Modelo de risco controlado por resseguro e desigualdades para a probabilidade de ruína

In the work reported here we present theoretical and numerical results about a Risk Model with Interest Rate and Proportional Reinsurance based on the article Inequalities for the ruin probability in a controlled discrete-time risk process by Ros ario Romera and Maikol Diasparra (see [5]). Recursive and integral equations as well as upper bounds for the Ruin Probability are given considering three di erent approaches, namely, classical Lundberg inequality, Inductive approach and Martingale approach. Density estimation techniques (non-parametrics) are used to derive upper bounds for the Ruin Probability and the algorithms used in the simulation are presented

Unicidade e discretização para problemas de valor inicial

This paper has two objectives: (i) conducting a literature search on the criteria of uniqueness of solution for initial value problems of ordinary differential equations. (ii) a modification of the method of Euler that seems to be able to converge to a solution of the problem, if the solution is not unique

Parâmetro de regularização em problemas inversos: estudo numérico com a transformada de Radon

In general, an inverse problem corresponds to find a value of an element x in a suitable vector space, given a vector y measuring it, in some sense. When we discretize the problem, it usually boils down to solve an equation system f(x) = y, where f : U Rm ! Rn represents the step function in any domain U of the appropriate Rm. As a general rule, we arrive to an ill-posed problem. The resolution of inverse problems has been widely researched along the last decades, because many problems in science and industry consist in determining unknowns that we try to know, by observing its effects under certain indirect measures. Our general subject of this dissertation is the choice of Tykhonov´s regulaziration parameter of a poorly conditioned linear problem, as we are going to discuss on chapter 1 of this dissertation, focusing on the three most popular methods in nowadays literature of the area. Our more specific focus in this dissertation consists in the simulations reported on chapter 2, aiming to compare the performance of the three methods in the recuperation of images measured with the Radon transform, perturbed by the addition of gaussian i.i.d. noise. We choosed a difference operator as regularizer of the problem. The contribution we try to make, in this dissertation, mainly consists on the discussion of numerical simulations we execute, as is exposed in Chapter 2. We understand that the meaning of this dissertation lays much more on the questions which it raises than on saying something definitive about the subject. Partly, for beeing based on numerical experiments with no new mathematical results associated to it, partly for being about numerical experiments made with a single operator. On the other hand, we got some observations which seemed to us interesting on the simulations performed, considered the literature of the area. In special, we highlight observations we resume, at the conclusion of this work, about the different vocations of methods like GCV and L-curve and, also, about the optimal parameters tendency observed in the L-curve method of grouping themselves in a small gap, strongly correlated with the behavior of the generalized singular value decomposition curve of the involved operators, under reasonably broad regularity conditions in the images to be recovered

Modelo de risco com dependência entre os valores das indenizações e seus intervalos entre ocorrências

We present a dependent risk model to describe the surplus of an insurance portfolio, based on the article "A ruin model with dependence between claim sizes and claim intervals"(Albrecher and Boxma [1]). An exact expression for the Laplace transform of the survival function of the surplus is derived. The results obtained are illustrated by several numerical examples and the case when we ignore the dependence structure present in the model is investigated. For the phase type claim sizes, we study by the survival probability, considering this is a class of distributions computationally tractable and more general

Ergodicidade em cadeias de Markov não-homogêneas e cadeias de Markov com transições raras

The central objective of a study Non-Homogeneous Markov Chains is the concept of weak and strong ergodicity. A chain is weak ergodic if the dependence on the initial distribution vanishes with time, and it is strong ergodic if it is weak ergodic and converges in distribution. Most theoretical results on strong ergodicity assume some knowledge of the limit behavior of the stationary distributions. In this work, we collect some general results on weak and strong ergodicity for chains with space enumerable states, and also study the asymptotic behavior of the stationary distributions of a particular type of Markov Chains with finite state space, called Markov Chains with Rare Transitions

A distribuição F generalizada para selecionar modelos de sobrevivência com fração de cura

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

NI-GMRES precondicionado

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Função quadrática

In general, the study of quadratic functions is based on an excessive amount formulas, all content is approached without justification. Here is the quadratic function and its properties from problems involving quadratic equations and the technique of completing the square. Based on the definitions we will show that the graph of the quadratic function is the parabola and finished our studies finding that several properties of the function can be read from the simple observation of your chart. Thus, we built the whole matter justifying each step, abandoning the use of decorated formulas and valuing the reasoning

Usando a história da resolução de alguns problemas para introduzir conceitos: sistemas lineares, determinantes e matrizes.

In this work we studied the method to solving linear equations system, presented in the book titled "The nine chapters on the mathematical art", which was written in the first century of this era. This work has the intent of showing how the mathematics history can be used to motivate the introduction of some topics in high school. Through observations of patterns which repeats itself in the presented method, we were able to introduce, in a very natural way, the concept of linear equations, linear equations system, solution of linear equations, determinants and matrices, besides the Laplacian development for determinants calculations of square matrices of order bigger than 3, then considering some of their general applications

Uma ferramenta didática para ajudar na fixação dos conceitos introdutórios de análise combinatória

Humans, as well as some animals are born gifted with the ability to perceive quantities. The needs that came from the evolution of societies and technological resources make the the optimization of such counting methods necessary. Although necessary and useful, there are a lot of diculties in the teaching of such methods.In order to broaden the range of available tools to teach Combinatorial Analysis, a owchart is presented in this work with the goal of helping the students to x the initial concepts of such subject via pratical exercises

Calculando distância em geometria espacial usando material manipulável como recurso didático

This work presents a proposal for introducing the teaching of Geometry Space study attempts to demonstrate that the use of manipulatives as a teaching resource can be an alternative learning facilitator for fixing the primitive concepts of geometry, the postulates and theorems, position relationships between points, lines and planes and calculating distances. The development makes use of a sequence of activities aimed at ensuring that students can build a more systematic learning and these are divided into four steps

Uma proposta alternativa para o ensino progressões relacionadas a funções

Generally, arithmetic and geometric progressions are taught separately from ane and exponential functions, only by the use of memorized formulas and without any concern of showing students how these contents are related. This paper aims at presenting a way of teaching such contents in an integrated way, starting with the definition of ane and exponential functions relating them to situations from the daily life of the students. Then, characteristics and graphics of those functions are presented and, subsequently, arithmetic and geometric progression are shown as a restriction of the ane and exponential functions. Thus, the study of the progressions is introduced based on the functions mentioned above using situations from students daily lives as examples

O ensino de funfições trigonometricas através do software geogebra

In this study, we sought to address the weaknesses faced by most students when they were studying trigonometric functions sine and cosine. For this, we proposed the use of software Geogebra in performing a sequence of activities about the content covered. The research was a qualitative approach based on observations of the activities performed by the students of 2nd year of high school IFRN - Campus Caicfio. The activities enabled check some diculties encountered by students, well as the interaction between them during the tasks. The results were satisfactory, since they indicate that the use of software contributed to a better understanding of these mathematical concepts studied

Uma abordagem no ensino de frações baseadas em atividades para o 6º ano do ensino fundamantal

The objective of this work if constitutes in creation a proposal for activities, in the discipline of mathematics, for the 6th year of Elementary School, that stimulates the students the develop the learning of the content of fractions, from the awareness of the insufficiency of the natural numbers for solve several problems. Thus, we prepared a set with twelve activities, starting by the comparison between measures, presenting afterward some of the meanings of fractions and ending with the operations between fractions. For so much, use has been made of materials available for use in the classroom, of forma ludic, for resolution of challenges proposed. Through these activities, it becomes possible students to recognize the necessity of using fractions for solve a amount larger of problems

O estudo das funções quadráticas e sua relação com o cotidiano

Across the centuries, Mathematics - exact science as it is - has become a determining role in the life of man, which forms to use suprir needs of their daily lives. With this trajectory, is characterized the importance of science as an instrument of recovery not only conteudstica, but also a mathematician to know that leads the apprentice to be a dynamic process of learning ecient, able to find solutions to their real problems. However, it is necessary to understand that mathematical knowledge today requires a new view of those who deal directly with the teaching-learning process, as it is for them - Teachers of Mathematics - desmistificarem the version that mathematics, worked in the classroom, causes difficulties for the understanding of students. On this view, we tried to find this work a methodology that helps students better understand the Quadratic functions and its applications in daily life. Making use of knowledge Ethnomathematics, contextualizing the problems relating to the content and at the same time handling the software GeoGebra, aiming a better view of the behavior of graphs of functions cited