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Pricing Guaranteed Minimum Death Benefits with Dollar Cost Averaging Under Time-changed Lévy Models 时变lsamvy模型下基于美元成本平均的最低死亡保险定价
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-06-24 DOI: 10.1007/s10255-024-1035-5
Jia-ming Wang, Mei-qiao Ai, Zhi-min Zhang
{"title":"Pricing Guaranteed Minimum Death Benefits with Dollar Cost Averaging Under Time-changed Lévy Models","authors":"Jia-ming Wang,&nbsp;Mei-qiao Ai,&nbsp;Zhi-min Zhang","doi":"10.1007/s10255-024-1035-5","DOIUrl":"10.1007/s10255-024-1035-5","url":null,"abstract":"<div><p>In this paper, we propose an efficient and accurate method for pricing Guaranteed Minimum Death Benefit (GMDB) under time-changed Lévy processes. Suppose that the GMDB payoff depends on a dollar cost averaging (DCA) style periodic investment, and the activity rate process in stochastic time change is modeled by a square-root process. We develop a recursive method to derive the closed form valuation formula by using the frame duality projection method. Numerical examples are reported for demonstrating the effectiveness of our approach and illustrating the interplay between contract parameters and the valuation.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 3","pages":"692 - 709"},"PeriodicalIF":0.9,"publicationDate":"2025-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145144603","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
({overline partial})-dressing Method for the Coupled Two-component Kundu-Eckhaus Equations ({overline partial})耦合双分量Kundu-Eckhaus方程的修整方法
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-06-24 DOI: 10.1007/s10255-024-1032-8
Zhen-jie Niu, Biao Li
{"title":"({overline partial})-dressing Method for the Coupled Two-component Kundu-Eckhaus Equations","authors":"Zhen-jie Niu,&nbsp;Biao Li","doi":"10.1007/s10255-024-1032-8","DOIUrl":"10.1007/s10255-024-1032-8","url":null,"abstract":"<div><p>In this paper, <span>({overline partial})</span>-dressing method based on a local 3 × 3 matrix <span>({overline partial})</span>-problem with non-normalization boundary conditions is used to investigate coupled two-component Kundu-Eckhaus equations. Firstly, we propose a new compatible system with singular dispersion relation, that is time spectral problem and spatial spectral problem of coupled two-component Kundu-Eckhaus equations via constraint equations. Then, we derive a hierarchy of nonlinear evolution equations by introducing a recursive operator. At last, by solving constraint matrixes, a spectral transform matrix is given which is sufficiently important for finding soliton solutions of potential function, and we obtain <i>N</i>-soliton solutions of coupled two-component Kundu-Eckhaus equations.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 3","pages":"681 - 691"},"PeriodicalIF":0.9,"publicationDate":"2025-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145144604","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Stability Switches of a Double-delayed Mussel-algae System 双延迟贻贝-藻类系统的稳定性开关
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-06-24 DOI: 10.1007/s10255-024-1069-8
Zhi-chao Jiang, Jing-hua He, Bo-hai Chen
{"title":"Stability Switches of a Double-delayed Mussel-algae System","authors":"Zhi-chao Jiang,&nbsp;Jing-hua He,&nbsp;Bo-hai Chen","doi":"10.1007/s10255-024-1069-8","DOIUrl":"10.1007/s10255-024-1069-8","url":null,"abstract":"<div><p>The stable switching phenomenon of a diffusion mussel-algae system with two delays and half saturation constant is studied. The stability of positive equilibrium and the existence of Hopf bifurcation on two-delay plane are investigated by calculating the stability switching curves. The normal form on the central manifold near Hopf bifurcation point is also derived. It can find that two different delays can induce the stable switches which cannot occur with the same delays. Through numerical simulations, the region of complete stability of system increases with the increase of half-saturation constant, indicating that the half-saturation constant contributes to the stability of system. In addition, double Hopf bifurcations may occur due to the intersection of bifurcation curves. These results show that two different delay and half-saturation constant have important effects on the system. The numerical simulation results validate the correctness of the theoretical analyses.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 3","pages":"741 - 764"},"PeriodicalIF":0.9,"publicationDate":"2025-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145144611","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A New Finite Difference Method for Strong Detonation Waves and Chapman-Jouguet Detonation Waves 强爆震波和chapman - jouget爆震波的一种新的有限差分方法
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-05-31 DOI: 10.1007/s10255-025-0070-1
Chun-long Yang, Xiao-zhou Yang
{"title":"A New Finite Difference Method for Strong Detonation Waves and Chapman-Jouguet Detonation Waves","authors":"Chun-long Yang,&nbsp;Xiao-zhou Yang","doi":"10.1007/s10255-025-0070-1","DOIUrl":"10.1007/s10255-025-0070-1","url":null,"abstract":"<div><p>We set up a finite difference method for a scalar combustion model problem. An upwind scheme with flux perturbation at detonation wave discontinuity and a projection method are applied. Under a Courant-Friedrichs-Lewy condition the maximum norm estimates are given. Then convergence to weak solution is proved. For the Riemann problem, convergence to strong detonation wave or to Chapman-Jouguet detonation wave is also proved. Numerical experiments are presented.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"42 3","pages":"718 - 733"},"PeriodicalIF":0.9,"publicationDate":"2025-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148459021","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Credibility Estimation and Empirical Bayesian Analysis of Journal Impact Factor 期刊影响因子的可信度估计与实证贝叶斯分析
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-05-31 DOI: 10.1007/s10255-024-1154-z
Li-min Wen, Gen-fan Huang, Yi Zhang
{"title":"Credibility Estimation and Empirical Bayesian Analysis of Journal Impact Factor","authors":"Li-min Wen,&nbsp;Gen-fan Huang,&nbsp;Yi Zhang","doi":"10.1007/s10255-024-1154-z","DOIUrl":"10.1007/s10255-024-1154-z","url":null,"abstract":"<div><p>The traditional journal impact factor neglects the time difference between paper publication and citation, as well as the impact of prior information on journal quality when classifying and ranking journals. To address these issues, this paper proposes a Bayesian model for journal quality parameters. We develop a new journal impact factor and obtain Bayesian estimates of journal quality parameters. Furthermore, in cases where both the sample distribution and prior distribution of journal citation data are unknown, we employ the idea of credibility theory to confine the estimation of journal quality parameters to a linear function of the samples, and obtain the optimal linear Bayesian estimation of journal quality parameters under the criterion of minimum mean square error. The results indicate that the optimal linear Bayesian estimation of journal quality parameters can be expressed in the weighted average form of new impact factor and aggregated estimate, with the weight satisfying the property of credibility. Utilizing citation data from various journals, we obtain estimates for hyperparameters and empirical Bayesian estimates of journal quality parameters. Subsequently, we show the performance of the new estimators by comparing it with the traditional journal impact factor through numerical simulation. Finally, based on actual citation data from ten journals, we present the results, comparing traditional impact factors with the proposed new impact factors, Bayesian estimation, and credibility estimation.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"42 4","pages":"1136 - 1162"},"PeriodicalIF":0.9,"publicationDate":"2025-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"149027653","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An Empirical Likelihood-based Portmanteau Test for the Autoregressive Model Regardless of Its Properties 自回归模型的经验似然组合检验
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-05-31 DOI: 10.1007/s10255-025-0043-4
Xiao-hui Liu, Yu-zi Liu, Ya-wen Fan, Ling Peng
{"title":"An Empirical Likelihood-based Portmanteau Test for the Autoregressive Model Regardless of Its Properties","authors":"Xiao-hui Liu,&nbsp;Yu-zi Liu,&nbsp;Ya-wen Fan,&nbsp;Ling Peng","doi":"10.1007/s10255-025-0043-4","DOIUrl":"10.1007/s10255-025-0043-4","url":null,"abstract":"<div><p>Portmanteau tests have drawn much interest in economics and finance because of their strong relationship to model specification. The majority of current testing, however, concentrates on stationary time series. This article proposes an empirical likelihood-based portmanteau test for the autoregressive model, no matter if it is stationary, nearly integrated, or unit root, and with or without an intercept. It turns out that the final statistic is always asymptotically chi-squared distributed. A simulation study confirms the good finite sample performance of the proposed test before illustrating its practical merit in analyzing real data sets.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"42 1","pages":"179 - 203"},"PeriodicalIF":0.9,"publicationDate":"2025-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145887117","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Rubbling and Optimal Rubbling of Dense Bipartite Graphs 密集二部图的块化与最优块化
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-05-31 DOI: 10.1007/s10255-025-0024-7
Ze-tu Gao, Jian-hua Yin
{"title":"Rubbling and Optimal Rubbling of Dense Bipartite Graphs","authors":"Ze-tu Gao,&nbsp;Jian-hua Yin","doi":"10.1007/s10255-025-0024-7","DOIUrl":"10.1007/s10255-025-0024-7","url":null,"abstract":"<div><p>Given a distribution of pebbles on the vertices of a connected graph <i>G</i>, a pebbling move on <i>G</i> consists of taking two pebbles off one vertex and placing one on an adjacent vertex. <i>Rubbling</i> is a version of pebbling where an additional move is allowed. In this new move, one pebble each is removed at vertices <i>u</i> and <i>w</i> that are adjacent to a vertex <i>v</i>, and an extra pebble is added at vertex <i>v</i>. The <i>rubbling number</i> of <i>G</i>, denoted by <i>ρ</i>(<i>G</i>), is the smallest number <i>m</i> such that for every distribution of <i>m</i> pebbles on <i>G</i> and every vertex <i>v</i>, at least one pebble can be moved to <i>v</i> by a sequence of rubbling moves. The <i>optimal rubbling number</i> of <i>G</i>, denoted by <i>ρ</i><sub><i>opt</i></sub>(<i>G</i>), is the smallest number <i>k</i> such that for some distribution of <i>k</i> pebbles on <i>G</i>, one pebble can be moved to any vertex of <i>G</i>. In this paper, we determine <i>ρ</i>(<i>G</i>) for a non-complete bipartite graph <i>G</i> ∈ <i>B</i>(<i>s</i>, <i>t</i>) with <span>(delta(G)geqlceilfrac{2s+1}{3}rceil)</span>, give an upper bound of <i>ρ</i>(<i>G</i>) for <i>G</i> ∈ <i>B</i>(<i>s</i>, <i>t</i>) with <span>(delta(G)geqlceilfrac{s+1}{2}rceil)</span>, and also obtain <i>ρ</i><sub><i>opt</i></sub>(<i>G</i>) for a non-complete bipartite graph <i>G</i> ∈ <i>B</i>(<i>s</i>, <i>t</i>) with <span>(delta(G)geqlceilfrac{s+1}{2}rceil)</span>, where <i>B</i>(<i>s</i>, <i>t</i>) is the set of all connected bipartite graphs with partite sets of size <i>s</i> and <i>t</i> (<i>s</i> ≥ <i>t</i>) and <i>δ</i>(<i>G</i>) is the minimum degree of <i>G</i>.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 3","pages":"765 - 774"},"PeriodicalIF":0.9,"publicationDate":"2025-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145145341","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Multiple Solutions for a Nonlinear Biharmonic Equation on Locally Finite Graph 局部有限图上非线性双调和方程的多重解
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-05-30 DOI: 10.1007/s10255-025-0033-6
Juan Zhao
{"title":"Multiple Solutions for a Nonlinear Biharmonic Equation on Locally Finite Graph","authors":"Juan Zhao","doi":"10.1007/s10255-025-0033-6","DOIUrl":"10.1007/s10255-025-0033-6","url":null,"abstract":"<div><p>Let <i>G</i> = (<i>V,E</i>) be a locally finite graph. Given any <i>O</i> ∈ <i>V</i>. Denote the function ρ(<i>x</i>) as follows: </p><div><div><span>$$rho(x)=begin{cases}text{dist}(x,O),;xneq{O}1,;;;;;;;;;;;;;;x = O,end{cases}$$</span></div></div><p> where dist(<i>x,O</i>) represents the distance between <i>x</i> and <i>O</i>. In this paper, we investigate a perturbed nonlinear biharmonic equation </p><div><div><span>$$Delta^{2}u-text{div}(a(x)nabla{u})+b(x)u=frac{f(x,u)}{rho(x)^beta}+epsilon{h}(x)$$</span></div></div><p> on <i>G</i> = (<i>V,E</i>), where <i>a</i>(<i>x</i>) and <i>b</i>(<i>x</i>) are two functions with a positive lower bound defined on <i>G</i>, <i>β</i> ≥ 0, ε &gt; 0. If <i>h</i> and f satisfy certain assumptions, we prove that there exists some positive constant ε<sub>1</sub> &gt; 0 such that for all ε ∈ (0, ε<sub>1</sub>), the above equation has two distinct nontrivial positive solutions.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"42 4","pages":"1269 - 1279"},"PeriodicalIF":0.9,"publicationDate":"2025-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"149027667","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Continuity of Periodic Solutions for a Class of Kolmogorov Systems in Coefficient Functions 一类系数函数Kolmogorov系统周期解的连续性
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-05-30 DOI: 10.1007/s10255-025-0039-0
Gang Meng, Yi-fei Wang, Zhe Zhou
{"title":"Continuity of Periodic Solutions for a Class of Kolmogorov Systems in Coefficient Functions","authors":"Gang Meng,&nbsp;Yi-fei Wang,&nbsp;Zhe Zhou","doi":"10.1007/s10255-025-0039-0","DOIUrl":"10.1007/s10255-025-0039-0","url":null,"abstract":"<div><p>In this paper, we consider a model which is derived from a class of the 2-dimensional Kolmogorov systems. Our purpose is to investigate the continuity of periodic solutions for this model in coefficient functions with respect to weak topologies. Finally, we provide an example as an application to Lotka-Volterra systems.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"42 1","pages":"313 - 322"},"PeriodicalIF":0.9,"publicationDate":"2025-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145887126","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Some Results on the Existence of Spanning k-ended Trees in a t-connected Graph 关于t连通图中生成k端树存在性的一些结果
IF 0.9 4区 数学
Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-05-30 DOI: 10.1007/s10255-024-1149-9
Hong-zhang Chen, Jian-xi Li, Shou-jun Xu
{"title":"Some Results on the Existence of Spanning k-ended Trees in a t-connected Graph","authors":"Hong-zhang Chen,&nbsp;Jian-xi Li,&nbsp;Shou-jun Xu","doi":"10.1007/s10255-024-1149-9","DOIUrl":"10.1007/s10255-024-1149-9","url":null,"abstract":"<div><p>For a graph <i>G</i> of order <i>n</i>, let <i>ϱ</i><span>\u0000 <sup><i>a</i></sup><sub>1</sub>\u0000 \u0000 </span> (<i>G</i>) be the spectral radius of <i>A</i><sub><i>a</i></sub>(<i>G</i>):= <i>aD</i>(<i>G</i>) + <i>A</i>(<i>G</i>) for <i>a</i> ≥ 0, where <i>A</i>(<i>G</i>) and <i>D</i>(<i>G</i>) are the adjacency matrix and the degree matrix of <i>G</i>, respectively. In this paper, we investigate the relationship between <i>ϱ</i><span>\u0000 <sup><i>a</i></sup><sub>1</sub>\u0000 \u0000 </span> (<i>G</i>) and the spanning trees with bounded leaves in a <i>t</i>-connected graph <i>G</i>. We provide an upper bound for <i>ϱ</i><span>\u0000 <sup><i>a</i></sup><sub>1</sub>\u0000 \u0000 </span> (<i>G</i>) to ensure the existence of a spanning <i>k</i>-ended tree in a <i>t</i>-connected graph. Our result extends the corresponding known results on <i>a</i> = 0 and <i>a</i> = 1, offering a unified framework for exploring the existence of a spanning <i>k</i>-ended tree in a <i>t</i>-connected graph. Additionally, we establish sufficient conditions to ensure a spanning <i>k</i>-ended tree exists in a <i>t</i>-connected graph based on its algebraic connectivity, nullity and energy, respectively.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"42 3","pages":"734 - 745"},"PeriodicalIF":0.9,"publicationDate":"2025-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148459019","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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