Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process

In this article, we consider the Sparre Andersen risk model that is perturbed by an inflated chi-process with non-negative random inflator R. Under some conditions on the perturbation and the random inflator, which allow for both small and large fluctuations, exact asymptotic behaviour of the finite-time ruin probability is obtained when initial reserve tends to infinity.     

Mean estimation through proportion estimation

In this work a device which changes the problem of mean estimation into that of proportion estimation is proposed. The device consists of perturbing the observations. The goal of the work is the construction of conservative confidence intervals for means. Three applications are given: (1) proportion estimation in the context of cluster random sampling, (2) differences of proportions of a multinomial population and (3) variance estimation.     

无约束最优化问题的扰动梯度算法

给出了一种扰动梯度算法.证明了在一定条件下,算法产生的序列全局收敛到最优化问题的稳定点,这个算法特别适用求解大规模优化问题.     

带干扰双Poisson风险模型的大偏差问题

讨论了双Poisson风险模型以及带干扰的双Poisson风险模型,给出了其偏差的一个索赔额尾分布的渐进估计.     

受凝聚映象扰动的极大增生算子的拓扑度

拓扑度理论对于研究算子方程解的存在性、唯一性、连续依赖性等问题具有重要的理论价值［１］。文献［２，３］利用拓扑度方法探讨了一般算子方程ｙ∈（Ａ＋Ｃ）ｘ解的问题，文中在此基础上给出了极大增生算子Ａ受凝聚映象Ｃ扰动时的拓扑度，从而为解算子方程ｙ∈（Ａ＋Ｃ）ｘ提供了又一个有力的研究工具     

一类奇摄动的Robin边值问题的正解存在性

本文主要利用上下解方法研究了奇异摄动的二阶拟线性微分方程Robin边值问题正解存在性以及摄动解与退化解的误差估计。     

A fast wavelet approach for recovering damaged images

A wavelet method is proposed for recovering damaged images. The proposed method combines wavelet shrinkage with preprocessing based on a binning process and an imputation procedure that is designed to extend the scope of wavelet shrinkage to data with missing values and perturbed locations. The proposed algorithm, termed as the BTW algorithm is simple to implement and efficient for recovering an image. Furthermore, this algorithm can be easily applied to wavelet regression for one-dimensional (1-D) signal estimation with irregularly spaced data. Simulation studies and real examples show that the proposed method can produce substantially effective results.     

用参数摄动法求超越方程的大根

用参数摄动法求得了超越方程的大根的近似值.     

Approximate versus Exact Equilibria in Dynamic Economies

This paper develops theoretical foundations for an error analysis of approximate equilibria in dynamic stochastic general equilibrium models with heterogeneous agents and incomplete financial markets. While there are several algorithms that compute prices and allocations for which agents' first‐order conditions are approximately satisfied (“approximate equilibria”), there are few results on how to interpret the errors in these candidate solutions and how to relate the computed allocations and prices to exact equilibrium allocations and prices. We give a simple example to illustrate that approximate equilibria might be very far from exact equilibria. We then interpret approximate equilibria as equilibria for close‐by economies; that is, for economies with close‐by individual endowments and preferences. We present an error analysis for two models that are commonly used in applications, an overlapping generations (OLG) model with stochastic production and an asset pricing model with infinitely lived agents. We provide sufficient conditions that ensure that approximate equilibria are close to exact equilibria of close‐by economies. Numerical examples illustrate the analysis.