This paper considers the compound Poisson risk model perturbed by Brownian motion with variable premium and dependence between claims amounts and inter-claim times via Spearman copula. It is assumed that the insurance...This paper considers the compound Poisson risk model perturbed by Brownian motion with variable premium and dependence between claims amounts and inter-claim times via Spearman copula. It is assumed that the insurance company’s portfolio is governed by two classes of policyholders. On the one hand, the first class where the amount of claims is high, and on the other hand, the second class where the amount of claims is low, this difference in claim amounts has significant implications for the insurance company’s pricing and risk management strategies. When policyholders are in the first class, they pay an insurance premium of a constant amount c<sub>1</sub> and when they are in the second class, the premium paid is a constant amount c<sub>2</sub> such that c<sub>1 </sub>> c<sub>2</sub>. The nature of claims (low or high) is measured via random thresholds . The study in this work will focus on the determination of the integro-differential equations satisfied by Gerber-Shiu functions and their Laplace transforms in the risk model perturbed by Brownian motion with variable premium and dependence between claims amounts and inter-claim times via Spearman copula. .展开更多
Effective Hamiltonians in periodically driven systems have received widespread attention for realization of novel quantum phases, non-equilibrium phase transition, and Majorana mode. Recently, the study of effective H...Effective Hamiltonians in periodically driven systems have received widespread attention for realization of novel quantum phases, non-equilibrium phase transition, and Majorana mode. Recently, the study of effective Hamiltonian using various methods has gained great interest. We consider a vector differential equation of motion to derive the effective Hamiltonian for any periodically driven two-level system, and the dynamics of the spin vector are an evolution under the Bloch sphere. Here, we investigate the properties of this equation and show that a sudden change of the effective Hamiltonian is expected. Furthermore, we present several exact relations, whose expressions are independent of the different starting points. Moreover, we deduce the effective Hamiltonian from the high-frequency limit, which approximately equals the results in previous studies. Our results show that the vector differential equation of motion is not affected by a convergence problem, and thus, can be used to numerically investigate the effective models in any periodic modulating system. Finally, we anticipate that the proposed method can be applied to experimental platforms that require time-periodic modulation, such as ultracold atoms and optical lattices.展开更多
This work recommends methods of construction of equations of motion of mechanical systems in matrix form. The use of a matrix form allows one to write an equation of dynamics in compact form, convenient for the in ves...This work recommends methods of construction of equations of motion of mechanical systems in matrix form. The use of a matrix form allows one to write an equation of dynamics in compact form, convenient for the in vestigation of multidimensional mechanical systems with the help of computers. Use is made of different methods of constructing equations of motion, based on the basic laws of dynamics as well as on the principles of D Alambert-Le range, Hamilton-Ostrogradski and Gauss.展开更多
文摘This paper considers the compound Poisson risk model perturbed by Brownian motion with variable premium and dependence between claims amounts and inter-claim times via Spearman copula. It is assumed that the insurance company’s portfolio is governed by two classes of policyholders. On the one hand, the first class where the amount of claims is high, and on the other hand, the second class where the amount of claims is low, this difference in claim amounts has significant implications for the insurance company’s pricing and risk management strategies. When policyholders are in the first class, they pay an insurance premium of a constant amount c<sub>1</sub> and when they are in the second class, the premium paid is a constant amount c<sub>2</sub> such that c<sub>1 </sub>> c<sub>2</sub>. The nature of claims (low or high) is measured via random thresholds . The study in this work will focus on the determination of the integro-differential equations satisfied by Gerber-Shiu functions and their Laplace transforms in the risk model perturbed by Brownian motion with variable premium and dependence between claims amounts and inter-claim times via Spearman copula. .
基金supported by the National Natural Science Foundation of China (Grant No. 11774328)。
文摘Effective Hamiltonians in periodically driven systems have received widespread attention for realization of novel quantum phases, non-equilibrium phase transition, and Majorana mode. Recently, the study of effective Hamiltonian using various methods has gained great interest. We consider a vector differential equation of motion to derive the effective Hamiltonian for any periodically driven two-level system, and the dynamics of the spin vector are an evolution under the Bloch sphere. Here, we investigate the properties of this equation and show that a sudden change of the effective Hamiltonian is expected. Furthermore, we present several exact relations, whose expressions are independent of the different starting points. Moreover, we deduce the effective Hamiltonian from the high-frequency limit, which approximately equals the results in previous studies. Our results show that the vector differential equation of motion is not affected by a convergence problem, and thus, can be used to numerically investigate the effective models in any periodic modulating system. Finally, we anticipate that the proposed method can be applied to experimental platforms that require time-periodic modulation, such as ultracold atoms and optical lattices.
文摘This work recommends methods of construction of equations of motion of mechanical systems in matrix form. The use of a matrix form allows one to write an equation of dynamics in compact form, convenient for the in vestigation of multidimensional mechanical systems with the help of computers. Use is made of different methods of constructing equations of motion, based on the basic laws of dynamics as well as on the principles of D Alambert-Le range, Hamilton-Ostrogradski and Gauss.
