Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance

In this paper, we present a stochastic model for disability insurance contracts. The model is based on a discrete time non-homogeneous semi-Markov process (DTNHSMP) to which the backward recurrence time process is introduced. This permits a more exhaustive study of disability evolution and a more efficient approach to the duration problem. The use of semi-Markov reward processes facilitates the possibility of deriving equations of the prospective and retrospective mathematical reserves. The model is applied to a sample of contracts drawn at random from a mutual insurance company.

A comment on the cost of capital for investments with non-homogeneous components

In this paper, the expression for the cost of capital is derived when net and replacement investments exhibit differences in their effective prices due to a different fiscal treatment. It is shown that, contrary to previous results in the literature, the cost of capital should be constructed under an opportunity cost criterion rather than a historical one. This result has some important economic consequences, since the optimizing firm will take into account not only the effective price for the new investments but also consider the opportunity cost of replacing them.

A comment on the cost of capital for investments with non-homogeneous components

In this paper, the expression for the cost of capital is derived when net and replacement investments exhibit differences in their effective prices due to a different fiscal treatment. It is shown that, contrary to previous results in the literature, the cost of capital should be constructed under an opportunity cost criterion rather than a historical one. This result has some important economic consequences, since the optimizing firm will take into account not only the effective price for the new investments but also consider the opportunity cost of replacing them.

Using non-homogeneous Poisson models with multiple change-points to estimate the number of ozone exceedances in Mexico City

In this paper, we consider some non-homogeneous Poisson models to estimate the probability that an air quality standard is exceeded a given number of times in a time interval of interest. We assume that the number of exceedances occurs according to a non-homogeneous Poisson process (NHPP). This Poisson process has rate function lambda(t), t >= 0, which depends on some parameters that must be estimated. We take into account two cases of rate functions: the Weibull and the Goel-Okumoto. We consider models with and without change-points. When the presence of change-points is assumed, we may have the presence of either one, two or three change-points, depending of the data set. The parameters of the rate functions are estimated using a Gibbs sampling algorithm. Results are applied to ozone data provided by the Mexico City monitoring network. In a first instance, we assume that there are no change-points present. Depending on the adjustment of the model, we assume the presence of either one, two or three change-points. Copyright (C) 2009 John Wiley & Sons, Ltd.

Estimating the number of ozone peaks in Mexico City using a non-homogeneous Poisson model

In this paper, we consider the problem of estimating the number of times an air quality standard is exceeded in a given period of time. A non-homogeneous Poisson model is proposed to analyse this issue. The rate at which the Poisson events occur is given by a rate function lambda(t), t >= 0. This rate function also depends on some parameters that need to be estimated. Two forms of lambda(t), t >= 0 are considered. One of them is of the Weibull form and the other is of the exponentiated-Weibull form. The parameters estimation is made using a Bayesian formulation based on the Gibbs sampling algorithm. The assignation of the prior distributions for the parameters is made in two stages. In the first stage, non-informative prior distributions are considered. Using the information provided by the first stage, more informative prior distributions are used in the second one. The theoretical development is applied to data provided by the monitoring network of Mexico City. The rate function that best fit the data varies according to the region of the city and/or threshold that is considered. In some cases the best fit is the Weibull form and in other cases the best option is the exponentiated-Weibull. Copyright (C) 2007 John Wiley & Sons, Ltd.

A discontinuous-Galerkin-based immersed boundary method with non-homogeneous boundary conditions and its application to elasticity

We propose a discontinuous-Galerkin-based immersed boundary method for elasticity problems. The resulting numerical scheme does not require boundary fitting meshes and avoids boundary locking by switching the elements intersected by the boundary to a discontinuous Galerkin approximation. Special emphasis is placed on the construction of a method that retains an optimal convergence rate in the presence of non-homogeneous essential and natural boundary conditions. The role of each one of the approximations introduced is illustrated by analyzing an analog problem in one spatial dimension. Finally, extensive two- and three-dimensional numerical experiments on linear and nonlinear elasticity problems verify that the proposed method leads to optimal convergence rates under combinations of essential and natural boundary conditions. (C) 2009 Elsevier B.V. All rights reserved.

Non-homogeneous liver distribution of photosensitizer and its consequence for photodynamic therapy outcome

Background: Photodynamic therapy is mainly used for treatment of malignant lesions, and is based on selective location of a photosensitizer in the tumor tissue, followed by light at wavelengths matching the photosensitizer absorption spectrum. In molecular oxygen presence, reactive oxygen species are generated, inducing cells to die. One of the limitations of photodynamic therapy is the variability of photosensitizer concentration observed in systemically photosensitized tissues, mainly due to differences of the tissue architecture, cell lines, and pharmacokinetics. This study aim was to demonstrate the spatial distribution of a hematoporphyrin derivative, Photogem(R), in the healthy liver tissue of Wistar rats via fluorescence spectroscopy, and to understand its implications on photodynamic response. Methods: Fifteen male Wistar rats were intravenously photosensitized with 1.5 mg/kg body weight of Photogem(R). Laser-induced fluorescence spectroscopy at 532nm-excitation was performed on ex vivo liver slices. The influence of photosensitizer surface distribution detected by fluorescence and the induced depth of necrosis were investigated in five animals. Results: Photosensitizer distribution on rat liver showed to be greatly non-homogeneous. This may affect photodynamic therapy response as shown in the results of depth of necrosis. Conclusions: As a consequence of these results, this study suggests that photosensitizer surface spatial distribution should be taken into account in photodynamic therapy dosimetry, as this will help to better predict clinical results. (C) 2010 Elsevier B.V. All rights reserved.

Spin-polarization effects in homogeneous and non-homogeneous diluted magnetic semiconductor heterostructures

Spin polarization is a key characteristic in developing spintronic devices. Diluted magnetic heterostructures (DMH), where subsequent layers of conventional and diluted magnetic semiconductors (DMS) are alternate, are one of the possible ways to obtain it. Si being the basis of modern electronics, Si or other group-IV DMH can be used to build spintronic devices directly integrated with conventional ones. In this work we study the physical properties and the spin-polarization effects of p-type DMH based in group-IV semiconductors (Si, Ge, SiGe, and SiC), by performing self-consistent (k) over right arrow . (p) over right arrow calculations in the local spin density approximation. We show that high spin polarization can be maintained in these structures below certain values of the carrier concentrations. Full spin polarization is attained in the low carrier concentration regime for carrier concentrations in the DMS layer up to similar to 2.0 x 10(19) cm(-3) for Si and up to similar to 6.0 x 10(19) cm(-3) for SiC. Partial, but still important spin polarization can be achieved for all studied group-IV DMH, with the exception of Ge for carrier concentrations up to 6.0 x 10(19) cm(-3). The role played by the effective masses and the energy splitting of the spin-orbit split-off hole bands is also discussed throughout the paper.

A Model for Bundled Conductors considering a Non-Homogeneous Distribution of the Current through Subconductors

This paper describes an alternative procedure to obtain an equivalent conductor from a bundled conductor, taking into account the distribution of the current in subcondutors of the bundle. Firstly, it is introduced a brief background about the concept of Geometric Mean Radius (GMR) and how this methodology is applied to define an equivalent conductor and its electric parameters. Emphasizing that the classical procedure, using GMR, is limited to premise which the current is equally distributed through subconductors. Afterwards, it is described the development of proposed method and applications for an equivalent conductor obtained from a conventional transmission line bundled conductor and from an equivalent conductor based on a bundle with compressed SF(6) insulation system, where the current is unequally distributed through subconductors.

A non-homogeneous poisson model with spatial anisotropy applied to ozone data from Mexico City

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Figures of equilibrium for tidally deformed non-homogeneous celestial bodies

Abstract (2,250 Maximum Characters): Several theories of tidal evolution, since the theory developed by Darwin in the XIX century, are based on the figure of equilibrium of the tidally deformed body. Frequently the adopted figure is a Jeans prolate spheroid. In some case, however, the rotation is important and Roche ellipsoids are used. The main limitations of these models are (a) they refer to homogeneous bodies; (b) the rotation axis is perpendicular to the plane of the orbit. This communication aims at presenting several results in which these hypotheses are not done. In what concerns the non-homogeneity, the presented results concerns initially bodies formed by N homogeneous layers and we study the non sphericity of each layer and relate them to the density distribution. The result is similar to the Clairaut figure of equilibrium, often used in planetary sciences, but taking into full account the tidal deformation. The case of the rotation axis non perpendicular to the orbital plane is much more complex and the study has been restricted for the moment to the case of homogeneous bodies.

An alternating method for Cauchy problems for Helmholtz-type operators in non-homogeneous medium

Kozlov & Maz'ya (1989, Algebra Anal., 1, 144–170) proposed an alternating iterative method for solving Cauchy problems for general strongly elliptic and formally self-adjoint systems. However, in many applied problems, operators appear that do not satisfy these requirements, e.g. Helmholtz-type operators. Therefore, in this study, an alternating procedure for solving Cauchy problems for self-adjoint non-coercive elliptic operators of second order is presented. A convergence proof of this procedure is given.

Lp Microlocal Supercritical Markov Branching Processes with Non-Homogeneous Poisson Immigration

2010 Mathematics Subject Classification: 60J80.