On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals

In this paper, we consider an insurance risk model governed by a Markovian arrival claim process and by phase-type distributed claim amounts, which also allows for claim sizes to be correlated with the inter-claim times. A defective renewal equation of matrix form is derived for the Gerber-Shiu discounted penalty function and solved using matrix analytic methods. The use of the busy period distribution for the canonical fluid flow model is a key factor in our analysis, allowing us to obtain an explicit form of the Gerber-Shiu discounted penalty function avoiding thus the use of Lundberg’s fundamental equation roots. As a special case, we derive the triple Laplace transform of the time to ruin, surplus prior to ruin, and deficit at ruin in explicit form, further obtaining the discounted joint and marginal moments of the surplus prior to ruin and the deficit at ruin.     

Behaviors of the positive temperature coefficient of resistance of poly(styrene‐co‐n‐butylacrylate) filled with Ni‐plated core‐shell polymeric particles

Conductive composite films of poly(styrene‐co‐n‐butylacrylate) copolymers filled with low‐density, Ni‐plated core‐shell polymeric particles were prepared and their behaviors of positive temperature coefficient of resistance (PTCR) were investigated. When the conductive fillers in the composite film were loaded beyond the critical volume, 10 up to 25 vol %, composite films exhibited a unique electrical resistant transition behavior, which the electrical resistance rapidly increased by several orders of magnitude at the critical temperature. The PTCR transition temperature, in general, occurred before the glass transition temperature of polymer matrix. Further increased the conductive filler loading to 30 vol %, the overpacked conduction paths were formed in the entire composite and the PTCR effects became blurred. While the composite film treated with thermal cycle several times from room temperature up to 120 °C, the electrical resistivity increased accompanied with the shift of the PTCR transition to lower temperature. The reason might have been caused by the formed interfacial cracks within the composite film. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 322–329, 2007     

Chemical Speciation of Amphoteric Ions on Semi‐Dry Scrubber Residue and Bag‐House Ash from MSWI

Two series of size‐fractionated combusted residues, a bag‐house ash and a scrubber residue, from a municipal solid waste incinerator (MSWI) were prepared and extracted by means of sequential chemical extraction (SCE) procedures proposed by Tessier. Concentrations of water‐soluble phase, exchangeable phase, carbonated phase, Fe/Mn oxide phase, organic matter phase, and residual phase bound amphoteric metals (Pb and Zn) were obtained, and have been compared with those of single batch extraction of toxic characteristic leaching procedure (TCLP). In each size fraction of baghouse ash or scrubber residue, lead or zinc shows a common phenomena that the TCLP value is always lower than the content of the water‐soluble fraction. For lead, baghouse ash has a significant size‐dependent distribution on the water‐soluble phase to perform a size‐dependent test of lead in the TCLP test. The zinc TCLP data having less size dependence might be due to that neither the baghouse ash nor the scrubber residue has a size‐dependent distribution on the water‐soluble zinc phase.     

On the sensitivity of the LU factorization

This paper gives sensitivity analyses by two approaches forL andU in the factorizationA=LU for general perturbations inA which are sufficiently small in norm. By the matrix-vector equation approach, we derive the condition numbers for theL andU factors. By the matrix equation approach we derive corresponding condition estimates. We show how partial pivoting and complete pivoting affect the sensitivity of the LU factorization. The material presented here is a part of the first author's PhD thesis under the supervision of the second author. This research was supported by NSERC of Canada Grant OGP0009236.     

Stability and convergence of modified Ishikawa iterative sequences with errors in Banach spaces

Summary Some stability and convergence theorems of the modified Ishikawa iterative sequences with errors for asymptotically nonexpansive mapping in the intermediate sense and asymptotically pseudo contractive and uniformly Lipschitzian mappings in Banach spaces are obtained.     

Perfect information two-person zero-sum markov games with imprecise transition probabilities

Based on an extension of the controlled Markov set-chain model by Kurano et al. (in J Appl Prob 35:293–302, 1998) into competitive two-player game setting, we provide a model of perfect information two-person zero-sum Markov games with imprecise transition probabilities. We define an equilibrium value for the games formulated with the model in terms of a partial order and then establish the existence of an equilibrium policy pair that achieves the equilibrium value. We further analyze finite-approximation error bounds obtained from a value iteration-type algorithm and discuss some applications of the model.     

Polymerization of cyclopentadiene initiated by methylaluminoxane

The polymerization of cyclopentadiene (CPD) was effectively initiated by methylaluminoxane (MAO) to generate poly(cyclopentadiene) (polyCPD). The effects on the polymerization of some reaction parameters such as the monomer concentration, the initiator concentration, and solvents were investigated. The conversion of CPD was monitored with gas chromatography to investigate the reaction kinetics. The polymerization rate was proportional to the concentrations of MAO in the first order and of the CPD monomer in the second order, and a reasonable cationic polymerization mechanism was suggested on the basis of the kinetic study. PolyCPD obtained at a low temperature could be dissolved in toluene or chloroform, and this indicated lower cross‐coupling during the polymerization reaction. ¹H NMR and IR analysis of the polymer indicated that there were almost equal amounts of 1,2‐enchainment and 1,4‐enchainment in the polymer chain. The measurement of polyCPD showed its unique properties as a potential candidate for stable wrappings or electronic packaging materials. © 2005 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 44: 264–272, 2006     

Control of the conjugation length and solubility in electroluminescent polymers

A new type of cyclolinear polymer, poly(phenylene vinylene‐alt‐cyclotriphosphazene), was synthesized through Heck‐type coupling reactions to produce π‐conjugated macromolecules with excellent solubility and precise electronic control of the band‐gap energy. This synthesis method is capable of producing well‐defined alternating polymers. The method is highly adaptable and can be readily used for other chromophore systems. The resulting polymers were also capable of accommodating a wide variety of substituents on the cyclophosphazene rings with minimal effect on the electronic properties. The band gap and electron affinities of the polymer were varied through the manipulation of the π‐conjugated unit located between the insulating phosphazene rings. Each chromophore matched the intended conjugation length consistently throughout the macromolecules. The polymers were good film formers because of the chosen substituents on the phosphazene rings. The absorbance of the polymers indicated minimal spectral shift from the monomer absorbance. This suggested an effective insulation of each chromophore unit from its neighbors by the phosphazene rings. Solution photoluminescence efficiencies were found to be up to 44.1%. © 2005 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 44: 69–76, 2006     

Converging Marriage in Honey-Bees Optimization and Application to Stochastic Dynamic Programming

In this paper, we first refine a recently proposed metaheuristic called “Marriage in Honey-Bees Optimization” (MBO) for solving combinatorial optimization problems with some modifications to formally show that MBO converges to the global optimum value. We then adapt MBO into an algorithm called “Honey-Bees Policy Iteration” (HBPI) for solving infinite horizon-discounted cost stochastic dynamic programming problems and show that HBPI also converges to the optimal value.