Escape beam statistics and dynamical properties for a periodically corrugated waveguide

Some escape and dynamical properties for a beam of light inside a corrugated waveguide are discussed by using Fresnel reflectance. The system is described by a mapping and is controlled by a parameter δ defining a transition from integrability (δ = 0) to non integrability (δ ≠ 0). The phase space is mixed containing periodic islands, chaotic seas and invariant tori. The histogram of escaping orbits is shown to be scaling invariant with respect to δ. The waveguide is immersed in a region with different refractive index. Different optical materials are used to overcame the results. © 2013 Elsevier B.V. All rights reserved.

Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns

Parametric VaR (Value-at-Risk) is widely used due to its simplicity and easy calculation. However, the normality assumption, often used in the estimation of the parametric VaR, does not provide satisfactory estimates for risk exposure. Therefore, this study suggests a method for computing the parametric VaR based on goodness-of-fit tests using the empirical distribution function (EDF) for extreme returns, and compares the feasibility of this method for the banking sector in an emerging market and in a developed one. The paper also discusses possible theoretical contributions in related fields like enterprise risk management (ERM). © 2013 Elsevier Ltd.

Informe final de la Reunión de Directores de Estadística de las Américas = Final report of the Meeting of Directors of Statistics of the Americas

Presenta el resumen de los debates de la reunión que tuvo como principales propósitos evaluar los avances logrados en actividades preparatorias de la Ronda de Censos del 90, absorción de tecnologías computacionales para el desarrollo estadístico de la región, cooperación técnica, capacitación y situación de las estadísticas sociales.