Ruin and related quantities in some advanced insurance risk models

Risk theory has been a very active research area over the last decades. The main objectives of the theory are to find adequate stochastic processes which can model the surplus of a (non-life) insurance company and to analyze the risk related quantities such as ruin time, ruin probability, expected discounted penalty function and expected discounted dividend/tax payments. The study of these ruin related quantities provides crucial information for actuaries and decision makers. This thesis consists of the study of four different insurance risk models which are essentially related. The ruin and related quantities are investigated by using different techniques, resulting in explicit or asymptotic expressions for the ruin time, the ruin probability, the expected discounted penalty function and the expected discounted tax payments. - La recherche en théorie du risque a été très dynamique au cours des dernières décennies. D'un point de vue théorique, les principaux objectifs sont de trouver des processus stochastiques adéquats permettant de modéliser le surplus d'une compagnie d'assurance non vie et d'analyser les mesures de risque, notamment le temps de ruine, la probabilité de ruine, l'espérance de la valeur actuelle de la fonction de pénalité et l'espérance de la valeur actuelle des dividendes et taxes. L'étude de ces mesures associées à la ruine fournit des informations cruciales pour les actuaires et les décideurs. Cette thèse consiste en l'étude des quatre différents modèles de risque d'assurance qui sont essentiellement liés. La ruine et les mesures qui y sont associées sont examinées à l'aide de différentes techniques, ce qui permet d'induire des expressions explicites ou asymptotiques du temps de ruine, de la probabilité de ruine, de l'espérance de la valeur actuelle de la fonction de pénalité et l'espérance de la valeur actuelle des dividendes et taxes.

Concomitant Cisplatin and Hyperfractionated Radiotherapy in Locally Advanced Head and Neck Cancer: Ten-year Follow-up of a Randomized Phase III Trial (SAKK 10/94)

PURPOSE/OBJECTIVE(S): To analyze the long-term outcome of treatment with concomitant cisplatin and hyperfractionated radiotherapy in locally advanced head and neck cancer compared with hyperfractionated radiotherapy alone. MATERIALS/METHODS: From July 1994 to July 2000 a total of 224 patients with squamous cell carcinoma of the head and neck were randomized to either hyperfractionated radiotherapy (median dose 74.4 Gy; 1.2 Gy twice daily) or the same radiotherapy combined with two cycles of concomitant cisplatin (20mg/m2 for 5 consecutive days of weeks 1 and 5). The primary endpoint was time to any treatment failure; secondary endpoints were locoregional failure, metastatic failure, overall survival, and late toxicity assessed according to RTOG criteria. The trial was registered at the National Institutes of Health (www.clinicaltrials.gov; identifier number: NCT00002654). RESULTS: Median follow-up was 9.5 years (range, 0.1 - 15.4 years). Median time to any treatment failure was not significantly different between treatment arms (p = 0.19). Locoregional control (p\0.05), distant metastasis-free survival (p = 0.02) and cancer specific survival (p = 0.03) were significantly improved in the combined treatment arm, with no difference in late toxicity between treatment arms. However, overall survival was not significantly different (p = 0.19). CONCLUSIONS: After long-term follow-up combined treatment with cisplatin and hyperfractionated, radiotherapy maintained an improved locoregional control, distant metastasis-free survival, and cancer specific survival as compared to hyperfractionated radiotherapy alone with no difference in late toxicity.

Driving under drugs in Switzerland : a descriptive cross-sectional study

Objectives: Many drugs, both illicit or for medication, are known to influence driving abilities and increase risks of accidents. We explored the prevalence of psychoactive substances in a random sample of drivers in Switzerland. Methods: Saliva samples from 1078 random drivers were collected at 24 different locations in Western Switzerland from October 2006 to April 2008 for complete toxicological analysis using liquid chromatography/tandem mass spectrometry. Results: Provisional results are available for 437 drivers. 6.2% (CI95% 4.1 to 8.9) were under the influence of illicit drugs and 8.7% under psychoactive medication (CI95% 6.2 to 11.7). 37 drivers (8.5%) were under the influence of alcohol of which 14 (3.2%) were above 0.8 mg/L. 21 drivers (4.8%) were under the combined influence of more than one psychoactive substance; however only 4 drivers (0.9%) were under both the influence of medication and alcohol. Looking more specifically at illicit substances, 22 (5.0%) were positive to cocaine, 5 (1.1%) to cannabis, and 2 (0.5%) to amphetamines ; for psychoactive medication, 17 (3.9%) were positive to benzodiazepines, 16 (3.7%) to antidepressors, 7 (1.6%) to opiates, 7 (1.6%) to neuroleptics, and 3 (0.7%) to other substances influencing driving abilities. 17/21 drivers did not self-report their consumption of drugs whereas only 9/35 failed mentioning their medication. Men drivers were 3.2 times (CI95% 1.1 to 9.5) more likely to be under the influence of illicit drugs than women. Full results will be reported when laboratory data will be available in April. Conclusions: Driving under the influence of psychoactive substances is common. In Western Switzerland, prevention messages could focus on men, driving under medication or cocaine.

Evaluating the Relationship between the Driver and Roadway to Address Rural Intersection Safety using the SHRP 2 Naturalistic Driving Study Data, RB05-013, 2016

Rural intersections account for 30% of crashes in rural areas and 6% of all fatal crashes, representing a significant but poorly understood safety problem. Transportation agencies have traditionally implemented countermeasures to address rural intersection crashes but frequently do not understand the dynamic interaction between the driver and roadway and the driver factors leading to these types of crashes. The Second Strategic Highway Research Program (SHRP 2) conducted a large-scale naturalistic driving study (NDS) using instrumented vehicles. The study has provided a significant amount of on-road driving data for a range of drivers. The present study utilizes the SHRP 2 NDS data as well as SHRP 2 Roadway Information Database (RID) data to observe driver behavior at rural intersections first hand using video, vehicle kinematics, and roadway data to determine how roadway, driver, environmental, and vehicle factors interact to affect driver safety at rural intersections. A model of driver braking behavior was developed using a dataset of vehicle activity traces for several rural stop-controlled intersections. The model was developed using the point at which a driver reacts to the upcoming intersection by initiating braking as its dependent variable, with the driver’s age, type and direction of turning movement, and countermeasure presence as independent variables. Countermeasures such as on-pavement signing and overhead flashing beacons were found to increase the braking point distance, a finding that provides insight into the countermeasures’ effect on safety at rural intersections. The results of this model can lead to better roadway design, more informed selection of traffic control and countermeasures, and targeted information that can inform policy decisions. Additionally, a model of gap acceptance was attempted but was ultimately not developed due to the small size of the dataset. However, a protocol for data reduction for a gap acceptance model was determined. This protocol can be utilized in future studies to develop a gap acceptance model that would provide additional insight into the roadway, vehicle, environmental, and driver factors that play a role in whether a driver accepts or rejects a gap.

2nd ESMO Consensus Conference on Lung Cancer: non-small-cell lung cancer first-line/second and further lines of treatment in advanced disease.

To complement the existing treatment guidelines for all tumour types, ESMO organises consensus conferences to focus on specific issues in each type of tumour. The 2nd ESMO Consensus Conference on Lung Cancer was held on 11-12 May 2013 in Lugano. A total of 35 experts met to address several questions on non-small-cell lung cancer (NSCLC) in each of four areas: pathology and molecular biomarkers, first-line/second and further lines of treatment in advanced disease, early-stage disease and locally advanced disease. For each question, recommendations were made including reference to the grade of recommendation and level of evidence. This consensus paper focuses on first line/second and further lines of treatment in advanced disease.

Weed or wheel! FMRI, behavioural, and toxicological investigations of how cannabis smoking affects skills necessary for driving.

Marijuana is the most widely used illicit drug, however its effects on cognitive functions underling safe driving remain mostly unexplored. Our goal was to evaluate the impact of cannabis on the driving ability of occasional smokers, by investigating changes in the brain network involved in a tracking task. The subject characteristics, the percentage of Δ(9)-Tetrahydrocannabinol in the joint, and the inhaled dose were in accordance with real-life conditions. Thirty-one male volunteers were enrolled in this study that includes clinical and toxicological aspects together with functional magnetic resonance imaging of the brain and measurements of psychomotor skills. The fMRI paradigm was based on a visuo-motor tracking task, alternating active tracking blocks with passive tracking viewing and rest condition. We show that cannabis smoking, even at low Δ(9)-Tetrahydrocannabinol blood concentrations, decreases psychomotor skills and alters the activity of the brain networks involved in cognition. The relative decrease of Blood Oxygen Level Dependent response (BOLD) after cannabis smoking in the anterior insula, dorsomedial thalamus, and striatum compared to placebo smoking suggests an alteration of the network involved in saliency detection. In addition, the decrease of BOLD response in the right superior parietal cortex and in the dorsolateral prefrontal cortex indicates the involvement of the Control Executive network known to operate once the saliencies are identified. Furthermore, cannabis increases activity in the rostral anterior cingulate cortex and ventromedial prefrontal cortices, suggesting an increase in self-oriented mental activity. Subjects are more attracted by intrapersonal stimuli ("self") and fail to attend to task performance, leading to an insufficient allocation of task-oriented resources and to sub-optimal performance. These effects correlate with the subjective feeling of confusion rather than with the blood level of Δ(9)-Tetrahydrocannabinol. These findings bolster the zero-tolerance policy adopted in several countries that prohibits the presence of any amount of drugs in blood while driving.

Amplification and displacement of chaotic attractors by means of unidirectional chaotic driving

Chaotic systems, when used to drive copies of themselves (or parts of themselves) may induce interesting behaviors in the driven system. In case the later exhibits invariance under amplification or translation, they may show amplification (reduction), or displacement of the attractor. It is shown how the behavior to be obtained is implied by the symmetries involved. Two explicit examples are studied to show how these phenomena manifest themselves under perfect and imperfect coupling.

Chaotic systems with a null conditional Lyapunov exponent under nonlinear driving.

Control of a chaotic system by homogeneous nonlinear driving, when a conditional Lyapunov exponent is zero, may give rise to special and interesting synchronizationlike behaviors in which the response evolves in perfect correlation with the drive. Among them, there are the amplification of the drive attractor and the shift of it to a different region of phase space. In this paper, these synchronizationlike behaviors are discussed, and demonstrated by computer simulation of the Lorentz model [E. N. Lorenz, J. Atmos. Sci. 20 130 (1963)] and the double scroll [T. Matsumoto, L. O. Chua, and M. Komuro, IEEE Trans. CAS CAS-32, 798 (1985)].

SiMR: A simulator for learning computer architecture

This paper presents SiMR, a simulator of the Rudimentary Machine designed to be used in a first course of computer architecture of Software Engineering and Computer Engineering programmes. The Rudimentary Machine contains all the basic elements in a RISC computer, and SiMR allows editing, assembling and executing programmes for this processor. SiMR is used at the Universitat Oberta de Catalunya as one of the most important resources in the Virtual Computing Architecture and Organisation Laboratory, since students work at home with the simulator and reports containing their work are automatically generated to be evaluated by lecturers. The results obtained from a survey show that most of the students consider SiMR as a highly necessary or even an indispensable resource to learn the basic concepts about computer architecture.

Apertium Advanced Web Interface : A first step towards interactivity and language tools convergence

This documents sums up a projectaimed at building a new web interfaceto the Apertium machine translationplatform, including pre-editing andpost-editing environments. It containsa description of the accomplished workon this project, as well as an overviewof possible evolutions.

Analysis of Industrial Granular Flow Applications by Using Advanced Collision Models

Granular flow phenomena are frequently encountered in the design of process and industrial plants in the traditional fields of the chemical, nuclear and oil industries as well as in other activities such as food and materials handling. Multi-phase flow is one important branch of the granular flow. Granular materials have unusual kinds of behavior compared to normal materials, either solids or fluids. Although some of the characteristics are still not well-known yet, one thing is confirmed: the particle-particle interaction plays a key role in the dynamics of granular materials, especially for dense granular materials. At the beginning of this thesis, detailed illustration of developing two models for describing the interaction based on the results of finite-element simulation, dimension analysis and numerical simulation is presented. The first model is used to describing the normal collision of viscoelastic particles. Based on some existent models, more parameters are added to this model, which make the model predict the experimental results more accurately. The second model is used for oblique collision, which include the effects from tangential velocity, angular velocity and surface friction based on Coulomb's law. The theoretical predictions of this model are in agreement with those by finite-element simulation. I n the latter chapters of this thesis, the models are used to predict industrial granular flow and the agreement between the simulations and experiments also shows the validation of the new model. The first case presents the simulation of granular flow passing over a circular obstacle. The simulations successfully predict the existence of a parabolic steady layer and show how the characteristics of the particles, such as coefficients of restitution and surface friction affect the separation results. The second case is a spinning container filled with granular material. Employing the previous models, the simulation could also reproduce experimentally observed phenomena, such as a depression in the center of a high frequency rotation. The third application is about gas-solid mixed flow in a vertically vibrated device. Gas phase motion is added to coherence with the particle motion. The governing equations of the gas phase are solved by using the Large eddy simulation (LES) and particle motion is predicted by using the Lagrangian method. The simulation predicted some pattern formation reported by experiment.

Fluid flow and dispersion predictions in porous media by utilizing advanced numerical methods

Diplomityön tavoitteena oli tarkastella numeerisen virtauslaskennan avulla virtaukseen liittyviä ilmiöitä ja kaasun dispersiota. Diplomityön sisältö on jaettu viiteen osaan; johdantoon, teoriaan, katsaukseen virtauksen mallinnukseen huokoisessa materiaalissa liittyviin tutkimusselvityksiin, numeeriseen mallinnukseen sekä tulosten esittämiseen ja johtopäätöksiin. Diplomityön alussa kiinnitettiin huomiota erilaisiin kokeellisiin, numeerisiin ja teoreettisiin mallinnusmenetelmiin, joilla voidaan mallintaa virtausta huokoisessa materiaalissa. Kirjallisuusosassa tehtiin katsaus aikaisemmin julkaistuihin puoliempiirisiin ja empiirisiin tutkimusselvityksiin, jotka liittyvät huokoisen materiaalin aiheuttamaan painehäviöön. Numeerisessa virtauslaskenta osassa rakennettiin ja esitettiin huokoista materiaalia kuvaavat numeeriset mallit käyttäen kaupallista FLUENT -ohjelmistoa. Työn lopussa arvioitiin teorian, numeerisen virtauslaskennan ja kokeellisten tutkimusselvitysten tuloksia. Kolmiulotteisen huokoisen materiaalinnumeerisessa mallinnuksesta saadut tulokset vaikuttivat lupaavilta. Näiden tulosten perusteella tehtiin suosituksia ajatellen tulevaa virtauksen mallinnusta huokoisessa materiaalissa. Osa tässä diplomityössä esitetyistä tuloksista tullaan esittämään 55. Kanadan Kemiantekniikan konferenssissa Torontossa 1619 Lokakuussa 2005. ASME :n kansainvälisessä tekniikan alan julkaisussa. Työ on hyväksytty esitettäväksi esitettäväksi laskennallisen virtausmekaniikan (CFD) aihealueessa 'Peruskäsitteet'. Lisäksi työn yksityiskohtaiset tulokset tullaan lähettämään myös CES:n julkaisuun.

Maastoajoneuvon käyttöliittymän reaaliaikasimulaattori

Työn tavoitteena oli kehittää ja toteuttaa reaaliaikasimulaattori maastoajoneuvon käyttöliittymälle, jota ajoneuvon kuljettajakäyttää ajon aikana. Simulaattori oli tarkoitettu ensisijaisesti käyttöliittymän testaukseen, mutta sen pitää olla helposti laajennettavissa esimerkiksi koulutuskäyttöön. Mallinnustyökaluina oli tarkoitus käyttääpääsääntöisesti markkinoilta saatavia valmiita ohjelmistoja. Simulaattorin toteutuksessa käytettiin myös manuaalista ohjelmointia, koska valituilla ohjelmistoilla ei suoraan voinut saavuttaa reaaliaikaista visualisointia. Käsin kirjoitetut koodit hoitavat valmiilla ohjelmistoilla tehtyjen osien välisen tiedonsiirron. Varsinainen mallintaminen oli valituilla ohjelmistoilla helppoa ja nopeaa. Työn tuloksena saatiintoteutettua simulaattori, jonka vaikutelma oli reaaliaikainen. Käytettävyystestit onnistuivat hyvin simulaattorin avulla. Simulointimallin modulaarisuuden ansiosta mallia on helppo päivittää. Simulaattorin jatkokehityksessä oleelliset seikat ovat visualisoinnin parantaminen ja todellista ajoneuvoa vastaavan dynamiikan lisääminen.