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Dividend Payments with a Hybrid Strategy in the Compound Poisson Risk Model
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作者 Peng Li Chuancun Yin Ming Zhou 《Applied Mathematics》 2014年第13期1933-1949,共17页
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
关键词 hybrid DIVIDEND STRATEGY Compound poisson Risk model Moment-Generating FUNCTION Gerber-Shiu FUNCTION
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Hybrid Professionals and Academic Productivity: The Case of the University Polyclinic in Messina (Sicily)
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作者 Angela Alibrandi Lara Gitto +1 位作者 Michele Limosani Guido Noto 《Health》 2021年第1期1-15,共15页
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
关键词 hybrid Professionals University Departments DAI H-INDEX poisson-Gamma Mixture model
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尘埃等离子体混合模型中电荷-电势问题的迭代法求解 被引量:5
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作者 马征征 徐彬 许正文 《电波科学学报》 EI CSCD 北大核心 2015年第3期549-553,共5页
针对尘埃等离子体领域的工程实际问题,研究了混合模型中电荷电势问题的迭代法求解.具体情形为电子密度服从波尔兹曼分布,而电势由泊松方程决定.研究结果表明,简单情况下牛顿迭代法具有非常好的适用性,但对于复杂的工程实际情况,标准的... 针对尘埃等离子体领域的工程实际问题,研究了混合模型中电荷电势问题的迭代法求解.具体情形为电子密度服从波尔兹曼分布,而电势由泊松方程决定.研究结果表明,简单情况下牛顿迭代法具有非常好的适用性,但对于复杂的工程实际情况,标准的牛顿迭代法不再适用.研究验证,平行弦法对此复杂情况能够具有较好的适用性:当下山因子取值在一定范围内时,迭代过程收敛且稳定;同时,收敛速度随下山因子增大而加快. 展开更多
关键词 尘埃等离子体 混合模型 泊松方程 平行弦法
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Application of the Queuing Theory in Characterizing and Optimizing the Passenger Flow at the Airport Security 被引量:2
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作者 Mengjiao Wang 《Journal of Applied Mathematics and Physics》 2017年第9期1620-1628,共9页
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
关键词 QUEUING Theory poisson Process Gumbel EXTREME VALUE Estimation hybrid poisson model MARKOV CHAIN
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Asymptotic Expansions of Transition Densities for Hybrid Jump-diffusions
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作者 Yuan-jinLiu G.Yin 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2004年第1期1-18,共18页
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
关键词 渐进线 密度 渐近展开 马尔可夫链 跳跃 离散
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A Computational Workflow to Identify Allele-specifc Expression and Epigenetic Modifcation in Maize 被引量:1
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作者 Xiaoxing Wei Xiangfeng Wang 《Genomics, Proteomics & Bioinformatics》 SCIE CAS CSCD 2013年第4期247-252,共6页
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
关键词 特异性表达基因 等位基因 遗传修饰 玉米幼苗 统计识别 计算 表观 工作流
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