Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure

Consider a portfolio containing heterogeneous risks. The premiums of the policyholders might not cover the amount of the payments which an insurance company pays the policyholders. When setting the premium, this risk has to be taken into consideration. On the other hand the premium that the insured pays has to be fair. This fairness is measured by a function of the difference between the risk and the premium paid—we call this function a distance function. For a given small probability of insolvency, we find the premium for each class, such that the distance function is minimized. Next we formulate and solve the dual problem, which is minimizing the insolvency probability under the constraint that the distance function does not exceed a given level. This paper generalizes a previous paper [Zaks, Y., Frostig, E., Levikson, B., 2006. Optimal pricing of a heterogeneous portfolio for a given risk level. Astin Bull. 36 (1), 161–185] where only a square distance function was considered.     

Quantitative Impact of a Cognitive Modeling Intelligent Tutoring System on Student Performance in Balancing Chemical Equations

The need for improved interactive tutoring capabilities in educational software for chemistry problem solving is an important one clearly articulated by teachers and students. To deliver the next generation of individualized interactive capabilities users demand, it is necessary to go beyond the conventional computer-assisted instruction methodology. The focus of this paper is the assessment with first-semester general chemistry students of a recently developed artificial intelligence (AI) tutor for balancing chemical equations. This is the first such assessment of an AI-based learning tool in chemistry. Students in CHEM 121 in the Fall 2001 semester at Duquesne University (N = 273) participated in the study. Students were divided into a test group that used the AI tutor as part of their study activities and a control group that did not use the tutor. It was found that the tutor improved the performance of the test group students to a statistically significant degree, helping the weakest students the most. This study establishes the feasibility of an AI-based approach to creating advanced new tutoring software for chemistry problem solving. Access to a Web-based demonstration of the equation-balancing tutor may be obtained by emailing the corresponding author.     

A Ramsey‐type result for the hypercube

We prove that for every fixed k and ? ≥ 5 and for sufficiently large n, every edge coloring of the hypercube Q_n with k colors contains a monochromatic cycle of length 2 ?. This answers an open question of Chung. Our techniques provide also a characterization of all subgraphs H of the hypercube which are Ramsey, that is, have the property that for every k, any k‐edge coloring of a sufficiently large Q_n contains a monochromatic copy of H. © 2006 Wiley Periodicals, Inc. J Graph Theory 53: 196–208, 2006     

Photoionization dynamics of glycine adsorbed on a silicon cluster: "on-the-fly" simulations

Dynamics of glycine chemisorbed on the surface of a silicon cluster is studied for a process that involves single-photon ionization, followed by recombination with the electron after a selected time delay. The process is studied by "on-the-fly" molecular dynamics simulations, using the semiempirical parametric method number 3 (PM3) potential energy surface. The system is taken to be in the ground state prior to photoionization, and time delays from 5 to 50 fs before the recombination are considered. The time evolution is computed over 10 ps. The main findings are (1) the positive charge after ionization is initially mostly distributed on the silicon cluster. (2) After ionization the major structural changes are on the silicon cluster. These include Si-Si bond breaking and formation and hydrogen transfer between different silicon atoms. (3) The transient ionization event gives rise to dynamical behavior that depends sensitively on the ion state lifetime. Subsequent to 45 fs evolution in the charged state, the glycine molecule starts to rotate on the silicon cluster. Implications of the results to various processes that are induced by transient transition to a charged state are discussed. These include inelastic tunneling in molecular devices, photochemistry on conducting surfaces, and electron-molecule scattering.     

Oral malodor,assessed by closed-loop,gas chromatography,and ion-trap technology

A method is described for the analysis of volatile organic compounds in saliva and tongue coating samples. The techniue is based on an off-line preconcentration step by means of a closed-loop trapping system followed by gas chromatography-ion trap detection. With the closed-loop technique, the volatile organic compounds(VOCs) are released from the matrix and trapped on an adsorbent without interference of water. The VOCs are released from the adsorbent into the gas chromatograph by thermdesorption. After separation, identification of the compounds is performed by ion trap technology. By this technique 82 compounds could be demonstrated in saliva and tongue coating samples. The technique is also used to demonstrate the formation of volatile bacterial fermentation compounds when a protein substrate is added to tongue coating samples. It is considered a very promising tool in further research on oral malodor.     

Syntheses and conformational analyses of some 3-amino-2,5-dioxo-2,3,4,5-tetrahydro-1H-1-benzazepine derivatives: X-ray crystal structure of 35–3-[[(1,1-dimethylethoxy)carbonyl]amino]-2,5-dioxo-2,3,4,5-tetrahydro-1H-1-benzazepine

The constrained dipeptide mimic 1 was synthesized from 2 in three steps with 65% overall yield. Analyses of the ¹H nmr data of a number of 3-amino-2,5-dioxo-2,3,4,5-tetrahydro-1H-1-benzazepine derivatives led to the conclusion that these compounds adopt a similar conformation and that this ring system is rigid. X-ray crystallography was used to define the structure of 3 , and computer-aided energy minimization of 6 gave a preferred conformation similar to that observed in the crystal of 3 .     

Vibrational spectroscopy of the G...C base pair: experiment, harmonic and anharmonic calculations, and the nature of the anharmonic couplings

The results of harmonic and anharmonic frequency calculations on a guanine-cytosine complex with an enolic structure (a tautomeric form with cytosine in the enol form and with a hydrogen at the 7-position on guanine) are presented and compared to gas-phase IR-UV double resonance spectral data. Harmonic frequencies were obtained at the RI-MP2/cc-pVDZ, RI-MP2/TZVPP, and semiempirical PM3 levels of electronic structure theory. Anharmonic frequencies were obtained by the CC-VSCF method with improved PM3 potential surfaces; the improved PM3 potential surfaces are obtained from standard PM3 theory by coordinate scaling such that the improved PM3 harmonic frequencies are the same as those computed at the RI-MP2/cc-pVDZ level. Comparison of the data with experimental results indicates that the average absolute percentage deviation for the methods is 2.6% for harmonic RI-MP2/cc-pVDZ (3.0% with the inclusion of a 0.956 scaling factor that compensates for anharmonicity), 2.5% for harmonic RI-MP2/TZVPP (2.9% with a 0.956 anharmonicity factor included), and 2.3% for adapted PM3 CC-VSCF; the empirical scaling factor for the ab initio harmonic calculations improves the stretching frequencies but decreases the accuracy of the other mode frequencies. The agreement with experiment supports the adequacy of the improved PM3 potentials for describing the anharmonic force field of the G...C base pair in the spectroscopically probed region. These results may be useful for the prediction of the pathways of vibrational energy flow upon excitation of this system. The anharmonic calculations indicate that anharmonicity along single mode coordinates can be significant for simple stretching modes. For several other cases, coupling between different vibrational modes provides the main contribution to anharmonicity. Examples of strongly anharmonically coupled modes are the symmetric stretch and group torsion of the hydrogen-bonded NH2 group on guanine, the OH stretch and torsion of the enol group on cytosine, and the NH stretch and NH out-of-plane bend of the non-hydrogen-bonded NH group on guanine.     

Solid‐state drawing of β‐nucleated polypropylene: Effect of additives on drawability and mechanical properties

Isotactic polypropylene (i‐PP) can crystallize in different crystal modifications. In this article, the effect of sepiolite (one‐dimensional) and carbon black (three‐dimensional) fillers on the solid‐state drawability of i‐PP is discussed. The cross‐hatched structure of thermodynamically most stable α‐crystal phase in i‐PP does not allow for perfect chain alignment during solid‐state drawing. The β‐phase i‐PP, obtained by addition of specific nucleating agents, crystallizes in a non‐cross‐hatched spherulitic structure and allows more easy drawing. Depending on the filler type, β–α transformation takes place at different draw ratios, as was observed by in situ wide‐angle X‐ray diffraction measurements. It was observed that β‐nucleated i‐PP has a lower yield stress and can be drawn further than i‐PP crystallized in the α‐crystal phase. If added in the right amount, both carbon black and sepiolite have a reinforcing effect on PP tapes. © 2014 Wiley Periodicals, Inc. J. Polym. Sci., Part B: Polym. Phys. 2014 , 52, 1071–1082