More methods can be used to remove the additive noise, such as the Mean of Least Variance (MLV) filter. When the signal is noised by the multiplicative noise, it is difficult to remove. The paper presents an improved ...More methods can be used to remove the additive noise, such as the Mean of Least Variance (MLV) filter. When the signal is noised by the multiplicative noise, it is difficult to remove. The paper presents an improved filter to remove multiplicative noise by changing the multiplicative noise to the additive noise, and then using the MLV-like to remove the additive noise. The simulation results show that the performance is better than Minimum Coefficient of Variation (MCV) filter and MLV filter. Both one-dimension and image experiments demonstrate its theoretical performance.展开更多
This paper considers a correlated risk model with thinning-dependence structure. The au- thors investigate the optimal proportional reinsurance that maximizes the adjustment coefficient and the optimal proportional re...This paper considers a correlated risk model with thinning-dependence structure. The au- thors investigate the optimal proportional reinsurance that maximizes the adjustment coefficient and the optimal proportional reinsurance under mean variance principle for the proposed model. The au- thors derive the optimal solutions and the numerical illustrations to show the impact of the dependence among the classes of business on the optimal reinsurance arrangements.展开更多
基金Partly supported by the National Natural Science Foundation of China(No.60133010)Natural Science Foundation of Education Department of Shaanxi Province(No.05JK312)Natural Science Foundation of Xianyang Normal University(No.04XSYK101)
文摘More methods can be used to remove the additive noise, such as the Mean of Least Variance (MLV) filter. When the signal is noised by the multiplicative noise, it is difficult to remove. The paper presents an improved filter to remove multiplicative noise by changing the multiplicative noise to the additive noise, and then using the MLV-like to remove the additive noise. The simulation results show that the performance is better than Minimum Coefficient of Variation (MCV) filter and MLV filter. Both one-dimension and image experiments demonstrate its theoretical performance.
基金supported by the Research Fund for the Doctorial Program of Higher Education under Grant No.20093201110013Science and Technology Foundation of Fujian Education Department under Grant Nos.JA11208 and JB07153
文摘This paper considers a correlated risk model with thinning-dependence structure. The au- thors investigate the optimal proportional reinsurance that maximizes the adjustment coefficient and the optimal proportional reinsurance under mean variance principle for the proposed model. The au- thors derive the optimal solutions and the numerical illustrations to show the impact of the dependence among the classes of business on the optimal reinsurance arrangements.