Computing probable maximum loss in catastrophe reinsurance portfolios on multi-core and many-core architectures

In the reinsurance market, the risks natural catastrophes pose to portfolios of properties must be quantified, so that they can be priced, and insurance offered. The analysis of such risks at a portfolio level requires a simulation of up to 800 000 trials with an average of 1000 catastrophic events per trial. This is sufficient to capture risk for a global multi-peril reinsurance portfolio covering a range of perils including earthquake, hurricane, tornado, hail, severe thunderstorm, wind storm, storm surge and riverine flooding, and wildfire. Such simulations are both computation and data intensive, making the application of high-performance computing techniques desirable.

In this paper, we explore the design and implementation of portfolio risk analysis on both multi-core and many-core computing platforms. Given a portfolio of property catastrophe insurance treaties, key risk measures, such as probable maximum loss, are computed by taking both primary and secondary uncertainties into account. Primary uncertainty is associated with whether or not an event occurs in a simulated year, while secondary uncertainty captures the uncertainty in the level of loss due to the use of simplified physical models and limitations in the available data. A combination of fast lookup structures, multi-threading and careful hand tuning of numerical operations is required to achieve good performance. Experimental results are reported for multi-core processors and systems using NVIDIA graphics processing unit and Intel Phi many-core accelerators.

Prevalence of the different types of age-related cataract in an African population.

PURPOSE: To describe the prevalence of different types of cataract and their association with visual acuity in a Tanzanian population aged 40 years and older. METHODS: A prevalence survey for lens opacity, glaucoma, and visual impairment was carried out on all residents age 40 and older of six villages in Kongwa, Tanzania. One examiner graded the lens for presence of nuclear (NSC), posterior subcapsular (PSC), and cortical cataract (CC), using the new WHO Simplified Cataract Grading System. Visual acuity was measured in each eye, both presenting and best corrected, using an illiterate E chart. RESULTS: The proportion of eligible subjects participating was 90% (3268/3641). The prevalence of cataract was as follows: NSC, 15.6%; CC, 8.8%; and PSC, 1.9%. All types of cataract increased with age, from NSC, 1.7%; CC, 2.4%; and PSC, 0.4% for those aged 40 to 49 years to NSC, 59.2%; CC, 23.5%; and PSC, 5.9% for those aged 70 years and older (P < 0.0001 for all cataract types, chi(2) test for trend). Cataract prevalence was higher among women than men for NSC (P = 0.0001), but not for CC (P = 0.15) or PSC (P = 0.25), after adjusting for age. Prevalence rates of visual impairment (BCVA < 6/12), US blindness (< or = 6/60) and WHO blindness (< 6/120) for this population were 13.3%, 2.1%, and 1.3%, respectively. Older age and each of the major types of pure and mixed cataract were independently associated with worse vision in regression modeling. CONCLUSIONS: Unlike African-derived populations in Salisbury and Barbados, NSC rather than CC was most prevalent in this African population. The seeming lower prevalence of CC may to some extent be explained by different grading schemes, differential availability of cataract surgery, the younger mean age of the Tanzanian subjects, and a higher prevalence of NSC in this population.

Physiologic indicators of vitamin A status.

Physiologic indicators reflect the functional consequences of vitamin A deficiency and may be particularly useful for detecting early perturbations in vitamin A status. In conjunctival impression cytology (CIC), epithelial morphology and the presence or absence of mucin spots and goblet cells allow samples, obtained by applying filter paper to the temporal conjunctiva, to be characterized as normal or typical of vitamin A-deficient keratinizing metaplasia. The validity of CIC has been established with reference to other indicators of vitamin A status, and a prevalence of > or =20% abnormal results has been suggested as indicative of a public health problem. However, interpretation of specimens requires considerable training, and nonresponsiveness to supplementation is a frequent problem, which limits the utility of CIC as a method for evaluating the impact of intervention programs. Several simplified field protocols for dark adaptation have been developed, including one in which dark adaptation is assessed by the responsiveness of the pupil to light. Night blind subjects have consistently shown abnormal results on this test, and a significant response to placebo-controlled dosing has been demonstrated for children and pregnant women. Scores have correlated significantly with serum retinol and relative dose response. Pupillary dark adaptation testing is acceptable to most children as young as 2 y old. Limitations of this technique include a time course for recovery after dosing as long as 4-6 wk, a testing time of 20 min, and the need for 1-3 d of training. Given its low cost, noninvasive nature, and lack of the need to transport samples, pupillary dark adaptation offers advantages over other techniques for assessing a population's vitamin A status.

Following instructions in a virtual school: Does working memory play a role?

Accumulating evidence that working memory supports the ability to follow instructions has so far been restricted to experimental paradigms that have greatly simplified the practical demands of performing actions to instructions in everyday tasks. The aim of the present study was to investigate whether working memory is involved in maintaining information over the longer periods of time that are more typical of everyday situations that require performing instructions to command. Forty-two children 7–11 years of age completed assessments of working memory, a real-world following-instructions task employing 3-D objects, and two new computerized instruction-following tasks involving navigation around a virtual school to complete a sequence of practical spoken commands. One task involved performing actions in a single classroom, and the other, performing actions in multiple locations in a virtual school building. Verbal working memory was closely linked with all three following-instructions paradigms, but with greater association to the virtual than to the real-world tasks. These results indicate that verbal working memory plays a key role in following instructions over extended periods of activity.

A wavelet based drive-by bridge inspection system

This paper investigates a low-cost wavelet-based approach for the preliminary monitoring of bridge structures, consisting of the use of a vehicle fitted with accelerometers on its axles. The approach aims to reduce the need for direct instrumentation of the bridge. A time-frequency analysis is carried out in order to identify the existence and location of damage from vehicle accelerations. Firstly, in theoretical simulations, a simplified vehicle-bridge interaction model is used to investigate the effectiveness of the approach. A number of damage indicators are evaluated and compared. A range of parameters such as the bridge span, vehicle speed, damage level and location, signal noise and road roughness are varied in simulations. Secondly, a scaled laboratory experiment is carried out to validate the results of the theoretical analysis and assess the ability of the selected damage indicators to detect changes in the bridge response from vehicle accelerations. 

Manufacturing at double the speed

The speed of manufacturing processes today depends on a trade-off between the physical processes of production, the wider system that allows these processes to operate and the co-ordination of a supply chain in the pursuit of meeting customer needs. Could the speed of this activity be doubled? This paper explores this hypothetical question, starting with examination of a diverse set of case studies spanning the activities of manufacturing. This reveals that the constraints on increasing manufacturing speed have some common themes, and several of these are examined in more detail, to identify absolute limits to performance. The physical processes of production are constrained by factors such as machine stiffness, actuator acceleration, heat transfer and the delivery of fluids, and for each of these, a simplified model is used to analyse the gap between current and limiting performance. The wider systems of production require the co-ordination of resources and push at the limits of human biophysical and cognitive limits. Evidence about these is explored and related to current practice. Out of this discussion, five promising innovations are explored to show examples of how manufacturing speed is increasing—with line arrays of point actuators, parallel tools, tailored application of precision, hybridisation and task taxonomies. The paper addresses a broad question which could be pursued by a wider community and in greater depth, but even this first examination suggests the possibility of unanticipated innovations in current manufacturing practices.