in this paper, a class of semi-implicit two-stage stochastic runge-kutta methods (srks) of strong global order one, with minimum principal error constants are given. these methods are applied to solve itô stochastic differential equations (sdes) with a wiener process. the efficiency of this method with respect to explicit two-stage itô runge-kutta methods (irks), it method, milstien method, sem...

The valuation of insurance liabilities has traditionally been dealt with by actuaries, who closely monitored underlying illiquid features, assumed a long-term perspective, and exercised their own subjective, expert judgment. However, the new EU regulatory regime Solvency II (S2) come to require market-consistent supplemented risk-sensitive capital. This is considered an unwanted shift towards s...

With the rapid development of wireless communication technologies, mobile networks will enable users to use personal mobile devices to access various network information services at anytime and anyplace. Recently, Lu et al. proposed a dynamic ID based mutual authentication and key agreement scheme using elliptic curve cryptography (ECC) which attempts to support better security properties and r...