本文研究了保费收入过程是泊松过程和聚合理赔过程中理赔间隔时间和个别理赔额之间具有Boudreault et al.(2006)中所描述的相依结构的一类更新风险模型.运用生成函数、离散形式的Dickson-Hipp算子和反Z变换等一系列方法,推导出了该模型...本文研究了保费收入过程是泊松过程和聚合理赔过程中理赔间隔时间和个别理赔额之间具有Boudreault et al.(2006)中所描述的相依结构的一类更新风险模型.运用生成函数、离散形式的Dickson-Hipp算子和反Z变换等一系列方法,推导出了该模型的Gerber-Shiu函数的生成函数的精确表达式,以及它所满足的瑕疵更新方程.展开更多
The photoinduced birefringence in an azobenzene polymer is investigated at different temperatures between -20℃ to 50℃. It is found that there is a peak value of photoinduced birefringence in the temperature dependen...The photoinduced birefringence in an azobenzene polymer is investigated at different temperatures between -20℃ to 50℃. It is found that there is a peak value of photoinduced birefringence in the temperature dependence of the photoinduced birefringence under a certain pumping intensity. With the pump light in 90mW/cm^2, the peak value of the photoinduced birefringence appeared at about 0℃ C. The effect of temperature on the photoinduced birefringence is discussed using the competition mechanism between the photoinduced reorientation and the thermal random motion.展开更多
文摘本文研究了保费收入过程是泊松过程和聚合理赔过程中理赔间隔时间和个别理赔额之间具有Boudreault et al.(2006)中所描述的相依结构的一类更新风险模型.运用生成函数、离散形式的Dickson-Hipp算子和反Z变换等一系列方法,推导出了该模型的Gerber-Shiu函数的生成函数的精确表达式,以及它所满足的瑕疵更新方程.
基金Supported by the National Natural Science Foundation of China under Grant No 10675083, and the Applied Materials Shanghai Research and Development Fund (0416).
文摘The photoinduced birefringence in an azobenzene polymer is investigated at different temperatures between -20℃ to 50℃. It is found that there is a peak value of photoinduced birefringence in the temperature dependence of the photoinduced birefringence under a certain pumping intensity. With the pump light in 90mW/cm^2, the peak value of the photoinduced birefringence appeared at about 0℃ C. The effect of temperature on the photoinduced birefringence is discussed using the competition mechanism between the photoinduced reorientation and the thermal random motion.