نتایج جستجو برای: gerber
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Introduction Release from masking, or the masking level difference (MLD), is a phenomenon in which the binaural auditory system can take advantage of interaural phase differences to improve the detection of signals in a background of noise. The MLDphenomenon can be observed for both tonal and speech signals at or near threshold levels. Similarly, intelligibility of speech presented at suprathre...
Action at distance in Newtonian physics is replaced by finite propagation speeds in classical post–Newtonian physics. As a result, the differential equations of motion in Newtonian physics are replaced by functional differential equations, where the delay associated with the finite propagation speed is taken into account. Newtonian equations of motion, with post–Newtonian corrections, are often...
In this paper we first consider the expectation of the total discounted claim costs up to the time of ruin, and then, more generally, we study the expectation of the total discounted operating costs up to the time of default, which is the first passage time of a surplus process downcrossing a given level. These two quantities include the expected discounted penalty function at ruin or the Gerbe...
23 We are indebted to Dr. Peter Vogt for establishing the karyotype of mixed cultures and serotype of RAV used and RSV recovered in our activation experiments. 24 Vogt, P. K., and R. Ishizaki, Virology, 26, 664 (1965). 25 Sarma, P. S., H. C. Turner, and R. J. Huebner, Virology, 23, 313 (1964). 26 We thank Mr. W. T. Lane for technical assistance in producing and furnishing the tumors. 27 Eagle, ...
This paper proposes a method for pricing derivatives under the GARCH assumption for underlying assets in the context of a “dynamic” version of Gerber-Shiu’s optionpricing model. Instead of adopting the notion of local risk-neutral valuation relationship (LRNVR) introduced by Duan (1995), we employ the concept of conditional Esscher transforms introduced by Bühlmann et al. (1996) to identify a m...
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