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Detection of Oscillations in Process Control Loops From Visual Image Space Using Deep Convolutional Networks
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作者 Tao Wang Qiming Chen +3 位作者 Xun Lang Lei Xie Peng Li Hongye Su 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第4期982-995,共14页
Oscillation detection has been a hot research topic in industries due to the high incidence of oscillation loops and their negative impact on plant profitability.Although numerous automatic detection techniques have b... Oscillation detection has been a hot research topic in industries due to the high incidence of oscillation loops and their negative impact on plant profitability.Although numerous automatic detection techniques have been proposed,most of them can only address part of the practical difficulties.An oscillation is heuristically defined as a visually apparent periodic variation.However,manual visual inspection is labor-intensive and prone to missed detection.Convolutional neural networks(CNNs),inspired by animal visual systems,have been raised with powerful feature extraction capabilities.In this work,an exploration of the typical CNN models for visual oscillation detection is performed.Specifically,we tested MobileNet-V1,ShuffleNet-V2,Efficient Net-B0,and GhostNet models,and found that such a visual framework is well-suited for oscillation detection.The feasibility and validity of this framework are verified utilizing extensive numerical and industrial cases.Compared with state-of-theart oscillation detectors,the suggested framework is more straightforward and more robust to noise and mean-nonstationarity.In addition,this framework generalizes well and is capable of handling features that are not present in the training data,such as multiple oscillations and outliers. 展开更多
关键词 convolutional neural networks(CNNs) deep learning image processing oscillation detection process industries
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A Geometric Process Repair Model for the Repairable System Consisting of One Component 被引量:1
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作者 贾积身 乔保民 张元林 《Chinese Quarterly Journal of Mathematics》 CSCD 2001年第4期76-82,共7页
This paper considers the optimal replacement problem of a repairable system consisting of one component and a single repairman, assume that the system after repair is not 'as good as new', by using the geometr... This paper considers the optimal replacement problem of a repairable system consisting of one component and a single repairman, assume that the system after repair is not 'as good as new', by using the geometric process, we consider a placement policy T based on the age of the system. The problem is to determine the optimal replacement policy T * such that the long_run expected benefit per unit time is maximized. Also, the explicit expression of the long_run expected benefit per unit time can be found. In some conditions, the existence and uniqueness of the optimal policy T * can be proved, finally, we prove that the policy T * is better than the policy T * in . 展开更多
关键词 expected benefit geometric process renewal reward theorem convolution
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带线性红利和干扰的复合Poisson-Geometric风险模型的破产问题
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作者 侯致武 乔克林 高磊 《贵州大学学报(自然科学版)》 2024年第6期8-13,共6页
考虑了常利力环境下,包含线性红利、随机干扰和随机保费的复合P-G风险模型。通过应用全期望公式,推导出该模型的Gerber-Shiu函数及破产概率的更新方程。在不考虑分红且保费额和索赔额均服从指数分布时,进一步得到了破产概率所满足的具... 考虑了常利力环境下,包含线性红利、随机干扰和随机保费的复合P-G风险模型。通过应用全期望公式,推导出该模型的Gerber-Shiu函数及破产概率的更新方程。在不考虑分红且保费额和索赔额均服从指数分布时,进一步得到了破产概率所满足的具体微分方程,并求解得到了其解析表达式。通过数值实验,系统分析了多个关键因素对破产概率的具体影响,所得结论与保险公司的实际经营情况相吻合。 展开更多
关键词 复合POISSON-geometric过程 线性红利 GERBER-SHIU函数 破产概率
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ia-PNCC: Noise Processing Method for Underwater Target Recognition Convolutional Neural Network 被引量:4
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作者 Nianbin Wang Ming He +4 位作者 Jianguo Sun Hongbin Wang Lianke Zhou Ci Chu Lei Chen 《Computers, Materials & Continua》 SCIE EI 2019年第1期169-181,共13页
Underwater target recognition is a key technology for underwater acoustic countermeasure.How to classify and recognize underwater targets according to the noise information of underwater targets has been a hot topic i... Underwater target recognition is a key technology for underwater acoustic countermeasure.How to classify and recognize underwater targets according to the noise information of underwater targets has been a hot topic in the field of underwater acoustic signals.In this paper,the deep learning model is applied to underwater target recognition.Improved anti-noise Power-Normalized Cepstral Coefficients(ia-PNCC)is proposed,based on PNCC applied to underwater noises.Multitaper and normalized Gammatone filter banks are applied to improve the anti-noise capacity.The method is combined with a convolutional neural network in order to recognize the underwater target.Experiment results show that the acoustic feature presented by ia-PNCC has lower noise and are wellsuited to underwater target recognition using a convolutional neural network.Compared with the combination of convolutional neural network with single acoustic feature,such as MFCC(Mel-scale Frequency Cepstral Coefficients)or LPCC(Linear Prediction Cepstral Coefficients),the combination of the ia-PNCC with a convolutional neural network offers better accuracy for underwater target recognition. 展开更多
关键词 Noise processING UNDERWATER TARGET RECOGNITION convolutional NEURAL network
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Geometrical Reconstruction and CNC Process of Spurious Tympanic Membrane Based on Reverse Engineering 被引量:1
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作者 LU Hong~1 PENG Jun~1 ZHOU Yongqing~2 1.School of Mechanical and Electrical Engineering,Wuhan University of Technology,Wuhan 430070,China 2.Bethune International Peace Hospital of PLA,Shijiazhuang 050082,China 《武汉理工大学学报》 CAS CSCD 北大核心 2006年第S2期592-595,共4页
Perforation of tympanic membrane is one of the main reasons for both deafness and dyssaudia.We could improve and restore audition by restoring or replacing the tympanic membrane.So,whether you can make the spurious ty... Perforation of tympanic membrane is one of the main reasons for both deafness and dyssaudia.We could improve and restore audition by restoring or replacing the tympanic membrane.So,whether you can make the spurious tympanic membrane successfully is one of the keys to a successful operation.Utilizing CMM (Coordinate Measuring Machine) measurement equipment, we measured tympanic membrane model precisely and digitally.We also analysed the measured data by point to surface and we have successfully reconstructed the CAD model of the spurious tympanic membrane.Using the model we have got,we schemed out the mold of spurious tympanic membrane.In addition,we utilized MasterCAM compiling CNC (Computerized Numerical Con- trol) code and simulating the course of working.Ultimately,we obtained the mold of spurious tympanic membrane.Our research in this article has great significance to the success of spurious tympanic membrane grafting operation. 展开更多
关键词 REVERSE engineering SPURIOUS tympanic membrane geometricAL RECONSTRUCTION CNC process
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An Approach to Continuous Approximation of Pareto Front Using Geometric Support Vector Regression for Multi-objective Optimization of Fermentation Process 被引量:1
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作者 吴佳欢 王建林 +1 位作者 于涛 赵利强 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2014年第10期1131-1140,共10页
The approaches to discrete approximation of Pareto front using multi-objective evolutionary algorithms have the problems of heavy computation burden, long running time and missing Pareto optimal points. In order to ov... The approaches to discrete approximation of Pareto front using multi-objective evolutionary algorithms have the problems of heavy computation burden, long running time and missing Pareto optimal points. In order to overcome these problems, an approach to continuous approximation of Pareto front using geometric support vector regression is presented. The regression model of the small size approximate discrete Pareto front is constructed by geometric support vector regression modeling and is described as the approximate continuous Pareto front. In the process of geometric support vector regression modeling, considering the distribution characteristic of Pareto optimal points, the separable augmented training sample sets are constructed by shifting original training sample points along multiple coordinated axes. Besides, an interactive decision-making(DM)procedure, in which the continuous approximation of Pareto front and decision-making is performed interactively, is designed for improving the accuracy of the preferred Pareto optimal point. The correctness of the continuous approximation of Pareto front is demonstrated with a typical multi-objective optimization problem. In addition,combined with the interactive decision-making procedure, the continuous approximation of Pareto front is applied in the multi-objective optimization for an industrial fed-batch yeast fermentation process. The experimental results show that the generated approximate continuous Pareto front has good accuracy and completeness. Compared with the multi-objective evolutionary algorithm with large size population, a more accurate preferred Pareto optimal point can be obtained from the approximate continuous Pareto front with less computation and shorter running time. The operation strategy corresponding to the final preferred Pareto optimal point generated by the interactive DM procedure can improve the production indexes of the fermentation process effectively. 展开更多
关键词 Continuous approximation of PARETO front geometric support vector regression Interactive DECISION-MAKING procedure FED-BATCH FERMENTATION process
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Research Progress of the Algebraic and Geometric Signal Processing 被引量:1
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作者 TAO Ran LI Bingzhao SUN Huafei 《Defence Technology(防务技术)》 SCIE EI CAS 2013年第1期21-30,共10页
The investigation of novel signal processing tools is one of the hottest research topics in modern signal processing community. Among them, the algebraic and geometric signal processing methods are the most powerful t... The investigation of novel signal processing tools is one of the hottest research topics in modern signal processing community. Among them, the algebraic and geometric signal processing methods are the most powerful tools for the representation of the classical signal processing method. In this paper, we provide an overview of recent contributions to the algebraic and geometric signal processing. Specifically, the paper focuses on the mathematical structures behind the signal processing by emphasizing the algebraic and geometric structure of signal processing. The two major topics are discussed. First, the classical signal processing concepts are related to the algebraic structures, and the recent results associated with the algebraic signal processing theory are introduced. Second, the recent progress of the geometric signal and information processing representations associated with the geometric structure are discussed. From these discussions, it is concluded that the research on the algebraic and geometric structure of signal processing can help the researchers to understand the signal processing tools deeply, and also help us to find novel signal processing methods in signal processing community. Its practical applications are expected to grow significantly in years to come, given that the algebraic and geometric structure of signal processing offer many advantages over the traditional signal processing. 展开更多
关键词 signal processing algebraic signal processing geometric signal processing fractional signal processing
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New repairable system model with two types repair based on extended geometric process 被引量:1
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作者 WANG Junyuan YE Jimin XIE Pengfei 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2019年第3期613-623,共11页
A simple repairable system with one repairman is considered. As the system working age is up to a specified time T, the repairman will repair the component preventively, and it will go back to work as soon as the repa... A simple repairable system with one repairman is considered. As the system working age is up to a specified time T, the repairman will repair the component preventively, and it will go back to work as soon as the repair finished. When the system failure, the repairman repair it immediately. The time interval of the preventive repair and the failure correction is described with the extended geometric process. Different from the available replacement policy which is usually based on the failure number or the working age of the system, the bivariate policy (T,N) is considered. The explicit expression of the long-run average cost rate function C(T,N) of the system is derived. Through alternatively minimize the cost rate function C(T,N), the optimal replacement policy (T?,N?) is obtained, and it proves that the optimal policy is unique. Numerical cases illustrate the conclusion, and the sensitivity analysis of the parameters is carried out. 展开更多
关键词 EXTENDED geometric process average cost rate REPLACEMENT policy RENEWAL REWARD THEOREM
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Improved Quality Prediction Model for Multistage Machining Process Based on Geometric Constraint Equation 被引量:5
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作者 ZHU Limin HE Gaiyun SONG Zhanjie 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2016年第2期430-438,共9页
Product variation reduction is critical to improve process efficiency and product quality, especially for multistage machining process(MMP). However, due to the variation accumulation and propagation, it becomes qui... Product variation reduction is critical to improve process efficiency and product quality, especially for multistage machining process(MMP). However, due to the variation accumulation and propagation, it becomes quite difficult to predict and reduce product variation for MMP. While the method of statistical process control can be used to control product quality, it is used mainly to monitor the process change rather than to analyze the cause of product variation. In this paper, based on a differential description of the contact kinematics of locators and part surfaces, and the geometric constraints equation defined by the locating scheme, an improved analytical variation propagation model for MMP is presented. In which the influence of both locator position and machining error on part quality is considered while, in traditional model, it usually focuses on datum error and fixture error. Coordinate transformation theory is used to reflect the generation and transmission laws of error in the establishment of the model. The concept of deviation matrix is heavily applied to establish an explicit mapping between the geometric deviation of part and the process error sources. In each machining stage, the part deviation is formulized as three separated components corresponding to three different kinds of error sources, which can be further applied to fault identification and design optimization for complicated machining process. An example part for MMP is given out to validate the effectiveness of the methodology. The experiment results show that the model prediction and the actual measurement match well. This paper provides a method to predict part deviation under the influence of fixture error, datum error and machining error, and it enriches the way of quality prediction for MMP. 展开更多
关键词 quality prediction variation reduction geometric constraint equation deviation matrix multistage machining process
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Method of Soft-Sensor Modeling for Fermentation Process Based on Geometric Support Vector Regression 被引量:1
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作者 吴佳欢 王晓琨 +2 位作者 王建林 赵利强 于涛 《Journal of Donghua University(English Edition)》 EI CAS 2013年第1期1-6,共6页
The soft-sensor modeling for fermentation process based on standard support vector regression(SVR) needs to solve the quadratic programming problem(QPP) which will often lead to large computational burdens, slow conve... The soft-sensor modeling for fermentation process based on standard support vector regression(SVR) needs to solve the quadratic programming problem(QPP) which will often lead to large computational burdens, slow convergence rate, low solving efficiency, and etc. In order to overcome these problems, a method of soft-sensor modeling for fermentation process based on geometric SVR is presented. In the method, the problem of solving the SVR soft-sensor model is converted into the problem of finding the nearest points between two convex hulls (CHs) or reduced convex hulls (RCHs) in geometry. Then a geometric algorithm is adopted to generate soft-sensor models of fermentation process efficiently. Furthermore, a swarm energy conservation particle swarm optimization (SEC-PSO) algorithm is proposed to seek the optimal parameters of the augmented training sample sets, the RCH size, and the kernel function which are involved in geometric SVR modeling. The method is applied to the soft-sensor modeling for a penicillin fermentation process. The experimental results show that, compared with the method based on the standard SVR, the proposed method of soft-sensor modeling based on geometric SVR for fermentation process can generate accurate soft-sensor models and has much less amount of computation, faster convergence rate, and higher efficiency. 展开更多
关键词 fermentation process soft-sensor modeling geometric SVR swarm energy conservation particle swarm optimization (SEC-PSO)
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New Antenna Array Beamforming Techniques Based on Hybrid Convolution/Genetic Algorithm for 5G and Beyond Communications
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作者 Shimaa M.Amer Ashraf A.M.Khalaf +3 位作者 Amr H.Hussein Salman A.Alqahtani Mostafa H.Dahshan Hossam M.Kassem 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第3期2749-2767,共19页
Side lobe level reduction(SLL)of antenna arrays significantly enhances the signal-to-interference ratio and improves the quality of service(QOS)in recent and future wireless communication systems starting from 5G up t... Side lobe level reduction(SLL)of antenna arrays significantly enhances the signal-to-interference ratio and improves the quality of service(QOS)in recent and future wireless communication systems starting from 5G up to 7G.Furthermore,it improves the array gain and directivity,increasing the detection range and angular resolution of radar systems.This study proposes two highly efficient SLL reduction techniques.These techniques are based on the hybridization between either the single convolution or the double convolution algorithms and the genetic algorithm(GA)to develop the Conv/GA andDConv/GA,respectively.The convolution process determines the element’s excitations while the GA optimizes the element spacing.For M elements linear antenna array(LAA),the convolution of the excitation coefficients vector by itself provides a new vector of excitations of length N=(2M−1).This new vector is divided into three different sets of excitations including the odd excitations,even excitations,and middle excitations of lengths M,M−1,andM,respectively.When the same element spacing as the original LAA is used,it is noticed that the odd and even excitations provide a much lower SLL than that of the LAA but with amuch wider half-power beamwidth(HPBW).While the middle excitations give the same HPBWas the original LAA with a relatively higher SLL.Tomitigate the increased HPBWof the odd and even excitations,the element spacing is optimized using the GA.Thereby,the synthesized arrays have the same HPBW as the original LAA with a two-fold reduction in the SLL.Furthermore,for extreme SLL reduction,the DConv/GA is introduced.In this technique,the same procedure of the aforementioned Conv/GA technique is performed on the resultant even and odd excitation vectors.It provides a relatively wider HPBWthan the original LAA with about quad-fold reduction in the SLL. 展开更多
关键词 Array synthesis convolution process genetic algorithm(GA) half power beamwidth(HPBW) linear antenna array(LAA) side lobe level(SLL) quality of service(QOS)
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A Deep Convolutional Architectural Framework for Radiograph Image Processing at Bit Plane Level for Gender&Age Assessment 被引量:1
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作者 N.Shobha Rani M.Chandrajith +1 位作者 B.R.Pushpa B.J.Bipin Nair 《Computers, Materials & Continua》 SCIE EI 2020年第2期679-694,共16页
Assessing the age of an individual via bones serves as a fool proof method in true determination of individual skills.Several attempts are reported in the past for assessment of chronological age of an individual base... Assessing the age of an individual via bones serves as a fool proof method in true determination of individual skills.Several attempts are reported in the past for assessment of chronological age of an individual based on variety of discriminative features found in wrist radiograph images.The permutation and combination of these features realized satisfactory accuracies for a set of limited groups.In this paper,assessment of gender for individuals of chronological age between 1-17 years is performed using left hand wrist radiograph images.A fully automated approach is proposed for removal of noise persisted due to non-uniform illumination during the process of radiograph acquisition process.Subsequent to this a computational technique for extraction of wrist region is proposed using operations on specific bit planes of image.A framework called GeNet of deep convolutional neural network is applied for classification of extracted wrist regions into male and female.The experimentations are conducted on the datasets of Radiological Society of North America(RSNA)of about 12442 images.Efficiency of preprocessing and segmentation techniques resulted into a correlation of about 99.09%.Performance of GeNet is evaluated on the extracted wrist regions resulting into an accuracy of 82.18%. 展开更多
关键词 Bit plane processing automated segmentation deep convolutional network
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Truncated Geometric Bootstrap Method for Time Series Stationary Process
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作者 T. O. Olatayo 《Applied Mathematics》 2014年第13期2057-2061,共5页
This paper introduced a bootstrap method called truncated geometric bootstrap method for time series stationary process. We estimate the parameters of a geometric distribution which has been truncated as a probability... This paper introduced a bootstrap method called truncated geometric bootstrap method for time series stationary process. We estimate the parameters of a geometric distribution which has been truncated as a probability model for the bootstrap algorithm. This probability model was used in resampling blocks of random length, where the length of each blocks has a truncated geometric distribution. The method was able to determine the block sizes b and probability p attached to its random selections. The mean and variance were estimated for the truncated geometric distribution and the bootstrap algorithm developed based on the proposed probability model. 展开更多
关键词 TRUNCATED geometric BOOTSTRAP METHOD STATIONARY process MOVING Block and geometric STATIONARY BOOTSTRAP METHOD
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Cuckoo Optimized Convolution Support Vector Machine for Big Health Data Processing
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作者 Eatedal Alabdulkreem Jaber S.Alzahrani +5 位作者 Majdy M.Eltahir Abdullah Mohamed Manar Ahmed Hamza Abdelwahed Motwakel Mohamed I.Eldesouki Mohammed Rizwanullah 《Computers, Materials & Continua》 SCIE EI 2022年第11期3039-3055,共17页
Big health data collection and storing for further analysis is a challenging task because this knowledge is big and has many features.Several cloud-based IoT health providers have been described in the literature prev... Big health data collection and storing for further analysis is a challenging task because this knowledge is big and has many features.Several cloud-based IoT health providers have been described in the literature previously.Furthermore,there are a number of issues related to time consumed and overall network performance when it comes to big data information.In the existing method,less performed optimization algorithms were used for optimizing the data.In the proposed method,the Chaotic Cuckoo Optimization algorithm was used for feature selection,and Convolutional Support Vector Machine(CSVM)was used.The research presents a method for analyzing healthcare information that uses in future prediction.The major goal is to take a variety of data while improving efficiency and minimizing process time.The suggested method employs a hybrid method that is divided into two stages.In the first stage,it reduces the features by using the Chaotic Cuckoo Optimization algorithm with Levy flight,opposition-based learning,and distributor operator.In the second stage,CSVM is used which combines the benefits of convolutional neural network(CNN)and SVM.The CSVM modifies CNN’s convolution product to learn hidden deep inside data sources.For improved economic flexibility,greater protection,greater analytics with confidentiality,and lower operating cost,the suggested approach is built on fog computing.Overall results of the experiments show that the suggested method can minimize the number of features in the datasets,enhances the accuracy by 82%,and decrease the time of the process. 展开更多
关键词 Healthcare convolutional support vector machine feature selection chaotic cuckoo optimization accuracy processing time convolutional neural network
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带有投资收益率和双保费复合Poisson-Geometric风险模型的研究
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作者 覃利华 黄鸿君 洪小萍 《兰州文理学院学报(自然科学版)》 2024年第4期13-19,共7页
研究了保费收入为线性增长和随机保费的风险模型,且随机保费的保单数服从复合Poisson过程,理赔次数服从复合Poisson-Geometric过程.应用全概率公式和积分变换公式,推导了该模型Gerber-Shiu折现罚金函数满足的更新方程,并当随机保费、理... 研究了保费收入为线性增长和随机保费的风险模型,且随机保费的保单数服从复合Poisson过程,理赔次数服从复合Poisson-Geometric过程.应用全概率公式和积分变换公式,推导了该模型Gerber-Shiu折现罚金函数满足的更新方程,并当随机保费、理赔过程均服从特定指数分布时,得到了该模型破产概率的解析解,最后通过数值模拟对理论进行了分析验证. 展开更多
关键词 复合POISSON-geometric过程 破产概率 更新方程 混合保费
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A generalized geometric process based repairable system model with bivariate policy
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作者 MA Ning YE Jimin WANG Junyuan 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2021年第3期631-641,共11页
The maintenance model of simple repairable system is studied.We assume that there are two types of failure,namely type Ⅰ failure(repairable failure)and type Ⅱ failure(irrepairable failure).As long as the type Ⅰ fai... The maintenance model of simple repairable system is studied.We assume that there are two types of failure,namely type Ⅰ failure(repairable failure)and type Ⅱ failure(irrepairable failure).As long as the type Ⅰ failure occurs,the system will be repaired immediately,which is failure repair(FR).Between the(n-1)th and the nth FR,the system is supposed to be preventively repaired(PR)as the consecutive working time of the system reaches λ^(n-1) T,where λ and T are specified values.Further,we assume that the system will go on working when the repair is finished and will be replaced at the occurrence of the Nth type Ⅰ failure or the occurrence of the first type Ⅱ failure,whichever occurs first.In practice,the system will degrade with the increasing number of repairs.That is,the consecutive working time of the system forms a decreasing generalized geometric process(GGP)whereas the successive repair time forms an increasing GGP.A simple bivariate policy(T,N)repairable model is introduced based on GGP.The alternative searching method is used to minimize the cost rate function C(N,T),and the optimal(T,N)^(*) is obtained.Finally,numerical cases are applied to demonstrate the reasonability of this model. 展开更多
关键词 renewal reward theorem generalized geometric process(GGP) average cost rate optimal policy replacement
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带投资和分红策略下复合Poisson-Geometric风险模型的研究
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作者 覃利华 李越洋 《井冈山大学学报(自然科学版)》 2024年第5期9-16,共8页
考虑投资和分红策略下,建立带有混合收费及索赔计数服从复合Poisson-Geometric过程的风险模型。运用全期望公式与积分变换公式,研究该模型红利付款现值期望函数满足的微积分方程和特定指数分布下满足的微分方程及解析解,通过数值模拟分... 考虑投资和分红策略下,建立带有混合收费及索赔计数服从复合Poisson-Geometric过程的风险模型。运用全期望公式与积分变换公式,研究该模型红利付款现值期望函数满足的微积分方程和特定指数分布下满足的微分方程及解析解,通过数值模拟分析了固定保费率、初始资本、投资资产、索赔强度和红利边界对红利付款现值期望函数的影响,并分析其经济意义。 展开更多
关键词 复合POISSON-geometric过程 红利付款现值期望函数 分红策略 投资策略 积分微分方程
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干扰条件下复合Poisson-Geometric过程的多险种风险模型下的破产概率 被引量:17
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作者 于文广 黄玉娟 《山东大学学报(理学版)》 CAS CSCD 北大核心 2008年第2期16-18,共3页
对索赔到达为复合Poisson-Geometric过程的风险模型进行了推广,研究了带有干扰条件下保单到达为参数α的Poisson过程,运用鞅论的方法得出了多险种风险模型下破产概率满足的Lundberg不等式和一般公式。
关键词 破产概率 复合POISSON-geometric过程 维纳过程
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理赔次数为复合Poisson-Geometric过程的风险模型 被引量:13
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作者 赵金娥 王贵红 龙瑶 《西南大学学报(自然科学版)》 CAS CSCD 北大核心 2013年第3期78-83,共6页
对保费收入为复合Poisson过程,而理赔次数为复合Poisson-Geometric过程的风险模型进行研究,给出了生存概率满足的积分方程及其在指数分布下的具体表达式,并运用鞅方法得出了破产概率满足的Lundberg不等式和一般公式,同时导出有限时间内... 对保费收入为复合Poisson过程,而理赔次数为复合Poisson-Geometric过程的风险模型进行研究,给出了生存概率满足的积分方程及其在指数分布下的具体表达式,并运用鞅方法得出了破产概率满足的Lundberg不等式和一般公式,同时导出有限时间内生存概率的偏积分—微分方程. 展开更多
关键词 POISSON-geometric过程 破产概率 LUNDBERG不等式 积分方程
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复合Poisson-Geometric风险下保险公司的最优投资–再保–混合分红策略 被引量:11
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作者 孙宗岐 陈志平 《工程数学学报》 CSCD 北大核心 2016年第5期463-479,共17页
为了更好地反映保险实际并为保险公司寻求更稳健的策略,本文考虑索赔次数服从复合Poisson-Geometric过程时,保险公司的最优投资–再保–混合分红策略问题.假定保险公司的盈余服从扩散过程,在分红总量现值的期望最大化的准则下,我们使用... 为了更好地反映保险实际并为保险公司寻求更稳健的策略,本文考虑索赔次数服从复合Poisson-Geometric过程时,保险公司的最优投资–再保–混合分红策略问题.假定保险公司的盈余服从扩散过程,在分红总量现值的期望最大化的准则下,我们使用动态规划原理建立了保险公司的最优投资–再保–混合分红模型,通过求解HJB方程得到了最优投资决策,最后在再保险的保费损失率等于红利的贴现率的条件下,得到了最优投资–再保–混合分红策略的显式解,数值算例及经济分析表明了文章结果的合理性. 展开更多
关键词 复合POISSON-geometric过程 扩散过程 投资策略 再保险策略 混合分红 HJB方程 偏离系数
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