Optimal New Business for Insurer to Minimize the Ruin Probability under Interest Force

Introduction In ruin theory, minimizing the ruin probability ofan insurance company is of practical importance. Bystochastic control theory, a great deal of work hasbeen done on the problem with different control varia-bles. Browne[1]considered a risk mod…     

双边定数截尾情形下一个两参数有浴盆形状失效率的寿命分布参数的Bayes估计

在双边定数截尾情形下,给出了一个2参数有浴盆形状失效率的寿命分布参数的极大似然估计和在平方损失下基于无信息先验下和共轭先验信息下的Bayes估计,通过大量的Monte-Carlo数值模拟试验,对这2种情况下的估计的结果与极大似然估计作了比较.当样本n较大时,r愈大,s愈小,即丢失数据的数目愈小,Γ先验的Bayes估计与极大似然估计差不多,更接近于真值,都比无先验的Bayes估计要好.     

Some Properties of Periodogram of Autoregressive Integrated Moving Average Process

Based on the analysis of periodogram, this paper discussed the properties of periodogram of autoregressive integrated moving average process ARIMA(p,1,q), and found that the periodgram of ARIMA(p,1,q) process is dominated by the transfer function of the difference operator, which is the same as the result of Crato. The obtained asymptotically properties of the single random walk process was extended to more complicated autoregressive integrated moving average process.     

奇异点检测的小波方法在信号初至时提取中的应用

本文简要介绍了一种噪声背景下检测确定性信号间断点的位置及个数的小波方法,该方法的基本思想是利用小波变换所特有的“变焦距”性质,而精确刻画信号在小波变换下的局部奇异性,进一步地,利用统计分布的思想,设定阈值,较好地屏蔽平稳噪声的影响,各奇异点的位置,则可以由小波变换的局部极大性检测出来,通过地震波信号的计算机模拟实验,结果说明该方法对于淹没在平稳噪声中,尤其是强噪声背景下的信号奇异点检测,具有灵敏度高,克服品能力强的特点,检测效果是明显的。