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.

Low-loss rib waveguides containing Si nanocrystals embedded in SiO2

We report on the study and modeling of the structural and optical properties of rib-loaded waveguides working in the 600-900-nm spectral range. A Si nanocrystal (Si-nc) rich SiO2 layer with nominal Si excess ranging from 10% to 20% was produced by quadrupole ion implantation of Si into thermal SiO2 formed on a silicon substrate. Si-ncs were precipitated by annealing at 1100°C, forming a 0.4-um-thick core layer in the waveguide. The Si content, the Si-nc density and size, the Si-nc emission, and the active layer effective refractive index were determined by dedicated experiments using x-ray photoelectron spectroscopy, Raman spectroscopy, energy-filtered transmission electron microscopy, photoluminescence and m-lines spectroscopy. Rib-loaded waveguides were fabricated by photolithographic and reactive ion etching processes, with patterned rib widths ranging from 1¿to¿8¿¿m. Light propagation in the waveguide was observed and losses of 11dB/cm at 633 and 780 nm were measured, modeled and interpreted.

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.

Intensity correlation functions of dye lasers: Comparison of colored-gain-noise and colored-loss-noise models

The intensity correlation functions C(t) for the colored-gain-noise model of dye lasers are analyzed and compared with those for the loss-noise model. For correlation times ¿ larger than the deterministic relaxation time td, we show with the use of the adiabatic approximation that C(t) values coincide for both models. For small correlation times we use a method that provides explicit expressions of non-Markovian correlation functions, approximating simultaneously short- and long-time behaviors. Comparison with numerical simulations shows excellent results simultaneously for short- and long-time regimes. It is found that, when the correlation time of the noise increases, differences between the gain- and loss-noise models tend to disappear. The decay of C(t) for both models can be described by a time scale that approaches the deterministic relaxation time. However, in contrast with the loss-noise model, a secondary time scale remains for large times for the gain-noise model, which could allow one to distinguish between both models.

Particle creation in a colliding plane wave spacetime: Wave packet quantization

We use wave packet mode quantization to compute the creation of massless scalar quantum particles in a colliding plane wave spacetime. The background spacetime represents the collision of two gravitational shock waves followed by trailing gravitational radiation which focus into a Killing-Cauchy horizon. The use of wave packet modes simplifies the problem of mode propagation through the different spacetime regions which was previously studied with the use of monochromatic modes. It is found that the number of particles created in a given wave packet mode has a thermal spectrum with a temperature which is inversely proportional to the focusing time of the plane waves and which depends on the mode trajectory.

Cherenkov mesons as in-medium quark energy loss

We recently showed that a heavy quark moving su ciently fast through a quark-gluon plasma may lose energy by Cherenkov-radiating mesons [1]. Here we review our previous holographic calculation of the energy loss in N = 4 Super Yang-Mills and extend it to longitudinal vector mesons and scalar mesons. We also discuss phenomenological implications for heavy-ion collision experiments. Although the Cherenkov energy loss is an O(1=Nc) effect, a ballpark estimate yields a value of dE/dx for Nc = 3 which is comparable to that of other mechanisms.

Space and momentum representation analysis of Hartman's effect in wave packet transmission

The Hartman effect is analyzed in both the position and momentum representations of the problem. The importance of Wigner tunneling and deep tunneling is singled out. It is shown quantitatively how the barrier acts as a filter for low momenta (quantum speed up) as the width increases, and a detailed mechanism is proposed. Superluminal transmission is also discussed.

Cherenkov mesons as in-medium quark energy loss

We recently showed that a heavy quark moving su ciently fast through a quark-gluon plasma may lose energy by Cherenkov-radiating mesons [1]. Here we review our previous holographic calculation of the energy loss in N = 4 Super Yang-Mills and extend it to longitudinal vector mesons and scalar mesons. We also discuss phenomenological implications for heavy-ion collision experiments. Although the Cherenkov energy loss is an O(1=Nc) effect, a ballpark estimate yields a value of dE/dx for Nc = 3 which is comparable to that of other mechanisms.

Electron energy loss spectroscopy: physical principles, state of the art and applications to the nanosciences

In the present work we review the way in which the electron-matter interaction allows us to perform electron energy loss spectroscopy (EELS), as well as the latest developments in the technique and some of the most relevant results of EELS as a characterization tool in nanoscience and nanotechnology.

Vanishing Clams on an iberian beach: local consequences and global implication of accelerating loss of shells to tourism

Multi-decadal increase in shell removal by tourists, a process that may accelerate degradation of natural habitats, was quantified via two series of monthly surveys, conducted thirty years apart (1978-1981 and 2008-2010) in one small embayment on the Mediterranean coast of Spain. Over the last three decades, the local tourist arrivals have increased almost three-fold (2.74), while the area has remained unaffected by urban encroachment and commercial fisheries. Concomitantly, abundance of mollusk shells along the shoreline decreased almost three-fold (2.62) and displayed a tight inverse correlation with tourist arrivals. A four-fold increase in tourist arrivals observed globally over the last 30 years has likely induced a comparable worldwide acceleration in shell removal from marine shorelines and exerted multiple negative (but currently unquantifiable) habitat changes that may include increased beach erosion, changes in carbon and calcium cycles, and decline in diversity and abundance of organisms dependent on shell availability.

Optimal stop-loss reinsurance: a dependence analysis

The stop-loss reinsurance is one of the most important reinsurance contracts in the insurance market. From the insurer point of view, it presents an interesting property: it is optimal if the criterion of minimizing the variance of the cost of the insurer is used. The aim of the paper is to contribute to the analysis of the stop-loss contract in one period from the point of view of the insurer and the reinsurer. Firstly, the influence of the parameters of the reinsurance contract on the correlation coefficient between the cost of the insurer and the cost of the reinsurer is studied. Secondly, the optimal stop-loss contract is obtained if the criterion used is the maximization of the joint survival probability of the insurer and the reinsurer in one period.

VoIP: Making Secure Calls and Maintaining High Call Quality

Modern multimedia communication tools must have high security, high availability and high quality of service (QoS). Any security implementation will directly impact on QoS. This paper will investigate how end-to-end security impacts on QoS in Voice over Internet Protocol (VoIP). The QoS is measured in terms of lost packet ratio, latency and jitter using different encryption algorithms, no security and just the use of IP firewalls in Local and Wide Area Networks (LAN and WAN). The results of laboratory tests indicate that the impact on the overall performance of VoIP depends upon the bandwidth availability and encryption algorithm used. The implementation of any encryption algorithm in low bandwidth environments degrades the voice quality due to increased loss packets and packet latency, but as bandwidth increases encrypted VoIP calls provided better service compared to an unsecured environment.

Cherenkov mesons as in-medium quark energy loss

We recently showed that a heavy quark moving sufficiently fast through a quark-gluon plasma may lose energy by Cherenkov-radiating mesons [1]. Here we review our previous holographic calculation of the energy loss in N=4 Super Yang-Mills and extend it to longitudinal vector mesons and scalar mesons. We also discuss phenomenological implications for heavy-ion collision experiments. Although the Cherenkov energy loss is an O(1/Nc) effect, a ballpark estimate yields a value of dE/dx for Nc=3 which is comparable to that of other mechanisms.