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1.
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. 相似文献
2.
The steel ASTM A213 P22 is used for superheater outlet header in power plants. During duty cycles lasting over tens of years the temperature is of the order of 545°C and the pressure 125 atm. The microscopic changes in these steels are hard to analyze under working conditions, but they are believed to be responsible for the appearance of creeps in such devices. Investigation of the microscopic modifications will help to predict future failures due to creeps, increasing the reliability and saving a lot of money.We report the investigation of such changes in ASTM A213 P22 steel in use for 30 years as a Superheater header at Haifa power station. The analysis has been carried out using Mössbauer Spectroscopy, X-ray diffraction and optical microscopy. As a result it seems that the morphology and phase change of the carbide phases M3C/M7C3 and M23C6 are the most prominent changes leading to the material failures. 相似文献
3.
Shmuel Yariv 《Journal of Thermal Analysis and Calorimetry》2003,71(3):685-687
Journal of Thermal Analysis and Calorimetry - 相似文献
4.
Bassan Bruno Gossner Olivier Scarsini Marco Zamir Shmuel 《International Journal of Game Theory》2003,32(1):17-31
We exhibit a general class of interactive decision situations in which all the agents benefit from more information. This class includes as a special case the classical comparison of statistical experiments à la Blackwell.
AMS 2000 Subject Classification:Primary 91A35.The work of Bruno Bassan and Marco Scarsini was partially supported by MIUR-COFIN. The authors express their thanks to Sylvain Sorin for enlightening comments. 相似文献
5.
6.
The purpose of this paper is to establish a conjecture of B. Grünbaum, which states that in every n-polygon P in the plane, n 5, some diagonals intersect in a pattern that defines a new n-polygon (P), such that the product of the cross-rations on the diagonals of P is equal to the product of the corresponding cross-ratios on the diagonals of (P). 相似文献
7.
Shmuel Zaks 《BIT Numerical Mathematics》1984,24(2):196-204
A new algorithm for generating permutations is presented, that generates the next permutation by reversing a certain suffix of its predecessor. The average size of this suffix is less thane 2.8. It is shown how to find the position of a given permutation and how to construct the permutation of a given position, where the position refers to the order in which the permutations are generated, and is also new.On leave from the Department of Computer Science, Technion, Haifa, Israel. This work was supported by NSF grant MCS-8302391. 相似文献
8.
Three new micropeptins, micropeptin KR1030, KR1002 and KR998 and the known microcyclamide GL546A were isolated from the extract of Microcystis sp. bloom material collected in Kabul Reservoir, Israel. The planar structures of the compounds were determined by homonuclear and inverse-heteronuclear 2D-NMR techniques as well as high-resolution mass spectrometry. The absolute configuration of the asymmetric centres of the amino acids was studied using Marfey's method for HPLC. The inhibitory activity of the compounds was determined for the serine proteases: trypsin, chymotrypsin and elastase. 相似文献
9.
In this paper we address the existence of smooth manifolds proper homotopy equivalent to nonuniform arithmetic manifolds M = Γ\G/K that are not homeomorphic to it. While the manifolds M are properly rigid if rankℚ(Γ) ≤ 2, we show that the so‐called virtual structure group has infinite rank as a ℚ‐vector space if rankℚ(Γ) ≥ 4.© 2015 Wiley Periodicals, Inc. 相似文献
10.
Joseph Zaks 《Geometriae Dedicata》1997,67(2):223-232
Extending earlier results in the plane, we prove that every n-polygon in sufficiently general position in d-dimensional projective space, n d + 2, gives rise to a derived n-polygon, which preserves a few functions; these functions are the cyclial product of (actually affine) ratios of various points, obtained by proper projections on suitable lines. 相似文献