似文献   

17.
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-  相似文献   

18.
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-  相似文献   

19.
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  相似文献   

20.
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  相似文献   

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