Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

High-pressure ultrasonic study of vibrational anharmonicity in bcc Cu-Al-Be alloys

To quantify the vibrational anharmonicity of the long-wavelength acoustic modes of bcc Cu74.1Al23.1Be2.8 near its martensitic transition temperature Ms (261 K), the hydrostatic pressure derivatives (¿CIJ/¿P)P=0 of the elastic stiffness moduli have been measured. The Grüneisen parameters at 268 K (just above Ms), especially of longitudinal modes, which become smaller than those of the shear modes, are quite different from those at 295 K: the anharmonicity changes markedly in the vicinity of the transition. Similar trends are noted for Cu66.5Al12.7Zn20.8. Experimental data near Ms are used to estimate cubic invariants in the strain order parameters in a Landau formalism.

Threading dislocation lines in two-sided flux-array decorations

Two-sided flux decoration experiments indicate that threading dislocation lines (TDLs), which cross the entire film, are sometimes trapped in metastable states. We calculate the elastic energy associated with the meanderings of a TDL. The TDL behaves as an anisotropic and dispersive string with thermal fluctuations largely along its Burgers vector. These fluctuations also modify the structure factor of the vortex solid. Both effects can, in principle, be used to estimate the elastic moduli of the material.

Elasticity and melting of vortex crystals in anisotropic superconductors: Beyond the continuum regime.

The elastic moduli of vortex crystals in anisotropic superconductors are frequently involved in the investigation of their phase diagram and transport properties. We provide a detailed analysis of the harmonic eigenvalues (normal modes) of the vortex lattice for general values of the magnetic field strength, going beyond the elastic continuum regime. The detailed behavior of these wave-vector-dependent eigenvalues within the Brillouin zone (BZ), is compared with several frequently used approximations that we also recalculate. Throughout the BZ, transverse modes are less costly than their longitudinal counterparts, and there is an angular dependence which becomes more marked close to the zone boundary. Based on these results, we propose an analytic correction to the nonlocal continuum formulas which fits quite well the numerical behavior of the eigenvalues in the London regime. We use this approximate expression to calculate thermal fluctuations and the full melting line (according to Lindeman's criterion) for various values of the anisotropy parameter.

The problem of physical coordinates in predictive Hamiltonian systems

In the Hamiltonian formulation of predictive relativistic systems, the canonical coordinates cannot be the physical positions. The relation between them is given by the individuality differential equations. However, due to the arbitrariness in the choice of Cauchy data, there is a wide family of solutions for these equations. In general, those solutions do not satisfy the condition of constancy of velocities moduli, and therefore we have to reparametrize the world lines into the proper time. We derive here a condition on the Cauchy data for the individuality equations which ensures the constancy of the velocities moduli and makes the reparametrization unnecessary.

First principles LDA+U and GGA+U study of cerium oxides: Dependence on the effective U-parameter

The electronic structure and properties of cerium oxides (CeO2 and Ce2O3) have been studied in the framework of the LDA+U and GGA(PW91)+U implementations of density functional theory. The dependence of selected observables of these materials on the effective U parameter has been investigated in detail. The examined properties include lattice constants, bulk moduli, density of states, and formation energies of CeO2 and Ce2O3. For CeO2, the LDA+U results are in better agreement with experiment than the GGA+U results whereas for the computationally more demanding Ce2O3 both approaches give comparable accuracy. Furthermore, as expected, Ce2O3 is much more sensitive to the choice of the U value. Generally, the PW91 functional provides an optimal agreement with experiment at lower U energies than LDA does. In order to achieve a balanced description of both kinds of materials, and also of nonstoichiometric CeO2¿x phases, an appropriate choice of U is suggested for LDA+U and GGA+U schemes. Nevertheless, an optimum value appears to be property dependent, especially for Ce2O3. Optimum U values are found to be, in general, larger than values determined previously in a self-consistent way.

Polydispersity index from linear viscoelastic data: Unimodal and bimodal linear polymer melts

This article describes a method for determining the polydispersity index Ip2=Mz/Mw of the molecular weight distribution (MWD) of linear polymeric materials from linear viscoelastic data. The method uses the Mellin transform of the relaxation modulus of a simple molecular rheological model. One of the main features of this technique is that it enables interesting MWD information to be obtained directly from dynamic shear experiments. It is not necessary to achieve the relaxation spectrum, so the ill-posed problem is avoided. Furthermore, a determinate shape of the continuous MWD does not have to be assumed in order to obtain the polydispersity index. The technique has been developed to deal with entangled linear polymers, whatever the form of the MWD is. The rheological information required to obtain the polydispersity index is the storage G′(ω) and loss G″(ω) moduli, extending from the terminal zone to the plateau region. The method provides a good agreement between the proposed theoretical approach and the experimental polydispersity indices of several linear polymers for a wide range of average molecular weights and polydispersity indices. It is also applicable to binary blends.

String theory dualities and supergravity divergences

We demonstrate how duality invariance of the low energy expansion of the four-supergraviton amplitude in type II string theory determines the precise coefficients of multiloop logarithmic ultraviolet divergences of maximal supergravity in various dimensions. This is illustrated by the explicit moduli-dependence of terms of the form ¿2k R4, with k ¿ 3, in the effective action. Furthermore, we show that in the supergravity limit the perturbative contributions are swamped by an accumulation of non-perturbative effects of zero-action instantons.

Poly(butylene terephthalate-co-5-tert-butyl isophthalate) Copolyesters: Synthesis, Characterization and Properties

A series of poly(butylene terephthalate) copolyesters containing 5-tert-butyl isophthalate units up to 50%-mole, as well as the homopolyester entirely made of these units, were prepared by polycondensation from the melt. The microstructure of the copolymers was determined by NMR to be at random for the whole range of compositions. The effect exerted by the 5-tert-butyl isophthalate units on thermal, tensile and gas transport properties was evaluated. Both Tm and crystallinity as well as the mechanical moduli were found to decrease steadily with copolymerization whereas Tg increased and the polyesters became more brittle. Permeability and solubility sligthly increased also with the content in substituted units whereas the diffusion coefficient remained practically constant. For the homopolyester poly(5-tert-butyl isophthalate), all these properties were found to deviate significantly from the general trend displayed by copolyesters suggesting that a different chain mode of packing in the amorphous phase is likely adopted in this case.

Analysis of the tensile modulus of polypropylene composites reinforced with stone groundwood fibers

One of the most relevant properties of composite materials to be considered is stiffness. Fiberglass has been used traditionally as a fibrous reinforcing element when stiff materials are required. However, natural fibers are been exploited as replacements for synthetic fibers to satisfy environmental concerns. Among the different natural fibers, wood fibers show the combination of relatively high aspect ratio, good specific stiffness and strength, low density, low cost, and less variability than other natural fibers of such those from annual crops. In this work, composites from polypropylene and stone groundwood fibers from softwood were prepared and mechanically characterized under tensile loads. The Young’s moduli of the ensuing composites were analyzed and their micromechanics aspects evaluated. The reinforcing effect of stone groundwood fibers was compared to that of conventional reinforcement such fiberglass. The Halpin-Tsai model with the modification proposed by Tsai-Pagano accounted fairly for the behavior of PP composites reinforced with stone groundwood fibers. It was also demonstrated that the aspect ratio of the reinforcement plays a role in the Young’s modulus of injection molded specimens