关于零点问题的三点注释

<正>同学们知道,函数零点问题是高中数学中常见的问题.由于零点问题具有较强的综合交汇性,这给解决零点问题的思维路径也提供了较多的选择余地.基于此,本文拟对零点问题给出三点注释,以资同学们参考.1准确理解零点内涵对零点内涵的准确理解至少包含以下三个方面:其一、准确理解零点定义     

指数级数前n次多项式零点的性状分析与控制估计

对指数级数中前n次多项式的零点的性质进行分析,得到了零点数量及其变化趋势的一系列结果.利用Taylor公式给出了具有解析表达式的零点控制区间,进一步运用指数级数的余项分析和Stirling公式给出了精度更高的零点控制区间,同时得到了寻求零点的计算方法,这种算法的精度能够达到任意要求,对高次多项式零点的计算能大幅减少运算...     

例谈导数隐零点问题的解决策略

<正>我们通常把导数零点不可求问题称之为隐零点问题.隐零点并不是零点不存在,而是存在但无法用具体的数值或显性代数式把它表示出来.由于隐零点问题涉及函数与导数的核心知识,因此深受高考试题及各地模拟试题的喜爱.如何处理隐零点问题呢?下面就以一道高考题和一道模拟试题为例来总结隐零点问题的解决策略.     

当r=q~*时,AKNS方程具有特殊带势的几个充要条件

记Δ(λ)是一个具有以π为周期的势q(x)的Hill方程的判别式,Hochstadt在文献[1]中给出了2+4(λ)仅有二重零点的充要条件,在文献[2]中给出了2-Δ(λ)的零点除最小零点外都是二重零点的充要条件。Hochstadt和Goldberg在文献[3],[4]中给出了2+Δ(λ)的零点除二个单零点外都是二重零点的充要条件。对r(x)=q~H(x)的AKNS方程具有q(x+x)=q(x),记2a_R(ξ)为其判别式,Yan-Chow Ma和Ablowitz在文献[5]中给出了1-a_R~2(ξ)的零点一些性质。本文给出了1—a_R(ξ)(或1+a_R(ξ))的零点都是二重零点或除两个单零点外都是二重零点(等价于具有特殊形式带)的充要条件。     

根据函数零点个数确定参数的范围

<正>函数的零点与参数取值范围问题在各类考试中频频出现.为方便同学们应对,我们共同来探讨:已知函数零点个数确定参数范围的求解方法.例1已知函数f(x)=■有3个不同的零点,则实数a的取值范围是.分析因f(x)有三个不同的零点,所以当x≤0时有一个零点,当x>0时有两个不同的零点,进而建立不等式组求解.     

导数的“隐零点问题”

<正>导数题是高考的压轴题之一,本质上是用求导的方法来确定原函数的单调区间,进而解决函数的各种问题.通常的步骤是求原函数f(x)的导函数f′(x),接着令f′(x)=0解出f′(x)的零点,得到零点,单调区间就迎刃而解了.不过,有些函数的导数我们可以通过零点存在定理证明它确实有零点,但因为所求方程并非初等方程,无法算出其零点,即便继续求二次导也无济于事.我们将这种导数确实有零点却不能求出具体值的问题称为导数的"隐零点"问题.下面通过几道真题来介绍一些解决"隐零点"问题的方法.     

一类五次扰动Hamiltonian系统的Abel积分零点个数

研究一类五次扰动Hamiltonian系统的Abel积分零点个数上界.证明所研究的Abel积分的生成元构成精度为1的Chebeyshev系统,得到Abel积分零点个数上界是4(考虑零点重数).并指出前人文献中关于Abel积分零点个数上界的研究存在的错误,给出了最新结果.     

例谈函数零点问题及其解题策略

<正>有关函数的零点问题是近几年高考的热点和重点问题之一.函数零点的概念比较容易理解,但在实际问题中,判断是否存在,以及找到零点有时是比较困难的.下面结合例题,讲解判断并寻找零点的方法.1直接根据零点定义确定零点个数     

关于二次型零点的注记

给出复系数和实系数n元二次型零点向量组的秩,以及最大零点子空间的维数.证明了正负惯性指数为p,q的实二次型的最大零点子空间的维数为n-max{p,q},以及秩为r的复二次型的最大零点子空间的维数为■.     

例谈“零点设而不求”在解题中的应用

函数零点是函数的重要概念,特别地,导函数的零点在解决函数单调性、最值性、不等式证明等问题中地处＂咽喉＂,至关重要.但有些问题,函数或导函数是超越函数无法求出它的零点,实际上从问题目标来看也不需要求出零点,这时我们可对零点采取＂设而不求＂的方法进行处理,本文就此举例说明零点设而不求法在解题中的应用.     

Total duration of negative surplus for the dual model

In the dual model, we allow the surplus process to continue if the surplus falls below zero. By introducing the renewal measure of the defective renewal sequence constituted by the zero points of the surplus process, we obtain the probability of hitting the zero point. Further, we derive formulae for the Laplace transform, expectation and variance of total duration of negative surplus and present some examples with an exponential individual jump amount distribution. Copyright © 2008 John Wiley & Sons, Ltd.     

Markov-modulated风险模型中盈余过程零点数的分布

基于保险公司在首次破产后仍能继续运转的情形,讨论并得到了Markovmodulated风险模型中盈余过程零点数的分布.     

On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs

In this paper, we investigate the Gerber-Shiu discounted penalty function for the surplus process described by a piecewise deterministic Markov process （PDMP）. We derive an integral equation for the Gerber-Shiu discounted penalty function, and obtain the exact solution when the initial surplus is zero. Dickson formulae are also generalized to the present surplus process.     

On the expected discounted penalty function at ruin of a surplus process with interest

In this paper, we study the expected value of a discounted penalty function at ruin of the classical surplus process modified by the inclusion of interest on the surplus. The ‘penalty’ is simply a function of the surplus immediately prior to ruin and the deficit at ruin. An integral equation for the expected value is derived, while the exact solution is given when the initial surplus is zero. Dickson’s [Insurance: Mathematics and Economics 11 (1992) 191] formulae for the distribution of the surplus immediately prior to ruin in the classical surplus process are generalised to our modified surplus process.     

The joint distributions of several important actuarial diagnostics in the classical risk model

In this paper we examine the joint distributions of several actuarial diagnostics which are important to insurers’ running in the classical risk model. They include the time of the surplus process leaving zero ultimately (simply, the ultimately leaving-time), the number of zero, the surplus immediately prior to ruin, the deficit at ruin, the supreme and minimum profits before ruin, the supreme profits and deficit until it leaves zero ultimately and so on. We obtain explicit expressions for their joint distributions mainly by strong Markov property of the surplus process—a technique used by Wu et al. (2002) [J. Appl. Math., in press], which is completely different from former contributions on this topic. Further, we give the exact calculating results for them when the individual claim amounts are exponentially distributed.     

关于古典风险模型的一个联合分布

本文主要讨论古典风险模型矿产瞬间前的余额，破产时的赤字，破产前的最大余额，最后一次破产前的最大余额等的联合分布。     

THE JOINT DISTRIBUTIONS OF SOME ACTUARIAL DIAGNOSTICS FOR THE JUMP-DIFFUSION RISK PROCESS

In this article, the joint distributions of several actuarial diagnostics which are important to insurers’ running for the jump-diffusion risk process are examined. They include the ruin time, the time of the surplus process leaving zero ultimately (simply, the ultimately leaving-time), the surplus immediately prior to ruin, the supreme profits before ruin, the supreme profits and deficit until it leaves zero ultimately and so on. The explicit expressions for their distributions are obtained mainly by the various properties of L′evy process, such as the homogeneous strong Markov property and the spatial homogeneity property etc, moveover, the many properties for Brownian motion.     

DURATION OF NEGATIVE SURPLUS FOR A TWO STATE MARKOV-MODULATED RISK MODEL

We consider a continuous time risk model based on a two state Markov process, in which after an exponentially distributed time, the claim frequency changes to a different level and can change back again in the same way. We derive the Laplace transform for the first passage time to surplus zero from a given negative surplus and for the duration of negative surplus. Closed-form expressions are given in the case of exponential individual claim. Finally, numerical results are provided to show how to estimate the moments of duration of negative surplus.     

Parisian Ruin with Erlang Delay and a Lower Bankruptcy Barrier

Methodology and Computing in Applied Probability - Parisian ruin occurs once the surplus stays continuously below zero for a given period. We consider the spectrally negative Lévy risk process...     

具有两种副索赔的离散相依风险模型破产问题

考虑了一类离散相依的风险模型,该模型假设主索赔以一定的概率引起两种副索赔,而第一种副索赔有可能延迟发生.通过引入一个辅助模型,分别得出了该风险模型初始盈余为0时破产前盈余与破产时赤字的联合分布的表达式、初始盈余为"时破产前盈余和破产时赤字的联合分布的递推公式、初始盈余为0时的破产概率,以及初始盈余为"时的破产概率求解方...