]>
2020
13
1
ISSN 2008-1898
73
Solvability of the functional integro-differential equation with self-reference and state-dependence
Solvability of the functional integro-differential equation with self-reference and state-dependence
en
en
The existence of solutions of a functional integro-differential equation with self-reference and state-dependence will be studied. The continuous dependence of the solution on the delay \(\phi(t)\), the functional \(g\) and initial data \(x_0\) will be proved.
1
8
A. M. A.
El-Sayed
Faculty of Science
Alexandria University
Egypt
amasayed@alexu.edu.eg
Reda Gamal
Aahmed
Faculty of Science
Al-Azhar University
Egypt
redagamal@azhar.edu.eg
Functional equations
existence of solutions
continuous dependence
state-dependence
self-reference
Article.1.pdf
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]
Solution of the tumor-immune system by differential transform method
Solution of the tumor-immune system by differential transform method
en
en
In this paper, differential transform method (DTM) is presented to
solve Tumor-immune system at two initial conditions where two
different cases of the interaction between tumor cells and
effector cells. The system is presented to show the ability of the
method for non-linear systems of differential equations. By using
small iteration, the results of DTM are near the results of
Runge-Kutta fourth-fifth order method (ode45 solver in MATLAB) and
better than the results of Runge-Kutta second-third order method
(ode23 solver in MATLAB). Also, the residual error of DTM's
solutions approach zero. Therefore, DTM's solutions approximate
exact solutions. Finally, we conclude formulae that we can find
DTM's solutions, better than the results of Runge-Kutta
second-third order method, in any interval we need.
9
21
Mohamed Abd El Hady
Kassem
Department of Mathematics, Faculty of Science
Tanta University
Egypt
mohd60_371@hotmail.com
A. A.
Hemeda
Department of Mathematics, Faculty of Science
Tanta University
Egypt
aahemeda@yahoo.com
M. A.
Abdeen
Department of Mathematics, Faculty of Science
Tanta University
Egypt
mohammed3185@yahoo.com
Kuznetsov and Taylor's model
differential transform method
Runge-Kutta fourth-fifth order method
Runge-Kutta second-third order method
tumor-immune system
Article.2.pdf
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]
Fixed point and common fixed point theorems on ordered cone \(b\)-metric space over Banach algebra
Fixed point and common fixed point theorems on ordered cone \(b\)-metric space over Banach algebra
en
en
In this work, we obtain some fixed point and common fixed point theorems of comparable maps satisfying certain contractive conditions on partially ordered cone b-metric space over Banach algebras. Some examples are also provided to illustrate the main results presented in this paper, which extend and generalize several known results in cone b-metric spaces.
22
33
Sharafat
Hussain
Department Mathematics
Department of Mathematics
Quaid i Azam University
Women University of Azad Jammu and Kashmir Bagh
Pakistan
Pakistan
sharafat185@gmail.com
Fixed point
partially ordered set
cone b-metric space
Banach algebra
Article.3.pdf
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Q. Yan, J. D. Yin, T. Wang, Fixed point and common fixed point theorems on ordered cone metric spaces over Banach algebras, J. Nonlinear Sci. Appl., 9 (2016), 1581-1589
]
The Marshall-Olkin exponentiated generalized G family of distributions: properties, applications, and characterizations
The Marshall-Olkin exponentiated generalized G family of distributions: properties, applications, and characterizations
en
en
In this paper, we propose and study a new class of continuous distributions
called the Marshall-Olkin exponentiated generalized G (MOEG-G) family which
extends the Marshall-Olkin-G family introduced by Marshall and Olkin [A. W. Marshall, I. Olkin, Biometrika, \(\bf 84\) (1997), 641--652].
Some of its mathematical properties including explicit expressions for the
ordinary and incomplete moments, generating function, order statistics and
probability weighted moments are derived. Some characterizations for the new
family are presented. Maximum likelihood estimation for the model parameters
under uncensored and censored data is addressed in Section 5 as well as a
simulation study to assess the performance of the estimators. The importance
and flexibility of the new family are illustrated by means of two
applications to real data sets.
34
52
Haitham M.
Yousof
Department of Statistics, Mathematics and Insurance
Benha University
Egypt
haitham.yousof@fcom.bu.edu.eg
Mahdi
Rasekhi
Department of Statistics
Malayer University
Iran
rasekhimahdi@gmail.com
Morad
Alizadeh
Department of Statistics, Faculty of Sciences
Persian Gulf University
Iran
moradalizadeh78@gmail.com
G. G.
Hamedani
Department of Mathematics, Statistics and Computer Science
Marquette University
USA
g.hamedani@mu.edu
Marshall-Olkin family
characterizations
censored Data
generating function
order statistics
maximum likelihood estimation
Article.4.pdf
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]
On the optimal asset allocation strategy for a defined contribution pension system with refund clause of premium with predetermined interest under Heston's volatility model
On the optimal asset allocation strategy for a defined contribution pension system with refund clause of premium with predetermined interest under Heston's volatility model
en
en
In this paper, we study optimal asset allocation strategy for a defined contribution (DC) pension fund with return of premium clause under Heston's volatility model in mean-variance utility frame work. In this model, members' next of kin are allowed to withdraw their family members' accumulated premium with predetermined interest. Also, investments in one risk free asset and one risky asset are considered to help increase the accumulated funds of the remaining members in order to meet their retirement needs. Using the actuarial symbol, we formulize the problem as a continuous time mean-variance stochastic optimal control problem. We establish an optimization problem from the extended Hamilton Jacobi Bellman equations using the game theoretic approach and solve the optimization problem to obtain the optimal allocation strategy for the two assets, the optimal fund size and also the efficient frontier of the pension members. We analyze numerically the effect of some parameters on the optimal allocation strategy and deduce that as the initial wealth, predetermined interest rate and risk averse level increases, the optimal allocation policy for the risky asset (equity) decreases. Furthermore, we give a theoretical comparison of our result with an existing result and observed that the optimal allocation policy whose return is with predetermined interest is higher compared to that without predetermined interest.
53
64
Edikan E.
Akpanibah
Department of Mathematics and Statistics
Federal University Otuoke
Nigeria
edikanakpanibah@gmail.com
Bright O.
Osu
Department of Mathematics
Michael Okpara University of Agriculture
Nigeria
osu.bright@mouau.edu.ng
Silas A.
Ihedioha
Department of Mathematics
Plateau State University Bokkos
Nigeria
DC pension fund
extended HJB equation
optimal allocation policy
refund of contribution clause
interest rate
Article.5.pdf
[
[1]
E. E. Akpanibah, S. K. Samaila, Stochastic strategies for optimal investment in a defined contribution (DC) pension fund, Int. J. Appl. Sci. Math. Theory, 3 (2017), 48-55
##[2]
P. Battocchio, F. Menoncin, Optimal pension management in a stochastic framework, Insurance Math. Econom., 34 (2004), 79-95
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T. Bjork, A. Murgoci, A general theory of Markovian time inconsistent stochastic control problems, Stockholm School of Economics (Working Paper), 2010 (2010), 1-55
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J.-F. Boulier, S. J. Huang, G. Taillard, Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund, Insurance Math. Econom., 28 (2001), 173-189
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A. J. G. Cairns, D. Blake, K. Dowd, Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans, J. Econom. Dynam. Control, 30 (2006), 843-877
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M. Di Giacinto, S. Federico, F. Gozzi, Pension funds with a minimum guarantee: a stochastic control approach, Finance Stoch., 15 (2011), 297-342
##[7]
J. W. Gao, Stochastic optimal control of DC pension funds, Insurance Math. Econom., 42 (2008), 1159-1164
##[8]
J. W. Gao, Optimal portfolios for DC pension plans under a CEV model, Insurance Math. Econom., 44 (2009), 479-490
##[9]
L. He, Z. X. Liang, Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs, Insurance Math. Econom., 44 (2009), 88-94
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L. He, Z. X. Liang, The optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework, Insurance Math. Econom., 53 (2013), 643-649
##[11]
D. P. Li, X. M. Rong, H. Zhao, B. Yi, Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model, Insurance Math. Econom., 72 (2017), 6-20
##[12]
Z. X. Liang, J. P. Huang, Optimal dividend and investing control of an insurance company with higher solvency constraints, Insurance Math. Econom., 49 (2011), 501-511
##[13]
B. O. Osu, E. E. Akpanibah, C. Olunkwa, Mean-Variance Optimization of portfolios with return of premium clauses in a DC pension plan with multiple contributors under constant elasticity of variance model, Int. J. Math. Comput. Sci., 12 (2018), 85-90
##[14]
B. O. Osu, E. E. Akpanibah, B. I. Oruh, Optimal investment strategies for defined contribution (DC) pension fund with multiple contributors via Legendre transform and dual theory, Int. J. Pure Appl. Res., 2 (2017), 97-105
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D.-L. Sheng, X. M. Rong, Optimal time consistent investment strategy for a DC pension with the return of premiums clauses and annuity contracts, Discrete Dyn. Nat. Soc., 2014 (2014), 1-13
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Numerical quenching of a heat equation with nonlinear boundary conditions
Numerical quenching of a heat equation with nonlinear boundary conditions
en
en
In this paper, we study the quenching behavior of
semidiscretizations of the heat equation with nonlinear boundary
conditions. We obtain some conditions under which the positive
solution of the semidiscrete problem quenches in a finite time
and estimate its semidiscrete quenching time. We also establish the
convergence of the semidiscrete quenching time and obtain some
results on numerical quenching rate. Finally we give some
numerical results to illustrate our analysis.
65
74
Kouame Beranger
Edja
Institut National Polytechnique Felix Houphouet-Boigny Yamoussoukro
Cote d'Ivoire
kouame.edja@inphb.ci
Kidjegbo Augustin
Toure
Institut National Polytechnique Felix Houphouet-Boigny Yamoussoukro
Cote d'Ivoire
latoureci@gmail.com
Brou Jean-Claude
Koua
UFR Mathematique et Informatique
Universite Felix Houphouet Boigny
Cote d'Ivoire
k_brou@hotmail.com
Numerical quenching
heat equation
nonlinear boundary
Article.6.pdf
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