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Consider an insurance risk model, in which the surplus process satisfies a recursive equation Un = Un-1(1 + r) - Xn for n ≥ 1, where, U0 = x ≥ 0 is the initial surplus, r > 0 is the constant interest rate, each Xn denotes the gross loss during the nth year, and Xn, n = 1, 2, ..., constitute a sequence of i.i.d. real valued r.v.'s with common d.f. F. This paper investigates the ruin probability...
As we know, from some special 1-dimensional BSDEs we can get the g-expectation and g-martingale. What will it be in discretization situation? At first, some results about discretization-type backward stochastic equation are given in section 2. Then we give the corresponding definitions of gn-expectation and gn-martingale in discretization situation. At last an application in finance is given.
In real images, color recognition is a challenging problem because of natural variations in light and shadows. Most existing color models have limitations in distinctive representation of colors in real scenes. Here, a linear combination of multiple color models is assumed. The approach makes color edges in the target as main character for recognition. It combined multiple color models to make the...
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