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Genetic Structure and Diversity of Parental Cultivars Involved in China Mainland Sugarcane Breeding Programs as Inferred from DNA Microsatellites

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Journal of Integrative Agriculture 2012年第11期11卷 1794-1803页

作者： QI Yong-wen PAN Yong-bao LAO Fang-ye ZHANG Chui-ming FAN Li-na HE Hui-yi liu ruin WANG Qin-nan liu Shao-mou liu Fu-ye LI Qi-wei DENG Hai-hua Guangdong Key Laboratory of Sugarcane Improvement and Biorefinery Guangzhou Sugarcane Industry Research Institute Guangzhou 510316 P.R.China USDA-ARS Mid-South Area Sugarcane Research Laboratory Houma 70360 USA

To understand genetic structure and diversity of parental cultivars involved in China Mainland sugarcane breeding programs, 92 elite parents and 4 wild relatives were genotyped with 18 microsatellite DNA markers. The genetic similarity （GS） values among the cultivars ranged from 0.346 to 0.960 with an average of 0.533. Among the introduced cultivars, India accessions had the closest genetic distance to China Mainland accessions （0.447）, while Australia accessions have the furthest distance （0.503）. A comparison of allelic diversity among geographical origins showed that there were 22 China Mainland specific alleles, of which 28% were derived from native S. spontaneaum germplasm in China. Model-based genetic structure, clustering, and principal components analyses consistently revealed there were five groups within the 96 accessions. Groups 1, 2, 4, and 5 consisted of all cultivars and group 3 only contained wild germplasm. Group 2 was characterized as the Introduction group with 46 cultivars predominantly introduced from Australia, Taiwan of China, India, and USA. Groups 1, 4, and 5 consisted of cultivars mostly originated from China Mainland, defined as the Complex group, Yacheng lines group, and F134/CP72-1210 group, respectively, upon their pedigree. By understanding the genetic relationships among the parental cultivars, breeders can gain a rational basis for expanding the gene pool and select the best parental accessions for crossing.

关键词： genetic diversity microsatellite DNA marker population structure sugarcane

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Optimal Reinsurance and Dividend Under Model Uncertainty

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Journal of Systems Science & Complexity 2023年第3期36卷 1116-1143页

作者： liu Jingzhen WANG Yike ZHANG Ning China Institute for Actuarial Science Central University of Finance and EconomicsBeijing 100081China School of Finance&Chinese Fintech Research Center Central University of Finance and EconomicsBeijing 100081China

In this paper,the authors analyze the optimal reinsurance and dividend problem with model uncertainty for an *** the model uncertainty represents possible deviations between the real market and the assumed *** addition to the incorporation of model uncertainty into the traditional diffusion surplus process,the authors include a penalty function in the objective *** proposed goal is to find the optimal reinsurance and dividend strategy that maximizes the expected discounted dividend before ruin in the worst case of all possible scenarios,namely,the worst *** a dynamic programming approach,the problem is reduced to solving a Hamilton-Jacob-Bellman-Isaac(HJBI)equation with singular *** problem is more difficult than the traditional robust control or singular control ***,the authors prove that the value function is the unique solution to this HJBI equation with singular ***,the authors present a verification theorem when a smooth solution can be found,and derive closed-form solution when the function in the objective function is specified.

关键词： Hamilton-Jacobi-Bellman-Isaac equation model uncertainty optimal dividend proportional reinsurance

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Moments of discounted dividend payments in a risk model with randomized dividend-decision times

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Frontiers of Mathematics in China 2017年第2期12卷 493-513页

作者： Zhimin ZHANG Chaolin liu College of Mathematics and Statistics Chongqing University Chongqing 401331 China

We consider a perturbed compound Poisson risk model with randomized dividend-decision times. Different from the classical barrier dividend strategy, the insurance company makes decision on whether or not paying off dividends at some discrete time points （called dividend-decision times）. Assume that at each dividend-decision time, if the surplus is larger than a barrier b 〉 O, the excess value will be paid off as dividends. Under such a dividend strategy, we study how to compute the moments of the total discounted dividend payments paid off before ruin.

关键词： Moments of discounted dividends compound Poisson model,integro-differential equation ruin

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ASYMPTOTICS FOR ruin PROBABILITIES OF TWO KINDS OF DEPENDENT RISK MODELS WITH NLOD INTER-ARRIVAL TIMES

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Journal of Systems Science & Complexity 2011年第2期24卷 328-334页

作者： Yang YANG Yuebao WANG Xijun liu School of Mathematics Soochow University Suzhou 215006 China School of Mathematics and Statistics Nanjing Audit University Nanjing 210029 China. School of Mathematics Soochow University Suzhou 215006 China. Emaih ybwang@***. Foundation Department The First Aeronautical College of Air Force Xinyang 464000 China.

This paper establishes some asymptotic formulas for the infinite-time ruin probabilities of two kinds of dependent risk models. One risk model considers the claim sizes as a modulated process, and the other deals with negatively upper orthant dependent claim sizes. In the two models, the inter-arrival times are both assumed to be negatively lower orthant dependent.

关键词： Modulated process negatively lower orthant dependent negatively upper orthant dependent ruin probability.

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The Optimal Dividend Barrier in the Perturbed Compound Poisson Risk Model with Randomized Observation Time

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Journal of Systems Science & Complexity 2015年第2期28卷 451-470页

作者： liu Xiao CHEN Zhenlong MING Ruixing School of Statistics and Mathematics Zhejiang Gongshang University

This paper considers the dividend problems in the perturbed compound Poisson risk *** that dividends can only be paid at the observation time when the surplus exceeds the barrier level and the excess is paid as *** this paper,integro-differential equations for the expected discounted dividends until ruin and the Laplace transform of ruin time are firstly *** the claim is exponentially distributed,explicit expressions for the expected discounted dividends until ruin and the Laplace transform of ruin time are also ***,the optimal dividend barrier which maximizes the expected discounted dividends until ruin is given.

关键词： Barrier strategy dividend perturbed compound Poisson risk model ruin.

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On a risk model with Markovian arrivals and tax

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Applied Mathematics(A Journal of Chinese Universities) 2012年第2期27卷 150-158页

作者： DONG Hua liu Zai-ming School of Mathematics Qufu Normal UniversityQufu 273165China School of Mathematics Central South UniversityChangsha 410075China

A risk model with Markovian arrivals and tax payments is *** the insurer is in a profitable situation,the insurer may pay a certain proportion of the premium income as tax ***,the Laplace transform of the time to cross a certain level before ruin is ***,explicit formulas for a generalized Gerber-Shiu function are established in terms of the＇original＇Gerber-Shiu function without tax and the Laplace transform of the first passage time before ***,the differential equations satisfied by the expected accumulated discounted tax payments until ruin are *** explicit expression for the discounted tax payments is also given.

关键词： Markovian arrival process Gerber-Shiu function tax payment.

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Optimal proportional reinsurance and dividend payments with transaction costs and internal competition

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Applied Mathematics(A Journal of Chinese Universities) 2016年第1期31卷 89-102页

作者： liu Wei HU Yi-jun School of Mathematics and System Sciences Xinjiang University School of Mathematics and Statistics Wuhan University

We study the dividend optimization problem for an insurance company under the consideration of internal competition between different units inside company and transaction costs when dividends occur. The management of the company controls the reinsurance rate, the timing and the amount of dividends paid out to maximize the expected total dividends paid out to the shareholders until ruin time. By solving the corresponding quasi-variational inequality, we obtain the optimal return function and the optimal strategy.

关键词： Dividend proportional reinsurance transaction costs internal competition quasi-variational inequality.

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ON DIVIDENDS AND GERBER-SHIU ANALYSIS WITH CONSTANT INTEREST AND A PERIODIC-THRESHOLD MIXED STRATEGY

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Acta Mathematica Scientia 2024年第6期44卷 2139-2164页

作者： Zhang liu Ping CHEN School of Computer and Information Engineering Jiangci Agricultural UniversityNanchang 330045China Department of Economics The University of MelbourneVictoria 3010Australia

In recent years,the research focus in insurance risk theory has shifted towards multi-type mixed dividend ***,the practical factors and constraints in financial market transactions,such as interest rates,tax rates,and transaction fees,inevitably impact these *** incorporating appropriate constraints,a multi-type mixed strategy can better simulate real-world *** the approach of liu et al.[28],we examine a classical compound Poisson risk model that incorporates the constraints of constant interest rates and a periodic-threshold mixed dividend *** this model,the surplus process of insurance companies is influenced by several *** factors include constant interest rates,continuously distributed dividends within intervals(threshold dividend strategy),and dividends at discrete time points(periodic dividend strategy).We derive the piecewise integro-differential equations(IDEs)that describe the expected present value of dividends(EPVDs)until ruin time and the Gerber-Shiu expected discounted penalty ***,we provide explicit solutions to these IDEs using an alternative method based on the inverse Laplace transform combined with the Dickson-Hipp *** enables us to obtain explicit expressions for the dividend and Gerber-Shiu ***,we present examples to illustrate the application of our results.

关键词： Cramér-Lundberg model mixed dividend strategy interest EPVDs Gerber-Shiu function

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The Optimal Policy for Insurance Company Under Consideration of Internal Competition and the Time Value of ruin

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Acta Mathematicae Applicatae Sinica 2014年第3期30卷 807-818页

作者： Wei liu Yi-jun HU School of Mathematics and System Sciences Xinjiang University School of Mathematics and Statistics Wuhan University

This paper considers the dividend optimization problem for an insurance company under the consideration of internal competition between different units inside the company. The objective is to find a reinsurance policy and a dividend payment scheme so as to maximize the expected discounted value of the dividend payment, and the expected present value of an amount which the insurer earns until the time of ruin. By solving the corresponding constrained Hamilton-Jacobi-Bellman （HJB） equation, we obtain the value function and the optimal reinsurance policy and dividend payment.

关键词： dividend payment proportional reinsurance internal competition Hamilton-Jacobi-Bellman (HJB)equation

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ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang

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Frontiers of Mathematics in China 2015年第6期10卷 1433-1447页

作者： Guangkun SUN Shuaiqi ZHANG Guoxin liu School of Science Hebei University of Technology Tianjin 300401 China School of Economics and Commerce Guangdong University of Technology Guangzhou 510520 China Department of Mathematics Shijiazhuang Tiedao University Shijiazhuang 050043 China

This article deals with the ruin probability in a Sparre Andersen risk process with the inter-claim times being Erlang distributed in the framework of piecewise deterministic Markov process （PDMP）. We construct an exponential martingale by virtue of the extended generator of the PDMP to change the measure. Some results are derived for the ruin probabilities, such as the general expressions for ruin probability, Lundberg bounds, CramerLundberg approximations, and finite-horizon ruin probability.

关键词： Sparre Andersen risk model Erlang inter-claim times ruin probability Lundberg bound Cramer-Lundberg approximation

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