Stochastic analysis in life office management: applications to large annuity portfolios

The paper deals with the riskiness analysis for a large portfolio of life annuities. By means of the limiting distribution of the present value of the portfolio, in the first part of the paper a model for evaluating the investment and the projection risks is presented. In the second part, with regard to the investment risk's effects, the insolvency risk is measured considering the cumulative probability distribution function of the discounted average cost per policy. Copyright © 2003 John Wiley & Sons, Ltd.     

Harmonic and intermodulation distortion modeling in IM-DD multi-band radio over fiber links exploiting injection locked lasers

A comprehensive numerical tool has been developed for the evaluation of the performances of Radio over Fiber (RoF) links intended for wireless signal distribution.At the transmitter end an appropriate set of rate equations allows to model the optical source as a solitary laser or as an appropriately injection locked laser. The optical channel is modeled putting into account the combined effect of fiber dispersion, laser source non ideal performances (e.g. non-linear effects, frequency chirp), and quadratic detection of the receiving photodiode. The simulation model developed can be a useful tool at the design stage allowing a preliminary evaluation of the characteristics of real RoF links.     

<Emphasis Type="Italic">Comment on</Emphasis>¶Low temperature specific heat of blue bronze K <Emphasis Type="Bold">0.30</Emphasis>MoO <Emphasis Type="Bold">3</Emphasis>, by J. Odin,J.C. Lasjaunias,K. Biljaković, K. Hasselbach,and P. Monceau

Eur. Phys. J. B 24, 315 (2001) Here we comment on a recently published paper on the presence of a phason contribution in the low temperature heat capacity data of the charge-density-wave compounds K_0.3MoO₃ and (TaSe₄)₂I. We have shown that the anomaly in the C _P / T ³ data reported by Odin et al. is straightforwardly interpreted in terms of low energy phonon modes resulting from the peculiar topology of these compounds. Received 21 February 2002 Published online 19 July 2002     

A Relaxation Scheme for Solving the Boltzmann Equation Based on the Chapman-Enskog Expansion

Abstract In [16] a visco-elastic relaxation system, called the relaxed Burnett system, was proposed by Jinand Slemrod as a moment approximation to the Boltzmann equation. The relaxed Burnett system is weaklyparabolic, has a linearly hyperbolic convection part, and is endowed with a generalized eotropy inequality. Itagrees with the solution of the Boltzmann equation up to the Burnett order via the Chapman-Enskog expansion. We develop a one-dimensional non-oscillatory numerical scheme based on the relaxed Burnett system forthe Boltzmann equation. We compare numerical results for stationary shocks based on this relaxation scheme,and those obtained by the DSMC (Direct Simulation Monte Carlo), by the Navier-Stokes equations and bythe extended thermodynamics with thirteen moments (the Grad equations). Our numerical experiments showthat the relaxed Burnett gives more accurate approximations to the shock profiles of the Boltzmann equationobtained by the DSMC, for a range of Mach numbers for hypersonic flows, th     

Thin-walled Beams: A Derivation of Vlassov Theory via Γ-Convergence

This paper deals with the asymptotic analysis of the three-dimensional problem for a linearly elastic cantilever having an open cross-section which is the union of rectangles with sides of order ε and ε ², as ε goes to zero. Under suitable assumptions on the given loads and for homogeneous and isotropic material, we show that the three-dimensional problem Γ-converges to the classical one-dimensional Vlassov model for thin-walled beams.      

Organometallic complexes in ascidian embryonic development: II. Effects on different stages and larvae

The effects of the organometallic compounds Bu₂Sn-D -(?;)sorbitol, Bu₂Sn-D -(+)glucose, Bu₂Sn-D -(?)fructose and Bu₂Sn-D -(+)glyceraldehyde were tested in vivo on different stages of Ascidian development, larval movement and metamorphosis. Organotin(IV) complexes are organometallic compounds widely used as industrial biocides, antifouling agents and agricultural fungicides and are toxic to a range of organisms. Two-cell stage embryos, if incubated for one hour in the organotin (IV) solutions, stopped the cleavage, which was restored when they were transferred into normal sea water. The gastrula stage was seriously affected in 10^?4mol dm^?3 solutions of the above-mentioned complexes: 85% of the embryos were anomalous neurulae with open neural folds, 5% were twisted larvae. The gastrulae, when incubated for 1 h in 10^?5mol dm^?3 solutions, developed twisted larvae in ovular envelopes and immobile larvae with twisted tails. Larvae treated with 10^?4mol dm^?3 and 10^?5 mol dm^?3 Bu₂Sn-D -(?)sorbitol, Bu₂Sn-D -(+)glucose and Bu₂Sn-D -(+)glyceraldehyde solutions stopped swimming, did not metamorphose and afterwards underwent cytolysis. An initial hyperactivity of circular movements, followed by immobility, was observed in the larvae incubated in Bu₂Sn-D -(?;)fructose.     

Performance analysis of 1300 nm SLEDs – impact of temperature and length scaling

The impact of self-heating and cavity length on the spectral emission properties of SLEDs is investigated using a state-of-the-art simulation tool. Simulated data are compared to measurements for two InP-based benchmark devices operating around 1300 nm, and excellent agreement is achieved in either case.