Precise large deviations of aggregate claim amount in a dependent renewal risk model

In this paper, we consider a dependent risk model, in which the claim sizes are ofdependence structure, their inter-arrival times are independent, identically distributed (i.i.d.), and the claim size and its corresponding inter-arrival time satisfy a certain dependence structure described via the conditional distribution of the inter-arrival time given the subsequent claim size being large. We obtain the asymptotics of the lower and upper bounds of precise large deviations for the aggregate amount of claims, which holds uniformly for all x in an infinite interval of t.     

On a multivariate Lindley distribution

This article proposes a multivariate extension of the generalized Lindley distribution introduced by Abouammoh et al. (2015 Abouammoh, A.M., Alshangiti Arwa, M., Ragab, I.E. (2015). Reliability estimation of the generalized Lindley distributions. J. Stat. Comput. Simul. 85(17):3662–3678.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]). The proposed model is based on a probabilistic construction in which several Lindley random variables are connected by a common shock. Many statistical properties of this new distribution are explored. In particular, explicit forms of product moments, moment-generating function, and conditional moments are derived. Explicit expressions of moment-based estimators of the underlying parameters of the proposed model are established. Estimation using the maximum likelihood procedure is also investigated. Simulations attesting to the quality of the proposed estimators are presented. Application of the proposed model in reliability is also discussed.     

论保证的独立性

作者认为,我国民法的传统理论仅强调保证的从属性不尽合理,应当从从属性和独立性两个方面来认识保证的法律性质,文章着重从保证的成立和内容、保证债务的范围和强度、保证变更或消灭的原因、保证人的抗辩权以及最高额保证等方面分析了保证的独立性,并指出强调保证独立性的意义。     

意识形态的经济功能--诺斯的意识形态理论探析

西方主流经济学以理性选择模型为核心演绎出的一整套市场理论,面临着理论进一步发展的困境,在实践上也被认为失去了对现实问题的呼应.诺斯的意识形态理论是对理性选择模型富有成效的拯救性的扩展和修补.诺斯关于意识形态理论的经济功能、意识形态与制度变迁及制度变迁的路径依赖关系的详细分析,为西方经济学注入非理性因素和演化的思维,对经济学的发展具有重要意义,对于我们当前的政治、经济建设具有借鉴意义.     

Measure of Asymmetry for Square Contingency Tables Having Ordered Categories

For the analysis of square contingency tables with nominal categories, Tomizawa and coworkers have considered measures that represent the degree of departure from symmetry. This paper proposes a measure that represents the degree of asymmetry for square contingency tables with ordered categories (instead of those with nominal categories). The measure proposed is expressed using the Cressie–Read power-divergence or Patil–Taillie diversity index, defined for the cumulative probabilities that an observation falls in row (column) category i or below and column (row) category j (> i ) or above. The measure depends on the order of listing the categories. It should be useful for comparing the degree of asymmetry in several tables with ordered categories. The relationship between the measure and the normal distribution is shown.     

Optimality of equidistant sampling designs for the Brownian motion with a quadratic drift

In the paper we show that the equidistant sampling designs are optimal for the model of Brownian motion with a quadratic drift and for any of its submodels. This result holds for all Loewner isotonic criteria of parametric optimality continuous on the set of regular information matrices, as well as for the mean squared error of the best linear unbiased predictor.     

The percentile residual life up to time t0: Ordering and aging properties

Motivated by practical issues, a new stochastic order for random variables is introduced by comparing all their percentile residual life functions until a certain instant. Some interpretations of these stochastic orders are given, and various properties of them are derived. The relationships to other stochastic orders are studied and also an application in reliability theory is described. Finally, we present some characterization results of the decreasing percentile residual life up to time t₀ aging notion.     

Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling

In this paper, we study the estimators of two measures of dependence: the signed symmetric covariation coefficient (scov) proposed by Garel and Kodia and the generalized association parameter (g.a.p.) put forward by Paulauskas. In the sub-Gaussian case, the scov and the g.a.p. coincide. The estimator of the scov proposed here is based on fractional lower-order moments. The estimator of the g.a.p. is based on estimation of a stable spectral measure. We investigate the relative performance of these estimators by comparing results from simulations.     

A general algorithm for non-parametric maximum likelihood estimator of stochastically ordered survival functions from case 2 interval-censored data

In this paper, we study an algorithm to compute the non-parametric maximum likelihood estimator of stochastically ordered survival functions from case 2 interval-censored data. The algorithm, simply denoted by SQP (sequential quadratic programming), re-parameterizes the likelihood function to make the order constraints as a set of linear constraints, approximates the log-likelihood function as a quadratic function, and updates the estimate by solving a quadratic programming. We particularly consider two stochastic orderings, simple and uniform orderings, although the algorithm can also be applied to many other stochastic orderings. We illustrate the algorithm using the breast cancer data reported in Finkelstein and Wolfe (1985 Finkelstein, D. M., and R. A. Wolfe. 1985. A semiparametric model for regression analysis of interval-censored failure time data. Biometrics 41:933–45. [Google Scholar]).