Zone-adaptive Control Strategy for a Multiperiodic Model of Risk
نویسنده
چکیده
In this paper intended to illustrate the adaptive control approach in insurance, a zoneadaptive control strategy harmonizing the requirements of principles of solvency and equity is considered in the simplistic framework of diffusion multiperiodic risk model. The adjacent works by the author set the similar adaptive control strategies in more realistic Poisson-exponential multiperiodic risk model. The room for further generalizations is large. In particular, it is the risk theory insight into the problem of asset–liability and solvency adaptive management in insurance under deficient information. The latter means that the intensities of the successive annual claim arrival processes are the random variables which comply with a certain scenario.
منابع مشابه
Adaptive Control Strategy for a Bilateral Tele- Surgery System Interacting with Active Soft Tissues
In this paper, the problem of control and stabilization of a bilateral tele-surgery roboticsystem in interaction with an active soft tissue is considered. To the best of the authors’ knowledge, theprevious works did not consider a realistic model for a moving soft tissue like heart tissue in beating heartsurgery. Here, a new model is proposed to indicate significant characteristics of a moving ...
متن کاملAdaptive Voltage-based Control of Direct-drive Robots Driven by Permanent Magnet Synchronous Motors
Tracking control of the direct-drive robot manipulators in high-speed is a challenging problem. The Coriolis and centrifugal torques become dominant in the high-speed motion control. The dynamical model of the robotic system including the robot manipulator and actuators is highly nonlinear, heavily coupled, uncertain and computationally extensive in non-companion form. In order to overcome thes...
متن کاملAdaptive Approximation-Based Control for Uncertain Nonlinear Systems With Unknown Dead-Zone Using Minimal Learning Parameter Algorithm
This paper proposes an adaptive approximation-based controller for uncertain strict-feedback nonlinear systems with unknown dead-zone nonlinearity. Dead-zone constraint is represented as a combination of a linear system with a disturbance-like term. This work invokes neural networks (NNs) as a linear-in-parameter approximator to model uncertain nonlinear functions that appear in virtual and act...
متن کاملIdentification and Adaptive Position and Speed Control of Permanent Magnet DC Motor with Dead Zone Characteristics Based on Support Vector Machines
In this paper a new type of neural networks known as Least Squares Support Vector Machines which gained a huge fame during the recent years for identification of nonlinear systems has been used to identify DC motor with nonlinear dead zone characteristics. The identified system after linearization in each time span, in an online manner provide the model data for Model Predictive Controller of p...
متن کاملOn the Design of Nonlinear Discrete-Time Adaptive Controller for damaged Airplane
airplane in presence of asymmetric left-wing damaged. Variations of the aerodynamic parameters, mass and moments of inertia, and the center of gravity due to damage are all considered in the nonlinear mathematical modeling. The proposed discrete-time nonlinear MRAC algorithm applies the recursive least square (RLS) algorithm as a parameter estimator as well as the error between the real ...
متن کامل