This paper puts forward a Poisson-generalized Pareto (Poisson-GP) distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be ...This paper puts forward a Poisson-generalized Pareto (Poisson-GP) distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be applied to predicting financial risk, large insurance settlement and high-grade earthquake, etc. Compared with the maximum likelihood estimation (MLE) and compound moment estimation (CME), probability-weighted moment estimation (PWME) is used to estimate the parameters of the distribution function. The specific formulas are presented. Through Monte Carlo simulation with sample sizes 10, 20, 50, 100, 1 000, it is concluded that PWME is an efficient method and it behaves steadily. The mean square errors (MSE) of estimators by PWME are much smaller than those of estimators by CME, and there is no significant difference between PWME and MLE. Finally, an example of foreign exchange rate is given. For Dollar/Pound exchange rates from 1990-01-02 to 2006-12-29, this paper formulates the distribution function of the largest loss among the investment losses exceeding a certain threshold by Poisson-GP compound extreme value distribution, and obtains predictive values at different confidence levels.展开更多
A compound pendulum based measurement method is put forward and the relevant equipment is designed. By using the variation of angle with the time acquired by an angular displacement sensor, the moment of inertia is ob...A compound pendulum based measurement method is put forward and the relevant equipment is designed. By using the variation of angle with the time acquired by an angular displacement sensor, the moment of inertia is obtained through the numerical solution of certain equations, which are deduced from the phase-plane analysis of compound pendulum. The influences of both friction and air resistance on the compound pendulum are already taken into consideration without estimating and measuring the resistances in advance. With this method, the to-be-measured object can be positioned and fixed easily and safely. Numerical simulations show a favorable precision of this method.展开更多
In this paper, a hybrid dividend strategy in the compound Poisson risk model is considered. In the absence of dividends, the surplus of an insurance company is modelled by a compound Poisson process. Dividends are pai...In this paper, a hybrid dividend strategy in the compound Poisson risk model is considered. In the absence of dividends, the surplus of an insurance company is modelled by a compound Poisson process. Dividends are paid at a constant rate whenever the modified surplus is in a interval;the premium income no longer goes into the surplus but is paid out as dividends whenever the modified surplus exceeds the upper bound of the interval, otherwise no dividends are paid. Integro-differential equations with boundary conditions satisfied by the expected total discounted dividends until ruin are derived;for example, closed-form solutions are given when claims are exponentially distributed. Accordingly, the moments and moment-generating functions of total discounted dividends until ruin are considered. Finally, the Gerber-Shiu function and Laplace transform of the ruin time are discussed.展开更多
This article is the continuation of article [1] where the experimental facts of observation of the electroscalar radiation in the spectrum of the Sun have been presented [2]. This radiation comes into the world having...This article is the continuation of article [1] where the experimental facts of observation of the electroscalar radiation in the spectrum of the Sun have been presented [2]. This radiation comes into the world having a long wavelength, being longitudinal and extraordinarily penetrating. In accordance with the principle of least action, the Lagrangian of the electroscalar field and the tensor of energy-moment are determined using the variation the potential and coordinates. The equation of motion the charged particle in electroscalar field is determined and the energy of particle has the negative sign with respect to the mechanical energy of particle and the energy of electromagnetic field. So, this is decreasing the electrical potential of particle during the propagation. The electroscalar energy of charged particle and field’s force acting on the particle during their motion change the particle’s electrical status which, in its turn, may trigger the transition of the particle into a compound state during interaction with any object. Due to the continuity this process can lead the particle to the state which enters into a compound state with a negative energy for a different particle’s velocity. This state is the physical vacuum’s state. Analysis of the solar spectrum demonstrates that scattering and absorption of electroscalar wave go on the cavities of solids. The spreading out of electroscalar field obeys to the law of plane wave and the transfer the energy and information can occur in vacuum and any medium.展开更多
基金National Natural Science Foundation of China (No.70573077)
文摘This paper puts forward a Poisson-generalized Pareto (Poisson-GP) distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be applied to predicting financial risk, large insurance settlement and high-grade earthquake, etc. Compared with the maximum likelihood estimation (MLE) and compound moment estimation (CME), probability-weighted moment estimation (PWME) is used to estimate the parameters of the distribution function. The specific formulas are presented. Through Monte Carlo simulation with sample sizes 10, 20, 50, 100, 1 000, it is concluded that PWME is an efficient method and it behaves steadily. The mean square errors (MSE) of estimators by PWME are much smaller than those of estimators by CME, and there is no significant difference between PWME and MLE. Finally, an example of foreign exchange rate is given. For Dollar/Pound exchange rates from 1990-01-02 to 2006-12-29, this paper formulates the distribution function of the largest loss among the investment losses exceeding a certain threshold by Poisson-GP compound extreme value distribution, and obtains predictive values at different confidence levels.
基金Supported by the National Natural Science Foundation of China （No. 60872096） and the Fundamental Research Funds for the Central Universities （No. 2009B31914）.
文摘A compound pendulum based measurement method is put forward and the relevant equipment is designed. By using the variation of angle with the time acquired by an angular displacement sensor, the moment of inertia is obtained through the numerical solution of certain equations, which are deduced from the phase-plane analysis of compound pendulum. The influences of both friction and air resistance on the compound pendulum are already taken into consideration without estimating and measuring the resistances in advance. With this method, the to-be-measured object can be positioned and fixed easily and safely. Numerical simulations show a favorable precision of this method.
文摘In this paper, a hybrid dividend strategy in the compound Poisson risk model is considered. In the absence of dividends, the surplus of an insurance company is modelled by a compound Poisson process. Dividends are paid at a constant rate whenever the modified surplus is in a interval;the premium income no longer goes into the surplus but is paid out as dividends whenever the modified surplus exceeds the upper bound of the interval, otherwise no dividends are paid. Integro-differential equations with boundary conditions satisfied by the expected total discounted dividends until ruin are derived;for example, closed-form solutions are given when claims are exponentially distributed. Accordingly, the moments and moment-generating functions of total discounted dividends until ruin are considered. Finally, the Gerber-Shiu function and Laplace transform of the ruin time are discussed.
文摘This article is the continuation of article [1] where the experimental facts of observation of the electroscalar radiation in the spectrum of the Sun have been presented [2]. This radiation comes into the world having a long wavelength, being longitudinal and extraordinarily penetrating. In accordance with the principle of least action, the Lagrangian of the electroscalar field and the tensor of energy-moment are determined using the variation the potential and coordinates. The equation of motion the charged particle in electroscalar field is determined and the energy of particle has the negative sign with respect to the mechanical energy of particle and the energy of electromagnetic field. So, this is decreasing the electrical potential of particle during the propagation. The electroscalar energy of charged particle and field’s force acting on the particle during their motion change the particle’s electrical status which, in its turn, may trigger the transition of the particle into a compound state during interaction with any object. Due to the continuity this process can lead the particle to the state which enters into a compound state with a negative energy for a different particle’s velocity. This state is the physical vacuum’s state. Analysis of the solar spectrum demonstrates that scattering and absorption of electroscalar wave go on the cavities of solids. The spreading out of electroscalar field obeys to the law of plane wave and the transfer the energy and information can occur in vacuum and any medium.
