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Optimal Timing of Business Conversion for Solvency Improvement

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Acta Mathematicae Applicatae Sinica 2024年第3期40卷 744-757页

作者： Peng LI Ming ZHOU School of Finance Nanjing University of Finance and EconomicsNanjing 210023China Center for Applied statistics and School of statistics Renmin University of ChinaBeijing 100872China

In this paper,we study the optimal timing to convert the risk of business for an insurance company in order to improve its *** cash flow of company evolves according to a jump-diffusion *** conversion option offers the company an opportunity to transfer the jump risk business *** exchange for this option,the company needs to pay both fixed and proportional transaction *** proportional cost can also be seen as the profit loading of the jump risk *** formulated this problem as an optimal stopping *** solving this stopping problem,we find that the optimal timing of business conversion mainly depends on the profit loading of the jump risk business.A larger profit loading would make the conversion option *** fixed cost,however,only delays the optimal timing of business *** the end,numerical results are provided to illustrate the impacts of transaction costs and environmental parameters to the optimal strategies.

关键词： optimal stopping jump-diffusion process conversion option

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Reliability of a Multicomponent Stress-strength Model Based on a Bivariate Kumaraswamy Distribution with Censored Data

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Acta Mathematicae Applicatae Sinica 2024年第2期40卷 478-507页

作者： Cong-hua CHENG School of Mathematics and statistics Zhaoqing UniversityZhaoqing 526061China

In this paper,we consider a system which has k statistically independent and identically distributed strength components and each component is constructed by a pair of statistically dependent elements with doubly type-II censored *** elements(X1,Y1),(X2,Y2),…,(Xk,Yk)follow a bivariate Kumaraswamy distribution and each element is exposed to a common random stress T which follows a Kumaraswamy *** system is regarded as operating only if at least s out of k(1≤s≤k)strength variables exceed the random *** multicomponent reliability of the system is given by Rs,k=P(at least s of the(Z1,…,Zk)exceed T)where Zi=min(Xi,Yi),i=1,…,*** Bayes estimates of Rs,k have been developed by using the Markov Chain Monte Carlo methods due to the lack of explicit *** uniformly minimum variance unbiased and exact Bayes estimates of Rs,k are obtained analytically when the common second shape parameter is *** asymptotic confidence interval and the highest probability density credible interval are constructed for Rs,*** reliability estimators are compared by using the estimated risks through Monte Carlo simulations.

关键词： stress-strength model bivariate Kumaraswamy distribution multicomponent reliability doubly Type-II censored scheme interval estimation

Pseudomonotonicity of Nonlinear Transformations on Euclidean Jordan Algebras

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Acta Mathematicae Applicatae Sinica 2024年第1期40卷 192-204页

作者： Yuan-Min Li School of Mathematics and statistics Xidian UniversityXi’an710071China

In this paper, we have introduced the concepts of pseudomonotonicity properties for nonlinear transformations defined on Euclidean Jordan algebras. The implications between this property and other P-properties have been studied. More importantly, we have solved the solvability problem of the nonlinear pseudomonotone complementarity problems over symmetric cones.

关键词： Euclidean Jordan algebra nonlinear transformation complementarity problem pseudomonotone

Strong Edge Coloring of Outerplane Graphs with Independent Crossings

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Acta Mathematicae Applicatae Sinica 2024年第2期40卷 467-477页

作者： Ke-Jie LI Xin ZHANG School of Mathematics and statistics Xidian UniversityXi’an 710071China

The strong chromatic index of a graph is the minimum number of colors needed in a proper edge coloring so that no edge is adjacent to two edges of the same *** outerplane graph with independent crossings is a graph embedded in the plane in such a way that all vertices are on the outer face and two pairs of crossing edges share no common end *** is proved that every outerplane graph with independent crossings and maximum degreeΔhas strong chromatic index at most 4Δ-6 if Δ≥4,and at most 8 ifΔ≤*** bounds are sharp.

关键词： outer-1-planar graph IC-planar graph strong edge coloring crossing

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A GMM approach in coupling internal data and external summary information with heterogeneous data populations

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Science China Mathematics 2024年第5期67卷 1115-1132页

作者： Jun Shao Jinyi Wang Lei Wang Key Laboratory of Advanced Theory and Application in statistics and Data Science(East China Normal University) Ministry of EducationShanghai 200062China School of statistics East China Normal UniversityShanghai 200062China Department of statistics University of Wisconsin-MadisonWI 53706USA School of statistics and Data Science KLMDASRLEBPS and LPMCNankai UniversityTianjin 300071China

Because of advances in data collection and storage,statistical analysis in modern scientific research and practice now has opportunities to utilize external information such as summary statistics from similar studies.A likelihood approach based on a parametric model assumption has been developed in the literature to utilize external summary information when the populations for external and main internal data are assumed to be the *** this article,we instead consider the generalized estimation equation(GEE)approach for statistical inference,which is semiparametric or nonparametric,and show how to utilize external summary information even when internal and external data populations are not the *** approach is coupling the internal data and external summary information to form additional estimation equations and then applying the generalized method of moments(GMM).We show that the proposed GMM estimator is asymptotically normal and,under some conditions,is more efficient than the GEE estimator without using external summary *** of the asymptotic covariance matrix of the GMM estimators are also *** results are obtained to confirm our theory and quantify the improvements by utilizing external *** example is also included for illustration.

关键词： adjustment for heterogeneity constraint data integration generalized method of moments summarystatistic

Higher-order expansions of powered extremes of logarithmic general error distribution

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Applied Mathematics(A Journal of Chinese Universities) 2024年第1期39卷 47-54页

作者： TAN Xiao-feng LI Li-hui School of Mathematics and statistics Southwest UniversityChongqing 400715China

In this paper,Let M_(n)denote the maximum of logarithmic general error distribution with parameter v≥***-order expansions for distributions of powered extremes M_(n)^(p)are derived under an optimal choice of normalizing *** is shown that M_(n)^(p),when v=1,converges to the Frechet extreme value distribution at the rate of 1/n,and if v>1 then M_(n)^(p)converges to the Gumbel extreme value distribution at the rate of(loglogn)^(2)=(log n)^(1-1/v).

关键词： logarithmic general error distribution convergence rate higher-order expansion powered ex-treme

CONVERGENCE ANALYSIS OF NONCONFORMING QUADRILATERAL FINITE ELEMENT METHODS FOR NONLINEAR COUPLED SCHRODINGER-HELMHOLTZ EQUATIONS

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Journal of Computational Mathematics 2024年第4期42卷 979-998页

作者： Dongyang Shi Houchao Zhang School of Mathematics and statistics Zhengzhou UniversityZhengzhou 450001China

The focus of this paper is on two novel linearized Crank-Nicolson schemes with nonconforming quadrilateral finite element methods(FEMs)for the nonlinear coupled Schrodinger-Helmholtz *** L^(2) and H^(1) estimates of orders O(h^(2)+τ^(2))and O(h^(2)+τ^(2))are derived respectively without any grid-ratio condition through the following two *** is that a time-discrete system is introduced to split the error into the temporal error and the spatial error,which leads to optimal temporal error estimates of order O(τ^(2))in L^(2) and the broken H^(1)-norms,as well as the uniform boundness of numerical solutions in L^(∞) *** other is that a novel projection is utilized,which can iron out the difficulty of the existence of the consistency *** leads to derive optimal spatial error estimates of orders O(h^(2))in L^(2)-norm and O(h)in the broken H^(1)-norm under the H^(2) regularity of the solutions for the time-discrete *** last,two numerical examples are provided to confirm the theoretical ***,h is the subdivision parameter,and τ is the time step.

关键词： Schrodinger-Helmholtz equations Nonconforming FEMs Linearized Crank-Nicolson scheme Optimal error estimates

Incidence Coloring of Outer-1-planar Graphs

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Acta Mathematicae Applicatae Sinica 2024年第3期40卷 840-848页

作者： Meng-ke QI Xin ZHANG School of Mathematics and statistics Xidian UniversityXi'an 710071China

A graph is outer-1-planar if it can be drawn in the plane so that all vertices lie on the outer-face and each edge crosses at most one another *** is known that every outer-1-planar graph is a planar *** this paper,we conjecture that every planar graph G has a proper incidence(Δ(G)+2)-coloring and confirm it for outer-1-planar graphs with maximum degree at least 8 or with girth at least ***,we prove that every outer-1-planar graph G has an incidence(Δ(G)+3,2)-coloring,and every outer-1-planar graph G with maximum degree at least 8 or with girth at least 4 has an incidence(Δ(G)+2,2)-coloring.

关键词： incidence coloring outer--planar graph planar graph

The Dbar-dressing method for the(2+1)-dimensional Date–Jimbo–Kashiwara–Miwa equation

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Communications in Theoretical Physics 2024年第1期76卷 17-23页

作者： Shifei Sun Biao Li School of Mathematics and statistics Ningbo UniversityNingbo315211China

In this work,the(2+1)-dimensional Date–Jimbo–Kashiwara–Miwa(DJKM)equation is studied by means of the ■-dressing method.A new ■ problem has been constructed by analyzing the characteristic function and the Green’s function of its Lax *** on solving the ■ equation and choosing the proper spectral transformation,the solution of the DJKM equation is ***,the more general solution of the DJKM equation can be also obtained by ensuring the evolution of the time spectral data.

关键词： (2+1)-dimensional DJKM equation inverse spectral problem Green's function characteristic function ■-dressing method