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On the probability of ruin in a continuous risk model with delayed claims
Wei Zou,Jie-hua Xie 대한수학회 2013 대한수학회지 Vol.50 No.1
In this paper, we consider a continuous time risk model involving two types of dependent claims, namely main claims and by-claims. The by-claim is induced by the main claim and the occurrence of by-claim may be delayed depending on associated main claim amount. Using Rouche's theorem, we first derive the closed-form solution for the Laplace transform of the survival probability in the dependent risk model from an integro-differential equations system. Then, using the Laplace transform, we derive a defective renewal equation satisfied by the survival probability. For the exponential claim sizes, we present the explicit formula for the survival probability. We also illustrate the influence of the model parameters in the dependent risk model on the survival probability by numerical examples.
On the Gerber-Shiu discounted penalty function in a risk model with delayed claims
Zou, Wei,Xie, Jie-Hua 한국통계학회 2012 Journal of the Korean Statistical Society Vol.41 No.3
In this paper, we consider an extension to the continuous time risk model for which the occurrence of the claim may be delayed and the time of delay for the claim is assumed to be random. Two types of dependent claims, main claims and by-claims, are defined, where every by-claim is induced by the main claim. The time of occurrence of a by-claim is later than that of its associate main claim and the time of delay for the occurrence of a by-claim is random. An integro-differential equations system for the Gerber-Shiu discounted penalty function is established using the auxiliary risk models. Both the system of Laplace transforms of the Gerber-Shiu discounted penalty functions and the Gerber-Shiu discounted penalty functions with zero initial surplus are obtained. From Lagrange interpolating theorem, we prove that the Gerber-Shiu discounted penalty function satisfies a defective renewal equation. Exact representation for the solution of this equation is derived through an associated compound geometric distribution. Finally, examples are given with claim sizes that have exponential and a mixture of exponential distributions.
On the Gerber–Shiu discounted penalty function in a risk model with delayed claims
Wei Zou,Jie-hua Xie 한국통계학회 2012 Journal of the Korean Statistical Society Vol.41 No.3
In this paper, we consider an extension to the continuous time risk model for which the occurrence of the claim may be delayed and the time of delay for the claim is assumed to be random. Two types of dependent claims, main claims and by-claims, are defined,where every by-claim is induced by the main claim. The time of occurrence of a by-claim is later than that of its associate main claim and the time of delay for the occurrence of a byclaim is random. An integro-differential equations system for the Gerber–Shiu discounted penalty function is established using the auxiliary risk models. Both the system of Laplace transforms of the Gerber–Shiu discounted penalty functions and the Gerber–Shiu discounted penalty functions with zero initial surplus are obtained. From Lagrange interpolating theorem, we prove that the Gerber–Shiu discounted penalty function satisfies a defective renewal equation. Exact representation for the solution of this equation is derived through an associated compound geometric distribution. Finally, examples are given with claim sizes that have exponential and a mixture of exponential distributions.
Wei-Wei Ding,Zao-jian Zou,Jing-Ping Wu,Bai-Gang Huang 대한조선학회 2019 International Journal of Naval Architecture and Oc Vol.11 No.2
Bragg reflection of water waves by three kinds of surface-piercing fixed structures with rectangular, cosinoidal and triangular shapes is studied. Boundary element method is used to analyze the wave scattering by these structures based on the linear wave theory. Results of reflection and transmission coefficients are validated by comparing with those available in literature. These structures with proper configurations are proved to be effective in attenuating waves by using Bragg reflection, and the triangular structures are found to be the best choices among the structures with same width and same area. Systematic calculations are then carried out for the triangular structures by varying the number, the draft, the width, the gap and the combination of width and gap of the structures to analyze their influences on the characteristics of Bragg reflection. The results are of reference values for design of the structures to attenuate waves based on the Bragg reflection.
Zou, Jun,Fu, Donghui,Gong, Huihui,Qian, Wei,Xia, Wei,Pires, J. Chris,Li, RuiYuan,Long, Yan,Mason, Annaliese S.,Yang, Tae‐,Jin,Lim, Yong P.,Park, Beom S.,Meng, Jinling Blackwell Publishing Ltd 2011 The Plant journal Vol.68 No.2
<P><B>Summary</B></P><P>Interspecific hybridization is a significant evolutionary force as well as a powerful method for crop breeding. Partial substitution of the AA subgenome in <I>Brassica napus</I> (A<SUP>n</SUP>A<SUP>n</SUP>C<SUP>n</SUP>C<SUP>n</SUP>) with the <I>Brassica rapa</I> (A<SUP>r</SUP>A<SUP>r</SUP>) genome by two rounds of interspecific hybridization resulted in a new introgressed type of <I>B.?napus</I> (A<SUP>r</SUP>A<SUP>r</SUP>C<SUP>n</SUP>C<SUP>n</SUP>). In this study, we construct a population of recombinant inbred lines of the new introgressed type of <I>B.?napus</I>. Microsatellite, intron‐based and retrotransposon markers were used to characterize this experimental population with genetic mapping, genetic map comparison and specific marker cloning analysis. Yield‐related traits were also recorded for identification of quantitative trait loci (QTLs). A remarkable range of novel genomic alterations was observed in the population, including simple sequence repeat (SSR) mutations, chromosomal rearrangements and retrotransposon activations. Most of these changes occurred immediately after interspecific hybridization, in the early stages of genome stabilization and derivation of experimental lines. These novel genomic alterations affected yield‐related traits in the introgressed <I>B.?napus</I> to an even greater extent than the alleles alone that were introgressed from the A<SUP>r</SUP> subgenome of <I>B.?rapa</I>, suggesting that genomic changes induced by interspecific hybridization are highly significant in both genome evolution and crop improvement.</P>
ON THE PROBABILITY OF RUIN IN A CONTINUOUS RISK MODEL WITH DELAYED CLAIMS
Zou, Wei,Xie, Jie-Hua Korean Mathematical Society 2013 대한수학회지 Vol.50 No.1
In this paper, we consider a continuous time risk model involving two types of dependent claims, namely main claims and by-claims. The by-claim is induced by the main claim and the occurrence of by-claim may be delayed depending on associated main claim amount. Using Rouch$\acute{e}$'s theorem, we first derive the closed-form solution for the Laplace transform of the survival probability in the dependent risk model from an integro-differential equations system. Then, using the Laplace transform, we derive a defective renewal equation satisfied by the survival probability. For the exponential claim sizes, we present the explicit formula for the survival probability. We also illustrate the influence of the model parameters in the dependent risk model on the survival probability by numerical examples.
Ding, Wei-Wei,Zou, Zao-Jian,Wu, Jing-Ping,Huang, Bai-Gang The Society of Naval Architects of Korea 2019 International Journal of Naval Architecture and Oc Vol.11 No.2
Bragg reflection of water waves by three kinds of surface-piercing fixed structures with rectangular, cosinoidal and triangular shapes is studied. Boundary element method is used to analyze the wave scattering by these structures based on the linear wave theory. Results of reflection and transmission coefficients are validated by comparing with those available in literature. These structures with proper configurations are proved to be effective in attenuating waves by using Bragg reflection, and the triangular structures are found to be the best choices among the structures with same width and same area. Systematic calculations are then carried out for the triangular structures by varying the number, the draft, the width, the gap and the combination of width and gap of the structures to analyze their influences on the characteristics of Bragg reflection. The results are of reference values for design of the structures to attenuate waves based on the Bragg reflection.
Jin-Rui Wei,Kun Liu,Faquan Lin,Chunping He,Xuan Luo,Jiajia Zou,Wei He,Wenqian Nong,Cui-Wu Lin 한국응용생명화학회 2016 Applied Biological Chemistry (Appl Biol Chem) Vol.59 No.2
Four hydroxybenzamide derivatives were synthesized from protocatechuic acid. The antioxidant activities of these derivatives were evaluated in vitro using DPPH radical scavenging and reducing power assays. In addition, these compounds were subjected to a chromogenic thrombin-inhibitory assay using Chromozym-TH as the substrate. The anticancer effects of these derivatives were also investigated using the MTT assay in three human cancer cell lines. Four derivatives exhibited excellent DPPH radical scavenging activity and redox potential. Their highly inhibitory effect against thrombin may allow them to be utilized as novel micromolecule thrombin inhibitors. Furthermore, four derivatives demonstrated different inhibitory activities in three human cancer cell lines but showed minimal harmful effects on normal HUVEC cells. Therefore, hydroxybenzamide derivatives indicate the superior antioxidant, thrombin-inhibitory, and anticancer activities along with the excellent biocompatibility, which have the potential application in therapeutic interventions and disease prevention of cancer, thrombotic diseases, and aging.
Yi-Xin Zou,Jia Qiao,Hua-Yuan Zhu,Rui-Nan Lu,Yi Xia,Lei Cao,Wei Wu,Hui Jin,Wen-Jie Liu,Jin-Hua Liang,Jia-Zhu Wu,Li Wang,Lei Fan,Wei Xu,Jian-Yong Li 대한암학회 2019 Cancer Research and Treatment Vol.51 No.2
Purpose Chronic lymphocytic leukemia (CLL) is one of the most frequent type of B-cell chronic lymphoproliferative disorders and chronic inflammation takes part in the development of CLL. However, there has been no valid immune biomarker to predict the prognosis of untreated CLL patients. Materials and Methods In this retrospective study, we analyzed the clinical correlations and prognostic value of albumin-to-fibrinogen ratio (AFR) detected at diagnosis in 191 CLL patients. Results The cut-off value of AFR was 9.7 calculated by X-tile. Patients who were more than 65 years old were often accompanied by low level of AFR (p < 0.001). Survival analysis showed that patients with low level of AFR had shorter overall survival (OS) than patients with high level of AFR (p < 0.001). Multivariate analysis illustrated that AFR had a negative impact on OS (p=0.003) and was independent of parameters involved in CLL international prognostic index and other prognostic markers such as CD38 and ZAP-70. Conclusion These data provide a comprehensive view of AFR and shows that AFR at diagnosis is an adverse prognostic factor in untreated CLL patients.