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Ruin Probabilities for a Two-Dimensional Perturbed Risk Model with Stochastic Premiums

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Acta Mathematicae Applicatae Sinica 2016年第4期32卷 1053-1066页

作者： Jian-hua CHENG de-hui wang School of Mathematics Jilin University

In this paper, we consider a two-dimensional perturbed risk model with stochastic premiums and certain dependence between the two marginal surplus processes. We obtain the Lundberg-type upper bound for the infinite-time ruin probability by martingale approach, discuss how the dependence affects the obtained upper bound and give some numerical examples to illustrate our results. For the heavy-tailed claims case, we derive an explicit asymptotic estimation for the finite-time ruin probability.

关键词： two-dimensional risk model ruin probability upper bound dependent risk asymptotic estimate

Nonparametric Estimation of Interval-censored Failure Time Data in the Presence of Informative Censoring

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Acta Mathematicae Applicatae Sinica 2017年第1期33卷 107-114页

作者： Chun-jie wang Jian-guo SUN de-hui wang Ning-zhong SHI The College of Basic Science Changchun University of Technology Changchun 130012 China Mathematics School and Institute of Jilin University Changchun 130012 China department of Statistics University of Missouri 146 Middlebush Hall MO 65211. USA Key Laboratory of Applied Statistics of MOE School of Mathematics and Statistics Northeast Normal University Changchun 130024 China

Nonparametric estimation of a survival function is one of the most commonly asked questions in the analysis of failure time data and for this, a number of procedures have been developed under various types of censoring structures （Kalbfleisch and Prentice, 2002）. In particular, several algorithms are available for interval-censored failure time data with independent censoring mechanism （Sun, 2006; Turnbull, 1976）. In this paper, we consider the interval-censored data where the censoring mechanism may be related to the failure time of interest, for which there does not seem to exist a nonparametric estimation procedure. It is well-known that with informative censoring, the estimation is possible only under some assumptions. To attack the problem, we take a copula model approach to model the relationship between the failure time of interest and censoring variables and present a simple nonparametric estimation procedure. The method allows one to conduct a sensitivity analysis among others.

关键词： copula models interval censored data dependent censoring nonparametric estimation

Mixture Normal Models in which the Proportions of Susceptibility are Related to Dose Levels

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Acta Mathematicae Applicatae Sinica 2010年第3期26卷 463-472页

作者： Bing He Min Chen Li-xin Song de-hui wang College of Mathematics Jilin University Changchun Jilin 130012 China Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing 100190 China department of Mathematics Dalian University of Technology Dalian 116024 China

A problem that frequently occurs in biological experiments with laboratory animals is that some subjects are less susceptible to the treatment group than others. Finite mixture models have traditionally been used to describe the distribution of responses in treated subjects for such studies. In this paper, we first study the mixture normal model with multi-levels and multiple mixture sub-populations under each level, with particular attention being given to the model in which the proportions of susceptibility are related to dose levels, then we use EM-algorithm to find the maximum likelihood estimators of model parameters. Our results are generalizations of the existing results. Finally, we illustrate realistic significance of the above extension based on a set of real dose-response data.

关键词： Dose-response EM-algorithm mixture normal models susceptibility

Analysis of Panel Count Data with Time-dependent Covariates and Informative Observation Process

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Acta Mathematicae Applicatae Sinica 2017年第1期33卷 147-156页

作者： Sha FANG Hai-xiang ZHANG Liu-quan SUN de-hui wang School of Statistics Capital University of Economics and Business Beijing 100070 China Center for Applied Mathematics Tianjin University Tianjin 300072 China Institute of Applied Mathematics Chinese Academy of Sciences Beijing 100190 China Mathematics School of Jilin University Changchun 130012 China

Panel count data occur in many clinical and observational studies and in some situations the observation process is informative. In this article, we propose a new joint model for the analysis of panel count data with time-dependent covariates and possibly in the presence of informative observation process via two latent variables. For the inference on the proposed model, a class of estimating equations is developed and the resulting estimators are shown to be consistent and asymptotically normal. In addition, a lack-of-fit test is provided for assessing the adequacy of the model. The finite-sample behavior of the proposed methods is examined through Monte Carlo simulation studies which suggest that the proposed approach works well for practical situations. Also an illustrative example is provided.

关键词： estimating equation informative observation process joint modeling model checking panel countdata

Quantile Regression for Thinning-based INAR(1)Models of Time Series of Counts

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Acta Mathematicae Applicatae Sinica 2021年第2期37卷 264-277页

作者： Dan-shu SHENG de-hui wang Kai YANG Zi-ang WU School of Mathematics Jilin UniversityChangchun 130012China School of Economics Liaoning UniversityShenyang 110036China School of Mathematics and Statistics Changchun University of TechnologyChangchun 130012China

In this paper,we develop the quantile regression(QR)estimation for the first-order integer-valued autoregressive(INAR(1))models by defining the smoothing INAR(1)*** method is used to derive the QR estimators for the autoregressive coefficient and the quantile of *** consistency and asymptotic normality of the proposed estimators are *** performances of the proposed estimation procedures are evaluated by Monte Carlo *** results show that the proposed procedures perform well for simulations and a real data application.

关键词： INAR(1)process quantile regression parameter estimation jittering

Existence,uniqueness,and global attractivity of positive solutions and MLE of the parameters to the Logistic equation with random perturbation

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Science China Mathematics 2007年第7期50卷 977-986页

作者： Da-qing JIANG Bao-xue ZHANG de-hui wang Ning-zhong SHI School of Mathematics and Statistics Northeast Normal UniversityChangchun 130024China School of Mathematics Jilin UniversityChangchun 130012China

This paper discusses a randomized Logistic equation $\dot N(t) = (r + \alpha \dot B(t))N(t)[1 - \frac{{N(t)}}{K}]$ with an initial value N(0) = N 0, and N 0 is a random variable satisfying 0 < N 0 < K. The existence, uniqueness and global attractivity of positive solutions and maximum likelihood estimate (MLE) of the parameters of the equation are studied.

关键词： randomized Logistic equation existence uniqueness global attractivity MLE of the parameter 34F05 34E10 62F10

Association of Comorbid Asthma and the Efficacy of Bioabsorbable Steroid-eluting Sinus Stents Implanted After Endoscopic Sinus Surgery in Patients with Chronic Rhinosinusitis with Nasal Polyps

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Current Medical Science 2023年第5期43卷 1005-1012页

作者： Ao HUANG Tao LI Min-shan LI Zhen-xiao HUANG de-hui wang Lei CHENG Bing ZHOU Heng wang Zheng LIU department of Otolaryngology-Head and Neck Surgery Tongji HospitalTongji Medical CollegeHuazhong University of Science and TechnologyWuhan 430030China Institute of Allergy and Clinical Immunology Tongji HospitalTongji Medical CollegeHuazhong University of Science and TechnologyWuhan 430030China Hubei Clinical Research Center for Nasal Inflammatory Diseases Wuhan 430030China department of Otolaryngology-Head and Neck Surgery Beijing Tongren HospitalCapital Medical UniversityBeijing 100000China department of Otolaryngology-Head and Neck Surgery EyeEarNose and Throat HospitalFudan UniversityShanghai 200000China department of Otorhinolaryngology&Clinical Allergy Center The First Affiliated HospitalNanjing Medical UniversityNanjing 210029China

Objective To identify factors affecting the efficacy of steroid-eluting sinus stents implanted after endoscopic sinus surgery(ESS)in patients with chronic rhinosinusitis with nasal polyps(CRSwNP).Methods We performed a post-hoc analysis of a randomized self-controlled clinical trial on post-operative implantation of bioabsorbable steroid-eluting stents in patients with *** logistic regression analysis was conducted to identify which of the following factors affect the response to post-operative stent implantation:sex,serum eosinophil levels,history of prior surgery,endoscopic scores,and comorbid conditions(asthma and allergic rhinitis).The primary outcome was the rate of post-operative intervention on day 30,and the secondary outcome was the rate of polypoid tissue formation(grades 2–3)on days 14,30,and *** A total of 151 patients with CRSwNP were included in the post-hoc *** was identified as the only risk factor for a poor response to steroid-eluting sinus stents on post-operative day 30,with an odds ratio of 23.71(95%CI,2.81,200.16;P=0.004)for the need for post-operative intervention and 19(95%CI,2.20,164.16;P=0.003)for moderate-to-severe polypoid tissue *** addition,the asthmatic group showed higher rates of post-operative intervention and polypoid tissue formation than the non-asthmatic group on post-operative day *** eosinophil levels were not identified as a risk factor for poor outcomes after stent *** Comorbid asthma,but not blood eosinophil level,impairs the efficacy of steroid-eluting sinus stents in the short term after ESS in patients with CRSwNP.

关键词： chronic rhinosinusitis asthma nasal polyps outcome steroid-eluting sinus stent

Catalysts for decomposing ozone tail gas

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Journal of Environmental Sciences 2003年第6期15卷 779-782页

作者： LIU Chang-an, SUN de-zhi, wang hui, LI Wei (department of Environmental Science and Engineering, Harbin Institute of Technology, Harbin 150001,China. department of Environmental Science and Engineering Harbin Institute of Technology Harbin 150001 China

The preparation of immobilizing-catalysts for decomposing ozone by using dipping method was studied. XRD, XPS and TEM were used to characterize the catalysts. The three kinds of catalysts were selected preferentially, and their catalytic activities were investigated. The results showed that the catalyst with activated carbon dipping acetate(active components are Mn:Cu=3:2, active component proportion in catalyst is 15%, calcination temperature is 200℃) has the best catalytic activity for ozone decomposing. One gram of catalyst can decompose 17.6 g ozone at initial ozone concentration of 2.5 g/m 3 and the residence time in reactor of 0.1 s. The experimental results also indicated that humidity of reaction system had negative effect on catalytic activity.

关键词： ozone tail gas catalytic decomposition immobilizing-catalyst MnO 2 CuO

Top-down Approach for Fabrication of Polymer Microspheres by Interfacial Engineering

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Chinese Journal of Polymer Science 2020年第12期38卷 1286-1293页

作者： Yue Fan de-hui wang Jin-Long Yang Jia-Ning Song Xiao-Mei Li Cheng-Lin Zhang Dong-Sheng wang Long-Quan Chen Jia-Xi Cui Xu deng Institute of Fundamental and Frontier Sciences Universityof Electronic Science and Technology of ChinaChengdu 610054China deportment of Physics at Interfaces Max Planck Institute for Polymer ResearchAckermannweg 1055128MainzGermany School of Optoelectronic Science and Engineering University of Electronic Science and Technology of ChinoChengdu 670054Chino School of Physics University of Electronic Science and Technology of ChinaChengdu 610054China

Polymer microspheres with uniform size,composition,and surface property have gained extensive researches in past *** bottom-up approaches are using monomers or oligomers to build up desired polymer ***,directly shaping high-molecular-weight polymers into well-ordered polymer microspheres remains a great ***,we reported a facile and efficient top-down approach tofabricate microspheres with high-molecular-weight polymer *** harnessing interfacial engineering-control during the polymer microspheres formation,uniformly sized microspheres could be produced with widely ranged diameters(from 10μm to the capillary length of each polymer melt).The size limitation of this approach could be further extended by a controllable Plateau-Rayleigh instability ***,the top-down approach allows fabrication of microspheres by various polymer melts with surface energy higher than 25 mN/*** work paves a way for green,cost-effective,and customizable production of a variety of functional polymer microspheres without any chemical reaction assistant.

关键词： Superamphiphobic surfaces Microfluidic spinning Microfibers Microspheres