Loading...

Table of Content

      
    20 November 2023
    Volume 58 Issue 11
    Optimal reinsurance contract design based on Stackelberg game
    Peng YANG,Xiaoyan ZHANG
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  1-14,26.  doi:10.6040/j.issn.1671-9352.0.2022.265
    Abstract ( 246 )   HTML ( 3 )   PDF (1443KB) ( 377 )   Save
    Figures and Tables | References | Related Articles | Metrics

    For the optimal reinsurance contract design problem, that is, the reinsurance premium pricing problem, we assume that there is an insurance company and a reinsurance company on the market. Among them, the insurance company is engaged in two types of insurance business, and the reinsurance company is engaged in one type of insurance business. To reflect the competition between the insurance company and the reinsurance company, we assume that these three insurance businesses are interdependent, and the insurance company can engage in the reinsurance business. Using the relative performance, the competition between the insurance company and the reinsurance company is quantified. The aims of the insurance company and the reinsurance company are to find an optimal reinsurance contract to maximize the mean of the terminal wealth and minimize the variance of the terminal wealth. Under the Stackelberg game framework, by using stochastic calculus and stochastic control theory, the explicit solutions for the optimal reinsurance contract and the optimal value function are obtained. Finally, the influence of model parameters on the optimal reinsurance contract is analyzed through numerical experiments and the relationship between some special cases and general cases is compared.

    Parameter estimation for the sub-fractional Vasicek model based on discrete observation
    Cuiyun ZHANG,Jingjun GUO,Aiqin MA
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  15-26.  doi:10.6040/j.issn.1671-9352.0.2022.317
    Abstract ( 172 )   HTML ( 1 )   PDF (457KB) ( 304 )   Save
    Figures and Tables | References | Related Articles | Metrics

    The problem of statistical analysis of the Vasicek model driven by sub-fractional Brownian motion is mainly investigated. Firstly, based on discrete observations, the estimation of drift parameters μ and θ in Vasicek model are given by the least square estimation method. Secondly, for the θ≠0 and θ=0 cases, the consistency and the asymptotic distribution of the estimators are obtained, respectively. Finally, simulations are performed with the Monte Carlo method to demonstrate the unbiasedness and validity of the estimates.

    The ruin probability of a two-dimensional discrete-time risk model
    Chenghao XU,Kaiyong WANG
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  27-34, 52.  doi:10.6040/j.issn.1671-9352.0.2022.370
    Abstract ( 138 )   HTML ( 1 )   PDF (944KB) ( 76 )   Save
    Figures and Tables | References | Related Articles | Metrics

    A two-dimensional discrete-time risk model is considered, in which the insurance company operates two kinds of businesses and each business can put their capital into risk-free and risky portfolio. Then the risk model has insurance and financial risks. Under the assumptions that there exists a Sarmanov joint distribution between two kinds of insurance risks and there are no restrictions on the dependence structure of two kinds of financial risks, asymptotic estimates for the finite-time ruin probabilities are obtained when the distributions of insurance risks are heavy-tailed. At the same time, numerical simulation has been carried to verify the accuracy of the results.

    Change point estimation of piecewise linear censored quantile regression model
    Xiaogang WANG,Kexin FENG
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  35-44.  doi:10.6040/j.issn.1671-9352.0.2022.096
    Abstract ( 167 )   HTML ( 2 )   PDF (595KB) ( 134 )   Save
    Figures and Tables | References | Related Articles | Metrics

    A piecewise linear censored quantile regression model is proposed in censored data model, which could improve the shortcomings of linear structure, static and non-interaction effects. It assumes a piecewise linear form in different regions of the domain of partial covariate but still continuous at an unknown change point, which retaining the advantages of calculation and interpretability. The estimators for change point and regression coefficients are obtained via grid search method, the asymptotic normality of all parameters are derived. The effectiveness and robustness of the estimation are verified by numerical simulation in both homoscedastic and heteroscedastic cases. There is a positive correlation between household financial assets and educational level, the aggregation effect is found in the scale of assets, that is, the financial assets are more when the scale of the households were larger. There is a change point in the educational level before undergraduate, and the financial assets improve qualitatively after breaking through the change point of educational level. The growth rate of financial assets of high-asset households are higher than that of low and medium-asset households.

    Analysis for the M/M/c+m queueing model with non-preemptive priority and contact matching
    Yuting TAN,Xiuli XU,Rui ZHENG
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  45-52.  doi:10.6040/j.issn.1671-9352.0.2022.212
    Abstract ( 143 )   HTML ( 3 )   PDF (874KB) ( 237 )   Save
    Figures and Tables | References | Related Articles | Metrics

    The M/M/c+m queueing model with non-preemptive priority contact matching is established, and the state transition rule and infinitesimal generator matrix of the quasi-birth-and-death process are obtained. Then, the steady-state equilibrium condition, steady-state probability distribution, and main performance indices of the system are given by using the matrix geometric solution method. Finally, numerical examples are presented to discuss the influence of system parameters on the performance indices.

    Topology identification of fractional complex networks based on variable substitution control method
    Weiyuan MA,Zhiming LI,Changping DAI
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  53-60.  doi:10.6040/j.issn.1671-9352.0.2022.322
    Abstract ( 141 )   HTML ( 0 )   PDF (6617KB) ( 118 )   Save
    Figures and Tables | References | Related Articles | Metrics

    In this paper, synchronization and topology identification of fractional-order complex dynamical networks based on the variable substitution control method are studied. The considered network constructs a response network and parameter update law with variable substitution control. Based on the stability theory of fractional differential systems, the criteria for realizing topology identification and synchronization are deduced. Finally, the effectiveness and feasibility of the proposed method are verified by numerical simulation.

    Automorphism group of Green algebra of 8-dimensional Radford Hopf algebra
    Hua SUN,Jian ZOU,Ruju ZHAO
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  61-70.  doi:10.6040/j.issn.1671-9352.0.2022.411
    Abstract ( 176 )   HTML ( 0 )   PDF (367KB) ( 153 )   Save
    References | Related Articles | Metrics

    Let R22(-1) be the 8-dimensional Radford Hopf algebra, r(R22(-1)) be the Green ring of R22(-1) and F(R22(-1)) : =r(R22(-1))⊗zF represent the Green algebra of R22(-1) over a field F with the char F≠2. It is proved that the automorphism group of F(R22(-1)) is the semidirect product of S3 and G, where G=F\{1/2}is a group with multiplication given by a·b=1-a-b+2ab.

    D-superfluous subacts of S-acts
    Ruixia LU,Husheng QIAO
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  71-75.  doi:10.6040/j.issn.1671-9352.0.2022.556
    Abstract ( 141 )   HTML ( 2 )   PDF (316KB) ( 40 )   Save
    References | Related Articles | Metrics

    Let S be a monoid, A be an S-act. Based on the concept of superfluous subacts of S-acts, the concept of D-superfluous subacts and its basic properties are studied. Finally, some properties of D-radicals of S-acts are defined and studied.

    Integrability and Birkhoff normal form of the dispersive Camassa-Holm equation
    Xiaoping WU,Gezi CHONG,Ziwen JIANG
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  76-85.  doi:10.6040/j.issn.1671-9352.0.2023.063
    Abstract ( 131 )   HTML ( 0 )   PDF (437KB) ( 255 )   Save
    References | Related Articles | Metrics

    Based on the infinitely many conserved quantites of the non-dispersive Camassa-Holm equation defined on the circle, we construct the infinitely many new ones whose quadratic parts have a consistent form for the corresponding dispersive equation. As an important application, we prove that the Birkhoff normal form of any order for the dispersive Camassa-Holm equation is action-preserving.

    Bilateral platform upgrading strategy considering user negative expectation
    Yunmiao GUI,Zhiyuan LI,Hongchun HU
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  86-94, 103.  doi:10.6040/j.issn.1671-9352.0.2022.473
    Abstract ( 149 )   HTML ( 0 )   PDF (1061KB) ( 197 )   Save
    Figures and Tables | References | Related Articles | Metrics

    Considering the influence of user negative expectation, cross-network externality and platform quality on the utility of bilateral users, a dynamic game model of two bilateral platform upgrading strategies established: dual rollover strategy and single rollover strategy. It is found that the dual rollover strategy is optimal upgrade strategy of the bilateral platform, the game with seller is the optimal game timing, and the bilateral platform chooses the dual rollover strategy and the game with seller is the optimal strategy. Under the two upgrade strategy, the new platform of the optimal pricing increases with the raise of the quality of the new platform. Under the single rollover strategy, when game with the buyer first, the new platform of the seller of the optimal price decreases with the increase of the new platform quality, when game with the seller first, the new platform of the optimal price of the seller increases with the increase of the new platform quality. The cross-network externality between bilateral users has a positive and negative impact on the optimal pricing of bilateral users on the platform under different upgrading strategies. No matter what upgrade strategy and the game timing the platform adopts, the improved quality of the new platform and the increase of the externality of the cross-network between bilateral users, the optimal profit of the platform will increase accordingly.

    Research on incentive mechanism of manufacturing workers based on fairness preference theory
    Guan WANG,Zhao WANG,Xinhong ZHANG
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  95-103.  doi:10.6040/j.issn.1671-9352.0.2022.325
    Abstract ( 206 )   HTML ( 0 )   PDF (4118KB) ( 193 )   Save
    Figures and Tables | References | Related Articles | Metrics

    Based on the cooperation between managers and workers of small and medium-sized manufacturing enterprises, the fair preference theory is introduced and the traditional principal-agent model is improved. The optimal incentive mechanism for workers with different degrees of fair preference is designed. Data simulation and example analysis are carried out on the model. The results show that the different fairness preference of both parties changes the optimal salary distribution plan, and the fatigue level of workers is also significantly different; the employment of workers with higher fairness preference increases the value of the enterprise output and managers' expected net income. In this regard, suggestions for the development of small and medium-sized manufacturing enterprises are put forward, which can provide a reference for the salary distribution of domestic small and medium-sized manufacturing enterprises.

    Equilibrium of dual-channel supply chain considering manufacturer online referral under different power structures
    Tingting GUO,Zhengxiang WU
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  104-115.  doi:10.6040/j.issn.1671-9352.0.2022.213
    Abstract ( 174 )   HTML ( 0 )   PDF (521KB) ( 249 )   Save
    Figures and Tables | References | Related Articles | Metrics

    Based on Stackelberg and Bertrand game theory, the optimization models of dual-channel supply chain with manufacturer online referral under three power structures are established, and the dual-channel supply chain equilibrium in different situations is studied. Through comparative analysis of the dual-channel supply chain equilibrium, the issue of whether the manufacturer and the physical retailer can reach an agreement on the selection of online referral method is discussed. The effect of the online referral method on product pricing, total market demand of the channel, and the first-mover advantage of the manufacturer or the physical retailer act as the supply chain leader are analyzed. The results show that the manufacturer and the physical retailer have the same preference for online referral method. Online referral method will not change the online retail price of the product, but it will change the wholesale price and the physical retail price. In addition, when the manufacturer promotes both the online direct channel and the physical retail channel, the total market demand of the online direct channel will be reduced, the total market demand of the physical retail channel will be increased. The online referral method will not affect the first-mover advantage when manufacturer or physical retailer act as supply chain leader.

     
    LAC-UNet: semantic segmentation model based on capsules for representing part-whole hierarchical features
    Chengcheng ZHONG,Heng ZHOU,Zitong ZHANG,Chunlei ZHANG
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  116-126.  doi:10.6040/j.issn.1671-9352.0.2022.488
    Abstract ( 169 )   HTML ( 0 )   PDF (13061KB) ( 123 )   Save
    Figures and Tables | References | Related Articles | Metrics

    Aiming at the insufficient ability of native U-Net to express spatial structure features, capsule structure is introduced into the U-Net semantic segmentation model and the LAC-UNet model is proposed to obtain finer spatial structure by capsule vectors. LAC-UNet model encodes local pixel-level information into capsules and uses capsules as the basic feature unit of U-Net with finer spatial structure feature expression capability. First, the local pixel-level information is input into the primary capsule using the convolution operation, and then, the primary capsule is integrated into the advanced capsule at the digital capsule layer using the local dynamic routing algorithm. In which, the local dynamic routing algorithm introduces spatial and channel weights to give the capsule a stronger ability to capture local contextual cues when it is encoding and integrating local information. Finally, different evaluation metrics such as accuracy, Dice are used to evaluate the performance of the model. The experimental results show that LAC-UNet achieves the best effect in all four semantic segmentation datasets that are DRIVE, CHASEDB1, CrackForest, and MSRC.

    Recursive solving of di-forcing polynomials for ladder graphs
    Hui HAN,Yutong LIU,Haiyuan YAO
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  127-134, 146.  doi:10.6040/j.issn.1671-9352.0.2022.050
    Abstract ( 148 )   HTML ( 0 )   PDF (638KB) ( 87 )   Save
    Figures and Tables | References | Related Articles | Metrics

    The ladder graph Ln is the Cartesian product of the paths Pn and P2. The di-forcing polynomial of Ln is a binary enumerative polynomial of forcing and anti-forcing numbers of all perfect matchings of the graph. We derive a recurrence formula of the di-forcing polynomial for ladder graphsby classification discussion and enumerating of the matching edge associated with a given vertex. And based on this, wecompute the generating function of the di-forcing polynomials for all ladder graphs anddi-forced polynomials for some ladder graphs with low order.

    Vertex reducibletotal labeling algorithm for graphs
    Linyu LAN,Jingwen LI,Shucheng ZHANG,Lijing ZHANG,Huayu SHEN
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  135-146.  doi:10.6040/j.issn.1671-9352.0.2022.278
    Abstract ( 204 )   HTML ( 0 )   PDF (1106KB) ( 210 )   Save
    Figures and Tables | References | Related Articles | Metrics

    For an undirected connected graph G(V, E), if there exists a injective function f: V(G)∪E(G)→{1, 2, …, |V|+|E|}, such that any edge $\operatorname{Sum}(u)=f(u)+\sum\limits_{u v \in E(G)} f(u v)=K $, K is a constant, where u is any vertex in G(p, q) with the same degree, then G(p, q) is a vertex reducible total labeling (VRTL) graph, and the injective function f is vertex reducible total labeling. By means of computer and the way of optimizing the solution space of the vertex reducible total labeling, the algorithm of the vertex reducible total labeling is designed, and the solution space of the vertex reducible total labeling is recursively searched. By observing the labeling law of graphs within finite vertices, the labeling law of graphs of the same kind that can describe infinite vertices is extended and the total labeling theorems with extensibility and mathematical proof are given.

    Linear arboricity on embedded graphs without adjacent short cycles
    Hongjun DU,Huijuan WANG
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  147-154.  doi:10.6040/j.issn.1671-9352.0.2022.221
    Abstract ( 159 )   HTML ( 0 )   PDF (582KB) ( 243 )   Save
    Figures and Tables | References | Related Articles | Metrics

    Linear arboricity is an improper edge coloring. The linear arboricity of a graph refers to the minimum number that the edge set is divided into linear forests. By using discharging method, we proved a conclusion about a graph G which can be embedded in a surface of non-negative Euler characteristic with maximum degree Δ≥7. If there exist two fixed integers i, j∈{3, 4, 5, 6} such that G has no adjacent i- cycles or j- cycles, then its linear arboricity is $\left\lceil\frac{\Delta}{2}\right\rceil $.

    Two kinds of integral graphs based on complete graphs
    Ligong WANG,Zhiming YU,Feng ZHOU,Lijie TAO,Luqi XING
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  155-159.  doi:10.6040/j.issn.1671-9352.0.2022.095
    Abstract ( 168 )   HTML ( 0 )   PDF (343KB) ( 216 )   Save
    Figures and Tables | References | Related Articles | Metrics

    Two kinds of new graphs q * Kn and K1, m·(q * Kn) are defined. We obtain their characteristic polynomials by using the properties of characteristic polynomials of coalescence of graphs. We also characterize sufficient and necessary conditions with parameters for these graphs to be integral. Furthermore, some sufficient conditions for these graphs to be integral are presented.

    Complete characterization of graphs with exactly two negative eigenvalues
    Shuang WANG,Fang DUAN
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  160-164.  doi:10.6040/j.issn.1671-9352.0.2022.011
    Abstract ( 144 )   HTML ( 0 )   PDF (599KB) ( 203 )   Save
    Figures and Tables | References | Related Articles | Metrics

    Let Γn be the set of graphs of order n such that each of them has exactly two negative eigenvalues. In this paper, we introduce 3 graph transformations. Furthermore, we find 8 specific graphs in Γn, each of them has nullity no more than two and we show that, in terms of the above three congruent transformations of graph, all the other graphs of Γn can be constructed from these 8 specific graphs. Hence we completely characterize the graphs with exactly two negative eigenvalues.

    On the generalized characteristic polynomial of a family of graphs
    Ranran WANG,Fei WEN,Shucheng ZHANG
    JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE). 2023, 58(11):  165-174.  doi:10.6040/j.issn.1671-9352.0.2022.062
    Abstract ( 119 )   HTML ( 0 )   PDF (957KB) ( 260 )   Save
    Figures and Tables | References | Related Articles | Metrics

    Firstly, a class of graphs called thresholdlike graphs is defined. Then, combined with algorithm, the generalized characteristic polynomial (i.e., Φ-spectrum) of such graphs is obtained. The Φ-characteristic polynomial and its spectrum of a class of threshold graphs are derived. As an application, some infinite classes of Φ-cospectra have also been constructed.