Consider two dependent renewal risk models with constant interest rate. By using some methods in the risk theory, uniform asymptotics for finite-time ruin probability is derived in a non-compound risk model, where cla...Consider two dependent renewal risk models with constant interest rate. By using some methods in the risk theory, uniform asymptotics for finite-time ruin probability is derived in a non-compound risk model, where claim sizes are upper tail asymptotically independent random variables with dominatedly varying tails, claim inter-arrival times follow the widely lower orthant dependent structure, and the total amount of premiums is a nonnegative stochastic process. Based on the obtained result, using the method of analysis for the tail probability of random sums, a similar result in a more complex and reasonable compound risk model is also obtained, where individual claim sizes are specialized to be extended negatively dependent and accident inter-arrival times are still widely lower orthant dependent, and both the claim sizes and the claim number have dominatedly varying tails.展开更多
The mechanism of ground vibration in building demolition blasting was investigated,taking into account the prevailing influential factors, including the building's heightof mass center, the quantity size, the stru...The mechanism of ground vibration in building demolition blasting was investigated,taking into account the prevailing influential factors, including the building's heightof mass center, the quantity size, the structural feature, the component material quantity,the demolition method, the geological structure of the region, earthquake resistance rank,as well as the earthquake wave dissemination.The proposed method was applied efficientlyto reduce the blasting effects on the environment, which enriches the control theoriesof vibration caused by collapse in the blasting process and may provide a good referencefor the related engineering practices.展开更多
This paper considers the problem about optimization of proportional reinsurance in the setting of diffusion models. The authors take into account non-cheap proportional reinsurance and bankruptcy value simultaneously....This paper considers the problem about optimization of proportional reinsurance in the setting of diffusion models. The authors take into account non-cheap proportional reinsurance and bankruptcy value simultaneously. The objective is to find the risk control policies which maximize the total discounted reserve and the bankruptcy value. Results show that, the optimal risk control policies and corresponding optimal return functions vary, depending both on the range of bankruptcy value and the relationship between the premium rate of insurance and that of reinsurance.展开更多
基金The National Natural Science Foundation of China(No.11001052,11171065,71171046)China Postdoctoral Science Foundation(No.2012M520964)+1 种基金the Natural Science Foundation of Jiangsu Province(No.BK20131339)the Qing Lan Project of Jiangsu Province
文摘Consider two dependent renewal risk models with constant interest rate. By using some methods in the risk theory, uniform asymptotics for finite-time ruin probability is derived in a non-compound risk model, where claim sizes are upper tail asymptotically independent random variables with dominatedly varying tails, claim inter-arrival times follow the widely lower orthant dependent structure, and the total amount of premiums is a nonnegative stochastic process. Based on the obtained result, using the method of analysis for the tail probability of random sums, a similar result in a more complex and reasonable compound risk model is also obtained, where individual claim sizes are specialized to be extended negatively dependent and accident inter-arrival times are still widely lower orthant dependent, and both the claim sizes and the claim number have dominatedly varying tails.
文摘The mechanism of ground vibration in building demolition blasting was investigated,taking into account the prevailing influential factors, including the building's heightof mass center, the quantity size, the structural feature, the component material quantity,the demolition method, the geological structure of the region, earthquake resistance rank,as well as the earthquake wave dissemination.The proposed method was applied efficientlyto reduce the blasting effects on the environment, which enriches the control theoriesof vibration caused by collapse in the blasting process and may provide a good referencefor the related engineering practices.
文摘This paper considers the problem about optimization of proportional reinsurance in the setting of diffusion models. The authors take into account non-cheap proportional reinsurance and bankruptcy value simultaneously. The objective is to find the risk control policies which maximize the total discounted reserve and the bankruptcy value. Results show that, the optimal risk control policies and corresponding optimal return functions vary, depending both on the range of bankruptcy value and the relationship between the premium rate of insurance and that of reinsurance.
