In this paper, we establish several inequalities for the the generalized linear distortion function λ（a, K） by using the monotonicity and convexity of certain combinations λ（a, K）.
Nowadays,emoji image is widely used in social networks.To achieve covert communication in emoji images,this paper proposes a distortion function for emoji images steganography.The profile of image content,the intra-an...Nowadays,emoji image is widely used in social networks.To achieve covert communication in emoji images,this paper proposes a distortion function for emoji images steganography.The profile of image content,the intra-and inter-frame correlation are taken into account in the proposed distortion function to fit the unique properties of emoji image.The three parts are combined together to measure the risks of detection due to the modification on the cover data.With the popular syndrome trellis coding(STC),the distortion of stego emoji image is minimized using the proposed distortion function.As a result,less detectable artifacts could be found in the stego images.Experimental results show that the proposed distortion function performs much higher undetectability than current state-of-the-art distortion function HILL which is designed for natural image.展开更多
New better estimates, which are given in terms of elementary functions, for the function r →（2/π）（1 -r2）κ（r）κ′（r） ＋ logr appearing in Hubner＇s sharp upper bound for the Hersch-Pfluger distortion functio...New better estimates, which are given in terms of elementary functions, for the function r →（2/π）（1 -r2）κ（r）κ′（r） ＋ logr appearing in Hubner＇s sharp upper bound for the Hersch-Pfluger distortion function are obtained. With these estimates, some known bounds for the Hersch-Pfluger distortion function in quasiconformal theory are improved, thus. improving the explicit quasiconformal Schwarz lemma and some known estimates for the solutions to the Ramanujan modular equations.展开更多
This papcr investigates a Parcto optimal insurancc contract design problcm within a behavioral finance framework.In this context,the insured evaluates contracts using the rank-dependent utility(RDU,for short)theory,wh...This papcr investigates a Parcto optimal insurancc contract design problcm within a behavioral finance framework.In this context,the insured evaluates contracts using the rank-dependent utility(RDU,for short)theory,while the insurer applies the expected value premium principle.The analysis incorporates the incentive compatibility constraint,ensuring that the contracts,called moral-hazard-free,are free from the moral hazard issues identified in Bernard et al.[4].Initially,the problem is formulated as a nonconcave maximization problem involving Choquet expectation.It is then transformed into a quantile optimization problem and addrcssed using thc calculus of variations mcthod.The optimal contracts are characterized by a double-obstacle ordinary differential equation for a semi-linear second-order elliptic operator with nonlocal boundary conditions,which seems new in the financial economics literature.We present a straightforward numerical scheme and a numerical example to compute the optimal contracts.Let and mo represent the relative safety loading and the mass of the potential loss at O,respectively.We discover that every moral-hazard-free contract is optimal for infinitely many RDU-insured individuals if 0<θ<m_(0)/1-m_(0).Conversely,certain contracts,such as the full coverage contract,are never optimal for any RDU-insured individual ifθ>m_(0)/1-m_(0)Additionally,we derive all the Pareto optimal contracts when either the compensation or the retention violates the monotonicity constraint.展开更多
This paper introduces and represents conditional coherent risk measures as essential suprema of conditional expectations over a convex set of probability measures and as distorted expectations given a concave distorti...This paper introduces and represents conditional coherent risk measures as essential suprema of conditional expectations over a convex set of probability measures and as distorted expectations given a concave distortion function.A model is then developed for the bid and ask prices of a European-type asset by a conic formulation.The price process is governed by a modified geometric Brownian motion whose drift and diffusion coefficients depend on a Markov chain.The bid and ask prices of a European-type asset are then characterized using conic quantization.展开更多
基金Supported by the National Natural Science Foundation of China(11071069, 11171307)the Natural Science Foundation of Hunan Province(09JJ6003)
文摘In this paper, we establish several inequalities for the the generalized linear distortion function λ（a, K） by using the monotonicity and convexity of certain combinations λ（a, K）.
基金This work was supported by the Natural Science Foundation of China(U1736213,61572308)the Natural Science Foundation of Shanghai(18ZR1427500),the Shanghai Dawn Scholar Plan(14SG36)and the Shanghai Excellent Academic Leader Plan(16XD1401200).
文摘Nowadays,emoji image is widely used in social networks.To achieve covert communication in emoji images,this paper proposes a distortion function for emoji images steganography.The profile of image content,the intra-and inter-frame correlation are taken into account in the proposed distortion function to fit the unique properties of emoji image.The three parts are combined together to measure the risks of detection due to the modification on the cover data.With the popular syndrome trellis coding(STC),the distortion of stego emoji image is minimized using the proposed distortion function.As a result,less detectable artifacts could be found in the stego images.Experimental results show that the proposed distortion function performs much higher undetectability than current state-of-the-art distortion function HILL which is designed for natural image.
基金Supported by National 973 Project of China(2006CB708304)National Natural Science Foundation of China(10771195)
文摘New better estimates, which are given in terms of elementary functions, for the function r →（2/π）（1 -r2）κ（r）κ′（r） ＋ logr appearing in Hubner＇s sharp upper bound for the Hersch-Pfluger distortion function are obtained. With these estimates, some known bounds for the Hersch-Pfluger distortion function in quasiconformal theory are improved, thus. improving the explicit quasiconformal Schwarz lemma and some known estimates for the solutions to the Ramanujan modular equations.
基金support from the NSFC(Grant No.11471276,11971409)The Hong Kong RGC(GRF Grant No.15202817,15202421,15204622 and 15203423)+1 种基金the PolyU-SDU Joint Research Center on Financial Mathematics,the CAS AMSS-PolyU Joint Laboratory of Applied Mathematics,the Research Centre for Quantitative Finance(1-CE03)internal grants from The Hong Kong Polytechnic University.
文摘This papcr investigates a Parcto optimal insurancc contract design problcm within a behavioral finance framework.In this context,the insured evaluates contracts using the rank-dependent utility(RDU,for short)theory,while the insurer applies the expected value premium principle.The analysis incorporates the incentive compatibility constraint,ensuring that the contracts,called moral-hazard-free,are free from the moral hazard issues identified in Bernard et al.[4].Initially,the problem is formulated as a nonconcave maximization problem involving Choquet expectation.It is then transformed into a quantile optimization problem and addrcssed using thc calculus of variations mcthod.The optimal contracts are characterized by a double-obstacle ordinary differential equation for a semi-linear second-order elliptic operator with nonlocal boundary conditions,which seems new in the financial economics literature.We present a straightforward numerical scheme and a numerical example to compute the optimal contracts.Let and mo represent the relative safety loading and the mass of the potential loss at O,respectively.We discover that every moral-hazard-free contract is optimal for infinitely many RDU-insured individuals if 0<θ<m_(0)/1-m_(0).Conversely,certain contracts,such as the full coverage contract,are never optimal for any RDU-insured individual ifθ>m_(0)/1-m_(0)Additionally,we derive all the Pareto optimal contracts when either the compensation or the retention violates the monotonicity constraint.
文摘This paper introduces and represents conditional coherent risk measures as essential suprema of conditional expectations over a convex set of probability measures and as distorted expectations given a concave distortion function.A model is then developed for the bid and ask prices of a European-type asset by a conic formulation.The price process is governed by a modified geometric Brownian motion whose drift and diffusion coefficients depend on a Markov chain.The bid and ask prices of a European-type asset are then characterized using conic quantization.
