I am finishing 507 project.
Finally, it comes to the 505 policy comparison project.
It's time to hit the BED!!!
Tuesday, December 19, 2006
Monday, December 18, 2006
New Start!
By now, I have selectively copied a number of posts from my MSN Space -- Those are memories from my 2006.
Any post from now on would be new!
Now, I need to start my group project meeting with Christine and Yongxiu.
Any post from now on would be new!
Now, I need to start my group project meeting with Christine and Yongxiu.
Posted on December 01 2006
First Indepent Code!
1st independent work of coding, ever!
i am so happy after spending 10+ hr working on a iteration function---I finally worked it out!
First of all, i gotta admit that I've got no talent in computer programming.
For those Com-Sci people, pls don't laugh at me although the following might just seem to be a little piece of cake.
But for me, it's like a milestone. \clap/\clap/!!!
Now, here it comes...
# Poisson (20) and poisson (5)
panjer.dis = function (k){
a=0
b=20
lambda=5
if (k==0) exp(20*(dpois(0,lambda)-1))
else {
g = numeric(0)
g[1]= exp(20*(dpois(0,lambda)-1))
p=1/(1-a*dpois(0,lambda))
for (i in 1:k){
q=(a+b*(1:k)/i)*dpois((1:k),lambda)
g[i+1]=p*sum((q[1:i]*g[i:1]))
}
g[i+1]
}
}
panjer.dis(0);panjer.dis(1);panjer.dis(2);panjer.dis(3)
#g_0;g_1;g_2;g_3
panjer.dis(100)
From Dec. 18-20, i'm gonna modify this function; make it capable to estimate the probabilty of ruin; and compare the probabilities of ruin under different policies.
Now, i can go to DR. Jones' house to party--theme tonight: cowboy, and do some line-dancing!
i am sure we will have some "fun before the finals"!!!
1st independent work of coding, ever!
i am so happy after spending 10+ hr working on a iteration function---I finally worked it out!
First of all, i gotta admit that I've got no talent in computer programming.
For those Com-Sci people, pls don't laugh at me although the following might just seem to be a little piece of cake.
But for me, it's like a milestone. \clap/\clap/!!!
Now, here it comes...
# Poisson (20) and poisson (5)
panjer.dis = function (k){
a=0
b=20
lambda=5
if (k==0) exp(20*(dpois(0,lambda)-1))
else {
g = numeric(0)
g[1]= exp(20*(dpois(0,lambda)-1))
p=1/(1-a*dpois(0,lambda))
for (i in 1:k){
q=(a+b*(1:k)/i)*dpois((1:k),lambda)
g[i+1]=p*sum((q[1:i]*g[i:1]))
}
g[i+1]
}
}
panjer.dis(0);panjer.dis(1);panjer.dis(2);panjer.dis(3)
#g_0;g_1;g_2;g_3
panjer.dis(100)
From Dec. 18-20, i'm gonna modify this function; make it capable to estimate the probabilty of ruin; and compare the probabilities of ruin under different policies.
Now, i can go to DR. Jones' house to party--theme tonight: cowboy, and do some line-dancing!
i am sure we will have some "fun before the finals"!!!
Posted on November 12 2006
Life is a mess We are the cure.
Quotes
"Never frown, because you never know when someone is falling in love with your smile."
Quotes
"Never frown, because you never know when someone is falling in love with your smile."
Posted on October 29 2006
跑跑
这两天不知道为什么，走在路上，
总是想起carol的以前说过的一句话:
"我们要像疯了一样学习!"
---------------------------------------------------
不停的跑啊跑，希望能离梦想近一点。
这两天不知道为什么，走在路上，
总是想起carol的以前说过的一句话:
"我们要像疯了一样学习!"
---------------------------------------------------
不停的跑啊跑，希望能离梦想近一点。
Posted on September 21 2006
Who can help us out?
The following messeage is sent by LittleZ on Thursday night...
Xiaoxue says:
one question for you
Xiaoxue says:
we knew x>0, a>0,b>0
Xiaoxue says:
under what condition(i mean an expression about a and b),
Xiaoxue says:
we will have:
Xiaoxue says:
(Mx(a))^(1/a) larger than (Mx(b) )^(1/b)?
Xiaoxue says:
where Mx(a) and Mx(b) are the moment generating functions of x.
Xiaoxue says:
help me if you can carol, xiaocao and i are stuck in the office now.
Xiaoxue says:
we wanna go home but the problem is due tomorrow morning~
Xiaoxue says:
Xiaoxue says:
just get one expression contains a and b (no matter it is equality or inequality)
-------------------------------------------
Latest Updates @ 12:30 Sept 22 2006 Fri:
We ask the prof to extend the due date(next monday). here are some directions we might go with and work on:
(1) Take x as a certain distribution, view a and b as variables of the moment generating functions. Take derivative both on a and b, figure out Mx(c) isincreasing or decreasing(my intuition tells me it is an increasing function tho....). Then draw about graph with a/b on the x-axis, Mx( ) on the y-axis -------------hopefully we would be able to draw some kinda result from it.
(2) Try to use Taylor expansion on Mx(a), simply we could view Mx(a) as the expectation of e^(ax), Christine showed her deduction this morning, and got a>b. I will go with the first method, and try to verify her answer.
(3) Okay, this one is really funny. i got this idea on the bus this morning. Because this question is originally from a Utility Context, i would like to borrow the idea of indifference curve in Economics. I supposed the indifference curves are all taken with similar pattern(parallel), in order to have A>B, the curve A must always higher than Curve B at every point of x and keeping the slope at every tangent point equal(otherwise, the two will intercept somewhere, sometime). So we may take the derivative on both sides of the generating functions, let n=0, get the first moment which is the mean/slope, and get an expression of a and b.
BUT, I failed, since I don't know how to deal with the powers of (1/a) and (1/b) .
--------------------------------------------------------------------------------------------------------------
I will keep trying this prob. this weekend. and get you guys some feedback(err... is there really anybody here? or i'm just talking to myself...)
The following messeage is sent by LittleZ on Thursday night...
Xiaoxue says:
one question for you
Xiaoxue says:
we knew x>0, a>0,b>0
Xiaoxue says:
under what condition(i mean an expression about a and b),
Xiaoxue says:
we will have:
Xiaoxue says:
(Mx(a))^(1/a) larger than (Mx(b) )^(1/b)?
Xiaoxue says:
where Mx(a) and Mx(b) are the moment generating functions of x.
Xiaoxue says:
help me if you can carol, xiaocao and i are stuck in the office now.
Xiaoxue says:
we wanna go home but the problem is due tomorrow morning~
Xiaoxue says:
Xiaoxue says:
just get one expression contains a and b (no matter it is equality or inequality)
-------------------------------------------
Latest Updates @ 12:30 Sept 22 2006 Fri:
We ask the prof to extend the due date(next monday). here are some directions we might go with and work on:
(1) Take x as a certain distribution, view a and b as variables of the moment generating functions. Take derivative both on a and b, figure out Mx(c) isincreasing or decreasing(my intuition tells me it is an increasing function tho....). Then draw about graph with a/b on the x-axis, Mx( ) on the y-axis -------------hopefully we would be able to draw some kinda result from it.
(2) Try to use Taylor expansion on Mx(a), simply we could view Mx(a) as the expectation of e^(ax), Christine showed her deduction this morning, and got a>b. I will go with the first method, and try to verify her answer.
(3) Okay, this one is really funny. i got this idea on the bus this morning. Because this question is originally from a Utility Context, i would like to borrow the idea of indifference curve in Economics. I supposed the indifference curves are all taken with similar pattern(parallel), in order to have A>B, the curve A must always higher than Curve B at every point of x and keeping the slope at every tangent point equal(otherwise, the two will intercept somewhere, sometime). So we may take the derivative on both sides of the generating functions, let n=0, get the first moment which is the mean/slope, and get an expression of a and b.
BUT, I failed, since I don't know how to deal with the powers of (1/a) and (1/b) .
--------------------------------------------------------------------------------------------------------------
I will keep trying this prob. this weekend. and get you guys some feedback(err... is there really anybody here? or i'm just talking to myself...)
Posted on September 07 2006
1st Day - Are you ready to kick off?
Finished the first day of the Master Program...
Suddenly I found there areso many courses have to take;so many questions wanna ask;and so many things gotta do.
I wish I was born witha set of programming skills;a brain for mathematics or statistics;and a peaceful mind.
Are you ready to kick off?
Finished the first day of the Master Program...
Suddenly I found there areso many courses have to take;so many questions wanna ask;and so many things gotta do.
I wish I was born witha set of programming skills;a brain for mathematics or statistics;and a peaceful mind.
Are you ready to kick off?
Posted on August 19 2006
Back to School
Hello London!
2:30 AM, here I am, back to school again.
I need a FRESH NEW START!Go Xiaoxue Go!!!
Hello London!
2:30 AM, here I am, back to school again.
I need a FRESH NEW START!Go Xiaoxue Go!!!
Posted on May 12 2006
Congrats~
My warmest congratulations to someone who got a superexcellent offer from a grad school today! Very happy to see everything settled down perfectly after all the twints and turns for her!
My warmest congratulations to someone who got a superexcellent offer from a grad school today! Very happy to see everything settled down perfectly after all the twints and turns for her!
Posted on May 02 2006
patpat 痛~
晨早和Ben 同学去骑车，只能说这位同学真是太pro了。
回来肌肉酸，patpat痛，看来小Z真的需要锻炼了。
换了一个夏天的面版，应应景嘛，哈~
放暑假了，祝大家有个好夏天！
晨早和Ben 同学去骑车，只能说这位同学真是太pro了。
回来肌肉酸，patpat痛，看来小Z真的需要锻炼了。
换了一个夏天的面版，应应景嘛，哈~
放暑假了，祝大家有个好夏天！
Posted on April 22 2006
Keep Going!!!
One more final to go!
Guys~Keep going, it's almost done!!!
8:54pm Taylor library G
Drinking loads of caffeine to keep me awake @_@
--------------------------
Today I found a sentence written by someone on the cubicle in the library:
"Stop thinking summer, or you will in Summer School."
lol
One more final to go!
Guys~Keep going, it's almost done!!!
8:54pm Taylor library G
Drinking loads of caffeine to keep me awake @_@
--------------------------
Today I found a sentence written by someone on the cubicle in the library:
"Stop thinking summer, or you will in Summer School."
lol
Posted on March 14 2006
站好最后一班岗！
唔，这个题目非常红色，非常革命。
翻翻calendar，只剩下40天我就要毕业了！
从前不停问，还有多久是个头？-- 现在好了，就快到了，才发现，头那边是什么还不知道呢！-- 更绝的是，想踩下break都没得踩...
前文说过，new list will be useful soon,早预备好了，来吧，来一个心仪的吧。任人拣选并焦急等待的感觉太难受了，信箱就快被我刷爆了。这档事和寻找人生另一半一样，一定要找着一个对的，不然不完整啊!（可别扯什么"得之我幸，不得我命，如此而已" 啊，和你急!)
---以上是"哀怨"的小情绪,闷在心里太憋了,宣泄一下---
不好意思。
Mar 17, 变成一个很很很重要的日子，被我用红蓝黑铅highlight了无数次。
For something, I have control over it.
For some, I don't.
GB
还有Friday AS442 EC310, 唔, 站好最后一班岗！
要K书去了。
Posted on February 17, 2006
353 353 353
353 feb.21, 30%
omg, it is a MESS!
以前学的macro到哪里去了？？？
who can help me out?
.
.
.
Man~ You are on your own~
KKKKKKKKKKK
353 feb.21, 30%
omg, it is a MESS!
以前学的macro到哪里去了？？？
who can help me out?
.
.
.
Man~ You are on your own~
KKKKKKKKKKK
Posted on January 18, 2006
Ramdom....
"Warm", I like this word.
^o^ stay warm!
New list would be useful soon....
I know some are good and some are bad. But, please be balanced, please...
Hope that day will come to me too......
"Warm", I like this word.
^o^ stay warm!
New list would be useful soon....
I know some are good and some are bad. But, please be balanced, please...
Hope that day will come to me too......
Posted on January 14, 2006
new year’s resolution
(1) Be positive.
(2) Don't step down.
(3) "心中的种种不适都是可以克服的"
wake up
A small / nano-sized potato like me,
如今能做的，只是“把握当下”四个字罢了。
Hello Blogger!
Hello Blogger,
At the end of 2006, I decided to have my first site at blogger.com.
I have been a MSN space user since Sept. 2005.
For now, I am going to reposted some of my old blogs since Jan 2006 as back up.
Also, in the future I will update both sites parallelly.
So, here it comes....
Xiaoxue
At the end of 2006, I decided to have my first site at blogger.com.
I have been a MSN space user since Sept. 2005.
For now, I am going to reposted some of my old blogs since Jan 2006 as back up.
Also, in the future I will update both sites parallelly.
So, here it comes....
Xiaoxue
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