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.     

Förster energy transfer from poly(arylene–ethynylene)s to an erbium–porphyrin complex

We study the infrared emission at 1.54 μm of an organolanthanide complex, Er(III)-tetraphenylporphyrin [Er(TPP)acac], both as a result of direct optical excitation and via energy transfer from host π-conjugate polymers of type poly(arylene–ethynylene) [PAE]. In the first case, the emission of the neat complex is characterized in inert transparent materials and a value of the quantum yield at 1.54 μm φ_IR=4×10⁻⁴ is measured. Then, fluorescence resonance transfer is investigated in blends of Er(TPP)acac with PAEs by monitoring the quenching of the polymer fluorescence along with the enhancement of both the visible emission of the ligand and the near-infrared band of Er³⁺. These different procedures allow a detailed analysis of the transfer efficiency within a specific implementation of the Förster model for polymeric donors. The experimental values of the critical radius R₀, ranging from 1.3 to 2.5 nm for the different blends, are in good agreement with theory for a wide interval of the physical and spectroscopic parameters. This suggests that other mechanisms for excitation transfer do not play a significant role in these materials.     

Su di una questioke algebrica,che si presenta in problem di stabilità

Rendiconti del Circolo Matematico di Palermo Series 1 -     

Stemmosides C and D, two novel unusual pregnane glycosides from Solenostemma argel: structural elucidation and configurational study by a combined NMR-quantum mechanical strategy

Stemmosides C and D, two novel pregnane glycosides characterized by an unusual C-17 side chain were isolated from the pericarps of Solenostemma argel. In addition, stemmoside D displays an uncommon 14β proton configuration, apparently being the first pregnane isolated from plants known to have a 15 keto, cis CD ring junction. Their structures have been established by ESIMS and NMR experiments. The relative configuration of the molecules was determined using a strategy based on the simulation of ¹H, ¹³C, and J coupling NMR parameters. DFT calculations of ¹H and ¹³C chemical shifts, and of the ¹H homonuclear spin–spin coupling constants were performed with the mPW1PW91 functional using the 6-31G(d,p) basis set on the fully optimized geometries of all the possible stereoisomers.     

Regularity of minima: An invitation to the dark side of the calculus of variations

I am presenting a survey of regularity results for both minima of variational integrals, and solutions to non-linear elliptic, and sometimes parabolic, systems of partial differential equations. I will try to take the reader to the Dark Side... This work has been partially supported by MIUR via the project “Calcolo delle Variazioni” (Cofin 2004), and by GNAMPA via the project “Studio delle singolarità in problemi geometrici e variazionali”.     

Performance evaluation of fiber Bragg grating sensors by digital holographic technique, strain gauge measurement

In view of the growing interest for non-destructive tests of materials, geodynamical monitoring and in general remote sensing, there is a great effort to bring practical optical sensors from research labs to industrial and environmental applications. In this paper, we employ digital holographic technique as an efficient tool for evaluating the strain measurement capability of fiber Bragg gratings (FBG). A cantilever beam has been employed as a test structure under loading test. The strain measurements results obtained by fiber-based sensors have been compared to those obtained by using full-field digital holographic technique and point-wise strain gauge sensors glued on the same cantilever beam. A simple theoretical model is also presented to interpret and compare the experimental results coming from different techniques.     

Primitive rispetto all’ oscillazione

We study the real valued functions having a primitive with respect to the oscillation or a primitive with respect to the oscillation up to anegligible set.

---

---

Supported by MURST of Italy.