On transform orders for largest claim amounts

2021 ◽  
Vol 58 (4) ◽  
pp. 1064-1085
Author(s):  
Yiying Zhang
Keyword(s):  
Lower Bound ◽  
Sufficient Conditions ◽  
Claim Amount ◽  
Hazard Rates ◽  
Proportional Hazard ◽  
Numerical Examples ◽  
Comparison Results ◽  
Convex Transform Order ◽  
Star Order ◽  
Theoretical Results

AbstractThis paper investigates the ordering properties of largest claim amounts in heterogeneous insurance portfolios in the sense of some transform orders, including the convex transform order and the star order. It is shown that the largest claim amount from a set of independent and heterogeneous exponential claims is more skewed than that from a set of independent and homogeneous exponential claims in the sense of the convex transform order. As a result, a lower bound for the coefficient of variation of the largest claim amount is established without any restrictions on the parameters of the distributions of claim severities. Furthermore, sufficient conditions are presented to compare the skewness of the largest claim amounts from two sets of independent multiple-outlier scaled claims according to the star order. Some comparison results are also developed for the multiple-outlier proportional hazard rates claims. Numerical examples are presented to illustrate these theoretical results.

COMPARISONS OF SAMPLE RANGES ARISING FROM MULTIPLE-OUTLIER MODELS: IN MEMORY OF MOSHE SHAKED

2017 ◽  
Vol 33 (1) ◽  
pp. 28-49
Author(s):  
Narayanaswamy Balakrishnan ◽  
Jianbin Chen ◽  
Yiying Zhang ◽  
Peng Zhao
Keyword(s):  
Hazard Rate ◽  
Stochastic Order ◽  
Sufficient Conditions ◽  
Hazard Rates ◽  
Proportional Hazard ◽  
Stochastic Comparisons ◽  
Hazard Rate Order ◽  
Numerical Examples ◽  
Reversed Hazard Rate ◽  
Usual Stochastic Order

In this paper, we discuss the ordering properties of sample ranges arising from multiple-outlier exponential and proportional hazard rate (PHR) models. The purpose of this paper is twofold. First, sufficient conditions on the parameter vectors are provided for the reversed hazard rate order and the usual stochastic order between the sample ranges arising from multiple-outlier exponential models with common sample size. Next, stochastic comparisons are separately carried out for sample ranges arising from multiple-outlier exponential and PHR models with different sample sizes as well as different hazard rates. Some numerical examples are also presented to illustrate the results established here.

ON VARIABILITY OF SERIES AND PARALLEL SYSTEMS WITH HETEROGENEOUS COMPONENTS

2019 ◽  
Vol 34 (4) ◽  
pp. 626-645
Author(s):  
Yiying Zhang ◽  
Weiyong Ding ◽  
Peng Zhao
Keyword(s):  
Sufficient Conditions ◽  
Parallel Systems ◽  
Hazard Rates ◽  
Series System ◽  
Proportional Hazard ◽  
Lifetime Distributions ◽  
Scale Parameters ◽  
Convex Transform Order ◽  
Series Systems ◽  
Parallel Series

AbstractThis paper studies the variability of both series and parallel systems comprised of heterogeneous (and dependent) components. Sufficient conditions are established for the star and dispersive orderings between the lifetimes of parallel [series] systems consisting of dependent components having multiple-outlier proportional hazard rates and Archimedean [Archimedean survival] copulas. We also prove that, without any restriction on the scale parameters, the lifetime of a parallel or series system with independent heterogeneous scaled components is larger than that with independent homogeneous scaled components in the sense of the convex transform order. These results generalize some corresponding ones in the literature to the case of dependent scenarios or general settings of components lifetime distributions.

On inactivity times of failed components of coherent system under double monitoring

2021 ◽  
pp. 1-18
Author(s):  
Zhouxia Guo ◽  
Jiandong Zhang ◽  
Rongfang Yan
Keyword(s):  
Sufficient Conditions ◽  
Reliability Function ◽  
Coherent System ◽  
Stochastic Comparison ◽  
Coherent Systems ◽  
Stochastic Behavior ◽  
Numerical Examples ◽  
Comparison Results ◽  
Aging Properties ◽  
Theoretical Results

Abstract This article discusses the stochastic behavior and reliability properties for the inactivity times of failed components in coherent systems under double monitoring. A mixture representation of reliability function is obtained for the inactivity times of failed components, and some stochastic comparison results are also established. Furthermore, some sufficient conditions are developed in terms of the aging properties of the inactivity times of failed components. Finally, some numerical examples are presented to illustrate the theoretical results.

scholarly journals Stability Analysis of Impulsive Control Systems with Finite and Infinite Delays

2014 ◽  
Vol 2014 ◽  
pp. 1-8
Author(s):  
Xuling Wang ◽  
Xiaodi Li ◽  
Gani Tr. Stamov
Keyword(s):  
Control Systems ◽  
Impulsive Control ◽  
Sufficient Conditions ◽  
Delay Systems ◽  
Stability Criteria ◽  
Numerical Examples ◽  
Infinite Delays ◽  
Impulsive Control Systems ◽  
Stable Matrix ◽  
Theoretical Results

This paper studies impulsive control systems with finite and infinite delays. Several stability criteria are established by employing the largest and smallest eigenvalue of matrix. Our sufficient conditions are less restrictive than the ones in the earlier literature. Moreover, it is shown that by using impulsive control, the delay systems can be stabilized even if it contains no stable matrix. Finally, some numerical examples are discussed to illustrate the theoretical results.

scholarly journals Theoretical Studies on the Effects of Dispersal Corridors on the Permanence of Discrete Predator-Prey Models in Patchy Environment

2014 ◽  
Vol 2014 ◽  
pp. 1-16
Author(s):  
Chunqing Wu ◽  
Shengming Fan ◽  
Patricia J. Y. Wong
Keyword(s):  
Sufficient Conditions ◽  
Theoretical Studies ◽  
Patchy Environment ◽  
Predator Prey ◽  
Numerical Examples ◽  
Predator Prey Model ◽  
Prey Model ◽  
Dispersal Corridors ◽  
Predator Prey Models ◽  
Theoretical Results

We study two discrete predator-prey models in patchy environment, one without dispersal corridors and one with dispersal corridors. Dispersal corridors are passes that allow the migration of species from one patch to another and their existence may influence the permanence of the model. We will offer sufficient conditions to guarantee the permanence of the two predator-prey models. By comparing the two permanence criteria, we discuss the effects of dispersal corridors on the permanence of the predator-prey model. It is found that the dispersion of the prey from one patch to another is helpful to the permanence of the prey if the population growth of the prey is density dependent; however, this dispersion of the prey could be disadvantageous or advantageous to the permanence of the predator. Five numerical examples are presented to confirm the theoretical results obtained and to illustrate the effects of dispersal corridors on the permanence of the predator-prey model.

scholarly journals Cluster Synchronization for Linearly Coupled Complex Networks with Identical and Nonidentical Nodes

2012 ◽  
Vol 2012 ◽  
pp. 1-17
Author(s):  
Yi Zhao ◽  
Jianwen Feng ◽  
Jingyi Wang
Keyword(s):  
Lyapunov Function ◽  
Complex Networks ◽  
Sufficient Conditions ◽  
Pinning Control ◽  
Cluster Synchronization ◽  
Adaptive Feedback ◽  
Numerical Examples ◽  
Control Schemes ◽  
Nonidentical Nodes ◽  
Theoretical Results

The cluster synchronization of linearly coupled complex networks with identical and nonidentical nodes is studied. Without assuming symmetry, we proved that these linearly coupled complex networks could achieve cluster synchronization under certain pinning control schemes. Sufficient conditions guaranteeing cluster synchronization for any initial values are derived by using Lyapunov function methods. Moreover, the adaptive feedback algorithms are proposed to adjust the control strength. Several numerical examples are given to illustrate our theoretical results.

Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims

2021 ◽  
pp. 1-22
Author(s):  
Sangita Das ◽  
Suchandan Kayal ◽  
N. Balakrishnan
Keyword(s):  
Sufficient Conditions ◽  
Random Variables ◽  
Location Parameter ◽  
Scale Model ◽  
Dependence Structure ◽  
Claim Amount ◽  
Bernoulli Random Variables ◽  
Comparison Results ◽  
General Survival ◽  
Survival Copula

Abstract Let $\{Y_{1},\ldots ,Y_{n}\}$ be a collection of interdependent nonnegative random variables, with $Y_{i}$ having an exponentiated location-scale model with location parameter $\mu _i$ , scale parameter $\delta _i$ and shape (skewness) parameter $\beta _i$ , for $i\in \mathbb {I}_{n}=\{1,\ldots ,n\}$ . Furthermore, let $\{L_1^{*},\ldots ,L_n^{*}\}$ be a set of independent Bernoulli random variables, independently of $Y_{i}$ 's, with $E(L_{i}^{*})=p_{i}^{*}$ , for $i\in \mathbb {I}_{n}.$ Under this setup, the portfolio of risks is the collection $\{T_{1}^{*}=L_{1}^{*}Y_{1},\ldots ,T_{n}^{*}=L_{n}^{*}Y_{n}\}$ , wherein $T_{i}^{*}=L_{i}^{*}Y_{i}$ represents the $i$ th claim amount. This article then presents several sufficient conditions, under which the smallest claim amounts are compared in terms of the usual stochastic and hazard rate orders. The comparison results are obtained when the dependence structure among the claim severities are modeled by (i) an Archimedean survival copula and (ii) a general survival copula. Several examples are also presented to illustrate the established results.

scholarly journals Hub-Induced Synchronization in Scale-Free Networks with Cluster Structure

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Jianbao Zhang ◽  
Zhongjun Ma ◽  
Jinde Cao
Keyword(s):  
Lyapunov Function ◽  
Function Method ◽  
Cluster Structure ◽  
Sufficient Conditions ◽  
Cluster Synchronization ◽  
Numerical Examples ◽  
Scale Free ◽  
Lyapunov Function Method ◽  
Scale Free Networks ◽  
Theoretical Results

A recent research indicated that the corticocortical connectivity network of the cat possesses cluster structure and that each cluster in the network is scale-free and has a most connected hub. Motivated by that research, we slightly modify the network model and derive sufficient conditions for cluster synchronization of the modified network based on Lyapunov function method. The obtained results indicate that cluster synchronization can be induced by the hubs of the scale-free networks. In our opinion, the concept of hub-induced synchronization provides a better understanding of cluster synchronization in scale-free networks. Numerical examples are provided to demonstrate the effectiveness of the theoretical results.

scholarly journals A Simple Gaussian Measurement Bound for Exact Recovery of Block-Sparse Signals

2014 ◽  
Vol 2014 ◽  
pp. 1-8
Author(s):  
Zhi Han ◽  
Jianjun Wang ◽  
Jia Jing ◽  
Hai Zhang
Keyword(s):  
Lower Bound ◽  
Sparse Signal ◽  
Sparse Signal Recovery ◽  
Sparse Signals ◽  
Signal Recovery ◽  
Minimization Method ◽  
Numerical Examples ◽  
Norm Minimization ◽  
Minimization Methods ◽  
Theoretical Results

We present a probabilistic analysis on conditions of the exact recovery of block-sparse signals whose nonzero elements appear in fixed blocks. We mainly derive a simple lower bound on the necessary number of Gaussian measurements for exact recovery of such block-sparse signals via the mixedl2/lq  (0<q≤1)norm minimization method. In addition, we present numerical examples to partially support the correctness of the theoretical results. The obtained results extend those known for the standardlqminimization and the mixedl2/l1minimization methods to the mixedl2/lq  (0<q≤1)minimization method in the context of block-sparse signal recovery.

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