In the paper, the author addresses the Lyapunov characteristic spectrum of an ergodic autonomous ordinary differential system on a complete riemannian manifold of finite dimension such as the d-dimensional euclidean s...In the paper, the author addresses the Lyapunov characteristic spectrum of an ergodic autonomous ordinary differential system on a complete riemannian manifold of finite dimension such as the d-dimensional euclidean space ? d , not necessarily compact, by Liaowise spectral theorems that give integral expressions of Lyapunov exponents. In the context of smooth linear skew-product flows with Polish driving systems, the results are still valid. This paper seems to be an interesting contribution to the stability theory of ordinary differential systems with non-compact phase spaces.展开更多
Abstract In this paper we consider the risk process that is described by a piecewise deterministic Markov processes (PDMP). We first present the construction of the risk process and then discuss some ruin problems for...Abstract In this paper we consider the risk process that is described by a piecewise deterministic Markov processes (PDMP). We first present the construction of the risk process and then discuss some ruin problems for this new kind of risk model.展开更多
Zero-inflated negative binomial distribution is characterized in this paper through a linear differential equation satisfied by its probability generating function.
The paper studies the muiti-agent cooperative hedging problem of contingent claims in the complete market when the g-expected shortfall risks are bounded. We give the optimal cooperative hedging strategy explicitly by...The paper studies the muiti-agent cooperative hedging problem of contingent claims in the complete market when the g-expected shortfall risks are bounded. We give the optimal cooperative hedging strategy explicitly by the Neyman-Pearson lemma under g-probability.展开更多
In this paper, we discuss the classical risk process with stochastic return on investment. We prove some properties of the ruin probability, the supremum distribution before ruin and the surplus distribution at the t... In this paper, we discuss the classical risk process with stochastic return on investment. We prove some properties of the ruin probability, the supremum distribution before ruin and the surplus distribution at the time of ruin and derive the integro-differential equations satisfied by these distributions respectively.展开更多
基金supported by the National Natural Science Foundation of China (Grant No. 10671088)the Major State Basic Research Development Program of China (Grant No. 2006CB805903)
文摘In the paper, the author addresses the Lyapunov characteristic spectrum of an ergodic autonomous ordinary differential system on a complete riemannian manifold of finite dimension such as the d-dimensional euclidean space ? d , not necessarily compact, by Liaowise spectral theorems that give integral expressions of Lyapunov exponents. In the context of smooth linear skew-product flows with Polish driving systems, the results are still valid. This paper seems to be an interesting contribution to the stability theory of ordinary differential systems with non-compact phase spaces.
基金Supported by the National Natural Sciences Foundation of China (No.19971047)Doctoral Foundation of Suzhou University.
文摘Abstract In this paper we consider the risk process that is described by a piecewise deterministic Markov processes (PDMP). We first present the construction of the risk process and then discuss some ruin problems for this new kind of risk model.
文摘Zero-inflated negative binomial distribution is characterized in this paper through a linear differential equation satisfied by its probability generating function.
基金supported by the National Natural Science Foundation of China under Grants (No. 11001029, 10971220)the Fundamental Research Funds for the Central Universities (BUPT2009RC0705)
文摘The paper studies the muiti-agent cooperative hedging problem of contingent claims in the complete market when the g-expected shortfall risks are bounded. We give the optimal cooperative hedging strategy explicitly by the Neyman-Pearson lemma under g-probability.
基金the National Natural Science Foundation of China (No.19971047).
文摘 In this paper, we discuss the classical risk process with stochastic return on investment. We prove some properties of the ruin probability, the supremum distribution before ruin and the surplus distribution at the time of ruin and derive the integro-differential equations satisfied by these distributions respectively.
