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Emilia Di Lorenzo 《North American actuarial journal : NAAJ》2013,17(2):49-50
Abstract This paper considers a Sparre Andersen collective risk model in which the distribution of the interclaim time is that of a sum of n independent exponential random variables; thus, the Erlang(n) model is a special case. The analysis is focused on the function φ(u), the expected discounted penalty at ruin, with u being the initial surplus. The penalty may depend on the deficit at ruin and possibly also on the surplus immediately before ruin. It is shown that the function φ(u) satisfies a certain integro-differential equation and that this equation can be solved in terms of Laplace transforms, extending a result found in Lin (2003). As a consequence, a closed-form expression is obtained for the discounted joint probability density of the deficit at ruin and the surplus just before ruin, if the initial surplus is zero. For this formula and other results, the roots of Lundberg’s fundamental equation in the right half of the complex plane play a central role. Also, it is shown that φ(u) satisfies Li’s (2003) renewal equation. Under the assumption that the penalty depends only on the deficit at ruin and that the individual claim amount density is a combination of exponential densities, a closed-form expression for φ(u) is derived. In this context, known results of the Cauchy matrix are useful. Surprisingly, certain results are best expressed in terms of divided differences, a topic deleted from the actuarial examinations at the end of last century. 相似文献
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新制度经济学视野下的城市群协调发展探讨 总被引:6,自引:0,他引:6
城市群现象是城市区域化、区域城市化的结果,更是政治、资本、技术、制度和自然资源多者共同选择、作用的结果。城市化史表明,这种现象只有在那些具有良好区位和自然社会经济条件的地区才能出现。城市群地区形成后,由于具有优良的基础设施、易于形成城市规模效益和范围经济,从而成为企业布局、人口迁移的主要选择,成为国家社会经济发展的支柱。但同时,由于众多城市在一定地域内集聚发展,也会加剧城市之间的竞争,带来对资源、市场的争夺,城市之间的摩擦、冲突会加剧,导致不协调发展现象。 相似文献
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运用传统中医学与保健理论,结合体育运动原理,对我国传统体育养生思想进行了研究,分析总结了传统体育在养生中的独特作用,提高我们对传统体育的养生功效的进一步认识和在全民健身中的运用。 相似文献
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Giovanni Di Franco 《Quality and Quantity》2014,48(3):1149-1163
This work entailed tackling the significant problem of missing data which was solved by identifying a new substitution procedure, following an empirical approach based on the analysis of the information contained in the entire set of data collected. This procedures offers a number of advantages compared to other techniques commonly mentioned in the statistical–methodological literature. 相似文献
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本文重点对树脂砂交联剂的类型和加入量进行了系统深入的研究。在实验中,以试样抗压强度为主要考察目标,考察了氢氧化钾、硅烷、硼砂加入量对试样抗压强度的影响,获得了交联剂加入量的最佳配比,制成了可用于生产的粘结剂。 相似文献
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One of the challenges facing humanitarian organizations is that there exist limited decision technologies that are tailored specifically to their needs. While employee workforce management models have been the topic of extensive research over the past decades, very little work has yet concentrated on the problem of managing volunteers for humanitarian organizations. This paper develops a multi-criteria optimization model to assist in the assignment of volunteers to tasks, based upon a series of principles from the field of volunteer management. In particular, it offers a new volunteer management approach for incorporating the decision maker's preferences and knowledge into the volunteer assignment process, thus allowing him or her to closely examine the tradeoffs between potentially conflicting objectives. Test results illustrate the model's ability to capture these tradeoffs and represent the imprecision inherent in the work of humanitarian organizations, and thus demonstrate its ability to support efficient and effective volunteer management. 相似文献