Haezendonck–Goovaerts risk measure with a heavy tailed loss

Recently Haezendonck–Goovaerts (H–G) risk measure has received much attention in (re)insurance and portfolio management. Some nonparametric inferences have been proposed in the literature. When the loss variable does not have enough moments, which depends on the involved Young function, the nonparametric estimator in Ahn and Shyamalkumar (2014) has a nonnormal limit, which challenges interval estimation. Motivated by the fact that many loss variables in insurance and finance could have a heavier tail such as an infinite variance, this paper proposes a new estimator which estimates the tail by extreme value theory and the middle part nonparametrically. It turns out that the proposed new estimator always has a normal limit regardless of the tail heaviness of the loss variable. Hence an interval with asymptotically correct confidence level can be obtained easily either by the normal approximation method via estimating the asymptotic variance or by a bootstrap method. A simulation study and real data analysis confirm the effectiveness of the proposed new inference procedure for estimating the H–G risk measure.     

Asymptotics of eigenfrequencies of an elastic body with a heavy and hard peak-shaped inclusion

A heavy and hard peak-shaped inclusion in an elastic body provokes to concentration of eigenvalues in the low-frequency range of the spectrum and localization of the corresponding eigenmodes near the peak tip. To cite this article: S.A. Nazarov, C. R. Mecanique 335 (2007).     

Highly selective in situ metal ion determination by hybrid electrochemical "adsorption-desorption" and colorimetric methods

A novel and facile hybrid analytical method coupling electrochemical “adsorption–desorption” and colorimetric analyses was developed to detect heavy metal ions in turbid water samples. The target metal ions were deposited onto an electrode inserted into the original sample, which was referred to as the “adsorption” process. After changing the medium, the concentrated target metal ions were dissolved in a new, clean buffer (blank buffer), which was referred to as the “desorption” process. The concentrations of the target metal ions were measured by colorimetric analyses after the addition of specific indicator amounts. We demonstrated the applicability of this method by detecting Cd²⁺, Pb²⁺ and Cu²⁺ with co-depositing Bi³⁺ on portable screen-printed electrodes (SPEs). A good correlation (correlation coefficient of R = 0.997) was observed between concentrations ranging from 1 to 200 μM and absorbance values. After the multiple “desorption” process, the even better detection limits as low as 10, 10 and 100 nM were achieved for Cd²⁺, Pb²⁺ and Cu²⁺, respectively. The practicality of this hybrid method was confirmed by the detection of Cd²⁺, Pb²⁺ and Cu²⁺ in wastewater samples, and these results were in agreement with inductively coupled plasma atomic emission spectroscopy (ICP-AES). Overall, this hybrid method provides a simple, selective and effective technique for environmental pollutant analyses.     

Dissociation and fractionation of heavy and light chains from IgG monoclonal antibodies

A basic method for dissociation and fractionation of monoclonal IgG heavy and light chain is described. It employs less noxious and hazardous reagents than the classical mercaptoethanol/propionic acid process and replaces size exclusion chromatography with cation exchange on a monolith to improve productivity. Significant scope remains to refine the conditions. The method can be applied to other disulfide bonded proteins with significant affinity for cation exchangers.     

Investigation on heavy crude-water two phase flow and related flow characteristics

In this paper, heavy crude oil–water flows are studied in a horizontal stainless steel test section with 25.4 mm ID and overall length of 50 m. Crude oil (viscosity = 628.1 mPa s, interfacial tension with water = 10.33 mN/m at 60 °C) and water, collected from an oilfield, were used as test fluids. Visual observations, local sampling and pressure drop measurements were used to identify the flow patterns and their transitions. It was found that in all conditions studied there was a water-in-oil emulsion present. At low mixture velocities and water fractions this occupied the whole pipe cross section. As the velocity or the volume fraction increased water appeared to segregate. At high water fractions and mixture velocities annular flow appeared with the water-in-oil emulsion in the core surrounded by a water layer. The results were compared with those from a model oil with the same viscosity. At low water fractions there was a similarity between the patterns observed with the two oil systems characterized by water segregation from an oil continuous dispersion with increasing water fraction or mixture velocity. However, at high water fractions an oil-in-water dispersion formed with the model oil that was not seen with the crude oil. Pressure drop was generally higher for the crude oil system compared to the model one, while in both cases it decreased when water started to segregate and form layers in contact with the pipe wall. The differences between the two oil systems are attributed to the natural surfactants present in the heavy crude oil (such as asphaltenes and resins), which tend to accumulate on the water/oil interface, retard film drainage and maintain the stability of water drops in oil.     

Heat Capacity Under Pressure of CeCoIn 5

Among heavy-fermion (HF) superconductors, CeCoIn 5 exhibits a record high value of T c =2.3 K at ambient pressure [1]. CeCoIn 5 belongs to a new class of HF-superconductors that crystallize in the tetragonal HoCoGa 5 -structure. This structure can be regarded as alternating layers of CeIn 3 and CoIn 2 . Bulk CeIn 3 undergoes a transition from an antiferromagnetic (AFM) state at ambient pressure ( T N =10.2 K) to a superconducting state with very low T C =0.15 K at a critical pressure p c =2.8 GPa [2] at which long range magnetic order vanishes. It is, therefore, regarded as a possible candidate for magnetically mediated superconductivity (SC). We report on measurements of the heat capacity of CeCoIn 5 at hydrostatic pressures p h 1.5 GPa. While T c increases with increasing pressure, the effective mass of the quasi-particles m eff decreases, as indicated by the ratio C / T | T c . As a working hypothesis based on theories of a nearly antiferromagnetic Fermi-liquid (NAFFL), this may be interpreted as the stabilization of the superconducting state by an increase of the characteristic spin fluctuation temperature T_{SF} (T_{SF}\propto k_F^2/m_{\rm eff}).     

Large-size oxyfluoride glasses used for vis–IR-transmitting windows

Windows for infrared sensors on missiles, aircraft and high energy laser systems must be of excellent spectral properties, high optical quality, large and durable enough to protect delicate sensors from harsh operating conditions. This paper describes work being done for IR window applications on heavy metal oxyfluoride (HMOF) glasses, which provide a combination of infrared transparency, strength, hardness, and environmental stability in a largely-sized formable material, and represents potential candidate materials for infrared windows.     

Electrospun Nanofibrous Adsorption Membranes for Wastewater Treatment: Mechanical Strength Enhancement

Functional nanofibrous membranes fabricated by electrospinning technology have attracted much attention in the removal of heavy metal ions from contaminated wastewater. The high specific surface area, high porosity and ease of functionality create an enhanced throughput and high adsorption capacity of the nanofibrous membrane. However, the relatively poor mechanical properties of the membrane with a non-woven nanofibrous structure are one of the major concerns, which can limit the applications in wastewater treatment. Different strategies and methodologies were explored to address the problems and were reviewed in this work, highlighting the possibilities of overcoming the poor mechanical properties of the nanofibrous membrane and to ensure the recyclability and reusability of the membrane during the adsorption process.     

鱼中铅、镉、汞和砷的测定

采用二种消化方法并用原子吸收分光光度法和原子荧光光谱法测定了鱼肉和鱼肝中铅、镉、汞、砷的含量。改进了国标每种元素需要一种方法测定的不足。结果表明在污染的河水中鱼肉的重金属元素含量比河水中的高,在同一条鱼中鱼肝中的重金属元素含量比鱼肉中的高。测定值与国标测定值以及标准物质推荐值一致。该方法快速、简便、准确。     

Two body non-leptonic decaysB →Dπ with heavy quark and chiral symmetry

We have analysed the two body non-leptonic charmed-meson decays of heavyB meson based on the factorization assumption. The transition matrix elements and the corresponding decay widths are calculated in the heavy quark and chiral symmetry limit and the Isgur-Wise function present in the expression is determined by the wave function model of Aliet al. The results obtained are quite interesting and agree reasonably well with the experimental data.