Discrete analysis of dividend payments in a non-life insurance portfolio

The process of free reserves in a non-life insurance portfolio as defined in the classical model of risk theory is modified by the introduction of dividend policies that set maximum levels for the accumulation of reserves. The first part of the work formulates the quantification of the dividend payments via the expectation of their current value under diferent hypotheses. The second part presents a solution based on a system of linear equations for discrete dividend payments in the case of a constant dividend barrier, illustrated by solving a specific case.

Differential equations driven by fractional Brownian motion

A global existence and uniqueness result of the solution for multidimensional, time dependent, stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H> is proved. It is shown, also, that the solution has finite moments. The result is based on a deterministic existence and uniqueness theorem whose proof uses a contraction principle and a priori estimates.

Systematics of properties of the electron gas in deep-etched quantum wires

An efficient method is developed for an iterative solution of the Poisson and Schro¿dinger equations, which allows systematic studies of the properties of the electron gas in linear deep-etched quantum wires. A much simpler two-dimensional (2D) approximation is developed that accurately reproduces the results of the 3D calculations. A 2D Thomas-Fermi approximation is then derived, and shown to give a good account of average properties. Further, we prove that an analytic form due to Shikin et al. is a good approximation to the electron density given by the self-consistent methods.

A Laboratory Investigation into the Effects of the Aggregated Related Facts of Critical VMA in Asphalt Paving Mixtures, June 2000

This report summarizes research conducted at Iowa State University on behalf of the Iowa Department of Transportation, focusing on the volumetric state of hot-mix asphalt (HMA) mixtures as they transition from stable to unstable configurations. This has raditionally been addressed during mix design by meeting a minimum voids in the mineral aggregate (VMA) requirement, based solely upon the nominal maximum aggregate size without regard to other significant aggregate-related properties. The goal was to expand the current specification to include additional aggregate properties, e.g., fineness modulus, percent crushed fine and coarse aggregate, and their interactions. The work was accomplished in three phases: a literature review, extensive laboratory testing, and statistical analysis of test results. The literature review focused on the history and development of the current specification, laboratory methods of identifying critical mixtures, and the effects of other aggregate-related factors on critical mixtures. The laboratory testing involved three maximum aggregate sizes (19.0, 12.5, and 9.5 millimeters), three gradations (coarse, fine, and dense), and combinations of natural and manufactured coarse and fine aggregates. Specimens were compacted using the Superpave Gyratory Compactor (SGC), conventionally tested for bulk and maximum theoretical specific gravities and physically tested using the Nottingham Asphalt Tester (NAT) under a repeated load confined configuration to identify the transition state from sound to unsound. The statistical analysis involved using ANOVA and linear regression to examine the effects of identified aggregate factors on critical state transitions in asphalt paving mixtures and to develop predictive equations. The results clearly demonstrate that the volumetric conditions of an HMA mixture at the stable unstable threshold are influenced by a composite measure of the maximum aggregate size and gradation and by aggregate shape and texture. The currently defined VMA criterion, while significant, is seen to be insufficient by itself to correctly differentiate sound from unsound mixtures. Under current specifications, many otherwise sound mixtures are subject to rejection solely on the basis of failing to meet the VMA requirement. Based on the laboratory data and statistical analysis, a new paradigm to volumetric mix design is proposed that explicitly accounts for aggregate factors (gradation, shape, and texture).

Linear relation between deuteron matter radius and the scattering length

We explain the empirical linear relations between the triplet scattering length, or the asymptotic normalization constant, and the deuteron matter radius using the effective range expansion in a manner similar to a recent paper by Bhaduri et al. We emphasize the corrections due to the finite force range and to shape dependence. The discrepancy between the experimental values and the empirical line shows the need for a larger value of the wound extension, a parameter which we introduce here. Short-distance nonlocality of the n-p interaction is a plausible explanation for the discrepancy.

Bargmann-Wigner method and (6S + 1)-component wave equations

A modified Bargmann-Wigner method is used to derive (6s + 1)-component wave equations. The relation between different forms of these equations is shown.

Heavy rainfall equations for Santa Catarina, Brazil

Knowledge of intensity-duration-frequency (IDF) relationships of rainfall events is extremely important to determine the dimensions of surface drainage structures and soil erosion control. The purpose of this study was to obtain IDF equations of 13 rain gauge stations in the state of Santa Catarina in Brazil: Chapecó, Urussanga, Campos Novos, Florianópolis, Lages, Caçador, Itajaí, Itá, Ponte Serrada, Porto União, Videira, Laguna and São Joaquim. The daily rainfall data charts of each station were digitized and then the annual maximum rainfall series were determined for durations ranging from 5 to 1440 min. Based on these, with the Gumbel-Chow distribution, the maximum rainfall was estimated for durations ranging from 5 min to 24 h, considering return periods of 2, 5, 10, 20, 25, 50, and 100 years,. Data agreement with the Gumbel-Chow model was verified by the Kolmogorov-Smirnov test, at 5 % significance level. For each rain gauge station, two IDF equations of rainfall events were adjusted, one for durations from 5 to 120 min and the other from 120 to 1440 min. The results show a high variability in maximum intensity of rainfall events among the studied stations. Highest values of coefficients of variation in the annual maximum series of rainfall were observed for durations of over 600 min at the stations of the coastal region of Santa Catarina.

From Galilean-invariant to relativistic wave equations

Through an imaginary change of coordinates in the Galilei algebra in 4 space dimensions and making use of an original idea of Dirac and Lvy-Leblond, we are able to obtain the relativistic equations of Dirac and of Bargmann and Wigner starting with the (Galilean-invariant) Schrdinger equation.

Spatial and linear correlations between soil and corn

The Technologies setting at Agricultural production system have the main characteristics the vertical productivity, reduced costs, soil physical, chemical and biological improvement to promote production sustainable growth. Thus, the study aimed to determine the variability and the linear and special correlations between the plant and soil attributes in order to select and indicate good representation of soil physical quality for forage productivity. In the growing season of 2006, on the Fazenda Bonança in Pereira Barreto (SP), the productivity of autumn corn forage (FDM) in an irrigated no-tillage system and the soil physical properties were analyzed. The purpose was to study the variability and the linear and spatial correlations between the plant and soil properties, to select an indicator of soil physical quality related to corn forage yield. A geostatistical grid was installed to collect soil and plant data, with 125 sampling points in an area of 2,500 m². The results show that the studied properties did not vary randomly and that data variability was low to very high, with well-defined spatial patterns, ranging from 7.8 to 38.0 m. On the other hand, the linear correlation between the plant and the soil properties was low and highly significant. The pairs forage dry matter versus microporosity and stem diameter versus bulk density were best correlated in the 0-0.10 m layer, while the other pairs - forage dry matter versus macro - and total porosity - were inversely correlated in the same layer. However, from the spatial point of view, there was a high inverse correlation between forage dry matter with microporosity, so that microporosity in the 0-0.10 m layer can be considered a good indicator of soil physical quality, with a view to corn forage yield.