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.

Towards and ab initio description of magnetism in ionic solids

The physical contributions to the KNiF3 magnetic exchange coupling integral have been obtained from specially designed ab initio cluster model calculations. Three important mechanisms have been identified. These are the delocalization of the magnetic orbitals into the anion p band, the variational contribution of the second-order interactions, and the many-body terms hidden in the two-body operator and the Heisenberg Hamiltonian.

Iowa Motorcycle Operator's Manual, 2011

The rules and regualtions for owning and operating a motorcycle in Iowa

Stochastic differential equations with random coefficients

In this paper we establish the existence and uniqueness of a solution for different types of stochastic differential equation with random initial conditions and random coefficients. The stochastic integral is interpreted as a generalized Stratonovich integral, and the techniques used to derive these results are mainly based on the path properties of the Brownian motion, and the definition of the Stratonovich integral.

Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H 1/2

We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional Brownian motion with Hurst parameter H>¿. We prove an existence and uniqueness result for this problem, when the coefficients are sufficiently regular. Furthermore, if the diffusion coefficient is bounded away from zero and the coefficients are smooth functions with bounded derivatives of all orders, we prove that the law of the solution admits a smooth density with respect to Lebesgue measure on R.

Instrumentation and Monitoring of Precast Bridge Approach Tied to an Integral Abutment Bridge in Bremer County, SPR 0000-005, 2010

Approach slab pavement at integral abutment (I-A) bridges are prone to settlement and cracking, which has been long recognized by the Iowa Department of Transportation (DOT). A commonly recommended solution is to integrally attach the approach slab to the bridge abutment. This study sought to supplement a previous project by instrumenting, monitoring, and analyzing the behavior of an approach slab tied to a integral abutment bridge. The primary objective of this investigation was to evaluate the performance of the approach slab. To satisfy the research needs, the project scope involved reviewing a similar previous study, implementing a health monitoring system on the approach slab, interpreting the data obtained during the evaluation, and conducting periodic visual inspections of the bridge and approach slab. Based on the information obtained from the testing, the following general conclusions were made: the integral connection between the approach slab and the bridge appears to function well with no observed distress at this location and no relative longitudinal movement measured between the two components; the measured strains in the approach slabs indicate a force exists at the expansion joint and should be taken into consideration when designing both the approach slab and the bridge and the observed responses generally followed an annual cyclic and/or short term cyclic pattern over time; the expansion joint at one side of the approach slab does not appear to be functioning as well as elsewhere; much larger frictional forces were observed in this study compared to the previous study.

Detecting and measuring deprivation in primary care: development, validity and reliability of a self-reported questionnaire - the DiPCare-Q

Background: General practitioners play a central role in taking deprivation into consideration when caring for patients in primary care. Validated questions to identify deprivation in primary-care practices are still lacking. For both clinical and research purposes, this study therefore aims to develop and validate a standardized instrument measuring both material and social deprivation at an individual level. Methods: The Deprivation in Primary Care Questionnaire (DiPCare-Q) was developed using qualitative and quantitative approaches between 2008 and 2011. A systematic review identified 199 questions related to deprivation. Using judgmental item quality, these were reduced to 38 questions. Two focus groups (primary-care physicians, and primary-care researchers), structured interviews (10 laymen), and think aloud interviews (eight cleaning staff) assured face validity. Item response theory analysis was then used to derive the DiPCare-Q index using data obtained from a random sample of 200 patients who were to complete the questionnaire a second time over the phone. For construct and criterion validity, the final 16 questions were administered to a random sample of 1,898 patients attending one of 47 different private primary-care practices in western Switzerland (validation set) along with questions on subjective social status (subjective SES ladder), education, source of income, welfare status, and subjective poverty. Results: Deprivation was defined in three distinct dimensions (table); material deprivation (eight items), social deprivation (five items) and health deprivation (three items). Item consistency was high in both the derivation (KR20 = 0.827) and the validation set (KR20 = 0.778). The DiPCare-Q index was reliable (ICC = 0.847). For construct validity, we showed the DiPCare-Q index to be correlated to patients' estimation of their position on the subjective SES ladder (rs = 0.539). This position was correlated to both material and social deprivation independently suggesting two separate mechanisms enhancing the feeling of deprivation. Conclusion: The DiPCare-Q is a rapid, reliable and validated instrument useful for measuring both material and social deprivation in primary care. Questions from the DiPCare-Q are easy to use when investigating patients' social history and could improve clinicians' ability to detect underlying social distress related to deprivation.

Pile Design and Tests for Integral Abutment Bridges, HR-273, 1987

Expansion joints increase both the initial cost and the maintenance cost of bridges. Integral abutment bridges provide an attractive design alternative because expansion joints are eliminated from the bridge itself. However, the piles in these bridges are subjected to horizontal movement as the bridge expands and contracts during temperature changes. The objective of this research was to develop a method of designing piles for these conditions. Separate field tests simulating a pile and a bridge girder were conducted for three loading cases: (1) vertical load only, (2) horizontal displacement of pile head only, and (3) combined horizontal displacement of pile head with subsequent vertical load. Both tests (1) and (3) reached the same ultimate vertical load, that is, the horizontal displacement had no effect on the vertical load capacity. Several model tests were conducted in sand with a scale factor of about 1:10. Experimental results from both the field and model tests were used to develop the vertical and horizontal load-displacement properties of the soil. These properties were input into the finite element computer program Integral Abutment Bridge Two-Dimensional (IAB2D), which was developed under a previous research contract. Experimental and analytical results compared well for the test cases. Two alternative design methods, both based upon the American Association of State Highway and Transportation Officials (AASHTO) Specification, were developed. Alternative One is quite conservative relative to IAB2D results and does not permit plastic redistribution of forces. Alternative Two is also conservative when compared to IAB2D, but plastic redistribution is permitted. To use Alternative Two, the pile cross section must have sufficient inelastic rotation capacity before local buckling occurs. A design example for a friction pile and an end-bearing pile illustrates both alternatives.

Validation of Design Recommendations for Integral Abutment Piles, HR-292, 1989

Since integral abutment bridges decrease the initial and maintenance costs of bridges, they provide an attractive alternative for bridge designers. The objective of this project is to develop rational and experimentally verified design recommendations for these bridges. Field testing consisted of instrumenting two bridges in Iowa to monitor air and bridge temperatures, bridge displacements, and pile strains. Core samples were also collected to determine coefficients of thermal expansion for the two bridges. Design values for the coefficient of thermal expansion of concrete are recommended, as well as revised temperature ranges for the deck and girders of steel and concrete bridges. A girder extension model is developed to predict the longitudinal bridge displacements caused by changing bridge temperatures. Abutment rotations and passive soil pressures behind the abutment were neglected. The model is subdivided into segments that have uniform temperatures, coefficients of expansion, and moduli of elasticity. Weak axis pile strains were predicted using a fixed-head model. The pile is idealized as an equivalent cantilever with a length determined by the surrounding soil conditions and pile properties. Both the girder extension model and the fixed-head model are conservative for design purposes. A longitudinal frame model is developed to account for abutment rotations. The frame model better predicts both the longitudinal displacement and weak axis pile strains than do the simpler models. A lateral frame model is presented to predict the lateral motion of skewed bridges and the associated strong axis pile strains. Full passive soil pressure is assumed on the abutment face. Two alternatives for the pile design are presented. Alternative One is the more conservative and includes thermally induced stresses. Alternative Two neglects thermally induced stresses but allows for the partial formation of plastic hinges (inelastic redistribution of forces). Ductility criteria are presented for this alternative. Both alternatives are illustrated in a design example.

Les oeuvres de Q. Horace Flacce ,... mises en vers françois, partie traduictes, parties veues et corrigées de nouveau par M. Luc de La Porte,...

Comprend : L'art poétique de Quint Horace Flacce