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.     

Layered Video and Differentiated Coding for Adaptive QoS in Mixed Wired-Satellite Networks

Mobile networks are becoming nothing but a way to allow ubiquitous access to multimedia services. To allow efficient use of resources, new systems provide flexible bandwidth and different error protection techniques to match channel behavior. As the backbone network is increasingly becoming based on packet techniques and in particular on IP and related transport protocols, end to end service quality must be analyzed considering both the fixed and the mobile part. Source scalability may help in coping with a mixed and heterogeneous environment. In this work we present some results of a transmission chain comprising a scalable MPEG-2 coder, an IP network and a radio access exploiting the availability of satellites. It is shown that for a given target rate, differentiated coding can be exploited to achieve decodability and good quality at a channel SNR much lower that single layer streams. This revised version was published online in July 2006 with corrections to the Cover Date.     

A high-current and high-temperature 6H-SiC thyristor

A 6H-SiC thyristor has been fabricated and characterized. A forward breakover voltage close to 100 V and a pulse switched current density of 5200 A/cm² have been demonstrated. The thyristor is shown to operate under pulse gate triggering for turn-on and turn-off, with a rise time of 43 ns and a fall time of less than 100 ns. The forward breakover voltage is found to decrease by only 4% when the operating temperature is increased from room temperature to 300°C. It is found that anode ohmic contact resistance dominates the device forward drop at high current densities     

Harmonic and intermodulation distortion modeling in IM-DD multi-band radio over fiber links exploiting injection locked lasers

A comprehensive numerical tool has been developed for the evaluation of the performances of Radio over Fiber (RoF) links intended for wireless signal distribution.At the transmitter end an appropriate set of rate equations allows to model the optical source as a solitary laser or as an appropriately injection locked laser. The optical channel is modeled putting into account the combined effect of fiber dispersion, laser source non ideal performances (e.g. non-linear effects, frequency chirp), and quadratic detection of the receiving photodiode. The simulation model developed can be a useful tool at the design stage allowing a preliminary evaluation of the characteristics of real RoF links.     

<Emphasis Type="Italic">Comment on</Emphasis>¶Low temperature specific heat of blue bronze K <Emphasis Type="Bold">0.30</Emphasis>MoO <Emphasis Type="Bold">3</Emphasis>, by J. Odin,J.C. Lasjaunias,K. Biljaković, K. Hasselbach,and P. Monceau

Eur. Phys. J. B 24, 315 (2001) Here we comment on a recently published paper on the presence of a phason contribution in the low temperature heat capacity data of the charge-density-wave compounds K_0.3MoO₃ and (TaSe₄)₂I. We have shown that the anomaly in the C _P / T ³ data reported by Odin et al. is straightforwardly interpreted in terms of low energy phonon modes resulting from the peculiar topology of these compounds. Received 21 February 2002 Published online 19 July 2002     

A Relaxation Scheme for Solving the Boltzmann Equation Based on the Chapman-Enskog Expansion

Abstract In [16] a visco-elastic relaxation system, called the relaxed Burnett system, was proposed by Jinand Slemrod as a moment approximation to the Boltzmann equation. The relaxed Burnett system is weaklyparabolic, has a linearly hyperbolic convection part, and is endowed with a generalized eotropy inequality. Itagrees with the solution of the Boltzmann equation up to the Burnett order via the Chapman-Enskog expansion. We develop a one-dimensional non-oscillatory numerical scheme based on the relaxed Burnett system forthe Boltzmann equation. We compare numerical results for stationary shocks based on this relaxation scheme,and those obtained by the DSMC (Direct Simulation Monte Carlo), by the Navier-Stokes equations and bythe extended thermodynamics with thirteen moments (the Grad equations). Our numerical experiments showthat the relaxed Burnett gives more accurate approximations to the shock profiles of the Boltzmann equationobtained by the DSMC, for a range of Mach numbers for hypersonic flows, th     

Thin-walled Beams: A Derivation of Vlassov Theory via Γ-Convergence

This paper deals with the asymptotic analysis of the three-dimensional problem for a linearly elastic cantilever having an open cross-section which is the union of rectangles with sides of order ε and ε ², as ε goes to zero. Under suitable assumptions on the given loads and for homogeneous and isotropic material, we show that the three-dimensional problem Γ-converges to the classical one-dimensional Vlassov model for thin-walled beams.