In this paper,a class of risk processes perturbed by diffusion are considered. The Lundberg inequalities for the ruin probability are obtained.The size of the Lundberg exponents for different kinds of risk model is co...In this paper,a class of risk processes perturbed by diffusion are considered. The Lundberg inequalities for the ruin probability are obtained.The size of the Lundberg exponents for different kinds of risk model is compared. The numerical illustration for the impact of the parameters on the ruin probability is given.展开更多
Two tree ring-width chronologies of Sabina tibetica were developed based on cores sampled in Qumalai and Zhiduo, southern Qinghai Plateau. The response function analysis showed that the chronologies were sensitive to ...Two tree ring-width chronologies of Sabina tibetica were developed based on cores sampled in Qumalai and Zhiduo, southern Qinghai Plateau. The response function analysis showed that the chronologies were sensitive to temperature and precipitation from April to June in the plateau. Moisture index (MI) was defined, reconstructed and extended back to AD 1550. The cross-validation method was used to check the stability of the calibration equation, and the result indicated that the equation was stable. Six severe dry periods were found in this region in the past 453-year reconstruction, which were 1592 to 1610, 1649 to 1665, 1687 to 1697, 1740 to 1750, 1818 to 1829 and 1918 to 1933. Five severe wetting periods were 1669 to 1682, 1700 to 1709, 1800 to 1814, 1898 to 1909 and 1935 to 1950. Spectrum analysis indicated that there existed long-term cycles of 60.4 and 53.4 a, solar cycle of 11 a and short-term cycles of 8, 6 and 4 a in the reconstructed series.展开更多
文摘In this paper,a class of risk processes perturbed by diffusion are considered. The Lundberg inequalities for the ruin probability are obtained.The size of the Lundberg exponents for different kinds of risk model is compared. The numerical illustration for the impact of the parameters on the ruin probability is given.
基金supported by the social benefits program of the Ministry of Science and Technology(Grant No.2001DIB10085)the Knowledge Innovation Program of the Chinese Academy of Sciences(Grant Nos.KZCX3-SW-321 and KZCX1-SW-04.)
文摘Two tree ring-width chronologies of Sabina tibetica were developed based on cores sampled in Qumalai and Zhiduo, southern Qinghai Plateau. The response function analysis showed that the chronologies were sensitive to temperature and precipitation from April to June in the plateau. Moisture index (MI) was defined, reconstructed and extended back to AD 1550. The cross-validation method was used to check the stability of the calibration equation, and the result indicated that the equation was stable. Six severe dry periods were found in this region in the past 453-year reconstruction, which were 1592 to 1610, 1649 to 1665, 1687 to 1697, 1740 to 1750, 1818 to 1829 and 1918 to 1933. Five severe wetting periods were 1669 to 1682, 1700 to 1709, 1800 to 1814, 1898 to 1909 and 1935 to 1950. Spectrum analysis indicated that there existed long-term cycles of 60.4 and 53.4 a, solar cycle of 11 a and short-term cycles of 8, 6 and 4 a in the reconstructed series.
