• Nonlinear Functional Analysis and Applications
• /
• 제26권4호
• /
• pp.717-731
• /
• 2021

In this paper, we introduce and study a new class of random generalized nonlinear implicit variational-like inclusion with random fuzzy mappings in a real separable Hilbert space and give its fixed point formulation. Using the fixed point formulation and the proximal mapping technique for strongly maximal monotone mapping, we suggest and analyze a random iterative scheme for finding the approximate solution of this class of inclusion. Further, we prove the existence of solution and discuss the convergence analysis of iterative scheme of this class of inclusion. Our results in this paper improve and generalize several known results in the literature.

• Communications for Statistical Applications and Methods
• /
• 제28권5호
• /
• pp.447-462
• /
• 2021

In insurance, the surrender rate is an important variable that threatens the sustainability of insurers and determines the profitability of the contract. Unlike other actuarial assumptions that determine the cash flow of an insurance contract, however, it is characterized by endogenous variables such as people's economic, social, and subjective decisions. Therefore, a microscopic approach is required to identify and analyze the factors that determine the lapse rate. Specifically, micro-level characteristics including the individual, demographic, microeconomic, and household characteristics of policyholders are necessary for the analysis. In this study, we select panel survey data of Korean Retirement Income Study (KReIS) with many diverse dimensions to determine which variables have a decisive effect on the lapse and apply the lasso regularized regression model to analyze it empirically. As the data contain many missing values, they are imputed using the random forest method. Among the household variables, we find that the non-existence of old dependents, the existence of young dependents, and employed family members increase the surrender rate. Among the individual variables, divorce, non-urban residential areas, apartment type of housing, non-ownership of homes, and bad relationship with siblings increase the lapse rate. Finally, among the financial variables, low income, low expenditure, the existence of children that incur child care expenditure, not expecting to bequest from spouse, not holding public health insurance, and expecting to benefit from a retirement pension increase the lapse rate. Some of these findings are consistent with those in the literature.

• Korean Journal of Mathematics
• /
• 제5권2호
• /
• pp.199-209
• /
• 1997

The existence and the smoothness of densities of random variables, which are generated by the canonical stochastic differential equation, can be proved by the Malliavin - Bismut method.

• Korean Journal of Mathematics
• /
• 제5권1호
• /
• pp.91-106
• /
• 1997

The existence and the smoothness of density of random variables which are solutions of the canonical stochastic differential equation can be proved by simpler conditions in the Malliavin-Bismut method.

• 대한수학회지
• /
• 제33권2호
• /
• pp.319-332
• /
• 1996

Many authors have studied multiple stochastic integrals in pursuit of the existence of product processes in terms of multiple integrals. But there has not been much research into the structure of the product processes themselves. In this direction, a study which gives emphasis on sample path continuity and boundedness properties was initiated in Pyke[9]. For details of problem set-ups and necessary notations, see [9]. Recently the weak limits of U-processes are shown to be chaos processes, which is product of the same Brownian measures, see [2] and [7].

• 대한수학회지
• /
• 제36권4호
• /
• pp.737-746
• /
• 1999

We consider a class of discrete parameter processes on a locally compact Banach space S arising from successive compositions of strictly stationary random maps with state space C(S,S), where C(S,S) is the collection of continuous functions on S into itself. Sufficient conditions for stationary solutions are found. Existence of pth moments and convergence of empirical distributions for trajectories are proved.

• Journal of the Korean Statistical Society
• /
• 제30권4호
• /
• pp.541-550
• /
• 2001

This paper considers a panel data regression model in which the disturbances follow a nested error components with serial correlation. Given this model, this paper derives several Lagrange Multiplier(LM) testis for the presence of serial correlation as well as random individual effects, nested effects, and for existence of serial correlation given random individual and nested effects.

• 대한수학회지
• /
• 제61권2호
• /
• pp.377-393
• /
• 2024

In this paper, we study the positive solutions to a discrete harmonic function for a random walk satisfying finite range and ellipticity conditions, killed at the boundary of an unbounded cylinder in ℤ^d. We first prove the existence and uniqueness of positive solutions, and then establish that all the positive solutions are generated by two special solutions, which are exponential growth at one end and exponential decay at the other. Our method is based on maximum principle and a Harnack type inequality.

• 대한전기학회논문지
• /
• 제34권5호
• /
• pp.173-178
• /
• 1985

The control of a linear system with random coefficients is discussed here. The cost function is of a quadratic form and the random coefficients are assumed to be completely observable by the controller. Stochastic Process involved in the problem by the controller. Stochastic Process involved in the problem formulation is presented to be the unique strong solution to the corresponding stochastic differential equations. Condition for the optimal control is represented through the existence of solution to a Cauchy problem for the given nonlinear partial differential equation. The optimal control is shown to be a linear function of the states and a nonlinear function of random parameters.

• 한국신재생에너지학회:학술대회논문집
• /
• 한국신재생에너지학회 2007년도 춘계학술대회
• /
• pp.489-492
• /
• 2007

The P-wave velocity at the formation which contains gas hydrate varies very wide upon gas hydrate existence. These features on seismic shot gather can not be simulated normally by numerical modeling of homogeneous medium so that we need that of random inhomogeneous medium instead. We, in this study generated random inhomogeneous medium using gaussian ACF, exponential ACF and von Karman ACF and that we supposed the random inhomogeneous medium be gas hydrate formation to execute numeric modeling. The modeling result shows the typical effect by scattering caused by random hydrate formation as is observed from seismic shot gather where hydrate exist.