Time of ruin in a risk model with generalized Erlang (n) interclaim times and a constant dividend barrier

In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin. Explicit solutions for the moments of the time of ruin are presented when the individual claim amounts have a distribution with rational Laplace transform. Finally, some numerical results and a compare son with the classical risk model, with interclaim times following an exponential distribution, are given.

Sign of the Times, September-November 2012

Newsletter produced by Deaf Services Commission of Iowa

Life Times, Winter 2004

The IPERB newsletter is published by the Public Employment Relations Board. The opinions expressed should not be considered official opinions of the Iowa PERB.

Life Times, Winter 2005-2006

The IPERB newsletter is published by the Public Employment Relations Board. The opinions expressed should not be considered official opinions of the Iowa PERB.

Life Times, Winter 2008-2009

The IPERB newsletter is published by the Public Employment Relations Board. The opinions expressed should not be considered official opinions of the Iowa PERB.

Life Times, Winter 2007-2008

The IPERB newsletter is published by the Public Employment Relations Board. The opinions expressed should not be considered official opinions of the Iowa PERB.

Life Times, Summer 2007

The IPERB newsletter is published by the Public Employment Relations Board. The opinions expressed should not be considered official opinions of the Iowa PERB.

Life Times, Winter 2006-2007

The IPERB newsletter is published by the Public Employment Relations Board. The opinions expressed should not be considered official opinions of the Iowa PERB.

Life Times, Summer 2006

The IPERB newsletter is published by the Public Employment Relations Board. The opinions expressed should not be considered official opinions of the Iowa PERB.

Sign of the Times, December 2012-January 2013

Newsletter produced by Deaf Services Commission of Iowa

Mean first-passage time of continuous non-Markovian processes driven by colored noise

An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.

Diffusion in spatially and temporarily inhomogeneous media: Effects of turbulent mixing

We consider diffusion of a passive substance C in a phase-separating nonmiscible binary alloy under turbulent mixing. The substance is assumed to have different diffusion coefficients in the pure phases A and B, leading to a spatially and temporarily dependent diffusion ¿coefficient¿ in the diffusion equation plus convective term. In this paper we consider especially the effects of a turbulent flow field coupled to both the Cahn-Hilliard type evolution equation of the medium and the diffusion equation (both, therefore, supplemented by a convective term). It is shown that the formerly observed prolonged anomalous diffusion [H. Lehr, F. Sagués, and J.M. Sancho, Phys. Rev. E 54, 5028 (1996)] is no longer seen if a flow of sufficient intensity is supplied.

Reaction-diffusion fronts under stochastic advection

We study front propagation in stirred media using a simplified modelization of the turbulent flow. Computer simulations reveal the existence of the two limiting propagation modes observed in recent experiments with liquid phase isothermal reactions. These two modes respectively correspond to a wrinkled although sharp propagating interface and to a broadened one. Specific laws relative to the enhancement of the front velocity in each regime are confirmed by our simulations.