This paper aims to investigate the tamed Euler method for the random periodic solution of semilinear SDEs with one-sided Lipschitz coefficient.We introduce a novel approach to analyze mean-square error bounds of the n...This paper aims to investigate the tamed Euler method for the random periodic solution of semilinear SDEs with one-sided Lipschitz coefficient.We introduce a novel approach to analyze mean-square error bounds of the novel schemes,without relying on a priori high-order moment bound of the numerical approximation.The expected order-one mean square convergence is attained for the proposed scheme.Moreover,a numerical example is presented to verify our theoretical analysis.展开更多
In this paper we propose an absolute error loss EB estimator for parameter of one-side truncation distribution families. Under some conditions we have proved that the convergence rates of its Bayes risk is o, where 0&...In this paper we propose an absolute error loss EB estimator for parameter of one-side truncation distribution families. Under some conditions we have proved that the convergence rates of its Bayes risk is o, where 0<λ,r≤1,Mn≤lnln n (for large n),Mn→∞ as n→∞.展开更多
The split-Hopkinson pressure bar(SHPB)is a widely used experimental technique for studying the mechanical properties of materials at high strain rates.There are two kinds of loading methods applied in the SHPB techniq...The split-Hopkinson pressure bar(SHPB)is a widely used experimental technique for studying the mechanical properties of materials at high strain rates.There are two kinds of loading methods applied in the SHPB technique,namely one-side loading and symmetric loading.However,the experimental accuracy of the two loading methods is affected by the interface contact.The present study focused on the inadequate contact caused by the misalignment of the pressure bars.The commercial software ABAQUS was used for simulations.The result shows that the inadequate contact caused by the alignment of the bars has a non-negligible effect on the calculated results.Compared with the one-side loading Hopkinson pressure bar,the symmetric loading Hopkinson pressure bar has a more relaxed requirement for the alignment of the bars.The conclusion arrived at in this paper can help researchers to make a reasonable choice between one-side and symmetric loading Hopkinson pressure bars according to actual requirements.展开更多
In this paper, we devote to constructing the one-sided empirical Bayes(EB) test for the location parameter in the Gamma distribution by nonparametric method. Under some mild conditions, we prove that the EB test is as...In this paper, we devote to constructing the one-sided empirical Bayes(EB) test for the location parameter in the Gamma distribution by nonparametric method. Under some mild conditions, we prove that the EB test is asymptotically optimal with the rate of the order O(n^(-δs/(2s+1))), where 1/2 ≤ δ < 1 and s > 1 is a given natural number. An example is also given to illustrate that the conditions of the main theorems are easily satisfied.展开更多
This paper investigates the problem of observer design for a class of control systems.Different from current works,the nonlinear functions in the system only satisfy the property of the one-sided Lipschitz(OSL)conditi...This paper investigates the problem of observer design for a class of control systems.Different from current works,the nonlinear functions in the system only satisfy the property of the one-sided Lipschitz(OSL)condition but not quadratic inner-boundedness(QIB).Moreover,the case where the OSL constant is negative is specially investigated.Firstly,a full-order observer is constructed for the original system.Then,a reduced-order observer is also designed by using the decomposition method.The advantage and effectiveness of the proposed design scheme are shown in a numerical simulation.展开更多
In this paper,a second-order fnite-diference scheme is investigated for time-dependent space fractional difusion equations with variable coefcients.In the presented scheme,the Crank-Nicolson temporal discretization an...In this paper,a second-order fnite-diference scheme is investigated for time-dependent space fractional difusion equations with variable coefcients.In the presented scheme,the Crank-Nicolson temporal discretization and a second-order weighted-and-shifted Grünwald-Letnikov spatial discretization are employed.Theoretically,the unconditional stability and the second-order convergence in time and space of the proposed scheme are established under some conditions on the variable coefcients.Moreover,a Toeplitz preconditioner is proposed for linear systems arising from the proposed scheme.The condition number of the preconditioned matrix is proven to be bounded by a constant independent of the discretization step-sizes,so that the Krylov subspace solver for the preconditioned linear systems converges linearly.Numerical results are reported to show the convergence rate and the efciency of the proposed scheme.展开更多
In this paper, we establish the weighted <span style="white-space:nowrap;">L<sup>p</sup> <span style="white-space:nowrap;">(1 < p < ∞) boundedness of variation operat...In this paper, we establish the weighted <span style="white-space:nowrap;">L<sup>p</sup> <span style="white-space:nowrap;">(1 < p < ∞) boundedness of variation operator for the commutators generated by one-sided Calderón-Zygmund singular integrals with Lipschitz functions.展开更多
The paper is devoted to investigating the weighted variation inequalities for onesided Calderon-Zygmund singular integral commutators. To be precise, we establish weighted variation inequalities for commutators genera...The paper is devoted to investigating the weighted variation inequalities for onesided Calderon-Zygmund singular integral commutators. To be precise, we establish weighted variation inequalities for commutators generated by one-sided Calderon-Zygmund singular integral operators and Lipschitz functions. Moreover, using extrapolation of one-sided weights,the boundedness of the variation operators for these commutators is established on one-sided Triebel-Lizorkin spaces.展开更多
In this paper, we continue studying the so called best m-term one-sided approximation and Greedy-liked one-sided ap- proximation by the trigonometric polynomials. The asymptotic estimations of the best m-terms one-sid...In this paper, we continue studying the so called best m-term one-sided approximation and Greedy-liked one-sided ap- proximation by the trigonometric polynomials. The asymptotic estimations of the best m-terms one-sided approximation by the trigonometric polynomials on some classes of Besov spaces in the metricLp(Td(1≤p≤∞ are given.展开更多
This paper investigates the finite-time H_(∞)control problem for a class of nonlinear discrete-time one-sided Lipschitz systems with uncertainties.Using the one-sided Lipschitz and quadratically inner-bounded conditi...This paper investigates the finite-time H_(∞)control problem for a class of nonlinear discrete-time one-sided Lipschitz systems with uncertainties.Using the one-sided Lipschitz and quadratically inner-bounded conditions,the authors derive less conservative criterion for the controller design and observer design.A new criterion is proposed to ensure the closed-loop system is finite-time bounded(FTB).The sufficient conditions are established to ensure the closed-loop system is H_(∞)finite-time bounded(H_(∞)FTB)in terms of matrix inequalities.The controller gains and observer gains are given.A numerical example is provided to demonstrate the effectiveness of the proposed results.展开更多
In this paper, we study the stability of a class of conformable fractional-order systems using the Lyapunov function. We assume that the nonlinear part of the system satisfies the one-sided Lipschitz condition and the...In this paper, we study the stability of a class of conformable fractional-order systems using the Lyapunov function. We assume that the nonlinear part of the system satisfies the one-sided Lipschitz condition and the quadratic inner-bounded condition. We provide some sufficient conditions that ensure the asymptotic stability of the system. Furthermore, we present the construction of a feedback stabilizing controller for conformable fractional bilinear systems.展开更多
The mechanical properties of lateral polysilicon comb-driven microresonators suspended from one-side straight-leg beams, which are widely used in linear microvibromotors, are investigated in this paper. The lateral vi...The mechanical properties of lateral polysilicon comb-driven microresonators suspended from one-side straight-leg beams, which are widely used in linear microvibromotors, are investigated in this paper. The lateral vibration of the microresonator was modeled assuming that the symmetry of the microstructures and the applied loads are different. Methods were given to calculate the stress, lateral displacement, spring coefficient, and resonant frequency. The results show that the simple mechanical model is a superfluous system with three unknown variables. The results differ from pervious results for a microresonator suspended from double-side straight-leg beams, which has been commonly used to design linear microvibromotors.展开更多
We prove several existence and uniqueness results for Lp （p 〉 1） solutions of reflected BSDEs with continuous barriers and generators satisfying a one-sided Osgood condition together with a general growth condition...We prove several existence and uniqueness results for Lp （p 〉 1） solutions of reflected BSDEs with continuous barriers and generators satisfying a one-sided Osgood condition together with a general growth condition in y and a uniform continuity condition or a linear growth condition in z. A necessary and sufficient condition with respect to the growth of barrier is also explored to ensure the existence of a solution. And, we show that the solutions may be approximated by the penalization method and by some sequences of solutions of reflected BSDEs. These results are obtained due to the development of those existing ideas and methods together with the application of new ideas and techniques, and they unify and improve some known works.展开更多
Early investigations of dielectric permittivity of rigid polyurethane foams at low frequencies were made on petrochemical-origin foams,mainly by means of parallel plate capacitors.In the present investigation biopolyo...Early investigations of dielectric permittivity of rigid polyurethane foams at low frequencies were made on petrochemical-origin foams,mainly by means of parallel plate capacitors.In the present investigation biopolyol was synthesized from Latvia-grown rapeseeds’oil by the transesterification method with triethanolamine,in an environmentally friendly process,without emission of harmful substances,at temperatures 175℃±5℃.Rigid,closed-cell rapeseed oil polyol polyurethane biofoams and petrochemical foams were made ensuring content of the renewable rapeseed oil polyol in ready foams 27 wt.%–29 wt.%.Dielectric permittivity of the polyurethane foams and the underlying monolithic petrochemical-origin polyurethane and biopolyurethane was measured with a non-destructive dielectric spectrometer equipped with a capacitive sensor of one-side access type at 16 discrete frequencies distributed geometrically over the band 10 Hz,…,330 kHz.Permittivity value of the gaseous phase in the closed-cells was estimated to beεg≈1.001 that corresponds to the values,characteristic for the most of gases.Dielectric permittivity of petrochemical polyurethane foams and the mentioned biofoams was compared with permittivity of polyurethane foams from industrial producers Sika JSC and General Plastics Manufacturing Co.Polyurethane foams of the developed formulation exhibit competitive,low dielectric permittivity,not exceeding that of the foams from industrial producers:petrochemical foams up to 550 kg/m^(3) and the mentioned biofoams,comprising the renewable rapeseed oil polyol,up to densities 230–250 kg/m^(3).Considering petrochemical-origin polyurethane foams as a heterogeneous media“Polymer—gaseous phase”,the applicability of the rule of mixture and Maxwell–Garnett equation to model mathematically the dependence of effective dielectric permittivity on the volume fraction of phases was showed.展开更多
This paper addresses the practical stabilization problem for a class of one-sided Lipschitz nonlinear time delay systems with external disturbances.In case there is no perturbation,the exponential convergence of the o...This paper addresses the practical stabilization problem for a class of one-sided Lipschitz nonlinear time delay systems with external disturbances.In case there is no perturbation,the exponential convergence of the observer was confirmed.When external disturbances appear in the system,a separation principle is established,and the authors show that the closed loop system is exponentially practical stable.By choosing a suitable Lyapunov-Krasovskii functional,the authors derive new sufficient conditions to guarantee the exponential stability of the systems.Finally,a physical model is performed to prove the efficiency and applicability of the suggested approach.展开更多
In this paper,we consider the stochastic differential equations with piecewise continuous arguments(SDEPCAs)in which the drift coefficient satisfies the generalized one-sided Lipschitz condition and the diffusion coef...In this paper,we consider the stochastic differential equations with piecewise continuous arguments(SDEPCAs)in which the drift coefficient satisfies the generalized one-sided Lipschitz condition and the diffusion coefficient satisfies the linear growth condition.Since the delay term t-[t]of SDEPCAs is not continuous and differentiable,the variable substitution method is not suitable.To overcome this dificulty,we adopt new techniques to prove the boundedness of the exact solution and the numerical solution.It is proved that the truncated Euler-Maruyama method is strongly convergent to SDEPCAs in the sense of L'(q≥2).We obtain the convergence order with some additional conditions.An example is presented to illustrate the analytical theory.展开更多
Detecting high dimensional correlated data streams is becoming more and more popular for real alarming time out of control in many practical application. But in order to finding the stopping time as soon as possible a...Detecting high dimensional correlated data streams is becoming more and more popular for real alarming time out of control in many practical application. But in order to finding the stopping time as soon as possible after the drift occurred in the activity, we should choose appropriate control chart. This article compared the ARL＇s of the CUSUM and EWMA charts out of control based on same average run length in control Calculating the sum and max of CUSUM and EWMA statistics respectively, giving appropriate control limit for control charts, and comparing the balance between robustness and sensitivity.展开更多
In this paper the existence and uniqueness of the solution of implicit hybrid methods(IHMs)for solving the initial value problems(IVPs)of stiff ordinary differential equations(ODEs)is considered.We provide the coeffic...In this paper the existence and uniqueness of the solution of implicit hybrid methods(IHMs)for solving the initial value problems(IVPs)of stiff ordinary differential equations(ODEs)is considered.We provide the coefficient condition and its judging criterion as well as the righthand condition to ensure the existing solution uniquely.展开更多
In this study, we investigate the tail probability of the discounted aggregate claim sizes in a dependent risk model. In this model, the claim sizes are observed to follow a one-sided linear process with independent a...In this study, we investigate the tail probability of the discounted aggregate claim sizes in a dependent risk model. In this model, the claim sizes are observed to follow a one-sided linear process with independent and identically distributed innovations. Investment return is described as a general stochastic process with c`adl`ag paths. In the case of heavy-tailed innovation distributions, we are able to derive some asymptotic estimates for tail probability and to provide some asymptotic upper bounds to improve the applicability of our study.展开更多
基金supported by the National Natural Science Foundation of China(Nos.12471394,12371417)Natural Science Foundation of Changsha(No.kq2502101)。
文摘This paper aims to investigate the tamed Euler method for the random periodic solution of semilinear SDEs with one-sided Lipschitz coefficient.We introduce a novel approach to analyze mean-square error bounds of the novel schemes,without relying on a priori high-order moment bound of the numerical approximation.The expected order-one mean square convergence is attained for the proposed scheme.Moreover,a numerical example is presented to verify our theoretical analysis.
文摘In this paper we propose an absolute error loss EB estimator for parameter of one-side truncation distribution families. Under some conditions we have proved that the convergence rates of its Bayes risk is o, where 0<λ,r≤1,Mn≤lnln n (for large n),Mn→∞ as n→∞.
基金This work was supported by the Natural Science Foundation of Shannxi Province,China(2021JQ-947)the China Postdoctoral Science Fund(2019M653785)+1 种基金The author Dr.Cao is very grateful for the support received from the Young Scientists Fund of the National Natural Science Foundation of China[grant number 51904332]Natural Science Foundation of Shannxi Province,China[grant number 2020JQ-934].
文摘The split-Hopkinson pressure bar(SHPB)is a widely used experimental technique for studying the mechanical properties of materials at high strain rates.There are two kinds of loading methods applied in the SHPB technique,namely one-side loading and symmetric loading.However,the experimental accuracy of the two loading methods is affected by the interface contact.The present study focused on the inadequate contact caused by the misalignment of the pressure bars.The commercial software ABAQUS was used for simulations.The result shows that the inadequate contact caused by the alignment of the bars has a non-negligible effect on the calculated results.Compared with the one-side loading Hopkinson pressure bar,the symmetric loading Hopkinson pressure bar has a more relaxed requirement for the alignment of the bars.The conclusion arrived at in this paper can help researchers to make a reasonable choice between one-side and symmetric loading Hopkinson pressure bars according to actual requirements.
基金Supported by the National Natural Science Foundation of China(11671375 and 11471303)Natural Science Foundation of Anhui Provincial Education Department(KJ2017A171)
文摘In this paper, we devote to constructing the one-sided empirical Bayes(EB) test for the location parameter in the Gamma distribution by nonparametric method. Under some mild conditions, we prove that the EB test is asymptotically optimal with the rate of the order O(n^(-δs/(2s+1))), where 1/2 ≤ δ < 1 and s > 1 is a given natural number. An example is also given to illustrate that the conditions of the main theorems are easily satisfied.
基金the National Natural Science Foundation of China(No.61403267)the China Postdoctoral Science Foundation(No.2017M611903)。
文摘This paper investigates the problem of observer design for a class of control systems.Different from current works,the nonlinear functions in the system only satisfy the property of the one-sided Lipschitz(OSL)condition but not quadratic inner-boundedness(QIB).Moreover,the case where the OSL constant is negative is specially investigated.Firstly,a full-order observer is constructed for the original system.Then,a reduced-order observer is also designed by using the decomposition method.The advantage and effectiveness of the proposed design scheme are shown in a numerical simulation.
基金This research was supported by research Grants,12306616,12200317,12300519,12300218 from HKRGC GRF,11801479 from NSFC,MYRG2018-00015-FST from University of Macao,and 0118/2018/A3 from FDCT of Macao,Macao Science and Technology Development Fund 0005/2019/A,050/2017/Athe Grant MYRG2017-00098-FST and MYRG2018-00047-FST from University of Macao.S。
文摘In this paper,a second-order fnite-diference scheme is investigated for time-dependent space fractional difusion equations with variable coefcients.In the presented scheme,the Crank-Nicolson temporal discretization and a second-order weighted-and-shifted Grünwald-Letnikov spatial discretization are employed.Theoretically,the unconditional stability and the second-order convergence in time and space of the proposed scheme are established under some conditions on the variable coefcients.Moreover,a Toeplitz preconditioner is proposed for linear systems arising from the proposed scheme.The condition number of the preconditioned matrix is proven to be bounded by a constant independent of the discretization step-sizes,so that the Krylov subspace solver for the preconditioned linear systems converges linearly.Numerical results are reported to show the convergence rate and the efciency of the proposed scheme.
文摘In this paper, we establish the weighted <span style="white-space:nowrap;">L<sup>p</sup> <span style="white-space:nowrap;">(1 < p < ∞) boundedness of variation operator for the commutators generated by one-sided Calderón-Zygmund singular integrals with Lipschitz functions.
基金Supported by the National Natural Science Foundation of China (Grant No. 12361019)the Natural Science Foundation of Xinjiang Uygur Autonomous Region (Grant No. 2021D01C463)YiLi Normal University’s“High-level Talents” Program of Academic Integrity (Grant No. YSXSJS22001)。
文摘The paper is devoted to investigating the weighted variation inequalities for onesided Calderon-Zygmund singular integral commutators. To be precise, we establish weighted variation inequalities for commutators generated by one-sided Calderon-Zygmund singular integral operators and Lipschitz functions. Moreover, using extrapolation of one-sided weights,the boundedness of the variation operators for these commutators is established on one-sided Triebel-Lizorkin spaces.
文摘In this paper, we continue studying the so called best m-term one-sided approximation and Greedy-liked one-sided ap- proximation by the trigonometric polynomials. The asymptotic estimations of the best m-terms one-sided approximation by the trigonometric polynomials on some classes of Besov spaces in the metricLp(Td(1≤p≤∞ are given.
基金supported by the Natural Science Foundation of Tianjin under Grant No.18JCYBJC88000.
文摘This paper investigates the finite-time H_(∞)control problem for a class of nonlinear discrete-time one-sided Lipschitz systems with uncertainties.Using the one-sided Lipschitz and quadratically inner-bounded conditions,the authors derive less conservative criterion for the controller design and observer design.A new criterion is proposed to ensure the closed-loop system is finite-time bounded(FTB).The sufficient conditions are established to ensure the closed-loop system is H_(∞)finite-time bounded(H_(∞)FTB)in terms of matrix inequalities.The controller gains and observer gains are given.A numerical example is provided to demonstrate the effectiveness of the proposed results.
文摘In this paper, we study the stability of a class of conformable fractional-order systems using the Lyapunov function. We assume that the nonlinear part of the system satisfies the one-sided Lipschitz condition and the quadratic inner-bounded condition. We provide some sufficient conditions that ensure the asymptotic stability of the system. Furthermore, we present the construction of a feedback stabilizing controller for conformable fractional bilinear systems.
基金Supported by the National Natural Science Foundation of China ( No. 50135040 ) the Science Foundation of Shanghai Municipal Bureau for Key Discipline (No. 970104)+1 种基金 the Sci-ence and Technology Development Foundation of Shanghai (No. 0111nm020) and th
文摘The mechanical properties of lateral polysilicon comb-driven microresonators suspended from one-side straight-leg beams, which are widely used in linear microvibromotors, are investigated in this paper. The lateral vibration of the microresonator was modeled assuming that the symmetry of the microstructures and the applied loads are different. Methods were given to calculate the stress, lateral displacement, spring coefficient, and resonant frequency. The results show that the simple mechanical model is a superfluous system with three unknown variables. The results differ from pervious results for a microresonator suspended from double-side straight-leg beams, which has been commonly used to design linear microvibromotors.
基金Supported by National Natural Science Foundation of China(Grant No.11371362)the Fundamental Research Funds for the Central Universities(Grant No.2012QNA36)
文摘We prove several existence and uniqueness results for Lp （p 〉 1） solutions of reflected BSDEs with continuous barriers and generators satisfying a one-sided Osgood condition together with a general growth condition in y and a uniform continuity condition or a linear growth condition in z. A necessary and sufficient condition with respect to the growth of barrier is also explored to ensure the existence of a solution. And, we show that the solutions may be approximated by the penalization method and by some sequences of solutions of reflected BSDEs. These results are obtained due to the development of those existing ideas and methods together with the application of new ideas and techniques, and they unify and improve some known works.
文摘Early investigations of dielectric permittivity of rigid polyurethane foams at low frequencies were made on petrochemical-origin foams,mainly by means of parallel plate capacitors.In the present investigation biopolyol was synthesized from Latvia-grown rapeseeds’oil by the transesterification method with triethanolamine,in an environmentally friendly process,without emission of harmful substances,at temperatures 175℃±5℃.Rigid,closed-cell rapeseed oil polyol polyurethane biofoams and petrochemical foams were made ensuring content of the renewable rapeseed oil polyol in ready foams 27 wt.%–29 wt.%.Dielectric permittivity of the polyurethane foams and the underlying monolithic petrochemical-origin polyurethane and biopolyurethane was measured with a non-destructive dielectric spectrometer equipped with a capacitive sensor of one-side access type at 16 discrete frequencies distributed geometrically over the band 10 Hz,…,330 kHz.Permittivity value of the gaseous phase in the closed-cells was estimated to beεg≈1.001 that corresponds to the values,characteristic for the most of gases.Dielectric permittivity of petrochemical polyurethane foams and the mentioned biofoams was compared with permittivity of polyurethane foams from industrial producers Sika JSC and General Plastics Manufacturing Co.Polyurethane foams of the developed formulation exhibit competitive,low dielectric permittivity,not exceeding that of the foams from industrial producers:petrochemical foams up to 550 kg/m^(3) and the mentioned biofoams,comprising the renewable rapeseed oil polyol,up to densities 230–250 kg/m^(3).Considering petrochemical-origin polyurethane foams as a heterogeneous media“Polymer—gaseous phase”,the applicability of the rule of mixture and Maxwell–Garnett equation to model mathematically the dependence of effective dielectric permittivity on the volume fraction of phases was showed.
文摘This paper addresses the practical stabilization problem for a class of one-sided Lipschitz nonlinear time delay systems with external disturbances.In case there is no perturbation,the exponential convergence of the observer was confirmed.When external disturbances appear in the system,a separation principle is established,and the authors show that the closed loop system is exponentially practical stable.By choosing a suitable Lyapunov-Krasovskii functional,the authors derive new sufficient conditions to guarantee the exponential stability of the systems.Finally,a physical model is performed to prove the efficiency and applicability of the suggested approach.
基金supported by the National Natural Science Foundation of China(Nos.11671113,12071101).
文摘In this paper,we consider the stochastic differential equations with piecewise continuous arguments(SDEPCAs)in which the drift coefficient satisfies the generalized one-sided Lipschitz condition and the diffusion coefficient satisfies the linear growth condition.Since the delay term t-[t]of SDEPCAs is not continuous and differentiable,the variable substitution method is not suitable.To overcome this dificulty,we adopt new techniques to prove the boundedness of the exact solution and the numerical solution.It is proved that the truncated Euler-Maruyama method is strongly convergent to SDEPCAs in the sense of L'(q≥2).We obtain the convergence order with some additional conditions.An example is presented to illustrate the analytical theory.
文摘Detecting high dimensional correlated data streams is becoming more and more popular for real alarming time out of control in many practical application. But in order to finding the stopping time as soon as possible after the drift occurred in the activity, we should choose appropriate control chart. This article compared the ARL＇s of the CUSUM and EWMA charts out of control based on same average run length in control Calculating the sum and max of CUSUM and EWMA statistics respectively, giving appropriate control limit for control charts, and comparing the balance between robustness and sensitivity.
基金Supported by the national natural science foundation.
文摘In this paper the existence and uniqueness of the solution of implicit hybrid methods(IHMs)for solving the initial value problems(IVPs)of stiff ordinary differential equations(ODEs)is considered.We provide the coefficient condition and its judging criterion as well as the righthand condition to ensure the existing solution uniquely.
基金supported by National Natural Science Foundation of China (Grant No. 71501100)the Open Project of Jiangsu Key Laboratory of Financial Engineering (Grant No. NSK2015-02)+1 种基金supported by National Natural Science Foundation of China (Grant No. 71271042)the stage results of the Major Bidding Project of the Chinese National Social Science Foundation (Grant No. 17ZDA072)
文摘In this study, we investigate the tail probability of the discounted aggregate claim sizes in a dependent risk model. In this model, the claim sizes are observed to follow a one-sided linear process with independent and identically distributed innovations. Investment return is described as a general stochastic process with c`adl`ag paths. In the case of heavy-tailed innovation distributions, we are able to derive some asymptotic estimates for tail probability and to provide some asymptotic upper bounds to improve the applicability of our study.
