61 resultados para Gerber-Shiu function


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The authors focus on one of the methods for connection acceptance control (CAC) in an ATM network: the convolution approach. With the aim of reducing the cost in terms of calculation and storage requirements, they propose the use of the multinomial distribution function. This permits direct computation of the associated probabilities of the instantaneous bandwidth requirements. This in turn makes possible a simple deconvolution process. Moreover, under certain conditions additional improvements may be achieved

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The application of Discriminant function analysis (DFA) is not a new idea in the studyof tephrochrology. In this paper, DFA is applied to compositional datasets of twodifferent types of tephras from Mountain Ruapehu in New Zealand and MountainRainier in USA. The canonical variables from the analysis are further investigated witha statistical methodology of change-point problems in order to gain a betterunderstanding of the change in compositional pattern over time. Finally, a special caseof segmented regression has been proposed to model both the time of change and thechange in pattern. This model can be used to estimate the age for the unknown tephrasusing Bayesian statistical calibration

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The electron localization function (ELF) has been proven so far a valuable tool to determine the location of electron pairs. Because of that, the ELF has been widely used to understand the nature of the chemical bonding and to discuss the mechanism of chemical reactions. Up to now, most applications of the ELF have been performed with monodeterminantal methods and only few attempts to calculate this function for correlated wave functions have been carried out. Here, a formulation of ELF valid for mono- and multiconfigurational wave functions is given and compared with previous recently reported approaches. The method described does not require the use of the homogeneous electron gas to define the ELF, at variance with the ELF definition given by Becke. The effect of the electron correlation in the ELF, introduced by means of configuration interaction with singles and doubles calculations, is discussed in the light of the results derived from a set of atomic and molecular systems

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Background: A number of studies have used protein interaction data alone for protein function prediction. Here, we introduce a computational approach for annotation of enzymes, based on the observation that similar protein sequences are more likely to perform the same function if they share similar interacting partners. Results: The method has been tested against the PSI-BLAST program using a set of 3,890 protein sequences from which interaction data was available. For protein sequences that align with at least 40% sequence identity to a known enzyme, the specificity of our method in predicting the first three EC digits increased from 80% to 90% at 80% coverage when compared to PSI-BLAST. Conclusion: Our method can also be used in proteins for which homologous sequences with known interacting partners can be detected. Thus, our method could increase 10% the specificity of genome-wide enzyme predictions based on sequence matching by PSI-BLAST alone.

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The simultaneous use of multiple transmit and receive antennas can unleash very large capacity increases in rich multipath environments. Although such capacities can be approached by layered multi-antenna architectures with per-antenna rate control, the need for short-term feedback arises as a potential impediment, in particular as the number of antennas—and thus the number of rates to be controlled—increases. What we show, however, is that the need for short-term feedback in fact vanishes as the number of antennas and/or the diversity order increases. Specifically, the rate supported by each transmit antenna becomes deterministic and a sole function of the signal-to-noise, the ratio of transmit and receive antennas, and the decoding order, all of which are either fixed or slowly varying. More generally, we illustrate -through this specific derivation— the relevance of some established random CDMA results to the single-user multi-antenna problem.

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This paper aims to identify and assess the main items in the strategy followed by the EU and its member states on the externalisation of their asylum function. First, it analyses the European harmonisation of the return to safe third countries and to countries of first asylum, which is carried out by means of readmission agreements. Second, it refers to the strategies defined by the Hague and the Stockholm programs concerning the External Aspects of the European Union Asylum Policy, on the detention centres for illegal immigrants abroad, and on the proposals for delocalisation of asylum applications processing centres beyond the EU borders. Finally, this paper considers whether the strategy of externalisation of the function of asylum sometimes lacks legitimacy, and to what extent there is a fair balance between the interests of the states and the protection of the human rights of refugees and asylum seekers.

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The paper develops a method to solve higher-dimensional stochasticcontrol problems in continuous time. A finite difference typeapproximation scheme is used on a coarse grid of low discrepancypoints, while the value function at intermediate points is obtainedby regression. The stability properties of the method are discussed,and applications are given to test problems of up to 10 dimensions.Accurate solutions to these problems can be obtained on a personalcomputer.

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Minkowski's ?(x) function can be seen as the confrontation of two number systems: regular continued fractions and the alternated dyadic system. This way of looking at it permits us to prove that its derivative, as it also happens for many other non-decreasing singular functions from [0,1] to [0,1], when it exists can only attain two values: zero and infinity. It is also proved that if the average of the partial quotients in the continued fraction expansion of x is greater than k* =5.31972, and ?'(x) exists then ?'(x)=0. In the same way, if the same average is less than k**=2 log2(F), where F is the golden ratio, then ?'(x)=infinity. Finally some results are presented concerning metric properties of continued fraction and alternated dyadic expansions.

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Whereas people are typically thought to be better off with more choices, studiesshow that they often prefer to choose from small as opposed to large sets of alternatives.We propose that satisfaction from choice is an inverted U-shaped function of thenumber of alternatives. This proposition is derived theoretically by considering thebenefits and costs of different numbers of alternatives and is supported by fourexperimental studies. We also manipulate the perceptual costs of information processingand demonstrate how this affects the resulting satisfaction function. We furtherindicate that satisfaction when choosing from a given set is diminished if people aremade aware of the existence of other choice sets. The role of individual differences insatisfaction from choice is documented by noting effects due to gender and culture. Weconclude by emphasizing the need to have an explicit rationale for knowing how muchchoice is enough.

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The principal aim of this paper is to estimate a stochastic frontier costfunction and an inefficiency effects model in the analysis of the primaryhealth care services purchased by the public authority and supplied by 180providers in 1996 in Catalonia. The evidence from our sample does not supportthe premise that contracting out has helped improve purchasing costefficiency in primary care. Inefficient purchasing cost was observed in thecomponent of this purchasing cost explicitly included in the contract betweenpurchaser and provider. There are no observable incentives for thecontracted-out primary health care teams to minimise prescription costs, whichare not explicitly included in the present contracting system.

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The well--known Minkowski's? $(x)$ function is presented as the asymptotic distribution function of an enumeration of the rationals in (0,1] based on their continued fraction representation. Besides, the singularity of ?$(x)$ is clearly proved in two ways: by exhibiting a set of measure one in which ?ï$(x)$ = 0; and again by actually finding a set of measure one which is mapped onto a set of measure zero and viceversa. These sets are described by means of metrical properties of different systems for real number representation.

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The matching function -a key building block in models of labor market frictions- impliesthat the job finding rate depends only on labor market tightness. We estimate such amatching function and find that the relation, although remarkably stable over 1967-2007,broke down spectacularly after 2007. We argue that labor market heterogeneities are notfully captured by the standard matching function, but that a generalized matching functionthat explicitly takes into account worker heterogeneity and market segmentation is fullyconsistent with the behavior of the job finding rate. The standard matching function canbreak down when, as in the Great Recession, the average characteristics of the unemployedchange too much, or when dispersion in labor market conditions -the extent to which somelabor markets fare worse than others- increases too much.