Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses

The distortion parameter reflects the amount of loading in insurance premiums. A specific value of a given premium determines a value of the distortion parameter, which depends on the underlying loss distribution. Estimating the parameter, therefore, becomes a statistical inferential problem, which has been initiated by Jones and Zitikis [Jones, B.L., Zitikis, R., 2007. Risk measures, distortion parameters, and their empirical estimation. Insurance: Mathematics and Economics, 41, 279–297] in the case of the distortion premium and tackled within the framework of the central limit theorem. Heavy-tailed losses do not fall into this framework as they rely on the extreme-value theory. In this paper, we concentrate on a special but important distortion premium, called the proportional-hazard premium, and propose an estimator for its distortion parameter in the case of heavy-tailed losses. We derive an asymptotic distribution of the estimator, construct a practically implementable confidence interval for the distortion parameter, and illustrate the performance of the interval in a simulation study.     

All-fiber controller of radial polarization using a periodic stress

Our aim is to transpose the polarization control by mechanical stress, usually applied to single-mode fibers, to the (TM(01), TE(01), HE(21)(ev), HE(21)(od)) annular mode family. Nevertheless, the quasi-degeneracy of these four modes makes the situation more complex than with the fundamental mode HE(11). We propose a simple device based on periodic perturbation and mode coupling to produce the radially polarized TM(01) mode or at least one of the four modes at the extremity of an arbitrarily long fiber, the conversion to TM(01) mode being achievable by classical crystalline plates.     

The apparition of a new reaction at lower temperature in equiatomic CuAu alloy

Recently a lot of interest has been devoted to the study of order–disorder transitions in different materials. Although the equiatomic CuAu alloy represents a classical model of this type of transformation, it still receives considerable attention because many questions about phase transitions are still raised according to its equilibrium diagram. In this context, the present paper carries a new result observed in CuAu alloy consisting of a new anomaly observed on differential scanning calorimetry (DSC) curves at low temperature and new peaks in X-ray diffraction (XRD) spectra. For that, we will try to give an explanation of the origin of this new reaction, with the help of other techniques as electrical resistivity and microhardness measurements. The kinetic behaviour of this new reaction has been also studied by anisothermal analysis during DSC tests to estimate the kinetics parameters as activation energy E _act and Avrami exponent n.     

Realization and characterization of flexible supercapacitors based on doped graphene electrodes

Journal of Solid State Electrochemistry - High energy consumption leads to the development of various energy types. As a result, the storage of these different types of energy becomes a key issue....     

Finding a strict feasible solution of a linear semidefinite program

This study deals with the performance of projective interior point methods for linear semidefinite program. We propose a modification in the initialization phases of the method in order to reduce the computation time.This purpose is confirmed by numerical experiments showing the efficiency which are presented in the last section of the paper.     

Molecular hydrogen-induced nucleation of hydrogenated silicon nanocrystals at low temperature

Highly crystallized hydrogenated silicon layers were obtained via the treatment of hydrogenated polymorphous silicon films in a molecular hydrogen ambient. This contrasts other postdeposition studies that obtained nanocrystalline silicon films but necessitated either a plasma activation or high-temperature annealing. The structure of the samples was analyzed by Raman spectroscopy to determine the crystallite volume fraction, which was found to increase up to 80% within 1 hour of treatment. Atomic force microscopy (AFM) showed that the roughness of the surfaces was found to increase after the H₂ treatment. Optical transmission and spectroscopic ellipsometry revealed the pronounced porosity of the films characterized by a static refractive index that is below three, which is a low value for hydrogenated silicon films and a void fraction that is around 15% in the bulk of the films. The effect of the hydrogen molecules on the structure of the films was discussed in terms of the compressive stress exerted by the molecules, trapped in structural inhomogeneities, on the amorphous tissue. It is suggested that for this process to take effect, the films need to be porous and that the amorphous network needs to be in a “relaxed” state.     

Determination of the porosities of monolithic columns by inverse size-exclusion chromatography

Retention data of polystyrene samples of narrow molecular size distribution and known average molecular mass were measured on several monolithic columns (Chromolith Performance, Merck) and one conventional packed column (Luna C18, Phenomenex) by size-exclusion chromatography. These data were used to determine the external, the internal, and the total porosities of these columns. These data provided also information on the pore-size distribution of the adsorbent medium. The external and the total porosities of these columns are much higher than those of conventional packed columns. The results illustrate the profound changes brought by monolithic columns to the balance of the hydrodynamic and the mass transfer kinetic properties of chromatographic columns. Classical methods of comparison between column performance must be re-evaluated.     

Black-Hole Entropy as Causal Links

We model a black hole spacetime as a causal set and count, with a certain definition, the number of causal links crossing the horizon in proximity to a spacelike or null hypersurface . We find that this number is proportional to the horizon's area on , thus supporting the interpretation of the links as the horizon atoms that account for its entropy. The cases studied include not only equilibrium black holes but ones far from equilibrium.     

Development of an electron paramagnetic resonance methodology for studying the photo-generation of reactive species in semiconductor nano-particle assembled films

An experimental approach involving electron paramagnetic resonance is proposed for studying photo-generated reactive species in semiconductor nano-particle-based films deposited on the internal wall of glass capillaries. This methodology is applied here to nano-TiO₂ and allows a semi-quantitative analysis of the kinetic evolutions of radical production using a spin scavenger probe.