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带线性红利和干扰的复合Poisson-Geometric风险模型的破产问题
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作者 侯致武 乔克林 高磊 《贵州大学学报(自然科学版)》 2024年第6期8-13,共6页
考虑了常利力环境下,包含线性红利、随机干扰和随机保费的复合P-G风险模型。通过应用全期望公式,推导出该模型的Gerber-Shiu函数及破产概率的更新方程。在不考虑分红且保费额和索赔额均服从指数分布时,进一步得到了破产概率所满足的具... 考虑了常利力环境下,包含线性红利、随机干扰和随机保费的复合P-G风险模型。通过应用全期望公式,推导出该模型的Gerber-Shiu函数及破产概率的更新方程。在不考虑分红且保费额和索赔额均服从指数分布时,进一步得到了破产概率所满足的具体微分方程,并求解得到了其解析表达式。通过数值实验,系统分析了多个关键因素对破产概率的具体影响,所得结论与保险公司的实际经营情况相吻合。 展开更多
关键词 复合poisson-GEOMETRIC过程 线性红利 GERBER-SHIU函数 破产概率
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Two-dimensional nanomaterials confined single atoms: New opportunities for environmental remediation 被引量:1
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作者 Yu Yin Lei Shi +4 位作者 Shu Zhang Xiaoguang Duan Jinqiang Zhang Hongqi Sun Shaobin Wang 《Nano Materials Science》 EI CAS CSCD 2023年第1期15-38,共24页
Two-dimensional(2D)supports confined single-atom catalysts(2D SACs)with unique geometric and electronic structures have been attractive candidates in different catalytic applications,such as energy conversion and stor... Two-dimensional(2D)supports confined single-atom catalysts(2D SACs)with unique geometric and electronic structures have been attractive candidates in different catalytic applications,such as energy conversion and storage,value-added chemical synthesis and environmental remediation.However,their environmental appli-cations lack of a comprehensive summary and in-depth discussion.In this review,recent progresses in synthesis routes and advanced characterization techniques for 2D SACs are introduced,and a comprehensive discussion on their applications in environmental remediation is presented.Generally,2D SACs can be effective in catalytic elimination of aqueous and gaseous pollutants via radical or non-radical routes and transformation of toxic pollutants into less poisonous species or highly value-added products,opening a new horizon for the contami-nant treatment.In addition,in-depth reaction mechanisms and potential pathways are systematically discussed,and the relationship between the structure-performance is highlighted.Finally,several critical challenges within this field are presented,and possible directions for further explorations of 2D SACs in environmental remediation are suggested.Although the research of 2D SACs in the environmental application is still in its infancy,this review will provide a timely summary on the emerging field,and would stimulate tremendous interest for designing more attractive 2D SACs and promoting their wide applications. 展开更多
关键词 Single-atom catalysis two-dimensional material Advanced oxidation process Degradation Transformation Industrial wastewater
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Design and Analysis of Integrated Predictive Iterative Learning Control for Batch Process Based on Two-dimensional System Theory 被引量:3
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作者 陈宸 熊智华 钟宜生 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2014年第7期762-768,共7页
Based on the two-dimensional (2D) system theory, an integrated predictive iterative learning control (2D-IPILC) strategy for batch processes is presented. First, the output response and the error transition model ... Based on the two-dimensional (2D) system theory, an integrated predictive iterative learning control (2D-IPILC) strategy for batch processes is presented. First, the output response and the error transition model predictions along the batch index can be calculated analytically due to the 2D Roesser model of the batch process. Then, an integrated framework of combining iterative learning control (ILC) and model predictive control (MPC) is formed reasonably. The output of feedforward ILC is estimated on the basis of the predefined process 2D model. By min- imizing a quadratic objective function, the feedback MPC is introduced to obtain better control performance for tracking problem of batch processes. Simulations on a typical batch reactor demonstrate that the satisfactory tracking performance as well as faster convergence speed can be achieved than traditional proportion type (P- t-we) ILC despite the model error and disturbances. 展开更多
关键词 lterative learning control Model predictive control Integrated control Batch process two-dimensional systems
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Probability Distributions Arising in Connection with the Inspection Paradox for the Poisson Process
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作者 James E. Marengo Anne Marino Himes +1 位作者 W. Cade Reinberger David L. Farnsworth 《Open Journal of Statistics》 2023年第1期16-24,共9页
The Inspection Paradox refers to the fact that in a Renewal Process, the length of the interarrival period which contains a fixed time is stochastically larger than the length of a typical interarrival period. To prov... The Inspection Paradox refers to the fact that in a Renewal Process, the length of the interarrival period which contains a fixed time is stochastically larger than the length of a typical interarrival period. To provide a more complete understanding of this phenomenon, conditioning arguments are used to obtain the distributions and moments of the lengths of the interarrival periods other than the one containing this fixed time for the case of the time-homogeneous Poisson Process. Distributions of the waiting times for events that occur both before and after this fixed time are derived. This provides a fairly complete probabilistic analysis of the Inspection Paradox. 展开更多
关键词 Inspection Paradox Interarrival Time poisson process Renewal process Waiting Time
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One-Sample Bayesian Predictive Analyses for a Nonhomogeneous Poisson Process with Delayed S-Shaped Intensity Function Using Non-Informative Priors
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作者 Otieno Collins Orawo Luke Akong’o Matiri George Munene 《Open Journal of Statistics》 2023年第5期717-733,共17页
The delayed S-shaped software reliability growth model (SRGM) is one of the non-homogeneous Poisson process (NHPP) models which have been proposed for software reliability assessment. The model is distinctive because ... The delayed S-shaped software reliability growth model (SRGM) is one of the non-homogeneous Poisson process (NHPP) models which have been proposed for software reliability assessment. The model is distinctive because it has a mean value function that reflects the delay in failure reporting: there is a delay between failure detection and reporting time. The model captures error detection, isolation, and removal processes, thus is appropriate for software reliability analysis. Predictive analysis in software testing is useful in modifying, debugging, and determining when to terminate software development testing processes. However, Bayesian predictive analyses on the delayed S-shaped model have not been extensively explored. This paper uses the delayed S-shaped SRGM to address four issues in one-sample prediction associated with the software development testing process. Bayesian approach based on non-informative priors was used to derive explicit solutions for the four issues, and the developed methodologies were illustrated using real data. 展开更多
关键词 Failure Intensity Non-Informative Priors Software Reliability Model Bayesian Approach Non-Homogeneous poisson process
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Empirical Likelihood Statistical Inference for Compound Poisson Vector Processes under Infinite Covariance Matrix
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作者 程从华 《Journal of Donghua University(English Edition)》 CAS 2023年第1期122-126,共5页
The paper discusses the statistical inference problem of the compound Poisson vector process(CPVP)in the domain of attraction of normal law but with infinite covariance matrix.The empirical likelihood(EL)method to con... The paper discusses the statistical inference problem of the compound Poisson vector process(CPVP)in the domain of attraction of normal law but with infinite covariance matrix.The empirical likelihood(EL)method to construct confidence regions for the mean vector has been proposed.It is a generalization from the finite second-order moments to the infinite second-order moments in the domain of attraction of normal law.The log-empirical likelihood ratio statistic for the average number of the CPVP converges to F distribution in distribution when the population is in the domain of attraction of normal law but has infinite covariance matrix.Some simulation results are proposed to illustrate the method of the paper. 展开更多
关键词 compound poisson vector process(CPVP) infinite covariance matrix domain of attraction of normal law empirical likelihood(EL)
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带有投资收益率和双保费复合Poisson-Geometric风险模型的研究
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作者 覃利华 黄鸿君 洪小萍 《兰州文理学院学报(自然科学版)》 2024年第4期13-19,共7页
研究了保费收入为线性增长和随机保费的风险模型,且随机保费的保单数服从复合Poisson过程,理赔次数服从复合Poisson-Geometric过程.应用全概率公式和积分变换公式,推导了该模型Gerber-Shiu折现罚金函数满足的更新方程,并当随机保费、理... 研究了保费收入为线性增长和随机保费的风险模型,且随机保费的保单数服从复合Poisson过程,理赔次数服从复合Poisson-Geometric过程.应用全概率公式和积分变换公式,推导了该模型Gerber-Shiu折现罚金函数满足的更新方程,并当随机保费、理赔过程均服从特定指数分布时,得到了该模型破产概率的解析解,最后通过数值模拟对理论进行了分析验证. 展开更多
关键词 复合poisson-GEOMETRIC过程 破产概率 更新方程 混合保费
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带投资和分红策略下复合Poisson-Geometric风险模型的研究
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作者 覃利华 李越洋 《井冈山大学学报(自然科学版)》 2024年第5期9-16,共8页
考虑投资和分红策略下,建立带有混合收费及索赔计数服从复合Poisson-Geometric过程的风险模型。运用全期望公式与积分变换公式,研究该模型红利付款现值期望函数满足的微积分方程和特定指数分布下满足的微分方程及解析解,通过数值模拟分... 考虑投资和分红策略下,建立带有混合收费及索赔计数服从复合Poisson-Geometric过程的风险模型。运用全期望公式与积分变换公式,研究该模型红利付款现值期望函数满足的微积分方程和特定指数分布下满足的微分方程及解析解,通过数值模拟分析了固定保费率、初始资本、投资资产、索赔强度和红利边界对红利付款现值期望函数的影响,并分析其经济意义。 展开更多
关键词 复合poisson-GEOMETRIC过程 红利付款现值期望函数 分红策略 投资策略 积分微分方程
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On approximating multifractal traffic burstiness with Markov modulated Poisson processes 被引量:1
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作者 纪其进 《Journal of Southeast University(English Edition)》 EI CAS 2004年第4期436-441,共6页
We investigate the approximating capability of Markov modulated Poisson processes (MMPP) for modeling multifractal Internet traffic. The choice of MMPP is motivated by its ability to capture the variability and correl... We investigate the approximating capability of Markov modulated Poisson processes (MMPP) for modeling multifractal Internet traffic. The choice of MMPP is motivated by its ability to capture the variability and correlation in moderate time scales while being analytically tractable. Important statistics of traffic burstiness are described and a customized moment-based fitting procedure of MMPP to traffic traces is presented. Our methodology of doing this is to examine whether the MMPP can be used to predict the performance of a queue to which MMPP sample paths and measured traffic traces are fed for comparison respectively, in addition to the goodness-of-fit test of MMPP. Numerical results and simulations show that the fitted MMPP can approximate multifractal traffic quite well, i.e. accurately predict the queueing performance. 展开更多
关键词 multifractal traffic Markov modulated poisson processes queueing delay packet loss rate
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Poisson截断δ冲击模型失效参数的Bayes估计
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作者 马明 彭博 +1 位作者 拉毛措 冶建华 《吉林大学学报(理学版)》 CAS 北大核心 2023年第2期292-302,共11页
针对Poisson截断δ冲击模型失效参数的估计问题,利用Bayes估计方法,在最小均方误差原则下,基于寿命终止时总冲击次数及冲击到达时间这两类样本数据,在不同的先验假设下,给出Poisson截断δ冲击模型失效参数δ的Bayes估计量.
关键词 截断δ冲击模型 poisson过程 BAYES估计 参数估计
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ON THE RUIN FUNCTIONS FOR A CORRELATED AGGREGATE CLAIMS MODEL WITH POISSON AND ERLANG RISK PROCESSES 被引量:11
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作者 刘艳 杨文权 胡亦钧 《Acta Mathematica Scientia》 SCIE CSCD 2006年第2期321-330,共10页
This article considers a risk model as in Yuen et al. (2002). Under this model the two claim number processes are correlated. Claim occurrence of both classes relate to Poisson and Erlang processes. The formulae is ... This article considers a risk model as in Yuen et al. (2002). Under this model the two claim number processes are correlated. Claim occurrence of both classes relate to Poisson and Erlang processes. The formulae is derived for the distribution of the surplus immediately before ruin, for the distribution of the surplus immediately after ruin and the joint distribution of the surplus immediately before and after ruin. The asymptotic property of these ruin functions is also investigated. 展开更多
关键词 Correlated aggregate claims poisson process Erlang process ruin functions
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STABLE SUB-GAUSSIAN MODELS CONSTRUCTED BY POISSON PROCESSES 被引量:1
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作者 戴洪帅 李育强 《Acta Mathematica Scientia》 SCIE CSCD 2011年第5期1945-1958,共14页
In this paper, we first prove that one-parameter standard α-stable sub-Gaussian processes can be approximated by processes constructed by integrals based on the Poisson process with random intensity. Then we extend t... In this paper, we first prove that one-parameter standard α-stable sub-Gaussian processes can be approximated by processes constructed by integrals based on the Poisson process with random intensity. Then we extend this result to the two-parameter processes. At last, we consider the approximation of the subordinated fractional Brownian motion. 展开更多
关键词 stable sub-Gaussian process weak convergence poisson process Riemann integral
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The dynamic power management for embedded system with Poisson process 被引量:2
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作者 陈天洲 黄江伟 戴鸿君 《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 SCIE EI CAS CSCD 2005年第B08期70-74,共5页
The mass of the embedded systems are driven by second batteries, not by wired power supply. So saving energy is one of the main design goals for embedded system. In this paper we present a new technique for modelling ... The mass of the embedded systems are driven by second batteries, not by wired power supply. So saving energy is one of the main design goals for embedded system. In this paper we present a new technique for modelling and solving the dynamic power management (DPM) problem for embedded systems with complex behavioural characteristics. First we model a power-managed embedded computing system as a controllable Flow Chart. Then we use the Poisson process for optimisation, and give the power management algorithm by the help of Dynamic Voltage Scaling (DVS) technology. At last we built the experi- mental model using the PXA 255 Processors. The experimental results showed that the proposed technique can achieve more than 12% power saving compared to other existing DPM techniques. 展开更多
关键词 DPM Flow Chart poisson process
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Bayesian Reliability——Growth Analysis for Statistical of Diverse Population Based on Non-homogeneous Poisson Process 被引量:1
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作者 MING Zhimao TAO Junyong +2 位作者 ZHANG Yunan YI Xiaoshan CHEN Xun 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2009年第4期535-541,共7页
New armament systems are subjected to the method for dealing with multi-stage system reliability-growth statistical problems of diverse population in order to improve reliability before starting mass production. Aimin... New armament systems are subjected to the method for dealing with multi-stage system reliability-growth statistical problems of diverse population in order to improve reliability before starting mass production. Aiming at the test process which is high expense and small sample-size in the development of complex system, the specific methods are studied on how to process the statistical information of Bayesian reliability growth regarding diverse populations. Firstly, according to the characteristics of reliability growth during product development, the Bayesian method is used to integrate the testing information of multi-stage and the order relations of distribution parameters. And then a Gamma-Beta prior distribution is proposed based on non-homogeneous Poisson process(NHPP) corresponding to the reliability growth process. The posterior distribution of reliability parameters is obtained regarding different stages of product, and the reliability parameters are evaluated based on the posterior distribution. Finally, Bayesian approach proposed in this paper for multi-stage reliability growth test is applied to the test process which is small sample-size in the astronautics filed. The results of a numerical example show that the presented model can make use of the diverse information synthetically, and pave the way for the application of the Bayesian model for multi-stage reliability growth test evaluation with small sample-size. The method is useful for evaluating multi-stage system reliability and making reliability growth plan rationally. 展开更多
关键词 diverse population statistic order relations reliability growth Bayesian approach non-homogeneous poisson process Gamma-Beta distribution
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Comparison of different inversion methods of D-T_(2)two-dimensional nuclear magnetic resonance logging and applicability analysis 被引量:2
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作者 Li Cheng-Lin Tan Mao-Jin +4 位作者 Wang Ke-Wen Feng Zhou Liu Ying-Ming Zhang Hai-Tao and Xiao Li-Zhi 《Applied Geophysics》 SCIE CSCD 2022年第2期173-184,306,307,共14页
D-T_(2)two-dimensional nuclear magnetic resonance(2D NMR)logging technology can distinguish pore fluid types intuitively,and it is widely used in oil and gas exploration.Many 2D NMR inversion methods(e.g.,truncated si... D-T_(2)two-dimensional nuclear magnetic resonance(2D NMR)logging technology can distinguish pore fluid types intuitively,and it is widely used in oil and gas exploration.Many 2D NMR inversion methods(e.g.,truncated singular value decomposition(TSVD),Butler-Reds-Dawson(BRD),LM-norm smoothing,and TIST-L1 regularization methods)have been proposed successively,but most are limited to numerical simulations.This study focused on the applicability of different inversion methods for NMR logging data of various acquisition sequences,from which the optimal inversion method was selected based on the comparative analysis.First,the two-dimensional NMR logging principle was studied.Then,these inversion methods were studied in detail,and the precision and computational efficiency of CPMG and diffusion editing(DE)sequences obtained from oil-water and gas-water models were compared,respectively.The inversion results and calculation time of truncated singular value decomposition(TSVD),Butler-Reds-Dawson(BRD),LM-norm smoothing,and TIST-L1 regularization were compared and analyzed through numerical simulations.The inversion method was optimized to process SP mode logging data from the MR Scanner instrument.The results showed that the TIST-regularization and LM-norm smoothing methods were more accurate for the CPMG and DE sequence echo trains of the oil-water and gas-water models.However,the LM-norm smoothing method was less time-consuming,making it more suitable for logging data processing.A case study in well A25 showed that the processing results by the LM-norm smoothing method were consistent with GEOLOG software.This demonstrates that the LM-norm smoothing method is applicable in practical NMR logging processing. 展开更多
关键词 two-dimensional NMR logging D-T_(2)spectrum inversion method diffusion editing sequence data processing
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Grey-based approach for estimating software reliability under nonhomogeneous Poisson process 被引量:1
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作者 LIU Xiaomei XIE Naiming 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2022年第2期360-369,共10页
Due to the randomness and time dependence of the factors affecting software reliability, most software reliability models are treated as stochastic processes, and the non-homogeneous Poisson process(NHPP) is the most ... Due to the randomness and time dependence of the factors affecting software reliability, most software reliability models are treated as stochastic processes, and the non-homogeneous Poisson process(NHPP) is the most used one.However, the failure behavior of software does not follow the NHPP in a statistically rigorous manner, and the pure random method might be not enough to describe the software failure behavior. To solve these problems, this paper proposes a new integrated approach that combines stochastic process and grey system theory to describe the failure behavior of software. A grey NHPP software reliability model is put forward in a discrete form, and a grey-based approach for estimating software reliability under the NHPP is proposed as a nonlinear multi-objective programming problem. Finally, four grey NHPP software reliability models are applied to four real datasets, the dynamic R-square and predictive relative error are calculated. Comparing with the original single NHPP software reliability model, it is found that the modeling using the integrated approach has a higher prediction accuracy of software reliability. Therefore, there is the characteristics of grey uncertain information in the NHPP software reliability models, and exploiting the latent grey uncertain information might lead to more accurate software reliability estimation. 展开更多
关键词 software reliability model stochastic process uncertainty system non-homogeneous poisson process grey system theory
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One-Sample Bayesian Predictive Analyses for an Exponential Non-Homogeneous Poisson Process in Software Reliability 被引量:1
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作者 Albert Orwa Akuno Luke Akong’o Orawo Ali Salim Islam 《Open Journal of Statistics》 2014年第5期402-411,共10页
The Goel-Okumoto software reliability model, also known as the Exponential Nonhomogeneous Poisson Process,is one of the earliest software reliability models to be proposed. From literature, it is evident that most of ... The Goel-Okumoto software reliability model, also known as the Exponential Nonhomogeneous Poisson Process,is one of the earliest software reliability models to be proposed. From literature, it is evident that most of the study that has been done on the Goel-Okumoto software reliability model is parameter estimation using the MLE method and model fit. It is widely known that predictive analysis is very useful for modifying, debugging and determining when to terminate software development testing process. However, there is a conspicuous absence of literature on both the classical and Bayesian predictive analyses on the model. This paper presents some results about predictive analyses for the Goel-Okumoto software reliability model. Driven by the requirement of highly reliable software used in computers embedded in automotive, mechanical and safety control systems, industrial and quality process control, real-time sensor networks, aircrafts, nuclear reactors among others, we address four issues in single-sample prediction associated closely with software development process. We have adopted Bayesian methods based on non-informative priors to develop explicit solutions to these problems. An example with real data in the form of time between software failures will be used to illustrate the developed methodologies. 展开更多
关键词 NONHOMOGENEOUS poisson process Non-Informative PRIORS Software Reliability Models BAYESIAN Approach
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HITTING PROBABILITIES OF WEIGHTED POISSON PROCESSES WITH DIFFERENT INTENSITIES AND THEIR SUBORDINATIONS 被引量:1
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作者 Heng ZUO Zhaohui SHEN Guanglin RANG 《Acta Mathematica Scientia》 SCIE CSCD 2021年第1期67-84,共18页
In this article,we study the hitting probabilities of weighted Poisson processes and their subordinated versions with different intensities.Furthermore,we simulate and analyze the asymptotic properties of the hitting ... In this article,we study the hitting probabilities of weighted Poisson processes and their subordinated versions with different intensities.Furthermore,we simulate and analyze the asymptotic properties of the hitting probabilities in different weights and give an example in the case of subordination. 展开更多
关键词 weighted poisson processes hitting probabilities SUBORDINATION
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Two-dimensional numerical research on effects of titanium target bombarded by TEMPⅡ accelerator 被引量:1
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作者 吴迪 宫野 +3 位作者 刘金远 王晓钢 刘悦 马腾才 《Chinese Physics B》 SCIE EI CAS CSCD 2006年第11期2682-2687,共6页
Two-dimensional numerical research has been carried out on the ablation effects of titanium target irradiated by intense pulsed ion beam (IPIB) generated by TEMP Ⅱ accelerator. Temporal and spatial evolution of the... Two-dimensional numerical research has been carried out on the ablation effects of titanium target irradiated by intense pulsed ion beam (IPIB) generated by TEMP Ⅱ accelerator. Temporal and spatial evolution of the ablation process of the target during a pulse time has been simulated. We have come to the conclusion that the melting and evaporating process begin from the surface and the target is ablated layer by layer when the target is irradiated by the IPIB. Meanwhile, we also obtained the result that the average ablation velocity in target central region is about 10 m/s, which is far less than the ejection velocity of the plume plasma formed by irradiation. Different effects have been compared to the different ratio of the ions and different energy density of IPIB while the target is irradiated by pulsed beams. 展开更多
关键词 intense pulsed ion beam two-dimensional numerical model ablation process TITANIUM
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Comprehensive two-dimensional river ice model based on boundary-fitted coordinate transformation method 被引量:1
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作者 Ze-yu MAO Jing YUAN +2 位作者 Jun BAO Xiao-fan PENG Guo-qiang TANG 《Water Science and Engineering》 EI CAS CSCD 2014年第1期90-105,共16页
River ice is a natural phenomenon in cold regions, influenced by meteorology, geomorphology, and hydraulic conditions. River ice processes involve complex interactions between hydrodynamic, mechanical, and thermal pro... River ice is a natural phenomenon in cold regions, influenced by meteorology, geomorphology, and hydraulic conditions. River ice processes involve complex interactions between hydrodynamic, mechanical, and thermal processes, and they are also influenced by weather and hydrologic conditions. Because natural rivers are serpentine, with bends, narrows, and straight reaches, the commonly-used one-dimensional river ice models and two-dimensional models based on the rectangular Cartesian coordinates are incapable of simulating the physical phenomena accurately. In order to accurately simulate the complicated river geometry and overcome the difficulties of numerical simulation resulting from both complex boundaries and differences between length and width scales, a two-dimensional river ice numerical model based on a boundary-fitted coordinate transformation method was developed. The presented model considers the influence of the frazil ice accumulation under ice cover and the shape of the leading edge of ice cover during the freezing process. The model is capable of determining the velocity field, the distribution of water temperature, the concentration distribution of frazil ice, the transport of floating ice, the progression, stability, and thawing of ice cover, and the transport, accumulation, and erosion of ice under ice cover. A MacCormack scheme was used to solve the equations numerically. The model was validated with field observations from the Hequ Reach of the Yellow River. Comparison of simulation results with field data indicates that the model is capable of simulating the river ice process with high accuracy. 展开更多
关键词 two-dimensional river ice numerical model boundary-fitted coordinate technology river ice process freeze-up MacCormack scheme natural river
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