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
The productivity of medical staff within a polyclinic is not an easy task due to the multiple activities that physicians must perform at the same time: not only healthcare for patients, but also academic activities, s...The productivity of medical staff within a polyclinic is not an easy task due to the multiple activities that physicians must perform at the same time: not only healthcare for patients, but also academic activities, such as scientific research and teaching. Hybrid professionals are healthcare professionals who have to play multiple roles, often not precisely identified. This analysis examines the case study of the University Polyclinic of Messina (Italy) where three university departments and 7 Dipartimenti di Attività Integrate (DAI) are distinguished and physicians (both professors and researchers) are called to reconcile multiple tasks. Given the distinction between university departments and DAIs, the aim of this contribution is to identify the organizational elements that prove to be predictors of scientific efficiency and productivity. To what extent does the inclusion in a DAI or within a university department affect individual incentives? A new dataset is built for the present research containing information on University Polyclinic of Messina physicians (full professors, associate professors, researchers). From the Scopus online database (<a href="https://www.scopus.com/home.uri">https://www.scopus.com/home.uri</a>) individual information relating to the number of publications, the number of citations, h-index was obtained. The latter is used to assess the quality of individual research;in order to evaluate the teaching activity, the number of hours dedicated to didactical activities is taken into account, together with the number of teaching hours required by one’s role. Information related to remuneration and the circumstance of carrying out intramural activities has also been included. A thorough statistical analysis is carried out and the individual groups (DAI and university departments) are compared through the Kruskal Wallis test. Estimating a Poisson Gamma mixture model highlights those variables that are significant predictors of scientific productivity. Attention paid to organizational methods should allow identifying the ideal setting for hybrid professionals to practice the medical profession, while carrying out managerial duties, without compromising the quality of teaching and research. An efficient solution could thus be proposed to the complex multi-objective optimization problem that healthcare professionals are called to answer.展开更多
This paper presents mathematics models that describe and optimize the passenger flow at the airport security checkpoints by applying the queuing theory. Firstly, a Poisson process is used to estimate the flow of passe...This paper presents mathematics models that describe and optimize the passenger flow at the airport security checkpoints by applying the queuing theory. Firstly, a Poisson process is used to estimate the flow of passengers waiting for going through the security. Then, the Poisson distribution is combined with a multiple M/M/s model. Following that, an arrival model (passengers’ arriving at the checkpoints preparing for security examination and departure) with Gumbel extreme value estimation is described that predicts the busiest time in the busiest airport. Real case data collected from several major airports worldwide is used for creating a hybrid Poisson model to generate the simulation of passenger volume. At last, Markov Chain theory is applied to the analysis to randomly simulate the flow of enplaned passengers again, and the results of these two simulations are compared and discussed, revealing that the hybrid Poisson model is the more accurate one. After successfully characterizing the passenger flow mathematically, two methods for optimizing the passenger flow are then provided in two different respects: one is bypassing passengers and creating an express pass;while the other one promotes Pre-Check service application.展开更多
A class of hybrid jump diffusions modulated by a Markov chain is considered in this work. The motivation stems from insurance risk models, and emerging applications in production planning and wireless communications. ...A class of hybrid jump diffusions modulated by a Markov chain is considered in this work. The motivation stems from insurance risk models, and emerging applications in production planning and wireless communications. The models are hybrid in that they involve both continuous dynamics and discrete events. Under suitable conditions, asymptotic expansions of the transition densities for the underlying processes are developed, The formal expansions are validated and the error bounds obtained.展开更多
Allele-specifc expression refers to the preferential expression of one of the two alleles in a diploid genome,which has been thought largely attributable to the associated cis-element variation and allele-specifc epig...Allele-specifc expression refers to the preferential expression of one of the two alleles in a diploid genome,which has been thought largely attributable to the associated cis-element variation and allele-specifc epigenetic modifcation patterns.Allele-specifc expression may contribute to the heterosis(or hybrid vigor) effect in hybrid plants that are produced from crosses of closely-related species,subspecies and/or inbred lines.In this study,using Illumina high-throughput sequencing of maize transcriptomics,chromatic H3K27me3 histone modifcation and DNA methylation data,we developed a new computational framework to identify allele-specifcally expressed genes by simultaneously tracking allele-specifc gene expression patterns and the epigenetic modifcation landscape in the seedling tissues of hybrid maize.This approach relies on detecting nucleotide polymorphisms and any genomic structural variation between two parental genomes in order to distinguish paternally or maternally derived sequencing reads.This computational pipeline also incorporates a modifed Chi-square test to statistically identify allele-specifc gene expression and epigenetic modifcation based on the Poisson distribution.展开更多
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The productivity of medical staff within a polyclinic is not an easy task due to the multiple activities that physicians must perform at the same time: not only healthcare for patients, but also academic activities, such as scientific research and teaching. Hybrid professionals are healthcare professionals who have to play multiple roles, often not precisely identified. This analysis examines the case study of the University Polyclinic of Messina (Italy) where three university departments and 7 Dipartimenti di Attività Integrate (DAI) are distinguished and physicians (both professors and researchers) are called to reconcile multiple tasks. Given the distinction between university departments and DAIs, the aim of this contribution is to identify the organizational elements that prove to be predictors of scientific efficiency and productivity. To what extent does the inclusion in a DAI or within a university department affect individual incentives? A new dataset is built for the present research containing information on University Polyclinic of Messina physicians (full professors, associate professors, researchers). From the Scopus online database (<a href="https://www.scopus.com/home.uri">https://www.scopus.com/home.uri</a>) individual information relating to the number of publications, the number of citations, h-index was obtained. The latter is used to assess the quality of individual research;in order to evaluate the teaching activity, the number of hours dedicated to didactical activities is taken into account, together with the number of teaching hours required by one’s role. Information related to remuneration and the circumstance of carrying out intramural activities has also been included. A thorough statistical analysis is carried out and the individual groups (DAI and university departments) are compared through the Kruskal Wallis test. Estimating a Poisson Gamma mixture model highlights those variables that are significant predictors of scientific productivity. Attention paid to organizational methods should allow identifying the ideal setting for hybrid professionals to practice the medical profession, while carrying out managerial duties, without compromising the quality of teaching and research. An efficient solution could thus be proposed to the complex multi-objective optimization problem that healthcare professionals are called to answer.
文摘This paper presents mathematics models that describe and optimize the passenger flow at the airport security checkpoints by applying the queuing theory. Firstly, a Poisson process is used to estimate the flow of passengers waiting for going through the security. Then, the Poisson distribution is combined with a multiple M/M/s model. Following that, an arrival model (passengers’ arriving at the checkpoints preparing for security examination and departure) with Gumbel extreme value estimation is described that predicts the busiest time in the busiest airport. Real case data collected from several major airports worldwide is used for creating a hybrid Poisson model to generate the simulation of passenger volume. At last, Markov Chain theory is applied to the analysis to randomly simulate the flow of enplaned passengers again, and the results of these two simulations are compared and discussed, revealing that the hybrid Poisson model is the more accurate one. After successfully characterizing the passenger flow mathematically, two methods for optimizing the passenger flow are then provided in two different respects: one is bypassing passengers and creating an express pass;while the other one promotes Pre-Check service application.
基金Supported in part by the National Science Foundation under DMS-0304928 and in part by Wayne State University Research Enhancement Program.
文摘A class of hybrid jump diffusions modulated by a Markov chain is considered in this work. The motivation stems from insurance risk models, and emerging applications in production planning and wireless communications. The models are hybrid in that they involve both continuous dynamics and discrete events. Under suitable conditions, asymptotic expansions of the transition densities for the underlying processes are developed, The formal expansions are validated and the error bounds obtained.
基金the National Natural Science Foundation of China(Grant No.31260015)Natural Science Foundation of Qinghai Province(Grant No.2012-Z-919Q)+1 种基金the Research Fund for Youth Project of Qinghai University(Grant No.2011-QYY-1)the State Key Laboratory for Agrobiotechnology of China Agricultural University(Grant No.2012SKLAB06-5)
文摘Allele-specifc expression refers to the preferential expression of one of the two alleles in a diploid genome,which has been thought largely attributable to the associated cis-element variation and allele-specifc epigenetic modifcation patterns.Allele-specifc expression may contribute to the heterosis(or hybrid vigor) effect in hybrid plants that are produced from crosses of closely-related species,subspecies and/or inbred lines.In this study,using Illumina high-throughput sequencing of maize transcriptomics,chromatic H3K27me3 histone modifcation and DNA methylation data,we developed a new computational framework to identify allele-specifcally expressed genes by simultaneously tracking allele-specifc gene expression patterns and the epigenetic modifcation landscape in the seedling tissues of hybrid maize.This approach relies on detecting nucleotide polymorphisms and any genomic structural variation between two parental genomes in order to distinguish paternally or maternally derived sequencing reads.This computational pipeline also incorporates a modifed Chi-square test to statistically identify allele-specifc gene expression and epigenetic modifcation based on the Poisson distribution.