Search results for: transition probability
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 950

Search results for: transition probability

560 Statistical Evaluation of Nonlinear Distortion using the Multi-Canonical Monte Carlo Method and the Split Step Fourier Method

Authors: Ioannis Neokosmidis, Nikos Gkekas, Thomas Kamalakis, Thomas Sphicopoulos

Abstract:

In high powered dense wavelength division multiplexed (WDM) systems with low chromatic dispersion, four-wave mixing (FWM) can prove to be a major source of noise. The MultiCanonical Monte Carlo Method (MCMC) and the Split Step Fourier Method (SSFM) are combined to accurately evaluate the probability density function of the decision variable of a receiver, limited by FWM. The combination of the two methods leads to more accurate results, and offers the possibility of adding other optical noises such as the Amplified Spontaneous Emission (ASE) noise.

Keywords: Monte Carlo, Nonlinear optics, optical crosstalk, Wavelength-division Multiplexing (WDM).

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559 Speedup of Data Vortex Network Architecture

Authors: Qimin Yang

Abstract:

In this paper, 3X3 routing nodes are proposed to provide speedup and parallel processing capability in Data Vortex network architectures. The new design not only significantly improves network throughput and latency, but also eliminates the need for distributive traffic control mechanism originally embedded among nodes and the need for nodal buffering. The cost effectiveness is studied by a comparison study with the previously proposed 2- input buffered networks, and considerable performance enhancement can be achieved with similar or lower cost of hardware. Unlike previous implementation, the network leaves small probability of contention, therefore, the packet drop rate must be kept low for such implementation to be feasible and attractive, and it can be achieved with proper choice of operation conditions.

Keywords: Data Vortex, Packet Switch, Interconnection network, deflection, Network-on-chip

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558 Surface and Guided Waves in Composites with Nematic Coatings

Authors: Dmitry D. Zakharov

Abstract:

The theoretical prediction of the acoustical polarization effects in the heterogeneous composites, made of thick elastic solids with thin nematic films, is presented. The numericalanalytical solution to the problem of the different wave propagation exhibits some new physical effects in the low frequency domain: the appearance of the critical frequency and the existence of the narrow transition zone where the wave rapidly changes its speed. The associated wave attenuation is highly perturbed in this zone. We also show the possible appearance of the critical frequencies where the attenuation changes the sign. The numerical results of parametrical analysis are presented and discussed.

Keywords: Surface wave, guided wave, heterogeneous composite, nematic coating.

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557 Contaminated Soil Remediation with Hydrogen Peroxide Oxidation

Authors: A. Goi, M. Trapido, N. Kulik

Abstract:

The hydrogen peroxide treatment was able to remediate chlorophenols, polycyclic aromatic hydrocarbons, diesel and transformer oil contaminated soil. Chemical treatment of contaminants adsorbed in peat resulted in lower contaminants- removal and required higher addition of chemicals than the treatment of contaminants in sand. The hydrogen peroxide treatment was found to be feasible for soil remediation at natural soil pH. Contaminants in soil could degrade with the addition of hydrogen peroxide only indicating the ability of transition metals ions and minerals of these metals presented in soil to catalyse the reaction of hydrogen peroxide decomposition.

Keywords: Hydrogen peroxide, oxidation, soil treatment, decontamination.

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556 Face Localization Using Illumination-dependent Face Model for Visual Speech Recognition

Authors: Robert E. Hursig, Jane X. Zhang

Abstract:

A robust still image face localization algorithm capable of operating in an unconstrained visual environment is proposed. First, construction of a robust skin classifier within a shifted HSV color space is described. Then various filtering operations are performed to better isolate face candidates and mitigate the effect of substantial non-skin regions. Finally, a novel Bhattacharyya-based face detection algorithm is used to compare candidate regions of interest with a unique illumination-dependent face model probability distribution function approximation. Experimental results show a 90% face detection success rate despite the demands of the visually noisy environment.

Keywords: Audio-visual speech recognition, Bhattacharyyacoefficient, face detection,

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555 A Simulation Model for Bid Price Decision Making

Authors: R. Sammoura

Abstract:

In Lebanon, public construction projects are awarded to the contractor submitting the lowest bid price based on a competitive bidding process. The contractor has to make a strategic decision in choosing the appropriate bid price that will offer a satisfactory profit with a greater probability to win. A simulation model for bid price decision making based on the lowest bid price evaluation is developed. The model, built using Crystal Ball decisionengineering software, considers two main factors affecting the bidding process: the number of qualified bidders and the size of the project. The validity of the model is tested on twelve separate projects. The study also shows how to use the model to conduct risk analysis and help any specific contractor to decide on his bid price with associated certainty level in a scientific method.

Keywords: Bid price, Competition, Decision making, Simulation.

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554 Network Analysis in a Natural Perturbed Ecosystem

Authors: Nelson F.F. Ebecken, Gilberto C. Pereira

Abstract:

The objective of this work is to explicit knowledge on the interactions between the chlorophyll-a and nine meroplankton larvae of epibenthonic fauna. The studied case is the Arraial do Cabo upwelling system, Southeastern of Brazil, which provides different environmental conditions. To assess this information a network approach based in probability estimative was used. Comparisons among the generated graphs are made in the light of different water masses, application of Shannon biodiversity index, and the closeness and betweenness centralities measurements. Our results show the main pattern among different water masses and how the core organisms belonging to the network skeleton are correlated to the main environmental variable. We conclude that the approach of complex networks is a promising tool for environmental diagnostic.

Keywords: Coastal upwelling, Ecological networks, Plankton - interactions, Environmental analysis.

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553 Regional Medical Imaging System

Authors: Michal Javornik, Otto Dostal, Karel Slavicek

Abstract:

The purpose of this article is to introduce an advanced system for the support of processing of medical image information, and the terminology related to this system, which can be an important element to a faster transition to a fully digitalized hospital. The core of the system is a set of DICOM compliant applications running over a dedicated computer network. The whole integrated system creates a collaborative platform supporting daily routines in the radiology community, developing communication channels, supporting the exchange of information and special consultations among various medical institutions as well as supporting medical training for practicing radiologists and medical students. It gives the users outside of hospitals the tools to work in almost the same conditions as in the radiology departments.

Keywords: DICOM, Integration, Medical Education, MedicalImaging

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552 On a Discrete-Time GIX/Geo/1/N Queue with Single Working Vacation and Partial Batch Rejection

Authors: Shan Gao

Abstract:

This paper treats a discrete-time finite buffer batch arrival queue with a single working vacation and partial batch rejection in which the inter-arrival and service times are, respectively, arbitrary and geometrically distributed. The queue is analyzed by using the supplementary variable and the imbedded Markov-chain techniques. We obtain steady-state system length distributions at prearrival, arbitrary and outside observer-s observation epochs. We also present probability generation function (p.g.f.) of actual waiting-time distribution in the system and some performance measures.

Keywords: Discrete-time, finite buffer, single working vacation, batch arrival, partial rejection.

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551 Bandwidth allocation in ATM Network for different QOS Requirements

Authors: H. El-Madbouly

Abstract:

For future Broad band ISDN, Asynchronous Transfer Mode (ATM) is designed not only to support a wide range of traffic classes with diverse flow characteristics, but also to guarantee the different quality of service QOS requirements. The QOS may be measured in terms of cell loss probability and maximum cell delay. In this paper, ATM networks in which the virtual path (VP) concept is implemented are considered. By applying the Markov Deterministic process method, an efficient algorithm to compute the minimum capacity required to satisfy the QOS requirements when multiple classes of on-off are multiplexed on to a single VP. Using the result, we then proposed a simple algorithm to determine different combinations of VP to achieve the optimum of the total capacity required for satisfying the individual QOS requirements (loss- delay).

Keywords: Bandwidth allocation, Quality of services, ATMNetwork, virtual path.

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550 Framework of TAZ_OPT Model for Ambulance Location and Allocation Problem

Authors: Adibah Shuib, Zati Aqmar Zaharudin

Abstract:

Our study is concerned with the development of an Emergency Medical Services (EMS) ambulance location and allocation model called the Time-based Ambulance Zoning Optimization Model (TAZ_OPT). This paper presents the framework of the study. The model is formulated using the goal programming (GP), where the goals are to determine the satellite locations of ambulances and the number of ambulances to be allocated at these locations. The model aims at maximizing the expected demand coverage based on probability of reaching the emergency location within targetted time, and minimizing the ambulance busyness likelihood value. Among the benefits of the model is the increased accessibility and availability of ambulances, thus, enhanced quality of the EMS ambulance services.

Keywords: Optimization, Ambulance Location, Location facilities.

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549 ML-Based Blind Frequency Offset Estimation Schemes for OFDM Systems in Non-Gaussian Noise Environments

Authors: Keunhong Chae, Seokho Yoon

Abstract:

This paper proposes frequency offset (FO) estimation schemes robust to the non-Gaussian noise for orthogonal frequency division multiplexing (OFDM) systems. A maximum-likelihood (ML) scheme and a low-complexity estimation scheme are proposed by applying the probability density function of the cyclic prefix of OFDM symbols to the ML criterion. From simulation results, it is confirmed that the proposed schemes offer a significant FO estimation performance improvement over the conventional estimation scheme in non-Gaussian noise environments.

Keywords: Frequency offset, cyclic prefix, maximum-likelihood, non-Gaussian noise, OFDM.

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548 Process of Reprivatization of Agricultural Properties in the Selected European Countries

Authors: Adam Niewiadomski

Abstract:

Political transition of agricultural properties in Poland and the former German Democratic Republic (GDR) after 1989 had to include not only Reprivatization but also the issue of returning the properties in kind to their former owners. Restitution in kind applied in GDR to all forms of ownership which were subject to expropriation between 1933 and 1989 except for properties taken over during Soviet occupation in 1945-49. This issue was one of the flashpoints during the process of ownership changes. Privatization, limited as it was, took place in unequal legal environment where only one group of owners was privileged. Executing restitution in kind created a feeling of uncertainty among potential real estate buyers.

Keywords: Reprivatization, agricultural properties, German Democratic Republic, Privatization

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547 Detailed Sensitive Detection of Impurities in Waste Engine Oils Using Laser Induced Breakdown Spectroscopy, Rotating Disk Electrode Optical Emission Spectroscopy and Surface Plasmon Resonance

Authors: Cherry Dhiman, Ayushi Paliwal, Mohd. Shahid Khan, M. N. Reddy, Vinay Gupta, Monika Tomar

Abstract:

The laser based high resolution spectroscopic experimental techniques such as Laser Induced Breakdown Spectroscopy (LIBS), Rotating Disk Electrode Optical Emission spectroscopy (RDE-OES) and Surface Plasmon Resonance (SPR) have been used for the study of composition and degradation analysis of used engine oils. Engine oils are mainly composed of aliphatic and aromatics compounds and its soot contains hazardous components in the form of fine, coarse and ultrafine particles consisting of wear metal elements. Such coarse particulates matter (PM) and toxic elements are extremely dangerous for human health that can cause respiratory and genetic disorder in humans. The combustible soot from thermal power plants, industry, aircrafts, ships and vehicles can lead to the environmental and climate destabilization. It contributes towards global pollution for land, water, air and global warming for environment. The detection of such toxicants in the form of elemental analysis is a very serious issue for the waste material management of various organic, inorganic hydrocarbons and radioactive waste elements. In view of such important points, the current study on used engine oils was performed. The fundamental characterization of engine oils was conducted by measuring water content and kinematic viscosity test that proves the crude analysis of the degradation of used engine oils samples. The microscopic quantitative and qualitative analysis was presented by RDE-OES technique which confirms the presence of elemental impurities of Pb, Al, Cu, Si, Fe, Cr, Na and Ba lines for used waste engine oil samples in few ppm. The presence of such elemental impurities was confirmed by LIBS spectral analysis at various transition levels of atomic line. The recorded transition line of Pb confirms the maximum degradation which was found in used engine oil sample no. 3 and 4. Apart from the basic tests, the calculations for dielectric constants and refractive index of the engine oils were performed via SPR analysis.

Keywords: Laser induced breakdown spectroscopy, rotating disk electrode optical emission spectroscopy, surface plasmon resonance, ICCD spectrometer, Nd:YAG laser, engine oil.

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546 Navigation Patterns Mining Approach based on Expectation Maximization Algorithm

Authors: Norwati Mustapha, Manijeh Jalali, Abolghasem Bozorgniya, Mehrdad Jalali

Abstract:

Web usage mining algorithms have been widely utilized for modeling user web navigation behavior. In this study we advance a model for mining of user-s navigation pattern. The model makes user model based on expectation-maximization (EM) algorithm.An EM algorithm is used in statistics for finding maximum likelihood estimates of parameters in probabilistic models, where the model depends on unobserved latent variables. The experimental results represent that by decreasing the number of clusters, the log likelihood converges toward lower values and probability of the largest cluster will be decreased while the number of the clusters increases in each treatment.

Keywords: Web Usage Mining, Expectation maximization, navigation pattern mining.

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545 A Constitutive Model for Time-Dependent Behavior of Clay

Authors: T. N. Mac, B. Shahbodaghkhan, N. Khalili

Abstract:

A new elastic-viscoplastic (EVP) constitutive model is proposed for the analysis of time-dependent behavior of clay. The proposed model is based on the bounding surface plasticity and the concept of viscoplastic consistency framework to establish continuous transition from plasticity to rate dependent viscoplasticity. Unlike the overstress based models, this model will meet the consistency condition in formulating the constitutive equation for EVP model. The procedure of deriving the constitutive relationship is also presented. Simulation results and comparisons with experimental data are then presented to demonstrate the performance of the model.

Keywords: Bounding surface, consistency theory, constitutive model, viscosity.

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544 Performance Analysis of a Hybrid DF-AF Hybrid RF/FSO System under Gamma Gamma Atmospheric Turbulence Channel Using MPPM Modulation

Authors: Hechmi Saidi, Noureddine Hamdi

Abstract:

The performance of hybrid amplify and forward - decode and forward (AF-DF) hybrid radio frequency/free space optical (RF/FSO) communication system, that adopts M-ary pulse position modulation (MPPM) techniques, is analyzed. Both exact and approximate symbol-error rates (SERs) are derived. The random variations of the received optical irradiance, produced by the atmospheric turbulence, is modeled by the gamma-gamma (GG) statistical distribution. A closed-form expression for the probability density function (PDF) is derived for the whole above system is obtained. Thanks to the use of hybrid AF-DF hybrid RF/FSO configuration and MPPM, the effects of atmospheric turbulence is mitigated; hence the capacity of combating atmospheric turbulence and the transmissitted signal quality are improved.

Keywords: FSO, RF, hybrid, AF, DF, SER, SNR, GG channel.

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543 Performance Analysis of a Free-Space Optical Code Division Multiple Access through Atmospheric Turbulence Channel

Authors: Tanveer Ahmed Bhuiyan, Samiul Hayder Choudhury, Asif Al - Rasheed, S.P. Majumder

Abstract:

In this paper, the effect of atmospheric turbulence on bit error probability in free-space optical CDMA scheme with Sequence Inverse Keyed (SIK) optical correlator receiver is analyzed. Here Intensity Modulation scheme is considered for transmission. The turbulence induced fading is described by the newly introduced gamma-gamma pdf[1] as a tractable mathematical model for atmospheric turbulence. Results are evaluated with Gold and Kasami code & it is shown that Gold sequence can be used for more efficient transmission than Kasami sequence in an atmospheric turbulence channel.

Keywords: CDMA, gamma-gamma pdf, atmospheric turbulence, Kasami, Gold, SIK, BER, Power Penalty, FSO.

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542 High-Temperature X-Ray Powder Diffraction of Secondary Gypsum

Authors: D. Gazdič, I. Hájková, M. Fridrichová

Abstract:

This paper involved the performance of a hightemperature X-Ray powder diffraction analysis (XRD) of a sample of chemical gypsum generated in the production of titanium white; this gypsum originates by neutralizing highly acidic water with limestone suspension. Specifically, it was gypsum formed in the first stage of neutralization when the resulting material contains, apart from gypsum, a number of waste products resulting from the decomposition of ilmenite by sulphuric acid. So it can be described as red titanogypsum. By conducting the experiment using XRD apparatus Bruker D8 Advance with a Cu anode (λkα=1.54184 Å) equipped with high-temperature chamber Anton Paar HTK 16, it was possible to identify clearly in the sample each phase transition in the system of CaSO4·xH2O.

Keywords: Anhydrite, Gypsum, Bassanite, Hematite, XRD, Powder, High-Temperature.

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541 Altered States of Consciousness in Narrative Cinema: Subjective Film Sound

Authors: Mladen Milicevic

Abstract:

In this paper subjective film sound will be addressed as it gets represented in narrative cinema. First, “meta-diegetic” sound will be briefly explained followed by transition to “oneiric” sound. The representation of oneiric sound refers to a situation where film characters are experiencing some sort of an altered state of consciousness. Looking at an antlered state of consciousness in terms of human brain processes will point out to the cinematic ways of expression, which “mimic” those processes. Using several examples for different films will illustrate these points.

Keywords: Oneiric, ASC (altered states of consciousness), film, sound.

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540 Restricted Pedestrian Flow Performance Measures during Egress from a Complex Facility

Authors: Luthful A. Kawsar, Noraida A. Ghani, Anton A. Kamil, Adli Mustafa

Abstract:

In this paper, we use an M/G/C/C state dependent queuing model within a complex network topology to determine the different performance measures for pedestrian traffic flow. The occupants in this network topology need to go through some source corridors, from which they can choose their suitable exiting corridors. The performance measures were calculated using arrival rates that maximize the throughputs of source corridors. In order to increase the throughput of the network, the result indicates that the flow direction of pedestrian through the corridors has to be restricted and the arrival rates to the source corridor need to be controlled.

Keywords: Arrival rate, Multiple arrival sources, Probability of blocking, State dependent queuing networks, Throughput.

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539 Investigation of VN/TiN Multilayer Coatings on AZ91D Mg Alloys

Authors: M. Ertas, A. C. Onel, G. Ekinci, B. Toydemir, S. Durdu, M. Usta, L. Colakerol Arslan

Abstract:

To develop AZ91D magnesium alloys with improved properties, we have applied TiN and VN/TiN multilayer coatings using DC magnetron sputter technique. Coating structure, surface morphology, chemical bonding and corrosion resistance of coatings were analyzed by x-ray diffraction (XRD), scanning electron microscope (SEM), x-ray photoelectron spectroscopy (XPS), and tafel extrapolation method, respectively. XPS analysis reveal that VN overlayer reacts with oxygen at the VN/TiN interface and forms more stable TiN layer. Morphological investigations and the corrosion results show that VN/TiN multilayer thin film coatings are quite effective to optimize the corrosion resistance of Mg alloys.

Keywords: AZ91D Mg alloys, High corrosion resistance, Transition metal nitride coatings, Magnetron sputter.

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538 Clusterization Probability in 14N Nuclei

Authors: N. Burtebayev, Sh. Hamada, Zh. Kerimkulov, D. K. Alimov, A. V. Yushkov, N. Amangeldi, A. N. Bakhtibaev

Abstract:

The main aim of the current work is to examine if 14N  is candidate to be clusterized nuclei or not. In order to check this  attendance, we have measured the angular distributions for 14N ion  beam elastically scattered on 12C target nuclei at different low  energies; 17.5, 21, and 24.5MeV which are close to the Coulomb  barrier energy for 14N+12C nuclear system. Study of various transfer  reactions could provide us with useful information about the  attendance of nuclei to be in a composite form (core + valence). The  experimental data were analyzed using two approaches;  Phenomenological (Optical Potential) and semi-microscopic (Double  Folding Potential). The agreement between the experimental data and  the theoretical predictions is fairly good in the whole angular range.

 

Keywords: Deuteron Transfer, Elastic Scattering, Optical Model, Double Folding, Density Distribution.

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537 System Survivability in Networks in the Context of Defense/Attack Strategies: The Large Scale

Authors: A. Ben Yaghlane, M. N. Azaiez, M. Mrad

Abstract:

We investigate the large scale of networks in the context of network survivability under attack. We use appropriate techniques to evaluate and the attacker-based- and the defenderbased- network survivability. The attacker is unaware of the operated links by the defender. Each attacked link has some pre-specified probability to be disconnected. The defender choice is so that to maximize the chance of successfully sending the flow to the destination node. The attacker however will select the cut-set with the highest chance to be disabled in order to partition the network. Moreover, we extend the problem to the case of selecting the best p paths to operate by the defender and the best k cut-sets to target by the attacker, for arbitrary integers p,k>1. We investigate some variations of the problem and suggest polynomial-time solutions.

Keywords: Defense/attack strategies, large scale, networks, partitioning a network.

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536 Effects of Polyvictimization in Suicidal Ideation among Children and Adolescents in Chile

Authors: Oscar E. Cariceo

Abstract:

In Chile, there is a lack of evidence about the impact of polyvictimization on the emergence of suicidal thoughts among children and young people. Thus, this study aims to explore the association between the episodes of polyvictimization suffered by Chilean children and young people and the manifestation of signs related to suicidal tendencies. To achieve this purpose, secondary data from the First Polyvictimization Survey on Children and Adolescents of 2017 were analyzed, and a binomial logistic regression model was applied to establish the probability that young people are experiencing suicidal ideation episodes. The main findings show that women between the ages of 13 and 15 years, who are in seventh grade and second in subsidized schools, are more likely to express suicidal ideas, which increases if they have suffered different types of victimization, particularly physical violence, psychological aggression, and sexual abuse.

Keywords: Chile, polyvictimization, suicidal ideation, youth.

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535 Spatial Resilience of the Ageing Population in the Romanian Functional Urban Areas

Authors: Marinela Istrate, Ionel Muntele, Alexandru Bănică

Abstract:

The authors propose the identification, analysis and prognosis of the quantitative and qualitative evolution of the elderly population in the functional urban areas. The present paper takes into account the analysis of some representative indicators (the weight of the elderly population, ageing index, dynamic index of economic ageing of productive population etc.) and the elaboration of an integrated indicator that would help differentiate the population ageing forms in the 48 functional urban areas that were defined based on demographic and social-economic criteria for all large and medium cities in Romania.

Keywords: Ageing, demographic transition, functional urban areas, spatial resilience.

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534 Input Data Balancing in a Neural Network PM-10 Forecasting System

Authors: Suk-Hyun Yu, Heeyong Kwon

Abstract:

Recently PM-10 has become a social and global issue. It is one of major air pollutants which affect human health. Therefore, it needs to be forecasted rapidly and precisely. However, PM-10 comes from various emission sources, and its level of concentration is largely dependent on meteorological and geographical factors of local and global region, so the forecasting of PM-10 concentration is very difficult. Neural network model can be used in the case. But, there are few cases of high concentration PM-10. It makes the learning of the neural network model difficult. In this paper, we suggest a simple input balancing method when the data distribution is uneven. It is based on the probability of appearance of the data. Experimental results show that the input balancing makes the neural networks’ learning easy and improves the forecasting rates.

Keywords: AI, air quality prediction, neural networks, pattern recognition, PM-10.

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533 Experimental Investigations of a Modified Taylor-Couette Flow

Authors: A. Esmael, A. El Shrif

Abstract:

In this study the instability problem of a modified Taylor-Couette flow between two vertical coaxial cylinders of radius R1, R2 is considered. The modification is based on the wavy shape of the inner cylinder surface, where inner cylinders with different surface amplitude and wavelength are used. The study aims to discover the effect of the inner surface geometry on the instability phenomenon that undergoes Taylor-Couette flow. The study reveals that the transition processes depends strongly on the amplitude and wavelength of the inner cylinder surface and resulting in flow instabilities that are strongly different from that encountered in the case of the classical Taylor-Couette flow.

Keywords: Hydrodynamic Instability, Modified Taylor-Couette Flow, Turbulence, Taylor vortices.

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532 Investigation of the Tattooed Skin by OCT

Authors: Young Geun Kim, Tae Woo Lee, Changmin Yeo, Jung min Yoo, Yeo Jin Kang, Tack-Joong Kim, Byungjo Jung, Ji Hun Cha, Chan Hoi Hur, Dong-Sup Kim, Ki Jung Park, Han Sung Kim

Abstract:

The intention of this lessons is to assess the probability of optical coherence tomography (OCT) for biometric recognition. The OCT is the foundation on an optical signal acquisition and processing method and has the micrometer-resolution. In this study, we used the porcine skin for verifying the abovementioned means. The porcine tissue was sound acknowledged for structural and immunohistochemical similarity with human skin, so it could be suitable for pre-clinical trial as investigational specimen. For this reason, it was tattooed by the tattoo machine with the tattoo-pigment. We detected the pattern of the tattooed skin by the OCT according to needle speed. The result was consistent with the histology images. This result showed that the OCT was effective to examine the tattooed skin section noninvasively. It might be available to identify morphological changes inside the skin.

Keywords: mechanical skin damage, optical coherence tomography, tattooed skin

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531 The Gerber-Shiu Functions of a Risk Model with Two Classes of Claims and Random Income

Authors: Shan Gao

Abstract:

In this paper, we consider a risk model involving two independent classes of insurance risks and random premium income. We assume that the premium income process is a Poisson Process, and the claim number processes are independent Poisson and generalized Erlang(n) processes, respectively. Both of the Gerber- Shiu functions with zero initial surplus and the probability generating functions (p.g.f.) of the Gerber-Shiu functions are obtained.

Keywords: Poisson process, generalized Erlang risk process, Gerber-Shiu function, generating function, generalized Lundberg equation.

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