scholarly journals On a Dual Model with Barrier Strategy

2012 ◽  
Vol 2012 ◽  
pp. 1-13 ◽  
Author(s):  
Yuzhen Wen ◽  
Chuancun Yin
Keyword(s):  
Differential Equations ◽  
Boundary Conditions ◽  
Generating Function ◽  
Risk Model ◽  
Moment Generating Function ◽  
Dual Model ◽  
Barrier Strategy ◽  
Dividend Payments ◽  
The Moment

We consider the dual of the generalized Erlang(n)risk model with a barrier dividend strategy. We derive integro-differential equations with boundary conditions satisfied by the expectation of the sum of discounted dividends until ruin and the moment-generating function of the discounted dividend payments until ruin, respectively. The results are illustrated by several examples.

scholarly journals Dividend Problems in the Diffusion Model with Interest and Exponentially Distributed Observation Time

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Cuilian Wang ◽  
Xiao Liu
Keyword(s):  
Laplace Transform ◽  
Diffusion Model ◽  
Generating Function ◽  
Moment Generating Function ◽  
Observation Time ◽  
Integrodifferential Equations ◽  
Barrier Strategy ◽  
Ruin Time ◽  
The Laplace Transform ◽  
The Moment

Consider dividend problems in the diffusion model with interest and exponentially distributed observation time where dividends are paid according to a barrier strategy. Assume that dividends can only be paid with a certain probability at each point of time; that is, on each observation, if the surplus exceeds the barrier level, the excess is paid as dividend. In this paper, integrodifferential equations for the moment-generating function, thenth moment function, and the Laplace transform of ruin time are derived; explicit expressions for the expected discounted dividends paid until ruin and the Laplace transform of ruin time are also obtained.

Problèmes de premier passage résolubles par la méthode de séparation des variables

1995 ◽  
Vol 32 (02) ◽  
pp. 337-348
Author(s):  
Mario Lefebvre
Keyword(s):  
Brownian Motion ◽  
Stochastic Processes ◽  
Generating Function ◽  
Moment Generating Function ◽  
First Passage Times ◽  
Standard Brownian Motion ◽  
First Passage ◽  
The Moment ◽  
Passage Times

In this paper, bidimensional stochastic processes defined by ax(t) = y(t)dt and dy(t) = m(y)dt + [2v(y)]1/2 dW(t), where W(t) is a standard Brownian motion, are considered. In the first section, results are obtained that allow us to characterize the moment-generating function of first-passage times for processes of this type. In Sections 2 and 5, functions are computed, first by fixing the values of the infinitesimal parameters m(y) and v(y) then by the boundary of the stopping region.

Lateral Buckling of Cantilevered Circular Arches Under Various End Moments

2020 ◽  
Vol 20 (07) ◽  
pp. 2071005
Author(s):  
Y. B. Yang ◽  
Y. Z. Liu
Keyword(s):  
Differential Equations ◽  
Boundary Conditions ◽  
Analytical Solutions ◽  
Analytical Approach ◽  
Three Dimensional ◽  
Curved Beams ◽  
Lateral Buckling ◽  
Circular Arch ◽  
Out Of Plane ◽  
The Moment

Lateral buckling of cantilevered circular arches under various end moments is studied using an analytical approach. Three types of conservative moments are considered, i.e. the quasi-tangential moments of the 1st and 2nd kinds, and the semi-tangential moment. The induced moments associated with each of the moment mechanisms undergoing three-dimensional rotations are included in the Newman boundary conditions. Using the differential equations available for the out-of-plane buckling of curved beams, the analytical solutions are derived for a cantilevered circular arch, which can be used as the benchmarks for calibration of other methods of analysis.

scholarly journals Mellin’s Transform and Application to Some Time Series Models

2014 ◽  
Vol 2014 ◽  
pp. 1-12 ◽  
Author(s):  
S. S. Appadoo ◽  
A. Thavaneswaran ◽  
S. Mandal
Keyword(s):  
Time Series ◽  
Generating Function ◽  
Mellin Transform ◽  
Fuzzy Numbers ◽  
Moment Generating Function ◽  
Time Series Models ◽  
Form Expression ◽  
The Moment ◽  
Close Form ◽  
Skewness And Kurtosis

This paper uses the Mellin transform to establish the means, variances, skewness, and kurtosis of fuzzy numbers and applied them to the random coefficient autoregressive (RCA) time series models. We also give a close form expression to the moment generating function related to fuzzy numbers. It is shown that the results of the proposed time series models are consistent with those of the conventional time series models and that the developed concepts are straightforward and easily implemented.

scholarly journals Errata: Estimation of non-Gaussian noise parameters in the wavelet domain using the moment-generating function

2012 ◽  
Vol 21 (3) ◽  
pp. 039802-1
Author(s):  
Jan Švihlík ◽  
Karel Fliegel ◽  
Jaromír Kukal ◽  
Eva Jerhotová ◽  
Petr Páta ◽  
...  
Keyword(s):  
Generating Function ◽  
Gaussian Noise ◽  
Moment Generating Function ◽  
Wavelet Domain ◽  
Noise Parameters ◽  
The Moment ◽  
Non Gaussian

The Moment-Generating Function and Negative Integer Moments

1981 ◽  
Vol 35 (3) ◽  
pp. 148-150 ◽  
Author(s):  
Noel Cressie ◽  
Anne S. Davis ◽  
J. Leroy Folks ◽  
J. Leroy Folks
Keyword(s):  
Generating Function ◽  
Moment Generating Function ◽  
Negative Integer ◽  
The Moment
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