In this paper,we study the optimal investment problem of an insurer whose surplus process follows the diffusion approximation of the classical Cramer-Lundberg model.Investment in the foreign markets is allowed,and the...In this paper,we study the optimal investment problem of an insurer whose surplus process follows the diffusion approximation of the classical Cramer-Lundberg model.Investment in the foreign markets is allowed,and therefore,the foreign exchange rate model is incorporated.Under the allowing of selling and borrowing,the problem of maximizing the expected exponential utility of terminal wealth is studied.By solving the corresponding Hamilton-Jacobi-Bellman equations,the optimal investment strategies and value functions are obtained.Finally,numerical analysis is presented.展开更多
In order to improve the efficiency of cloud-based web services,an improved plant growth simulation algorithm scheduling model.This model first used mathematical methods to describe the relationships between cloud-base...In order to improve the efficiency of cloud-based web services,an improved plant growth simulation algorithm scheduling model.This model first used mathematical methods to describe the relationships between cloud-based web services and the constraints of system resources.Then,a light-induced plant growth simulation algorithm was established.The performance of the algorithm was compared through several plant types,and the best plant model was selected as the setting for the system.Experimental results show that when the number of test cloud-based web services reaches 2048,the model being 2.14 times faster than PSO,2.8 times faster than the ant colony algorithm,2.9 times faster than the bee colony algorithm,and a remarkable 8.38 times faster than the genetic algorithm.展开更多
基金supported by the National Natural Science Foundation of China(Grant No.12301603).
文摘In this paper,we study the optimal investment problem of an insurer whose surplus process follows the diffusion approximation of the classical Cramer-Lundberg model.Investment in the foreign markets is allowed,and therefore,the foreign exchange rate model is incorporated.Under the allowing of selling and borrowing,the problem of maximizing the expected exponential utility of terminal wealth is studied.By solving the corresponding Hamilton-Jacobi-Bellman equations,the optimal investment strategies and value functions are obtained.Finally,numerical analysis is presented.
基金Shanxi Province Higher Education Science and Technology Innovation Fund Project(2022-676)Shanxi Soft Science Program Research Fund Project(2016041008-6)。
文摘In order to improve the efficiency of cloud-based web services,an improved plant growth simulation algorithm scheduling model.This model first used mathematical methods to describe the relationships between cloud-based web services and the constraints of system resources.Then,a light-induced plant growth simulation algorithm was established.The performance of the algorithm was compared through several plant types,and the best plant model was selected as the setting for the system.Experimental results show that when the number of test cloud-based web services reaches 2048,the model being 2.14 times faster than PSO,2.8 times faster than the ant colony algorithm,2.9 times faster than the bee colony algorithm,and a remarkable 8.38 times faster than the genetic algorithm.
