Ruin Theory with Excess of Loss Reinsurance and Reinstatements

The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical Cramer-Lundberg risk model, piecewise deterministic Markov processes are used to describe the free surplus process in this more general situation. It is shown that the finite-time ruin probability is both the solution of a partial integro-differential equation and the fixed point of a contractive integral operator. We exploit the latter representation to develop and implement a recursive algorithm for numerical approximation of the ruin probability that involves high-dimensional integration. Furthermore we study the behavior of the finite-time ruin probability under various levels of initial surplus and security loadings and compare the efficiency of the numerical algorithm with the computational alternative of stochastic simulation of the risk process. (C) 2011 Elsevier Inc. All rights reserved.

Snapshot gradient-recalled echo-planar images of rat brains at long echo time at 9.4 T.

With improved B 0 homogeneity along with satisfactory gradient performance at high magnetic fields, snapshot gradient-recalled echo-planar imaging (GRE-EPI) would perform at long echo times (TEs) on the order of T2*, which intrinsically allows obtaining strongly T2*-weighted images with embedded substantial anatomical details in ultrashort time. The aim of this study was to investigate the feasibility and quality of long TE snapshot GRE-EPI images of rat brain at 9.4 T. When compensating for B 0 inhomogeneities, especially second-order shim terms, a 200 x 200 microm2 in-plane resolution image was reproducibly obtained at long TE (>25 ms). The resulting coronal images at 30 ms had diminished geometric distortions and, thus, embedded substantial anatomical details. Concurrently with the very consistent stability, such GRE-EPI images should permit to resolve functional data not only with high specificity but also with substantial anatomical details, therefore allowing coregistration of the acquired functional data on the same image data set.

Influence of transport and time on blood variables commonly measured for the athlete biological passport.

Some recent studies have characterized the stability of blood variables commonly measured for the Athlete Biological Passport. The aim of this study was to characterize the impact of different shipments conditions and the quality of the results returned by the haematological analyzer. Twenty-two healthy male subjects provided five EDTA tubes each. Four shipment conditions (24, 36, 48, 72 h) under refrigerated conditions were tested and compared to a set of samples left in the laboratory also under refrigerated conditions (group control). All measurements were conducted using two Sysmex XT-2000i analyzers. Haemoglobin concentration, reticulocytes percentage, and OFF-score numerical data were the same for samples analyzed just after collection and after a shipment under refrigerated conditions up to 72 h. Detailed information reported especially by the differential (DIFF) channel scatterplot of the Sysmex XT-2000i indicated that there were signs of blood deterioration, but were not of relevance for the variables used in the Athlete Biological Passport. As long as the cold chain is guaranteed, the time delay between the collection and the analyses of blood variables can be extended. Copyright© 2015 John Wiley & Sons, Ltd.