For stochastic loss reserving,we propose an individual information model(IIM)which accom-modates not only individual/micro data consisting of incurring times,reporting developments,settlement developments as well as p...For stochastic loss reserving,we propose an individual information model(IIM)which accom-modates not only individual/micro data consisting of incurring times,reporting developments,settlement developments as well as payments of individual claims but also heterogeneity among policies.We give over-dispersed Poisson assumption about the moments of reporting developments and payments of every individual claims.Model estimation is conducted under quasi-likelihood theory.Analytic expressions are derived for the expectation and variance of outstanding liabilities,given historical observations.We utilise conditional mean square error of prediction(MSEP)to measure the accuracy of loss reserving and also theoretically prove that when risk portfolio size is large enough,IIM shows a higher prediction accuracy than individ-ual/micro data model(IDM)in predicting the outstanding liabilities,if the heterogeneity indeed influences claims developments and otherwise IIM is asymptotically equivalent to IDM.Some simulations are conducted to investigate the conditional MSEPs for IIM and IDM.A real data analysis is performed basing on real observations in health insurance.展开更多
We develop a design of a hybrid quantum interface for quantum information transfer （QIT）, adopting a nanome- chanical resonator as the intermedium, which is magnetically coupled with individual nitrogen-vacancy cent...We develop a design of a hybrid quantum interface for quantum information transfer （QIT）, adopting a nanome- chanical resonator as the intermedium, which is magnetically coupled with individual nitrogen-vacancy centers as the solid qubits, while eapacitively coupled with a coplanar waveguide resonator as the quantum data bus. We describe the Hamiltonian of the model, and analytically demonstrate the QIT for both the resonant interaction and large detuning cases. The hybrid quantum interface allows for QIT between arbitrarily selected individual nitrogen-vacancy centers, and has advantages of the sealability and controllability. Our methods open an alter- native perspective for implementing QIT, which is important during quantum storing or processing procedures in quantum computing.展开更多
基金This work was supported by the Natural Science Foundation of China(71771089)the Shanghai Philosophy and Social Sci-ence Foundation(2015BGL001)+1 种基金the National Social Science Foundation Key Program of China(17ZDA091)China Scholarship Council(201906140045)。
文摘For stochastic loss reserving,we propose an individual information model(IIM)which accom-modates not only individual/micro data consisting of incurring times,reporting developments,settlement developments as well as payments of individual claims but also heterogeneity among policies.We give over-dispersed Poisson assumption about the moments of reporting developments and payments of every individual claims.Model estimation is conducted under quasi-likelihood theory.Analytic expressions are derived for the expectation and variance of outstanding liabilities,given historical observations.We utilise conditional mean square error of prediction(MSEP)to measure the accuracy of loss reserving and also theoretically prove that when risk portfolio size is large enough,IIM shows a higher prediction accuracy than individ-ual/micro data model(IDM)in predicting the outstanding liabilities,if the heterogeneity indeed influences claims developments and otherwise IIM is asymptotically equivalent to IDM.Some simulations are conducted to investigate the conditional MSEPs for IIM and IDM.A real data analysis is performed basing on real observations in health insurance.
基金Supported by the National Natural Science Foundation of China under Grant No 11305021the Fundamental Research Funds for the Central Universities of China under Grants Nos 3132014229 and 3132014328
文摘We develop a design of a hybrid quantum interface for quantum information transfer （QIT）, adopting a nanome- chanical resonator as the intermedium, which is magnetically coupled with individual nitrogen-vacancy centers as the solid qubits, while eapacitively coupled with a coplanar waveguide resonator as the quantum data bus. We describe the Hamiltonian of the model, and analytically demonstrate the QIT for both the resonant interaction and large detuning cases. The hybrid quantum interface allows for QIT between arbitrarily selected individual nitrogen-vacancy centers, and has advantages of the sealability and controllability. Our methods open an alter- native perspective for implementing QIT, which is important during quantum storing or processing procedures in quantum computing.
