The effect of uncertainty and its evolution with time on the incline hoist reliability are investigated in this paper.The performance of incline hoist is changed over time and gradually degraded.The degradation will i...The effect of uncertainty and its evolution with time on the incline hoist reliability are investigated in this paper.The performance of incline hoist is changed over time and gradually degraded.The degradation will influence the safe usage and reliability of incline hoist.Degradation process can be described by stochastic process.The degradation process of incline hoist is modeled in geometric Brownian motions(GBM),and the drift rate and diffusion rate of this process can reflect the failure extent and fluctuation of the system.Evolution-based uncertainty analysis(EBUA)method is proposed to describe the dynamic reliability of the incline hoist,and the system of incline hoist can be designed with the specified reliability value at the given time.展开更多
The classical Poisson risk model in ruin theory assumed that the interarrival times between two successive claims are mutually independent, and the claim sizes and claim intervals are also mutually independent. In thi...The classical Poisson risk model in ruin theory assumed that the interarrival times between two successive claims are mutually independent, and the claim sizes and claim intervals are also mutually independent. In this paper, we modify the classical Poisson risk model to describe the surplus process of an insurance portfolio. We consider a jump-diffusion risk process compounded by a geometric Brownian motion, and assume that the claim sizes and claim intervals are dependent. Using the properties of conditional expectation, we establish integro-differential equations for the Gerber-Shiu function and the ultimate ruin probability.展开更多
基金National Natural Science Foundation of China(No.51075029)
文摘The effect of uncertainty and its evolution with time on the incline hoist reliability are investigated in this paper.The performance of incline hoist is changed over time and gradually degraded.The degradation will influence the safe usage and reliability of incline hoist.Degradation process can be described by stochastic process.The degradation process of incline hoist is modeled in geometric Brownian motions(GBM),and the drift rate and diffusion rate of this process can reflect the failure extent and fluctuation of the system.Evolution-based uncertainty analysis(EBUA)method is proposed to describe the dynamic reliability of the incline hoist,and the system of incline hoist can be designed with the specified reliability value at the given time.
文摘The classical Poisson risk model in ruin theory assumed that the interarrival times between two successive claims are mutually independent, and the claim sizes and claim intervals are also mutually independent. In this paper, we modify the classical Poisson risk model to describe the surplus process of an insurance portfolio. We consider a jump-diffusion risk process compounded by a geometric Brownian motion, and assume that the claim sizes and claim intervals are dependent. Using the properties of conditional expectation, we establish integro-differential equations for the Gerber-Shiu function and the ultimate ruin probability.
