In this paper,we prove some limsup results for increments and lag increments of G(t),which is a stable processe in random scenery.The proofs rely on the tail probability estimation of G(t).
be a sequence of independent Gaussian processes with σk2 (h)The large increments for Y(·) with boundedσ (p, h ) are investigated. As an example the large increments of infinite-dimensional fractional Ornstein-U...be a sequence of independent Gaussian processes with σk2 (h)The large increments for Y(·) with boundedσ (p, h ) are investigated. As an example the large increments of infinite-dimensional fractional Ornstein-Uhlenbeck process in 1p are given. The method can also be applied to certain processes with stationary increments.展开更多
A dual random model of a portfolio of variable amount whole life annuity is set with the mth moment of the present value of benefits, and the respective expressions of the moments under the assumption that the force o...A dual random model of a portfolio of variable amount whole life annuity is set with the mth moment of the present value of benefits, and the respective expressions of the moments under the assumption that the force of interest accumulation function is Wiener process or Ornstein-Uhlenbeck process. Furthermore, the limiting distribution of average cost of this portfolio is discussed with the expression of the limiting distribution under the assumption that the force of interest accumulation is an independent increment process.展开更多
文摘In this paper,we prove some limsup results for increments and lag increments of G(t),which is a stable processe in random scenery.The proofs rely on the tail probability estimation of G(t).
基金Project supported by the National Natural Science Foundation of China and the Natural Science Foundation of Zhejiang Province.
文摘be a sequence of independent Gaussian processes with σk2 (h)The large increments for Y(·) with boundedσ (p, h ) are investigated. As an example the large increments of infinite-dimensional fractional Ornstein-Uhlenbeck process in 1p are given. The method can also be applied to certain processes with stationary increments.
文摘A dual random model of a portfolio of variable amount whole life annuity is set with the mth moment of the present value of benefits, and the respective expressions of the moments under the assumption that the force of interest accumulation function is Wiener process or Ornstein-Uhlenbeck process. Furthermore, the limiting distribution of average cost of this portfolio is discussed with the expression of the limiting distribution under the assumption that the force of interest accumulation is an independent increment process.
