Displaying similar documents to “A continuous-time model for claims reserving”

Compound Compound Poisson Risk Model

Minkova, Leda D. (2009)

Serdica Mathematical Journal

Similarity:

2000 Mathematics Subject Classification: 60K10, 62P05. The compound Poisson risk models are widely used in practice. In this paper the counting process in the insurance risk model is a compound Poisson process. The model is called Compound Compound Poisson Risk Model. Some basic properties and ruin probability are given. We analyze the model under the proportional reinsurance. The optimal retention level and the corresponding adjustment coefficient are obtained. The particular...

Stationary solutions of the generalized Smoluchowski-Poisson equation

Robert Stańczy (2008)

Banach Center Publications

Similarity:

The existence of steady states in the microcanonical case for a system describing the interaction of gravitationally attracting particles with a self-similar pressure term is proved. The system generalizes the Smoluchowski-Poisson equation. The presented theory covers the case of the model with diffusion that obeys the Fermi-Dirac statistic.

Poisson-Fermi Formulation of Nonlocal Electrostatics in Electrolyte Solutions

Jinn-Liang Liu, Dexuan Xie, Bob Eisenberg (2017)

Molecular Based Mathematical Biology

Similarity:

We present a nonlocal electrostatic formulation of nonuniform ions and water molecules with interstitial voids that uses a Fermi-like distribution to account for steric and correlation efects in electrolyte solutions. The formulation is based on the volume exclusion of hard spheres leading to a steric potential and Maxwell’s displacement field with Yukawa-type interactions resulting in a nonlocal electric potential. The classical Poisson-Boltzmann model fails to describe steric and correlation...

Quantization of pencils with a gl-type Poisson center and braided geometry

Dimitri Gurevich, Pavel Saponov (2011)

Banach Center Publications

Similarity:

We consider Poisson pencils, each generated by a linear Poisson-Lie bracket and a quadratic Poisson bracket corresponding to a so-called Reflection Equation Algebra. We show that any bracket from such a Poisson pencil (and consequently, the whole pencil) can be restricted to any generic leaf of the Poisson-Lie bracket. We realize a quantization of these Poisson pencils (restricted or not) in the framework of braided affine geometry. Also, we introduce super-analogs of all these Poisson...

Ranked Fragmentations

Julien Berestycki (2010)

ESAIM: Probability and Statistics

Similarity:

In this paper we define and study self-similar ranked fragmentations. We first show that any ranked fragmentation is the image of some partition-valued fragmentation, and that there is in fact a one-to-one correspondence between the laws of these two types of fragmentations. We then give an explicit construction of homogeneous ranked fragmentations in terms of Poisson point processes. Finally we use this construction and classical results on records of Poisson point processes to study...

Modification of Bikerman model with specific ion sizes

Tzyy-Leng Horng, Ping-Hsuan Tsai, Tai-Chia Lin (2017)

Molecular Based Mathematical Biology

Similarity:

Classical Poisson-Boltzman and Poisson-Nernst-Planck models can only work when ion concentrations are very dilute, which often mismatches experiments. Researchers have been working on the modification to include finite-size effect of ions, which is non-negelible when ion concentrations are not dilute. One of modified models with steric effect is Bikerman model, which is rather popular nowadays. It is based on the consideration of ion size by putting additional entropy term for solvent...