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

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

NORDSIECK FORMS OF STIFFLY-STABLE ADAMS-TYPE CYCLIC METHODS THAT ARE INSENSITIVE TO STEP-SIZE CHANGES

In this paper we determine a matrix S and a vector l for stiffly-stable Adams-type cyclic methods that are insensitive to step size changes by using the definition of equivalent methods, (see, e.g. [l]), in the Nordsieck notation. The elements S and l, written in a parametric form, permit us to represent in Nordsieck form the methods that were constructed in [7] and the new methods that satisfy the above properties.

Iterated deferred correction for linear two-point boundary value problems

An analysis of iterated deferred correction based on various classes of implicit Runge-Kutta formulae is given. Out of different possibilities considered, it is shown that those based purely on Lobatto formulae have the best stability. The enhanced stability of Lobatto schemes is very important for the efficient integration of excessively stiff boundary value problems and this is demonstrated by means of some numerical results.

Discrete approximations for strict convex continuous time problems and duality

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Estudo de sistemas lineares por parte com três zonas e aplicação na análise de um circuito elétrico envolvendo um memristor

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Reconhecimento de padrões via Wavelets: aplicação no monitoramento de estruturas a partir do efeito do multicaminho proveniente de sinais de satélites GPS

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Extração de contornos de telhados usando princípios de Snake Balloon

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Influência da Fronteira em um Método Implícito para a Equação de Stokes

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Argumentos de Gordon no estudo espectral de operadores de Schrödinger unidimensionais

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Comportamento caótico em sistemas dinâmicos e aplicação no estudo de tumores de câncer

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Leis de Conservação Hiperbólicas 2D com Termo Fonte Stiff

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)