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带红利的两类索赔风险模型的Gerber-Shiu函数 总被引:1,自引:0,他引:1
本文考虑了一类具有常数红利界限的包含两个独立险种风险模型的Gerber-Shiu罚金折现期望函数,我们假设两个索赔次数过程是独立的Poisson过程和广义Erlang(2)过程.得到了关于Gerber-Shiu罚金折现期望函数满足的积分-微分方程及其边界条件.特别,当这两类索赔额服从同一指数分布时,给出了Gerber-Shiu罚金折现期望函数的精确解.最后给出了一个例子. 相似文献
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破产前资产余额的最大值是反映保险公司资产实力的重要指标.随机误差因素改变了余额过程的轨道性质,以致于增加了研究上的本质困难.本文研究了带干扰的广义Erlang(n)风险模型破产前资产余额最大值的分布问题.我们推导出破产前资产余额的最大值满足具有一定边界条件的齐次积分微分方程.特别地,当索赔服从有理分布时,我们给出了精确结果.此外,与单纯的广义Erlang(n)风险模型相比较,我们的论证更为复杂结果更为精细,并且推广了那里的结果. 相似文献
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本文研究了两步保费率下Erlang(2)风险过程,给出了Gerber-Shiu折现罚函数的两个微积分方程及其解或更新方程.在索赔额为指数分布条件下得到了两个与破产相关的量并计算出了相应的数值结果. 相似文献
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本文主要考虑了具有有限容量的Erlang(n)到达的大坝模型的忙期。通过构造两个辅助停时,应用无穷小分析方法,分别获得了它们的Laplace变换所满足的积分微分方程,从而确定了忙期的Laplace变换。本文还以到达过程为Erlang(2)为例,构造了辅助停时所满足的更新方程,获得了忙期的精确解。 相似文献
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为推广经典风险过程以研究各种风险引发的破产的可能性,本文研究了保险金融领域中一个更为现实的模型:带随机干扰的更新风险模型的破产概率的渐近估计的局部化形式。在相对安全负荷条件下,采用纯概率的方法,得出了当索赔额为重尾索赔时破产概率的局部渐近等价式,它与原更新风险模型相应的破产概率的局部渐近等价式一致,说明在重尾索赔下,Wiener过程对破产概率的影响可以忽略。 相似文献
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常利率下的更新风险模型 总被引:18,自引:0,他引:18
讨论了常利率下的更新风险模型,证明了索赔时刻Tk的资产余额Uδ(Tk)(k≥0)构成一个齐次马尔科夫链,且给出其转移概率Q(x,B)。利用转移概率得到了风险问题中的几个重要的量和分布;破产概率,破产时余额分布以及破产前瞬间余额分布的级数展开式和积分主程。 相似文献
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Steffen Müller-Probandt 《材料科学与工程:中英文B版...》2018,(4):161-177
We associate a variety of innovations with the term "Industry 4.0". The pioneer of many 4.0 modifications forms the basisfor the trend towards the integrated di... 相似文献
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Janet Lang 《Materials and Manufacturing Processes》2017,32(7-8):857-866
ABSTRACTThe production of ferrous metal increased during the Roman Late Republican period, Principate and Empire. The direct bloomery process was used to extract the metal from its ores using slag-tapping and slag-pit furnaces. The fuel was charcoal and an air blast was introduced by bellows-operated tuyères. Iron formed as a bloom, often as a spongy mass of metal, which contained impurities from the smelting process, including unreacted ore, fuel, slag and fragments from the furnace walls, while the metal was often inhomogeneous with varied carbon contents. Blooms were either smithed directly into bars or ingots or they were broken up, which also allowed the removal of gross impurities and a selection of pieces with similar properties to be made. These could then be forge-welded together and formed into characteristically shaped ingots. Making steel in the furnace seems to have been achieved: it depended on the ore and the furnace and conditions within it. Surface carburization was also carried out. Iron and steel were used extensively in construction and for tools and weapons. Fire welding was often used to add pieces of steel to make the edges of tools and weapons, which could be heat-treated by quenching to harden them. 相似文献
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Standards are the basis for production enterprises to organize production ex-factory inspection trade 《中国标准化(英文版)》2008,25(1):24-25
Standards are the basis for production enterprises to organize production, ex-factory inspection, trade (delivery) and technical exchanges, product certification, quality arbitration and supervision.…… 相似文献
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A four-ball tester was used to evaluate the anti-wear performance of three kinds of organomolybdemun compounds in the engine oils, i. e., molybdenum dialkyldithiophosphate (MoDDP), molybdenum dialkyldithiocarbamate ( MoDTC), and sulphur and phosphorus freeorganomolybdeum (Molybdate). The results indicate that a low concentration of MoDDP doesn' t improve the anti-wear properties of the commercial engine oils, but a high concentration of MoDDP can obviously improve the anti-wear properties and the load-carrying capacity of the engine oils. MoDTC doesn' t improve the antiwear properties of the engine oils, but worsens the anti-wear properties of the oils. Signifi can timprove ment of frictional and wear characteristics is obtained with Molybdate added in the commercial engine oils and the formulated oils. 相似文献
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S. K. Malhotra Paramanand Singh A. Thirunavukkarasu 《Materials and Manufacturing Processes》2006,21(7):652-657
Al2O3-ZrO2 nanocomposites were developed starting with the solgel process. Composite alumina-zirconia nanopowders were synthesized from metallorganic precursors (Aluminium secondary butoxide and zirconium Iso propoxide) using the solgel process. The parameters affecting the synthesis—solvent, concentration of precursor, R/H ratio (i.e., dilution of water in solvent)—were varied as also the temperature and pH. BET and TEM were used to measure nanosize. Diffuse reflectance spectroscopy and also qualitative optical absorption led to identical particle size estimate. The variation of process parameters was used to study the effect and interdependence of process parameters. Artificial Neural Networks was used to rigorously analyze the process. Although this led to confirmation of interdependence of parameters, the presence of a single overwhelming solvent variable was also established. Then the optimal process was used to synthesize more nanopowder. To produce bulk nanocomposite the nanopowders were sintered by varying the temperature and time period. The sintered lithoids were probed with a vickers hardness tester to measure elastic modulus, hardness, and fracture toughness. The results showed high elastic modulus, modest hardness, and very high fracture toughness. 相似文献
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Friction Stir Processing Strategies for Uniform Distribution of Reinforcement in a Surface Composite
Vipin Sharma Yashpal Gupta Ujjwal Prakash 《Materials and Manufacturing Processes》2016,31(10):1384-1392
Friction stir processing (FSP) is an important technique for preparing surface composites. Fabricating defect-free surface composites with uniform particle distribution by FSP is a challenging task. In this study, silicon carbide particles reinforced AA5083 alloy surface composites was fabricated using different FSP strategies including variation in process parameters, dual-tool processing and tool offset overlapping. Material flow of the processed material with reinforcement particles demonstrated that the distribution of particles was influenced by the stirring action of the probe as well as the extrusion of the plasticized material due to the movement of the tool. Process parameters, particularly rotational speed, showed a dominant influence on the distribution of silicon carbide particles. 相似文献
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Zusammenfassung Bei der Gestaltung von Ernteprozessen — beispielsweise des Prozesses Mähdrusch, Körnertransport und -abnahme — als transportverbundene Fließarbeitsverfahren mit mindestens zwei verschiedenen Arbeitsmitteln gibt es einen großen Optimierungsspielraum. Solche Prozesse sind mehrstufige Bedienungsprozesse mit gemischter Anordnung der Bedienungseinrichtungen. Außerdem besitzen sie stark ausgeprägte räumliche Aspekte. Es wird vor allem gezeigt, welche Merkmale solcher Prozesse in Simulationsmodellen abgebildet sein müssen, welche Zielgrößen in Abhängigkeit von welchen Einflußgrößen unter Berücksichtigung welcher Prozeßbedingungen ermittelt werden sollten und wie der Bewertungsprozeß zur Ermittlung der gewünschten Informationen gestaltet werden muß. 相似文献
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The end of over unit products of more than Chinese firms have passed the quality grade certification for liquor products. These products involve distilled spirits beer wine yellow wine fruit syrup wine others cover over % of the national top-branded liquor products.…… 《中国标准化(英文版)》2008,25(1):30
The end of 2007, over 200 unit products of more than 80 Chinese firms have passed the quality grade certification for liquor products. These products involve distilled spirits, beer, wine, yellow wine, fruit syrup wine and others, and cover over 80% of the national top-branded liquor products.…… 相似文献
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Surface characterization and microstructure studies are performed on chemical vapor deposited (CVD) tungsten coating. There is about 2 μm thickness diffusion layer of tungsten in the molybdenum substrate. The thermal shock test shows tungsten coating has good adhesion with molybdenum substrate, but the elements of oxygen and carbon in the tungsten coating have the bad affection to the adhesion. The result of high-temperature diffusion experiment is the diffusion rate from molybdenum substrate to tungsten coating is faster. 相似文献
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《材料科学技术学报》2014,(11):F0003-F0003
Journal of Materials Sciences & Technology is a monthly journal for the rapid dissemination of new, impor- rant results in material and related fields. Submission Electronic files of MS Word and PDF are acceptable. Please visit http://www.jmst.org and submit online. 相似文献