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Minimizing the Risk of Absolute Ruin Under a Diffusion Approximation Model with Reinsurance and Investment

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Journal of Systems Science & Complexity 2015年第1期28卷 144-155页

作者： BI Xiuchun ZHANG Shuguang department of statistic and Finance University of Science and Technology of China

This paper studies the optimization problem with both investment and proportional reinsurance control under the assumption that the surplus process of an insurance entity is represented by a pure diffusion *** company can buy proportional reinsurance and invest its surplus into a Black-Scholes risky asset and a risk free asset without *** authors define absolute ruin as that the liminf of the surplus process is negative infinity and propose absolute ruin minimization as the optimization *** the HJB method the authors obtain explicit expressions for the minimal absolute ruin function and the associated optimal investment *** authors find that the minimal absolute ruin function here is convex,but not S-shaped investigated by Luo and Taksar(2011).And finally,from behavioral finance point of view,the authors come to the conclusion:It is the restrictions on investment that results in the kink of minimal absolute ruin function.

关键词： Absolute ruin probability dynamic investment control HJB equation proportional reinsnance.

Association between plasma growth differentiation factor 15 levels and pre-eclampsia in China

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Chronic Diseases and Translational Medicine 2024年第2期10卷 140-145页

作者： Shuhong Xu Yicheng Lu Mengxin Yao Zhuoqiao Yang Yan Chen Yaling Ding Yue Xiao Fei Liang Jiani Qian Jinchun Ma Songliang Liu Shilan Yan Jieyun Yin Qiuping Ma Taicang Affiliated Hospital of Soochow University The First People's Hospital of TaiCangSoochow UniversitySuzhouJiangsuChina department of Epidemiology and Health statistic Jiangsu Key Laboratory of Preventive and Translational Medicine for Major Chronic Non-communicable DiseasesSuzhou Medical College of Soochow UniversitySuzhouJiangsuChina Changshu Hospital Affiliated to Nanjing University of Chinese Medicine SuzhouJiangsuChina department of Chronic Disease Gusu Center for Disease Control and PreventionSuzhouJiangsuChina Huzhou First People's Hospital HuzhouZhejiangChina

Background Growth differentiation factor-15(GDF-15)is a stress response protein and is related to cardiovascular diseases(CVD).This study aimed to investigate the association between GDF-15 and pre-eclampsia(PE).Method The study involved 299 pregnant women,out of which 236 had normal pregnancies,while 63 participants had *** serum levels of GDF-15 were measured by using enzyme-linked immunosorbent assay kits and then translated into multiple of median(MOM)to avoid the influence of gestational week at blood *** models were performed to estimate the association between GDF-15 MOM and PE,presenting as odd ratios(ORs)and 95%confidence intervals(CIs).Results MOM of GDF-15 in PE participants was higher compared with controls(1.588 vs.1.000,p1)had a 4.74-fold(95%CI=2.23–10.08,p<0.001)increased risk of PE,adjusted by age,preconceptional body mass index,gravidity,and *** These results demonstrated that higher levels of serum GDF-15 were associated with ***-15 may serve as a biomarker for diagnosing PE.

关键词： growth differentiation factor 15 macrophage inhibiting cytokine 1 pre-eclampsia

PARTIAL SCHAUDER ESTIMATES FOR A SUB-ELLIPTIC EQUATION

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Acta Mathematica Scientia 2016年第3期36卷 945-956页

作者：魏娜蒋永生吴永洪 School of statistic and Mathematics Zhongnan University of Economics and Law department of Mathematics and statistics Curtin University of Technology

In this paper, we establish the partial Schauder estimates for the Kohn Laplace equation in the Heisenberg group based on the mean value theorem, the Taylor formula and a priori estimates for the derivatives of the Ne... 详细信息

关键词： partial Schauder estimates Kohn Laplace equation Heisenberg group

RANDOMIZED POLICY OF A POISSON INPUT QUEUE WITH J VACATIONS

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Journal of Systems Science and Systems Engineering 2010年第1期19卷 50-71页

作者： Jau-Chuan KE Kai-Bin HUANG Wen Lea PEARN department of Applied statistic National Taichung lnstitute of Technology Taichung 404 Taiwan China department of Industrial and Engineering Management National Chiao Tutig University Hsing Chu 300 Taiwan China

This paper studies the operating characteristics of an M/G/1 queuing system with a randomized control policy and at most J vacations. After all the customers are served in the queue exhaustively, the server immediately takes at most J vacations repeatedly until at least N customers are waiting for service in the queue upon returning from a vacation. If the number of arrivals does not reach N by the end of the jth vacation, the server remains idle in the system until the number of arrivals in the queue reaches N. If the number of customers in the queue is exactly accumulated N since the server remains idle or returns from vacation, the server is activated for services with probability p and deactivated with probability （l-p）. For such variant vacation model, other important system characteristics are derived, such as the expected number of customers, the expected length of the busy and idle period, and etc. Following the construction of the expected cost function per unit time, an efficient and fast procedure is developed for searching the joint optimum thresholds （N＊,J＊） that minimize the cost function. Some numerical examples are also presented.

关键词： Cost 〈 p N 〉 -policy supplementary variable technique vacation

Some Constacyclic Codes over Z4[u]/〈u^2〉, New Gray Maps, and New Quaternary Codes

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Algebra Colloquium 2018年第3期25卷 369-376页

作者： Yasemin Cengellenmis Abdullah Dertli Nuh Aydin department of Mathematics Trakya University Edirne Turkey department of Mathematics Ondokuz Mayls University Samsun Turkey department of Mathematics and statistic Kenyon College Gambler OH USA

In this paper, we study λ-constacyclic codes over the ring R = Z4 ＋ uZ4, where u^2 = 0, for λ= 1 ＋ 3u and 3 ＋ u. We introduce two new Gray maps from R to Z4^4 and show that the Gray images of λ-constacyclic codes over R are quasi-cyclic over Z4. Moreover, we present many examples of λ-constacyclic codes over R whose Z4-images have better parameters than the currently best-known linear codes over Z4.

关键词： constacyclic codes codes over rings quaternary codes Gray maps

Melting heat transfer effects on stagnation point flow of micropolar fluid saturated in porous medium with internal heat generation(absorption)

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Applied Mathematics and Mechanics(English Edition) 2014年第8期35卷 979-992页

作者： M.A.A.MAHMOUD S.E.WAHEED department of Mathematics Faculty of ScienceBenha University 13518BenhaEgypt department of Mathematics and statistic Faculty of ScienceTaif University 21974TaifKingdom of Saudi Arabia

The effect of melting heat transfer on the two dimensional boundary layer flow of a micropolar fluid near a stagnation point embedded in a porous medium in the presence of internal heat generation/absorption is investigated. The governing non-linear partial differential equations describing the problem are reduced to a system of non-linear ordinary differential equations using similarity transformations solved numerically using the Chebyshev spectral method. Numerical results for velocity, angular velocity and temperature profiles are shown graphically and discussed for different values of the inverse Darcy number, the heat generation/absorption parameter, and the melting parameter. The effects of the pertinent parameters on the local skin-friction coefficient, the wall couple stress, and the local Nusselt number are tabulated and discussed. The results show that the inverse Darcy number has the effect of enhancing both velocity and temperature and suppressing angular velocity. It is also found that the local skin-friction coefficient decreases, while the local Nusselt number increases as the melting parameter increases.

关键词： melting effect stagnation point micropolar fluid porous medium heat generation (absorption)

Variable Selection in Logistic Regression Model

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Chinese Journal of Electronics 2015年第4期24卷 813-817页

作者： ZHANG Shangli ZHANG Lili QIU Kuanmin LU Ying CAI Baigen School of Science Beijing Jiaotong University State Key Laboratory of Rail Traffic Control and Safety Beijing Jiaotong University department of statistic Chonnam National University

Variable selection is one of the most important problems in pattern recognition. In linear regression model, there are many methods can solve this problem,such as Least absolute shrinkage and selection operator(LASSO) and many improved LASSO methods, but there are few variable selection methods in generalized linear models. We study the variable selection problem in logistic regression model. We propose a new variable selection method – the logistic elastic net, prove that it has grouping effect which means that the strongly correlated predictors tend to be in or out of the model together. The logistic elastic net is particularly useful when the number of predictors(p) is much bigger than the number of observations(n). By contrast, the LASSO is not a very satisfactory variable selection method in the case when p is more larger than n. The advantage and effectiveness of this method are demonstrated by real leukemia data and a simulation study.

关键词： Variable selection LASSO Linear regression model Logistic elastic net Logistic regression model

Singular solitons and other solutions to a couple of nonlinear wave equations

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Chinese Physics B 2013年第6期22卷 115-121页

作者： Mustafa Inc Esma Ulutas Anjan Biswas Firat University Department of Mathematics23119 ElazgTürkiye Bitlis Eren University Deparment of StatisticBitlis Türkiye department of Mathematical Sciences Delaware State UniversityDover DE 19901-2277 USA

This paper addresses the extended （G′/G）-expansion method and applies it to a couple of nonlinear wave equations. These equations are modified the Benjamin-Bona-Mahoney equation and the Boussinesq equation. This extended method reveals several solutions to these equations. Additionally, the singular soliton solutions are revealed, for these two equations, with the aid of the ansatz method.

关键词： (G′/G)-expansion method travelling wave solutions singular soliton mBBM and Boussinesqequations

Global behavior of dynamical agents in directed network

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控制理论与应用（英文版） 2009年第3期7卷 307-314页

作者： Hongwang YU Yufan ZHENG School of Mathematics and statistic Nanjing Audit University Nanjing Jiangsu 211815 China department of Mathematics East China Normal University Shanghai 200062 China

This paper investigates the global behavior of controlled dynamical agents in directed networks. The agents are Lyapunov stable, are distributed in a line, and communicate through a directed network. The communication topology of the network is characterized by a directed graph and the control protocol is designed in simple linear decentralized feedback law. We study the different conditions under which agents will achieve aggregation, and critical and divergent trajectories, respectively. Our investigation on the dynamical agent system under network is extended to the time-delay network case. Furthermore, we study the case with two pre-specified virtual leaders in the system. Numerical simulations are given and demonstrate that our theoretical results are effective.

关键词： Dynamical agents Directed graph Laplacian Hurwitz criteria