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.     

Frontiers in 2D NMR of paramagnetic metalloproteins

The possibilities and the limitations of 2D NMR for the structural characterization of paramagnetic metalloproteins are reviewed. We survey the general strategies for 2D¹H NMR investigations of hyperfine shifted signals. Careful adaptation of classical 2D NMR experiments to fast relaxing systems results in the detection of previously not observed scalar and dipolar connectivities, thus leading to the specific assignment of selected resonances. The approach is of general applicability for paramagnetic metalloproteins. We report here on the application of the application of the method to an iron sulfur protein and a heme protein. In both cases specific assignment of several hyperfine shifted signals, corresponding to active site protons, were obtained; this allowed significant insight into the structure-function relationships of these metalloproteins.     

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.      

Analysis of platelet-activating factor by gas chromatography-mass spectrometry: low-energy electron impact of the corresponding 3-acetyl-2-tert.-butyldimethylsilyl derivative.

A method for the analysis of platelet-activating factor in platelets employing gas chromatography and selected-ion monitoring mass spectrometry with low-energy electron impact and stable isotope dilution was developed. The procedure involved Bligh and Dyer extraction of the sample followed by thin-layer chromatographic purification. Platelet-activating factor is successively hydrolysed to the corresponding 2-acetyl-1-O-alkylglycerol by digestion with phospholipase C, and the product is allowed to isomerize to the more thermodynamically stable 3-acetyl-1-O-alkylglycerol before column purification and derivatization of the free OH with tert.-butyldimethylchlorosaline-imidazole. This reagent is of common use in platelet-activating factor derivatization, but is made to react with 2-acetyl instead of 3-acetyl isomer. The advantages of using the latter for the final derivatization are discussed and this method is compared with others currently available for gas chromatographic-mass spectrometric analysis of platelet-activating factor.