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In this paper, dividend payments of a risk model with reservoir is considered. We modify the compound Poisson surplus model for an insurer by including liquid reserves and interest on the surplus. Integro-differential equations and boundary conditions satisfied by the moment generating function and higher moments of the expected discounted aggregate dividend payments and Gerber-Shiu function are obtained.
Recently a network-constraint regression model[1] is proposed to incorporate the prior biological knowledge to perform regression and variable selection. In their method, a l1-norm of the coefficients is defined to impose sparse, meanwhile a Laplacian operation on the biological graph is designed to encourage smoothness of the coefficients along the network. However the grouping effect of their Laplacian...
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