975 resultados para Ruin Probability


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Voltage fluctuations caused by parasitic impedances in the power supply rails of modern ICs are a major concern in nowadays ICs. The voltage fluctuations are spread out to the diverse nodes of the internal sections causing two effects: a degradation of performances mainly impacting gate delays anda noisy contamination of the quiescent levels of the logic that drives the node. Both effects are presented together, in thispaper, showing than both are a cause of errors in modern and future digital circuits. The paper groups both error mechanismsand shows how the global error rate is related with the voltage deviation and the period of the clock of the digital system.

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This paper presents a probabilistic approach to model the problem of power supply voltage fluctuations. Error probability calculations are shown for some 90-nm technology digital circuits.The analysis here considered gives the timing violation error probability as a new design quality factor in front of conventional techniques that assume the full perfection of the circuit. The evaluation of the error bound can be useful for new design paradigms where retry and self-recoveringtechniques are being applied to the design of high performance processors. The method here described allows to evaluate the performance of these techniques by means of calculating the expected error probability in terms of power supply distribution quality.

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This study aimed to develop a hip screening tool that combines relevant clinical risk factors (CRFs) and quantitative ultrasound (QUS) at the heel to determine the 10-yr probability of hip fractures in elderly women. The EPISEM database, comprised of approximately 13,000 women 70 yr of age, was derived from two population-based white European cohorts in France and Switzerland. All women had baseline data on CRFs and a baseline measurement of the stiffness index (SI) derived from QUS at the heel. Women were followed prospectively to identify incident fractures. Multivariate analysis was performed to determine the CRFs that contributed significantly to hip fracture risk, and these were used to generate a CRF score. Gradients of risk (GR; RR/SD change) and areas under receiver operating characteristic curves (AUC) were calculated for the CRF score, SI, and a score combining both. The 10-yr probability of hip fracture was computed for the combined model. Three hundred seven hip fractures were observed over a mean follow-up of 3.2 yr. In addition to SI, significant CRFs for hip fracture were body mass index (BMI), history of fracture, an impaired chair test, history of a recent fall, current cigarette smoking, and diabetes mellitus. The average GR for hip fracture was 2.10 per SD with the combined SI + CRF score compared with a GR of 1.77 with SI alone and of 1.52 with the CRF score alone. Thus, the use of CRFs enhanced the predictive value of SI alone. For example, in a woman 80 yr of age, the presence of two to four CRFs increased the probability of hip fracture from 16.9% to 26.6% and from 52.6% to 70.5% for SI Z-scores of +2 and -3, respectively. The combined use of CRFs and QUS SI is a promising tool to assess hip fracture probability in elderly women, especially when access to DXA is limited.

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Ruin occurs the first time when the surplus of a company or an institution is negative. In the Omega model, it is assumed that even with a negative surplus, the company can do business as usual until bankruptcy occurs. The probability of bankruptcy at a point of time only depends on the value of the negative surplus at that time. Under the assumption of Brownian motion for the surplus, the expected discounted value of a penalty at bankruptcy is determined, and hence the probability of bankruptcy. There is an intrinsic relation between the probability of no bankruptcy and an exposure random variable. In special cases, the distribution of the total time the Brownian motion spends below zero is found, and the Laplace transform of the integral of the negative part of the Brownian motion is expressed in terms of the Airy function of the first kind.

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Background and aims: Few studies have examined whether subjective experiences during first cannabis use are related to other illicit drug (OID) use. This study investigated this topic. Methods: Baseline data from a representative sample of young Swiss men was obtained from an ongoing Cohort Study on Substance Use Risk Factors (N ¼ 5753). Logistic regressions were performed to examine the relationships between cannabis use and of subjective experiences during first cannabis use with 15 OID. Results: Positive experiences increased the likelihood of using hallucinogens (hallucinogens, salvia divinorum, spice; p50.015), stimulants (speed, ecstasy, cocaine, amphetamines/methamphetamines; p50.006) and also poppers, research chemicals, GHB/GBL, and crystal meth (p50.049). Sniffed drugs (poppers, solvents for sniffing) and ''hard'' drugs (heroin, ketamine, research chemicals, GHB/GBL and crystal meth) were more likely to be used by participants who experienced negative feelings on first use of cannabis (p50.034). Conclusion: Subjective feelings seemed to amplify the association of cannabis with OID. The risk increased for drugs with effects resembling feelings experienced on first cannabis use. Negative experiences should also be a concern, as they were associated with increased risk of using the ''hardest'' illicit drugs.

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The aim of the present study was to determine the impact of trabecular bone score on the probability of fracture above that provided by the clinical risk factors utilized in FRAX. We performed a retrospective cohort study of 33,352 women aged 40-99 years from the province of Manitoba, Canada, with baseline measurements of lumbar spine trabecular bone score (TBS) and FRAX risk variables. The analysis was cohort-specific rather than based on the Canadian version of FRAX. The associations between trabecular bone score, the FRAX risk factors and the risk of fracture or death were examined using an extension of the Poisson regression model and used to calculate 10-year probabilities of fracture with and without TBS and to derive an algorithm to adjust fracture probability to take account of the independent contribution of TBS to fracture and mortality risk. During a mean follow-up of 4.7 years, 1754 women died and 1639 sustained one or more major osteoporotic fractures excluding hip fracture and 306 women sustained one or more hip fracture. When fully adjusted for FRAX risk variables, TBS remained a statistically significant predictor of major osteoporotic fractures excluding hip fracture (HR/SD 1.18, 95 % CI 1.12-1.24), death (HR/SD 1.20, 95 % CI 1.14-1.26) and hip fracture (HR/SD 1.23, 95 % CI 1.09-1.38). Models adjusting major osteoporotic fracture and hip fracture probability were derived, accounting for age and trabecular bone score with death considered as a competing event. Lumbar spine texture analysis using TBS is a risk factor for osteoporotic fracture and a risk factor for death. The predictive ability of TBS is independent of FRAX clinical risk factors and femoral neck BMD. Adjustment of fracture probability to take account of the independent contribution of TBS to fracture and mortality risk requires validation in independent cohorts.

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Reinsurance is one of the tools that an insurer can use to mitigate the underwriting risk and then to control its solvency. In this paper, we focus on the proportional reinsurance arrangements and we examine several optimization and decision problems of the insurer with respect to the reinsurance strategy. To this end, we use as decision tools not only the probability of ruin but also the random variable deficit at ruin if ruin occurs. The discounted penalty function (Gerber & Shiu, 1998) is employed to calculate as particular cases the probability of ruin and the moments and the distribution function of the deficit at ruin if ruin occurs.

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In this study we used market settlement prices of European call options on stock index futures to extract implied probability distribution function (PDF). The method used produces a PDF of returns of an underlying asset at expiration date from implied volatility smile. With this method, the assumption of lognormal distribution (Black-Scholes model) is tested. The market view of the asset price dynamics can then be used for various purposes (hedging, speculation). We used the so called smoothing approach for implied PDF extraction presented by Shimko (1993). In our analysis we obtained implied volatility smiles from index futures markets (S&P 500 and DAX indices) and standardized them. The method introduced by Breeden and Litzenberger (1978) was then used on PDF extraction. The results show significant deviations from the assumption of lognormal returns for S&P500 options while DAX options mostly fit the lognormal distribution. A deviant subjective view of PDF can be used to form a strategy as discussed in the last section.

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Abstract Solitary pulmonary nodule corresponds to a common radiographic finding, which is frequently detected incidentally. The investigation of this entity remains complex, since characteristics of benign and malignant processes overlap in the differential diagnosis. Currently, many strategies are available to evaluate solitary pulmonary nodules with the main objective of characterizing benign lesions as best as possible, while avoiding to expose patients to the risks inherent to invasive methods, besides correctly detecting cases of lung cancer so as the potential curative treatment is not delayed. This first part of the study focuses on the epidemiology, the morfological evaluation and the methods to determine the likelihood of cancer in cases of indeterminate solitary pulmonary nodule.

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The speed of traveling fronts for a two-dimensional model of a delayed reactiondispersal process is derived analytically and from simulations of molecular dynamics. We show that the one-dimensional (1D) and two-dimensional (2D) versions of a given kernel do not yield always the same speed. It is also shown that the speeds of time-delayed fronts may be higher than those predicted by the corresponding non-delayed models. This result is shown for systems with peaked dispersal kernels which lead to ballistic transport

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Simple reaction time (SRT) in response to visual stimuli can be influenced by many stimulus features. The speed and accuracy with which observers respond to a visual stimulus may be improved by prior knowledge about the stimulus location, which can be obtained by manipulating the spatial probability of the stimulus. However, when higher spatial probability is achieved by holding constant the stimulus location throughout successive trials, the resulting improvement in performance can also be due to local sensory facilitation caused by the recurrent spatial location of a visual target (position priming). The main objective of the present investigation was to quantitatively evaluate the modulation of SRT by the spatial probability structure of a visual stimulus. In two experiments the volunteers had to respond as quickly as possible to the visual target presented on a computer screen by pressing an optic key with the index finger of the dominant hand. Experiment 1 (N = 14) investigated how SRT changed as a function of both the different levels of spatial probability and the subject's explicit knowledge about the precise probability structure of visual stimulation. We found a gradual decrease in SRT with increasing spatial probability of a visual target regardless of the observer's previous knowledge concerning the spatial probability of the stimulus. Error rates, below 2%, were independent of the spatial probability structure of the visual stimulus, suggesting the absence of a speed-accuracy trade-off. Experiment 2 (N = 12) examined whether changes in SRT in response to a spatially recurrent visual target might be accounted for simply by sensory and temporally local facilitation. The findings indicated that the decrease in SRT brought about by a spatially recurrent target was associated with its spatial predictability, and could not be accounted for solely in terms of sensory priming.

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The calyx of Held, a specialized synaptic terminal in the medial nucleus of the trapezoid body, undergoes a series of changes during postnatal development that prepares this synapse for reliable high frequency firing. These changes reduce short-term synaptic depression during tetanic stimulation and thereby prevent action potential failures during a stimulus train. We measured presynaptic membrane capacitance changes in calyces from young postnatal day 5-7 (p5-7) or older (p10-12) rat pups to examine the effect of calcium buffer capacity on vesicle pool size and the efficiency of exocytosis. Vesicle pool size was sensitive to the choice and concentration of exogenous Ca2+ buffer, and this sensitivity was much stronger in younger animals. Pool size and exocytosis efficiency in p5-7 calyces were depressed by 0.2 mM EGTA to a greater extent than with 0.05 mM BAPTA, even though BAPTA is a 100-fold faster Ca2+ buffer. However, this was not the case for p10-12 calyces. With 5 mM EGTA, exocytosis efficiency was reduced to a much larger extent in young calyces compared to older calyces. Depression of exocytosis using pairs of 10-ms depolarizations was reduced by 0.2 mM EGTA compared to 0.05 mM BAPTA to a similar extent in both age groups. These results indicate a developmentally regulated heterogeneity in the sensitivity of different vesicle pools to Ca2+ buffer capacity. We propose that, during development, a population of vesicles that are tightly coupled to Ca2+ channels expands at the expense of vesicles more distant from Ca2+ channels.