The Effect of a threshold proportional reinsurance strategy on ruin probabilities

[spa] En un modelo de Poisson compuesto, definimos una estrategia de reaseguro proporcional de umbral : se aplica un nivel de retención k1 siempre que las reservas sean inferiores a un determinado umbral b, y un nivel de retención k2 en caso contrario. Obtenemos la ecuación íntegro-diferencial para la función Gerber-Shiu, definida en Gerber-Shiu -1998- en este modelo, que nos permite obtener las expresiones de la probabilidad de ruina y de la transformada de Laplace del momento de ruina para distintas distribuciones de la cuantía individual de los siniestros. Finalmente presentamos algunos resultados numéricos.

Surface collective oscillations of metal clusters and spheres: Random-phase-approximation sum-rules approach

Using the once and thrice energy-weighted moments of the random-phase-approximation strength function, we have derived compact expressions for the average energy of surface collective oscillations of clusters and spheres of metal atoms. The L=0 volume mode has also been studied. We have carried out quantal and semiclassical calculations for Na and Ag systems in the spherical-jellium approximation. We present a rather thorough discussion of surface diffuseness and quantal size effects on the resonance energies.

Fluctuations in domain growth: Ginzburg-Landau equations with multiplicative noise

Ginzburg-Landau equations with multiplicative noise are considered, to study the effects of fluctuations in domain growth. The equations are derived from a coarse-grained methodology and expressions for the resulting concentration-dependent diffusion coefficients are proposed. The multiplicative noise gives contributions to the Cahn-Hilliard linear-stability analysis. In particular, it introduces a delay in the domain-growth dynamics.

Robustness of entanglement

In the quest to completely describe entanglement in the general case of a finite number of parties sharing a physical system of finite-dimensional Hilbert space an entanglement magnitude is introduced for its pure and mixed states: robustness. It corresponds to the minimal amount of mixing with locally prepared states which washes out all entanglement. It quantifies in a sense the endurance of entanglement against noise and jamming. Its properties are studied comprehensively. Analytical expressions for the robustness are given for pure states of two-party systems, and analytical bounds for mixed states of two-party systems. Specific results are obtained mainly for the qubit-qubit system (qubit denotes quantum bit). As by-products local pseudomixtures are generalized, a lower bound for the relative volume of separable states is deduced, and arguments for considering convexity a necessary condition of any entanglement measure are put forward.

Decay of unstable states in the presence of colored noise and random initial conditions. I. Theory of nonlinear relaxation times

The general theory of nonlinear relaxation times is developed for the case of Gaussian colored noise. General expressions are obtained and applied to the study of the characteristic decay time of unstable states in different situations, including white and colored noise, with emphasis on the distributed initial conditions. Universal effects of the coupling between colored noise and random initial conditions are predicted.

Stochastic generation of homogeneous isotropic turbulence with well-defined-spectra

A precise and simple computational model to generate well-behaved two-dimensional turbulent flows is presented. The whole approach rests on the use of stochastic differential equations and is general enough to reproduce a variety of energy spectra and spatiotemporal correlation functions. Analytical expressions for both the continuous and the discrete versions, together with simulation algorithms, are derived. Results for two relevant spectra, covering distinct ranges of wave numbers, are given.

Understanding quantum wires with circular bends

It is shown that propagation around a circular bend in a quantum wire is well approximated by a one¿dimensional problem with a square¿well potential replacing the bend. Simple analytic expressions are obtained for the transmission and bound states.

Scaling calculation of isoscalar giant resonances in relativistic Thomas-Fermi theory

We derive analytical expressions for the excitation energy of the isoscalar giant monopole and quadrupole resonances in finite nuclei, by using the scaling method and the extended ThomasFermi approach to relativistic mean-field theory. We study the ability of several nonlinear σω parameter sets of common use in reproducing the experimental data. For monopole oscillations the calculations agree better with experiment when the nuclear matter incompressibility of the relativistic interaction lies in the range 220260 MeV. The breathing-mode energies of the scaling method compare satisfactorily with those obtained in relativistic RPA and time-dependent mean-field calculations. For quadrupole oscillations, all the analyzed nonlinear parameter sets reproduce the empirical trends reasonably well.

Theory for correlation functions of processes driven by external colored noise

We study steady-state correlation functions of nonlinear stochastic processes driven by external colored noise. We present a methodology that provides explicit expressions of correlation functions approximating simultaneously short- and long-time regimes. The non-Markov nature is reduced to an effective Markovian formulation, and the nonlinearities are treated systematically by means of double expansions in high and low frequencies. We also derive some exact expressions for the coefficients of these expansions for arbitrary noise by means of a generalization of projection-operator techniques.

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.

Diffraction theory of Fresnel lenses encoded in low-resolution devices

A mathematical model that describes the behavior of low-resolution Fresnel lenses encoded in any low-resolution device (e.g., a spatial light modulator) is developed. The effects of low-resolution codification, such the appearance of new secondary lenses, are studied for a general case. General expressions for the phase of these lenses are developed, showing that each lens behaves as if it were encoded through all pixels of the low-resolution device. Simple expressions for the light distribution in the focal plane and its dependence on the encoded focal length are developed and commented on in detail. For a given codification device an optimum focal length is found for best lens performance. An optimization method for codification of a single lens with a short focal length is proposed.

Diffraction theory of optimized low-resolution Fresnel encoded lenses

A mathematical model describing the behavior of low-resolution Fresnel encoded lenses (LRFEL's) encoded in any low-resolution device (e.g., a spatial light modulator) has recently been developed. From this model, an LRFEL with a short focal length was optimized by our imposing the maximum intensity of light onto the optical axis. With this model, analytical expressions for the light-amplitude distribution, the diffraction efficiency, and the frequency response of the optimized LRFEL's are derived.

Analysis of the role of mobility-lifetime products in the performance of amorphous silicon p-i-n solar cells

An analytical model of an amorphous silicon p-i-n solar cell is presented to describe its photovoltaic behavior under short-circuit conditions. It has been developed from the analysis of numerical simulation results. These results reproduce the experimental illumination dependence of short-circuit resistance, which is the reciprocal slope of the I(V) curve at the short-circuit point. The recombination rate profiles show that recombination in the regions of charged defects near the p-i and i-n interfaces should not be overlooked. Based on the interpretation of the numerical solutions, we deduce analytical expressions for the recombination current and short-circuit resistance. These expressions are given as a function of an effective ¿¿ product, which depends on the intensity of illumination. We also study the effect of surface recombination with simple expressions that describe its influence on current loss and short-circuit resistance.

First-passage times for non-Markovian processes: Shot noise

The stochastic-trajectory-analysis technique is applied to the calculation of the mean¿first-passage-time statistics for processes driven by external shot noise. Explicit analytical expressions are obtained for free and bound processes.

Exactly solvable phase oscillator models with syncrhonization dynamics

Populations of phase oscillators interacting globally through a general coupling function f(x) have been considered. We analyze the conditions required to ensure the existence of a Lyapunov functional giving close expressions for it in terms of a generating function. We have also proposed a family of exactly solvable models with singular couplings showing that it is possible to map the synchronization phenomenon into other physical problems. In particular, the stationary solutions of the least singular coupling considered, f(x) = sgn(x), have been found analytically in terms of elliptic functions. This last case is one of the few nontrivial models for synchronization dynamics which can be analytically solved.