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Consider a bidimensional risk model with two geometric Lévy price processes and dependent heavy-tailed claims, in which we allow arbitrary dependence structures between the two claim-number processes generated by two kinds of businesses, and between the two geometric Lévy price processes. Under the assumption that the claims have consistently varying tails, the asymptotics for the infinite-time and finite-time ruin probabilities are derived.
This paper surveys inverse problems arising in several coupled-physics imaging modalities for both medical and geophysical purposes. These include Photo-acoustic Tomography (PAT), Thermo-acoustic Tomography (TAT), Electro-Seismic Conversion, Transient Elastrography (TE) and Acousto-Electric Tomography (AET). These inverse problems typically consists of multiple inverse steps, each of which corresponds to one of the wave propagations involved. The review focuses on those steps known as the inverse problems with internal data, in which the complex geometrical optics (CGO) solutions to the underlying equations turn out to be useful in showing the uniqueness and stability in determining the desired information.
We use the Landweber method for numerical simulations for the multiwave tomography problem with a reflecting boundary and compare it with the averaged time reversal method. We also analyze the rate of convergence and the dependence on the step size for the Landweber iterations on a Hilbert space.
In this paper, we consider a perturbed compound Poisson model with varying premium rates. The surplus process is observed at a sequence of review times. The effective premium rate is adjusted according to the surplus increment between the inter-review times. We study the Gerber-Shiu functions by Laplace transform method. When the claim size density is a combination of exponentials, the explicit expressions for the Laplace transforms of ruin time are derived.
We obtain a Struwe type global compactness result for a class of nonlinear nonlocal problems involving the fractional $p-$Laplacian operator and nonlinearities at critical growth.
Consider a bivariate Lévy-driven risk model in which the loss process of an insurance company and the investment return process are two independent Lévy processes. Under the assumptions that the loss process has a Lévy measure of consistent variation and the return process fulfills a certain condition, we investigate the asymptotic behavior of the finite-time ruin probability. Further, we derive two asymptotic formulas for the finite-time and infinite-time ruin probabilities in a single Lévy-driven risk model, in which the loss process is still a Lévy process, whereas the investment return process reduces to a deterministic linear function. In such a special model, we relax the loss process with jumps whose common distribution is long tailed and of dominated variation.
By using shift sequences defined by difference balanced functions with d-form property, and column sequences defined by a mutually orthogonal almost perfect sequences pair, new almost perfect, odd perfect, and perfect sequences are obtained via interleaving method. Furthermore, the proposed perfect QAM+ sequences positively answer to the problem of the existence of perfect QAM+ sequences proposed by Boztaş and Udaya.
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