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
At present, the method to study spatial variation of ground motions is statistic analysis based on dense array re-cords such as SMART-1 array, etc. For lacking of information of ground motions, there is no coherency f...At present, the method to study spatial variation of ground motions is statistic analysis based on dense array re-cords such as SMART-1 array, etc. For lacking of information of ground motions, there is no coherency function model of base rock and different style site. Spatial variation of ground motions in elastic media is analyzed by deterministic method in this paper. Taking elastic half-space model with dislocation source of fault, near-field ground motions are simulated. This model takes strike-slip fault and earth media into account. A coherency func-tion is proposed for base rock site.展开更多
A glance at Bessel functions shows they behave similar to the damped sinusoidal function. In this paper two physical examples (pendulum and spring-mass system with linearly increasing length and mass respectively) hav...A glance at Bessel functions shows they behave similar to the damped sinusoidal function. In this paper two physical examples (pendulum and spring-mass system with linearly increasing length and mass respectively) have been used as evidence for this observation. It is shown in this paper how Bessel functions can be approximated by the damped sinusoidal function. The numerical method that is introduced works very well in adiabatic condition (slow change) or in small time (independent variable) intervals. The results are also compared with the Lagrange polynomial.展开更多
The solutions of the following bilinear stochastic differential equation are studied [GRAPHICS] where A(t)(k), B-t are (deterministic) continuous matrix-valued functions of t and w(1) (t),..., w(m) (t) are m independe...The solutions of the following bilinear stochastic differential equation are studied [GRAPHICS] where A(t)(k), B-t are (deterministic) continuous matrix-valued functions of t and w(1) (t),..., w(m) (t) are m independent standard Brownian motions. Conditions are given such that the solution is positive if the initial condition is positive. The equation the most probable path must satisfy is also derived and applied to a mathematical finance problem.展开更多
The concept of ＂numerical Green’s functions＂ （NGF or Green’s function database） is developed. The basic idea is： a large seismic fault is divided into subfaults of appropriate size, for which synthetic Green’s...The concept of ＂numerical Green’s functions＂ （NGF or Green’s function database） is developed. The basic idea is： a large seismic fault is divided into subfaults of appropriate size, for which synthetic Green’s functions at the surface （NGF） are calculated and stored. Consequently, ground motions from arbitrary kinematic sources can be simulated, rapidly, for the whole fault or parts of it by superposition. The target fault is a simplified, vertical model of the Newport-Inglewood fault in the Los Angeles basin. This approach and its functionality are illustrated by investigating the variations of ground motions （e.g. peak ground velocity and synthetic seismograms） due to the source complexity. The source complexities are considered with two respects： hypocenter location and slip history. The results show a complex behavior, with dependence of absolute peak ground velocity and their variation on source process directionality, hypocenter location, local structure, and static slip asperity location. We concluded that combining effect due to 3-D structure and finite-source is necessary to quan- tify ground motion characteristics and their variations. Our results will facilitate the earthquake hazard assessment projects.展开更多
The machining precision not only depends on accurate mechanical structure but also depends on motion compensation method. If manufacturing precision of mechanical structure cannot be improved, the motion compensation ...The machining precision not only depends on accurate mechanical structure but also depends on motion compensation method. If manufacturing precision of mechanical structure cannot be improved, the motion compensation is a reasonable way to improve motion precision. A motion compensation method based on neural network of radial basis function(RBF) was presented in this paper. It utilized the infinite approximation advantage of RBF neural network to fit the motion error curve. The best hidden neural quantity was optimized by training the motion error data and calculating the total sum of squares. The best curve coefficient matrix was got and used to calculate motion compensation values. The experiments showed that the motion errors could be reduced obviously by utilizing the method in this paper.展开更多
This paper proposes an immersive training system for patients with hand dysfunction who can perform rehabilitation training independently. The system uses Leap Motion binocular vision sensors to collect human hand inf...This paper proposes an immersive training system for patients with hand dysfunction who can perform rehabilitation training independently. The system uses Leap Motion binocular vision sensors to collect human hand information, and uses the improved PCA<sub><img src="Edit_d6662636-9073-4fbd-855f-9a36e871d5a4.png" width="10" height="15" alt="" /></sub> (Principal Component Analysis) to perform data fusion on the real-time data collected by the sensor to obtain more hands with fewer principal components, and improve the stability and accuracy of the data. Immediately, the use of improved SVM<sub><img src="Edit_10c78725-e09e-4dcf-ae05-e21205df4acc.png" width="10" height="15" alt="" /></sub> (Support Vector Machine) and KNN<sub><img src="Edit_0ee97f55-2773-4b48-93b3-93f61aa25577.png" width="10" height="15" alt="" /></sub> (K-Nearest Neighbor Algorithm) for gesture recognition and classification is proposed to enable patients to perform rehabilitation training more effectively. Finally, the effective evaluation results of the rehabilitation effect of patients by the idea of AHP<sub><img src="Edit_70dd1964-28be-4137-afa5-9a184704f08e.png" width="10" height="15" alt="" /></sub> (Analytic Hierarchy Process) are taken as necessary reference factors for doctors to follow up treatment. Various experimental results show that the system has achieved the expected results and has a good application prospect.展开更多
Virtual reality is nowadays used to facilitate motor recovery in stroke patients. Most virtual reality studies have involved chronic stroke patients; however, brain plasticity remains good in acute and subacute patien...Virtual reality is nowadays used to facilitate motor recovery in stroke patients. Most virtual reality studies have involved chronic stroke patients; however, brain plasticity remains good in acute and subacute patients. Most virtual reality systems are only applicable to the proximal upper limbs （arms） because of the limitations of their capture systems. Nevertheless, the functional recovery of an affected hand is most difficult in the case of hemiparesis rehabilitation after a stroke. The recently developed Leap Motion controller can track the fine movements of both hands and fingers. Therefore, the present study explored the effects of a Leap Motion-based virtual reality system on subacute stroke. Twenty-six subacute stroke patients were assigned to an experimental group that received virtual reality training along with conventional occupational rehabilitation, and a control group that only received conventional rehabilitation. The Wolf motor func- tion test （WMFT） was used to assess the motor function of the affected upper limb; functional magnetic resonance imaging was used to measure the cortical activation. After four weeks of treatment, the motor functions of the affected upper limbs were significantly improved in all the patients, with the improvement in the experimental group being significantly better than in the control group. The action perfor- mance time in the WMFT significantly decreased in the experimental group. Furthermore, the activation intensity and the laterality index of the contralateral primary sensorimotor cortex increased in both the experimental and control groups. These results confirmed that Leap Motion-based virtual reality training was a promising and feasible supplementary rehabilitation intervention, could facilitate the recovery of motor functions in subacute stroke patients. The study has been registered in the Chinese Clinical Trial Registry （registration number： ChiCTR-OCH- 12002238）.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National Natural Science Foundation of China (59895410)
文摘At present, the method to study spatial variation of ground motions is statistic analysis based on dense array re-cords such as SMART-1 array, etc. For lacking of information of ground motions, there is no coherency function model of base rock and different style site. Spatial variation of ground motions in elastic media is analyzed by deterministic method in this paper. Taking elastic half-space model with dislocation source of fault, near-field ground motions are simulated. This model takes strike-slip fault and earth media into account. A coherency func-tion is proposed for base rock site.
文摘A glance at Bessel functions shows they behave similar to the damped sinusoidal function. In this paper two physical examples (pendulum and spring-mass system with linearly increasing length and mass respectively) have been used as evidence for this observation. It is shown in this paper how Bessel functions can be approximated by the damped sinusoidal function. The numerical method that is introduced works very well in adiabatic condition (slow change) or in small time (independent variable) intervals. The results are also compared with the Lagrange polynomial.
基金the General Research Fund of the University of Kansas.
文摘The solutions of the following bilinear stochastic differential equation are studied [GRAPHICS] where A(t)(k), B-t are (deterministic) continuous matrix-valued functions of t and w(1) (t),..., w(m) (t) are m independent standard Brownian motions. Conditions are given such that the solution is positive if the initial condition is positive. The equation the most probable path must satisfy is also derived and applied to a mathematical finance problem.
基金funding from the International Quality Network:Georisk (Ger-man Academic Exchange Service),and the Elite Gradu-ate College THESIS (Bavarian Government)support from the European Hu-man Resources Mobility Program (Research Training Network SPICE)
文摘The concept of ＂numerical Green’s functions＂ （NGF or Green’s function database） is developed. The basic idea is： a large seismic fault is divided into subfaults of appropriate size, for which synthetic Green’s functions at the surface （NGF） are calculated and stored. Consequently, ground motions from arbitrary kinematic sources can be simulated, rapidly, for the whole fault or parts of it by superposition. The target fault is a simplified, vertical model of the Newport-Inglewood fault in the Los Angeles basin. This approach and its functionality are illustrated by investigating the variations of ground motions （e.g. peak ground velocity and synthetic seismograms） due to the source complexity. The source complexities are considered with two respects： hypocenter location and slip history. The results show a complex behavior, with dependence of absolute peak ground velocity and their variation on source process directionality, hypocenter location, local structure, and static slip asperity location. We concluded that combining effect due to 3-D structure and finite-source is necessary to quan- tify ground motion characteristics and their variations. Our results will facilitate the earthquake hazard assessment projects.
基金supported by the Project of National Natural Science Foundation of China(51275052)the Project of Science and Technique Development Plan of Beijing Municipal Commission of Education(KM201311232022)
文摘The machining precision not only depends on accurate mechanical structure but also depends on motion compensation method. If manufacturing precision of mechanical structure cannot be improved, the motion compensation is a reasonable way to improve motion precision. A motion compensation method based on neural network of radial basis function(RBF) was presented in this paper. It utilized the infinite approximation advantage of RBF neural network to fit the motion error curve. The best hidden neural quantity was optimized by training the motion error data and calculating the total sum of squares. The best curve coefficient matrix was got and used to calculate motion compensation values. The experiments showed that the motion errors could be reduced obviously by utilizing the method in this paper.
文摘This paper proposes an immersive training system for patients with hand dysfunction who can perform rehabilitation training independently. The system uses Leap Motion binocular vision sensors to collect human hand information, and uses the improved PCA<sub><img src="Edit_d6662636-9073-4fbd-855f-9a36e871d5a4.png" width="10" height="15" alt="" /></sub> (Principal Component Analysis) to perform data fusion on the real-time data collected by the sensor to obtain more hands with fewer principal components, and improve the stability and accuracy of the data. Immediately, the use of improved SVM<sub><img src="Edit_10c78725-e09e-4dcf-ae05-e21205df4acc.png" width="10" height="15" alt="" /></sub> (Support Vector Machine) and KNN<sub><img src="Edit_0ee97f55-2773-4b48-93b3-93f61aa25577.png" width="10" height="15" alt="" /></sub> (K-Nearest Neighbor Algorithm) for gesture recognition and classification is proposed to enable patients to perform rehabilitation training more effectively. Finally, the effective evaluation results of the rehabilitation effect of patients by the idea of AHP<sub><img src="Edit_70dd1964-28be-4137-afa5-9a184704f08e.png" width="10" height="15" alt="" /></sub> (Analytic Hierarchy Process) are taken as necessary reference factors for doctors to follow up treatment. Various experimental results show that the system has achieved the expected results and has a good application prospect.
基金supported by the Sub-Project under National "Twelfth Five-Year" Plan for Science&Technology Support Project in China,No.2011BAI08B11the Research Project of China Rehabilitation Research Center,No.2014-3
文摘Virtual reality is nowadays used to facilitate motor recovery in stroke patients. Most virtual reality studies have involved chronic stroke patients; however, brain plasticity remains good in acute and subacute patients. Most virtual reality systems are only applicable to the proximal upper limbs （arms） because of the limitations of their capture systems. Nevertheless, the functional recovery of an affected hand is most difficult in the case of hemiparesis rehabilitation after a stroke. The recently developed Leap Motion controller can track the fine movements of both hands and fingers. Therefore, the present study explored the effects of a Leap Motion-based virtual reality system on subacute stroke. Twenty-six subacute stroke patients were assigned to an experimental group that received virtual reality training along with conventional occupational rehabilitation, and a control group that only received conventional rehabilitation. The Wolf motor func- tion test （WMFT） was used to assess the motor function of the affected upper limb; functional magnetic resonance imaging was used to measure the cortical activation. After four weeks of treatment, the motor functions of the affected upper limbs were significantly improved in all the patients, with the improvement in the experimental group being significantly better than in the control group. The action perfor- mance time in the WMFT significantly decreased in the experimental group. Furthermore, the activation intensity and the laterality index of the contralateral primary sensorimotor cortex increased in both the experimental and control groups. These results confirmed that Leap Motion-based virtual reality training was a promising and feasible supplementary rehabilitation intervention, could facilitate the recovery of motor functions in subacute stroke patients. The study has been registered in the Chinese Clinical Trial Registry （registration number： ChiCTR-OCH- 12002238）.
