Temporal variability of damage potential on roads as a conceptual contribution towards a short-term avalanche risk simulation

The fatality risk caused by avalanches on road networks can be analysed using a long-term approach, resulting in a mean value of risk, and with emphasis on short-term fluctuations due to the temporal variability of both, the hazard potential and the damage potential. In this study, the approach for analysing the long-term fatality risk has been adapted by modelling the highly variable short-term risk. The emphasis was on the temporal variability of the damage potential and the related risk peaks. For defined hazard scenarios resulting from classified amounts of snow accumulation, the fatality risk was calculated by modelling the hazard potential and observing the traffic volume. The avalanche occurrence probability was calculated using a statistical relationship between new snow height and observed avalanche releases. The number of persons at risk was determined from the recorded traffic density. The method resulted in a value for the fatality risk within the observed time frame for the studied road segment. The long-term fatality risk due to snow avalanches as well as the short-term fatality risk was compared to the average fatality risk due to traffic accidents. The application of the method had shown that the long-term avalanche risk is lower than the fatality risk due to traffic accidents. The analyses of short-term avalanche-induced fatality risk provided risk peaks that were 50 times higher than the statistical accident risk. Apart from situations with high hazard level and high traffic density, risk peaks result from both, a high hazard level combined with a low traffic density and a high traffic density combined with a low hazard level. This provided evidence for the importance of the temporal variability of the damage potential for risk simulations on road networks. The assumed dependence of the risk calculation on the sum of precipitation within three days is a simplified model. Thus, further research is needed for an improved determination of the diurnal avalanche probability. Nevertheless, the presented approach may contribute as a conceptual step towards a risk-based decision-making in risk management.

Mortality from road traffic accidents in Switzerland: longitudinal and spatial analyses

Road traffic accidents (RTA) are an important cause of premature death. We examined socio-demographic and geographical determinants of RTA mortality in Switzerland by linking 2000 census data to RTA mortality records 2000-2005 (ICD-10 codes V00-V99). Data from 5.5 million residents aged 18-94 years, 1744 study areas, and 1620 RTA deaths were analyzed, including 978 deaths (60.4%) in motor vehicle occupants, 254 (15.7%) in motorcyclists, 107 (6.6%) in cyclists, and 259 (16.0%) in pedestrians. Weibull survival models and Bayesian methods were used to calculate hazard ratios (HR), and standardized mortality ratios (SMR) across study areas. Adjusted HR comparing women with men ranged from 0.04 (95% CI 0.02-0.07) in motorcyclists to 0.43 (95% CI 0.32-0.56) in pedestrians. There was a u-shaped relationship with age in motor vehicle occupants and motorcyclists. In cyclists and pedestrians, mortality increased after age 55 years. Mortality was higher in individuals with primary education (HR 1.53; 95% CI 1.29-1.81), and higher in single (HR 1.24; 95% CI 1.05-1.46), widowed (HR 1.31; 95% CI 1.05-1.65) and divorced individuals (HR 1.62; 95% CI 1.33-1.97), compared to persons with tertiary education or married persons. The association with education was particularly strong for pedestrians (HR 1.87; 95% CI 1.20-2.91). RTA mortality increased with decreasing population density of study areas for motor vehicle occupants (test for trend p<0.0001) and motorcyclists (p=0.0021) but not for cyclists (p=0.39) or pedestrians (p=0.29). SMR standardized for socio-demographic and geographical variables ranged from 82 to 190. Prevention efforts should aim to reduce inequities across socio-demographic and educational groups, and across geographical areas, with interventions targeted at high-risk groups and areas, and different traffic users, including pedestrians.

3G network traffic sources measurement and analysis

In this paper, we show statistical analyses of several types of traffic sources in a 3G network, namely voice, video and data sources. For each traffic source type, measurements were collected in order to, on the one hand, gain better understanding of the statistical characteristics of the sources and, on the other hand, enable forecasting traffic behaviour in the network. The latter can be used to estimate service times and quality of service parameters. The probability density function, mean, variance, mean square deviation, skewness and kurtosis of the interarrival times are estimated by Wolfram Mathematica and Crystal Ball statistical tools. Based on evaluation of packet interarrival times, we show how the gamma distribution can be used in network simulations and in evaluation of available capacity in opportunistic systems. As a result, from our analyses, shape and scale parameters of gamma distribution are generated. Data can be applied also in dynamic network configuration in order to avoid potential network congestions or overflows. Copyright © 2013 John Wiley & Sons, Ltd.

Static replications with traffic light options

It is well known that sufficiently regular, one-dimensional payoff functions have an explicit static hedge by bonds, forward contracts, and options in a continuum of strikes. An easy and natural extension of the corresponding representation leads to static hedges based on the same instruments along with traffic light options, which have recently been introduced in the market. It is well known that the second strike derivative of non-discounted prices of vanilla options is related to the risk-neutral density of the underlying asset price in the corresponding absolutely continuous settings. Similar statements hold for traffic light options in sufficiently regular, bivariate settings.