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.

Cooling system optimization in medium-speed engines

Tässä työssä optimoidaan keskinopean Wärtsilä 32 -dieselmoottorin jäähdytysjärjestelmää ja tutkitaan taajuusmuuttajien käyttömahdollisuutta kiertopumppujen yhteydessä niin, että järjestelmässä saataisiin kiertämään vain kulloinkin tarvittava määrä vettä. Tutkimuksen mallinnus on toteutettu laatimalla aiemmin käytössä olleista yksinkertaisista simulointimalleista yksi malli, johon on sisällytetty sekä virtauksen että lämmönsiirron laskenta, jotka on aiemmin mallinnettu erillisillä ohjelmilla. Diplomityö on osa projektia, joka on tehty Sähkötekniikan osaston tutkijan Mikko Pääkkösen kanssa yhteistyössä. Tämän diplomityö keskittyy lähinnä virtausteknisiin ja lämmönsiirtoon liittyviin asioihin, kun taas sähkötekniikan osuus on esitetty Mikko Pääkkösen raportissa. Tulosten perustella voidaan sanoa, että taajuusmuuttajakäyttö kannattaa kiertopumppujen yhteydessä. Käyttämällä pumppujen virtaussäätöä voidaan jäähdytysjärjestelmästä jättää monia komponentteja, kuten termostaattiventtiilejä pois. Mallinnetut yksinkertaiset piiriratkaisut näyttävät toimivan ainakin yleisellä tasolla. Tutkimusta pumppujen säädöstä ja tässä projektissa luoduista jäähdytysjärjestelmäkonfiguraatioista kannattaa jatkaa.

Optimization of Radiation Dose and Image Quality in Musculoskeletal CT: Emphasis on Iterative Reconstruction Techniques (Part 1).

Computed tomography (CT) is a modality of choice for the study of the musculoskeletal system for various indications including the study of bone, calcifications, internal derangements of joints (with CT arthrography), as well as periprosthetic complications. However, CT remains intrinsically limited by the fact that it exposes patients to ionizing radiation. Scanning protocols need to be optimized to achieve diagnostic image quality at the lowest radiation dose possible. In this optimization process, the radiologist needs to be familiar with the parameters used to quantify radiation dose and image quality. CT imaging of the musculoskeletal system has certain specificities including the focus on high-contrast objects (i.e., in CT of bone or CT arthrography). These characteristics need to be taken into account when defining a strategy to optimize dose and when choosing the best combination of scanning parameters. In the first part of this review, we present the parameters used for the evaluation and quantification of radiation dose and image quality. In the second part, we discuss different strategies to optimize radiation dose and image quality at CT, with a focus on the musculoskeletal system and the use of novel iterative reconstruction techniques.

Optimization of Radiation Dose and Image Quality in Musculoskeletal CT: Emphasis on Iterative Reconstruction Techniques (Part 2).

Computed tomography (CT) is a modality of choice for the study of the musculoskeletal system for various indications including the study of bone, calcifications, internal derangements of joints (with CT arthrography), as well as periprosthetic complications. However, CT remains intrinsically limited by the fact that it exposes patients to ionizing radiation. Scanning protocols need to be optimized to achieve diagnostic image quality at the lowest radiation dose possible. In this optimization process, the radiologist needs to be familiar with the parameters used to quantify radiation dose and image quality. CT imaging of the musculoskeletal system has certain specificities including the focus on high-contrast objects (i.e., in CT of bone or CT arthrography). These characteristics need to be taken into account when defining a strategy to optimize dose and when choosing the best combination of scanning parameters. In the first part of this review, we present the parameters used for the evaluation and quantification of radiation dose and image quality. In the second part, we discuss different strategies to optimize radiation dose and image quality of CT, with a focus on the musculoskeletal system and the use of novel iterative reconstruction techniques.

Accelerated Microstructure Imaging via Convex Optimization (AMICO) in crossing fibers

Mapping the microstructure properties of the local tissues in the brain is crucial to understand any pathological condition from a biological perspective. Most of the existing techniques to estimate the microstructure of the white matter assume a single axon orientation whereas numerous regions of the brain actually present a fiber-crossing configuration. The purpose of the present study is to extend a recent convex optimization framework to recover microstructure parameters in regions with multiple fibers.

Optimization of OSEM parameters in myocardial perfusion imaging reconstruction as a function of body mass index: a clinical approach

AbstractObjective:The present study is aimed at contributing to identify the most appropriate OSEM parameters to generate myocardial perfusion imaging reconstructions with the best diagnostic quality, correlating them with patients' body mass index.Materials and Methods:The present study included 28 adult patients submitted to myocardial perfusion imaging in a public hospital. The OSEM method was utilized in the images reconstruction with six different combinations of iterations and subsets numbers. The images were analyzed by nuclear cardiology specialists taking their diagnostic value into consideration and indicating the most appropriate images in terms of diagnostic quality.Results:An overall scoring analysis demonstrated that the combination of four iterations and four subsets has generated the most appropriate images in terms of diagnostic quality for all the classes of body mass index; however, the role played by the combination of six iterations and four subsets is highlighted in relation to the higher body mass index classes.Conclusion:The use of optimized parameters seems to play a relevant role in the generation of images with better diagnostic quality, ensuring the diagnosis and consequential appropriate and effective treatment for the patient.

Adaptive optimization schemes for mobile VoIP applications Battery life and call quality aspects

In this thesis programmatic, application-layer means for better energy-efficiency in the VoIP application domain are studied. The work presented concentrates on optimizations which are suitable for VoIP-implementations utilizing SIP and IEEE 802.11 technologies. Energy-saving optimizations can have an impact on perceived call quality, and thus energy-saving means are studied together with those factors affecting perceived call quality. In this thesis a general view on a topic is given. Based on theory, adaptive optimization schemes for dynamic controlling of application's operation are proposed. A runtime quality model, capable of being integrated into optimization schemes, is developed for VoIP call quality estimation. Based on proposed optimization schemes, some power consumption measurements are done to find out achievable advantages. Measurement results show that a reduction in power consumption is possible to achieve with the help of adaptive optimization schemes.

Optimization of short term power trading between Russia, Finland and Baltic countries

Russian and Baltic electricity markets are in the process of reformation and development on the way for competitive and transparent market. Nordic market also undergoes some changes on the way to market integration. Old structure and practices have been expired whereas new laws and rules come into force. The master thesis describes structure and functioning of wholesale electricity markets, cross-border connections between different countries. Additionally methods of cross-border trading using different methods of capacity allocation are disclosed. The main goal of present thesis is to study current situation at different electricity markets and observe changes coming into force as well as the capacity and electricity balances forecast in order to optimize short term power trading between countries and estimate the possible profit for the company.

Orthologous and heterologous expression of a protein from Saccharomyces cerevisiae: Optimization for a biotechnological application

In this thesis (TFG) the results of the comparison between different methods to obtain a recombinant protein, by orthologous and heterologous expression, are exposed. This study will help us to identify the best way to express and purify a recombinant protein that will be used for biotechnology applications. In the first part of the project the goal was to find the best expression and purification system to obtain the recombinant protein of interest. To achieve this objective, a system expression in bacteria and in yeast was designed. The DNA was cloned into two different expression vectors to create a fusion protein with two different tags, and the expression of the protein was induced by IPTG or glucose. Additionally, in yeast, two promoters where used to express the protein, the one corresponding to the same protein (orthologous expression), and the ENO2 promoter (heterologous expression). The protein of interest is a NAD-dependent enzyme so, in a second time, its specific activity was evaluated by coenzyme conversion. The results of the TFG suggest that, comparing the model organisms, bacteria are more efficient than yeast because the quantity of protein obtained is higher and better purified. Regarding yeast, comparing the two expression mechanisms that were designed, heterologous expression works much better than the orthologous expression, so in case that we want to use yeast as expression model for the protein of interest, ENO2 will be the best option. Finally, the enzymatic assays, done to compare the effectiveness of the different expression mechanisms respect to the protein activity, revealed that the protein purified in yeast had more activity in converting the NAD coenzyme.

Analyzing Carbon Trade Permits in Optimization Framework

The threats caused by global warming motivate different stake holders to deal with and control them. This Master's thesis focuses on analyzing carbon trade permits in optimization framework. The studied model determines optimal emission and uncertainty levels which minimize the total cost. Research questions are formulated and answered by using different optimization tools. The model is developed and calibrated by using available consistent data in the area of carbon emission technology and control. Data and some basic modeling assumptions were extracted from reports and existing literatures. The data collected from the countries in the Kyoto treaty are used to estimate the cost functions. Theory and methods of constrained optimization are briefly presented. A two-level optimization problem (individual and between the parties) is analyzed by using several optimization methods. The combined cost optimization between the parties leads into multivariate model and calls for advanced techniques. Lagrangian, Sequential Quadratic Programming and Differential Evolution (DE) algorithm are referred to. The role of inherent measurement uncertainty in the monitoring of emissions is discussed. We briefly investigate an approach where emission uncertainty would be described in stochastic framework. MATLAB software has been used to provide visualizations including the relationship between decision variables and objective function values. Interpretations in the context of carbon trading were briefly presented. Suggestions for future work are given in stochastic modeling, emission trading and coupled analysis of energy prices and carbon permits.