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In this paper, we consider a perturbed compound Poisson model with varying premium rates. The surplus process is observed at a sequence of review times. The effective premium rate is adjusted according to the surplus increment between the inter-review times. We study the Gerber-Shiu functions by Laplace transform method. When the claim size density is a combination of exponentials, the explicit expressions for the Laplace transforms of ruin time are derived.

We obtain a Struwe type global compactness result for a class of nonlinear nonlocal problems involving the fractional $p-$Laplacian operator and nonlinearities at critical growth.

Consider a bivariate Lévy-driven risk model in which the loss process of an insurance company and the investment return process are two independent Lévy processes. Under the assumptions that the loss process has a Lévy measure of consistent variation and the return process fulfills a certain condition, we investigate the asymptotic behavior of the finite-time ruin probability. Further, we derive two asymptotic formulas for the finite-time and infinite-time ruin probabilities in a single Lévy-driven risk model, in which the loss process is still a Lévy process, whereas the investment return process reduces to a deterministic linear function. In such a special model, we relax the loss process with jumps whose common distribution is long tailed and of dominated variation.

*d*-form property, and column sequences defined by a mutually orthogonal almost perfect sequences pair, new almost perfect, odd perfect, and perfect sequences are obtained via interleaving method. Furthermore, the proposed perfect QAM+ sequences positively answer to the problem of the existence of perfect QAM+ sequences proposed by Boztaş and Udaya.

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