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简介：Inthispaper,anewoptimaldesigncriterion--jointmodelandcriterionoptimalde-signcriterioonisputforward.Thedesignthatissubjecttothiscriterionsatisfiesmanykindsoflin-earoptimalcriterionandD-optimalcriteriononseveralexperimentmodelsatthesametime.Theequivalentconditionofthisoptimaldesignisgiven.Itsiterativealgorithmandthealgorithmcover-geneearestated.

简介：Thispaperconsiderstheoptimaltrafficsignalsettingforanurbanarterialroad.Byintroducingtheconceptsofsynchronizationrateandnon-synchronizationdegree,amathematicalmodelisconstructedandanoptimizationproblemisposed.Then,anewiterativealgorithmisdevelopedtosolvethisoptimaltrafficcontrolsignalsettingproblem.Convergencepropertiesforthisiterativealgorithmareestablished.Finally,anumericalexampleissolvedtoillustratetheeffectivenessofthemethod.

简介：Jointlocationandscalemodelsoftheskew-normaldistributionprovideusefulextensionforjointmeanandvariancemodelsofthenormaldistributionwhenthedatasetunderconsiderationinvolvesasymmetricoutcomes.Thispaperfocusesonthemaximumlikelihoodestimationofjointlocationandscalemodelsoftheskew-normaldistribution.Theproposedprocedurecansimultaneouslyestimateparametersinthelocationmodelandthescalemodel.Simulationstudiesandarealexampleareusedtoillustratetheproposedmethodologies.

简介：Fora〈r〈b,theapproachofLiandZhou（2014）isadoptedtofindjointLaplacetransformsofoccupationtimesoverintervals（a,r）and（r,b）foratimehomogeneousdiffusionprocessbeforeitfirstexitsfromeitheraorb.Theresultsareexpressedintermsofsolutionstothedifferentialequationsassociatedwiththediffusionsgenerator.Applyingtheseresults,weobtainmoreexplicitex-pressionsonthejointLaplacetransformsofoccupationtimesforBrownianmotionwithdrift,BrownianmotionwithalternatingdriftandskewBrownianmotion,respectively.

简介：Inthisarticle,thejointdistributionsofseveralactuarialdiagnosticswhichareimportanttoinsurers’runningforthejump-diffusionriskprocessareexamined.Theyincludetheruintime,thetimeofthesurplusprocessleavingzeroultimately(simply,theultimatelyleaving-time),thesurplusimmediatelypriortoruin,thesupremeprofitsbeforeruin,thesupremeprofitsanddeficituntilitleaveszeroultimatelyandsoon.TheexplicitexpressionsfortheirdistributionsareobtainedmainlybythevariouspropertiesofL′evyprocess,suchasthehomogeneousstrongMarkovpropertyandthespatialhomogeneitypropertyetc,moveover,themanypropertiesforBrownianmotion.

简介：Semiparametrictransformationmodelsprovideaclassofflexiblemodelsforregressionanalysisoffailuretimedata.Severalauthorshavediscussedthemunderdifferentsituationswhencovariatesaretimeindependent(Chenetal.,2002;Chengetal.,1995;Fineetal.,1998).Inthispaper,weconsiderfittingthesemodelstoright-censoreddatawhencovariatesaretime-dependentlongitudinalvariablesand,furthermore,maysuffermeasurementerrors.Forestimation,weinvestigatethemaximumlikelihoodapproach,andanEMalgorithmisdeveloped.Simulationresultsshowthattheproposedmethodisappropriateforpracticalapplication,andanillustrativeexampleisprovided.

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