A Proportional Approach to Bankruptcy Problems with a guaranteed minimum

In a distribution problem, and specfii cally in bankruptcy issues, the Proportional (P) and the Egalitarian (EA) divisions are two of the most popular ways to resolve the conflict. The Constrained Equal Awards rule (CEA) is introduced in bankruptcy literature to ensure that no agent receives more than her claim, a problem that can arise when using the egalitarian division. We propose an alternative modi cation, by using a convex combination of P and EA. The recursive application of this new rule finishes at the CEA rule. Our solution concept ensures a minimum amount to each agent, and distributes the remaining estate in a proportional way. Keywords: Bankruptcy problems, Proportional rule, Equal Awards, Convex combination of rules, Lorenz dominance. JEL classi fication: C71, D63, D71.

Registro de fallos en accesos a caché (L2) del Pentium 4 mediante performance counters

Nuestro proyecto intentará conseguir la contabilización de los fallos en los accesos a caché de segundo nivel (L2) de un determinado proceso, para lo que trataremos de habilitar los contadores de rendimiento del Pentium 4, configurarlos para obtener la información buscada de acuerdo a los eventos a monitorizar y, por último, obtener esta información y dejarla adisposición de la aplicación de usuario que la requiera.

From bargaining solutions to claims rules: a proportional approach

Is it important to negotiate on proportions rather than on numbers? To answer this question, we analyze the behavior of well-known bargaining solutions and the claims rules they induce when they are applied to a "proportionally transformed" bargaining set SP -so-called bargaining-in-proportions set. The idea of applying bargaining solutions to claims problems was already developed in Dagan and Volij (1993). They apply the bargaining solutions over a bargaining set that is the one de ned by the claims and the endowment. A comparison among our results and theirs is provided. Keywords: Bargaining problem, Claims problem, Proportional, Constrained Equal Awards, Constrained Equal Losses, Nash bargaining solution. JEL classi fication: C71, D63, D71.

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.

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.

Empirical study of correlated survival times for recurrent events with proportional hazards margins and the effect of correlation and censoring.

Background: In longitudinal studies where subjects experience recurrent incidents over a period of time, such as respiratory infections, fever or diarrhea, statistical methods are required to take into account the within-subject correlation. Methods: For repeated events data with censored failure, the independent increment (AG), marginal (WLW) and conditional (PWP) models are three multiple failure models that generalize Cox"s proportional hazard model. In this paper, we revise the efficiency, accuracy and robustness of all three models under simulated scenarios with varying degrees of within-subject correlation, censoring levels, maximum number of possible recurrences and sample size. We also study the methods performance on a real dataset from a cohort study with bronchial obstruction. Results: We find substantial differences between methods and there is not an optimal method. AG and PWP seem to be preferable to WLW for low correlation levels but the situation reverts for high correlations. Conclusions: All methods are stable in front of censoring, worsen with increasing recurrence levels and share a bias problem which, among other consequences, makes asymptotic normal confidence intervals not fully reliable, although they are well developed theoretically.

Evidence of systematic and proportional error in a widely used glucose oxidase analyser: Impact for clinical research?

Real time glycemia is a cornerstone for metabolic research, particularly when performing oral glucose tolerance tests (OGTT) or glucose clamps. From 1965 to 2009, the gold standard device for real time plasma glucose assessment was the Beckman glucose analyzer 2 (Beckman Instruments, Fullerton, CA), which technology couples glucose oxidase enzymatic assay with oxygen sensors. Since its discontinuation in 2009, today's researchers are left with few choices that utilize glucose oxidase technology. The first one is the YSI 2300 (Yellow Springs Instruments Corp., Yellow Springs, OH), known to be as accurate as the Beckman(1). The YSI has been used extensively for clinical research studies and is used to validate other glucose monitoring devices(2). The major drawback of the YSI is that it is relatively slow and requires high maintenance. The Analox GM9 (Analox instruments, London), more recent and faster, is increasingly used in clinical research(3) as well as in basic sciences(4) (e.g. 23 papers in Diabetes or 21 in Diabetologia). This article is protected by copyright. All rights reserved.

WCDMA HSPA performance counters for monitoring 3G-radio access network

The objective of this project was to gather all the counters which are used on HSPA performance monitoring. The main purpose was to create a compact packet of HSPA performance counters and radio network monitoring which Ericsson's employees can then use in their daily work. The study includes a short introduction to the architecture of the 3G-radio access network. The HSPA technology and HSPA performance are presented including a functional description of performance counters and KPIs, which are used for performance management and monitoring. The theory part of the study also covers an overview of performance management in OSS-RC. The final part of the study covers an overview of the performance management tools, in-troducing how the counters are represented in these interfaces. MOShell and OSS-RC are tools used in this study. Tools were selected because the MOShell is Ericsson's inter-nal management tool and OSS-RC is a tool designed for customers.

A Large-Sized Multiwire Proportional Counter for Radiological Survey of Large Areas and Surfaces

Työn tavoitteena oli selvittää, miten eri parametrit vaikuttavat monilankaisen verrannollisuuslaskurin laskennallisiin ominaisuuksiin sekä voidaanko suurikokoista monilankaverrannollisuuslaskuria käyttää tehokkaasti suurien pintojen ? - ja ?- kontaminaation mittaamiseen. Ensin selvitettiin EU:n nykyistä clearing-käytäntöä sekä hahmoteltiin tulevia materiaalivirtoja, esiteltiin verrannollisuuslaskurin ja sen monilankamallin toimintaperiaate sekä käytettävien materiaalien ominaisuudet. Kootun teorian pohjalta selvitettiin tärkeimpien parametrien vaikutus ilmaisimen laskennallisiin ominaisuuksiin. Lopuksi suoritettiin rakenteilla olevan monilankaverrannollisuuslaskurin alustava testaus. Tulevien vuosien aikana eri puolilla maailmaa suljettavat erityyppiset ydinlaitokset luovat suuren tarpeen tehokkaiden kontaminaatiomittauslaitteistojen kehittämiselle. Tällä hetkellä mittaukset suoritetaan lähinnä noin 1 dm2 käsi-instrumentein, joten suurikokoinen, automatisoitu mittauslaitteisto sekä tehostaisi mittausprosessia suuresti sekä säästäisi runsaasti miestyötunteja. Jatkotoimenpiteiksi ehdotetaan laitteiston jatkotestausta, liikkeen ja nopeuden testausta sekä lopulta paikkaherkkyystoiminnon toteuttamisperiaatteen valintaa ja testausta.

The proportional distribution in a cooperative model with external opportunities

[cat] En aquest article es considera un problema de cooperació entre agents on cada agent realitza una contribució (diners, capital, treball, esforç) per tal d'obtenir un benefici comú a repartir. El repartiment proporcional respecte a les contribucions és una distribució que pertany al nucli del joc cooperatiu associat. A partir d'aquest model bàsic s'introdueix un agent extern que pot realitzar una determinada aportació que serveix per avaluar el potencial benefici de cada subcoalició d'agents si aquest nou agent finalment entrés. Aquesta anàlisi pot produir que el poder relatiu dels agents hagi variat. en concret s'avalua si la distribució proporcional és encara robusta des del punt de vista de la seva pertinença al conjunt de negociació. Amb aquest objectiu, analitzem el problema utilitzant el model de joc cooperatius amb estructura de coalició. Donat que, en general, la distribució proporcional, no pertany al conjunt de negociació, s'estudia una condició suficient per a que així sigui. També enunciem una condició necessària, i finalment es proposa una condició suficient que garanteix que el repartiment proporcional és la única distribució existent dins del conjunt de negociació.

The proportional distribution in a cooperative model with external opportunities

[cat] En aquest article es considera un problema de cooperació entre agents on cada agent realitza una contribució (diners, capital, treball, esforç) per tal d'obtenir un benefici comú a repartir. El repartiment proporcional respecte a les contribucions és una distribució que pertany al nucli del joc cooperatiu associat. A partir d'aquest model bàsic s'introdueix un agent extern que pot realitzar una determinada aportació que serveix per avaluar el potencial benefici de cada subcoalició d'agents si aquest nou agent finalment entrés. Aquesta anàlisi pot produir que el poder relatiu dels agents hagi variat. en concret s'avalua si la distribució proporcional és encara robusta des del punt de vista de la seva pertinença al conjunt de negociació. Amb aquest objectiu, analitzem el problema utilitzant el model de joc cooperatius amb estructura de coalició. Donat que, en general, la distribució proporcional, no pertany al conjunt de negociació, s'estudia una condició suficient per a que així sigui. També enunciem una condició necessària, i finalment es proposa una condició suficient que garanteix que el repartiment proporcional és la única distribució existent dins del conjunt de negociació.

Some optimization and decision problems in proportional reinsurance

Reinsurance is one of the tools that an insurer can use to mitigate the underwriting risk and then to control its solvency. In this paper, we focus on the proportional reinsurance arrangements and we examine several optimization and decision problems of the insurer with respect to the reinsurance strategy. To this end, we use as decision tools not only the probability of ruin but also the random variable deficit at ruin if ruin occurs. The discounted penalty function (Gerber & Shiu, 1998) is employed to calculate as particular cases the probability of ruin and the moments and the distribution function of the deficit at ruin if ruin occurs.

Empirical study of correlated survival times for recurrent events with proportional hazards margins and the effect of correlation and censoring.

Background: In longitudinal studies where subjects experience recurrent incidents over a period of time, such as respiratory infections, fever or diarrhea, statistical methods are required to take into account the within-subject correlation. Methods: For repeated events data with censored failure, the independent increment (AG), marginal (WLW) and conditional (PWP) models are three multiple failure models that generalize Cox"s proportional hazard model. In this paper, we revise the efficiency, accuracy and robustness of all three models under simulated scenarios with varying degrees of within-subject correlation, censoring levels, maximum number of possible recurrences and sample size. We also study the methods performance on a real dataset from a cohort study with bronchial obstruction. Results: We find substantial differences between methods and there is not an optimal method. AG and PWP seem to be preferable to WLW for low correlation levels but the situation reverts for high correlations. Conclusions: All methods are stable in front of censoring, worsen with increasing recurrence levels and share a bias problem which, among other consequences, makes asymptotic normal confidence intervals not fully reliable, although they are well developed theoretically.