Tools for testing the Solvency Capital Requirement for life insurance

Longevity risk is one of the major risks that an insurance company or a pension fund has to deal with and it is expected that its importance will grow in the near future. In agreement with these considerations, in Solvency II regulation the Standard formula furnished for calculating the Solvency Capital Requirement explicitly considers this kind of risk. According to the new European rules in our paper we suggest a multiperiod approach to evaluate the SCR for longevity risk. We propose a backtesting framework for measuring the consistency of SCR calculations for life insurance policies.

Desenvolvimento de ferramentas e provetes para o ensaio Thick Adherend Shear Test (TAST).

As estruturas coladas são geralmente projetadas para que o adesivo seja essencialmente sujeito a esforços de corte, pois neste tipo de solicitação o adesivo apresenta melhores caraterísticas mecânicas. A avaliação do comportamento ao corte pode ser realizada com o adesivo no estado maciço ou como camada fina em juntas adesivas. Os métodos que permitem avaliar o comportamento ao corte, quer para o adesivo, quer para as juntas, são: o ensaio Iosipescu ou V-Notched beam shear method, o ensaio de borboleta ou Notched plate shear method (Arcan), o ensaio de torsão, o ensaio de tração numa junta de sobreposição simples e o ensaio Thick Adherend Shear Test (TAST). Os ensaios Arcan e Iosipescu, tal como o ensaio de torção, podem ser realizados em provetes de adesivo maciço ou em juntas. O ensaio de torção é pouco utilizado, porque a aplicação do esforço de corte exige dispositivos e equipamentos de ensaios complexos. Os ensaios Arcan e Iosipescu utilizam provetes com entalhes e podem introduzir alguma dificuldade na medição precisa das deformações. O ensaio de tração numa junta de sobreposição simples é um dos métodos mais usados para caraterizar uma junta adesiva, porque é um método simples, as juntas são de fácil fabrico e pode ser realizado em máquinas universais de ensaios mecânicos. Neste ensaio os aderentes estão sujeitos a uma solicitação de tração, enquanto a camada de adesivo está sujeita a esforços de corte combinados com esforços de arrancamento. Os esforços de arrancamento resultam da própria geometria da junta na qual existe um desalinhamento das forças de tração, mesmo quando são colocados calços (reguladores de espessura) nos locais de amarração. O ensaio TAST é dos mais populares para obtenção das propriedades ao corte, uma vez que tanto as ferramentas de ensaio como o fabrico dos provetes são relativamente simples. Este ensaio é realizado em junta sendo os substratos espessos e de aço que, devido à sua elevada rigidez, contribuem para um esforço de corte praticamente puro no adesivo. Neste trabalho realizou-se o projeto e a fabricação das ferramentas, gabarit e substratos necessários para a execução de provetes TAST e ensaios utilizando diferentes adesivos.

En beskrivning av manuellt test : Svagheter och styrkor med och utan stöd avett testverktyg

Test is an area in system development. Test can be performed manually or automated. Test activities can be supported by Word documents and Excel sheets for documenting and executing test cases and as well for follow up, but there are also new test tools designed to support and facilitate the testing process and the activities of the test. This study has described manual test and identified strengths and weaknesses of manual testing with a testing tool called Microsoft Test Manager (MTM) and of manual testing using test cases and test log templates developed by the testers at Sogeti. The result that emerged from the problem and strength analysis and the analysis of literature studies and firsthand experiences (in terms of creating, documenting and executing test cases) addresses the issue of the following weaknesses and strengths. Strengths of the test tool is that it contains needed functionality all in one place and it is available when needed without having to open up other programs which saves many steps of activity. Strengths with test without the support of test tools is mainly that it is easy to learn and gives a good overview, easy to format text as desired and flexible to changes during execution of a test case. Weaknesses in test with the support of test tools include that it is difficult to get a good overview of the entire test case, that it is not possible to format the text in the test steps. It is as well not possible to modify the test steps during execution. It is also difficult to use some of the test design techniques of TMap, for example a checklist, when using the test tool MTM. Weaknesses with test without the support of the testing tool MTM is that the tester gets many more steps of activities to do compared to doing the same activities with the support of the testing tool MTM. There is more to remember because the documents the tester use are not directly linked. Altogether the strengths of the test tool stands out when it comes to supporting the testing process.

Automated Software Testing in Machine Automation

The problem of software (SW) defaults is becoming more and more topical because of increasing amount of the SW and its complication. The majority of these defaults are founded during the test part that consumes about 40-50% of the development efforts. Test automation allows reducing the cost of this process and increasing testing effectiveness. In the middle of 1980 the first tools for automated testing appeared and the automated process was implemented in different kinds of SW testing. In short time, it became obviously, automated testing can cause many problems such as increasing product cost, decreasing reliability and even project fail. This thesis describes automated testing process, its concept, lists main problems, and gives an algorithm for automated test tools selection. Also this work presents an overview of the main automated test tools for embedded systems.

Beskrivning och jämförelse av testverktyg : Ett underlag för val av testverktyg

Genom att nya system testas i allt högre tempo kan det lämpliga testverktyget underlätta testarbetet. Styrkan med testverktyg är att den håller behövd funktionalitet på en plats. Flera verktyg stödjer automatisering av manuella tester.

Optical Design for Automatic Identification and Portable Systems

This thesis proposes design methods and test tools, for optical systems, which may be used in an industrial environment, where not only precision and reliability but also ease of use is important. The approach to the problem has been conceived to be as general as possible, although in the present work, the design of a portable device for automatic identification applications has been studied, because this doctorate has been funded by Datalogic Scanning Group s.r.l., a world-class producer of barcode readers. The main functional components of the complete device are: electro-optical imaging, illumination and pattern generator systems. For what concerns the electro-optical imaging system, a characterization tool and an analysis one has been developed to check if the desired performance of the system has been achieved. Moreover, two design tools for optimizing the imaging system have been implemented. The first optimizes just the core of the system, the optical part, improving its performance ignoring all other contributions and generating a good starting point for the optimization of the whole complex system. The second tool optimizes the system taking into account its behavior with a model as near as possible to reality including optics, electronics and detection. For what concerns the illumination and the pattern generator systems, two tools have been implemented. The first allows the design of free-form lenses described by an arbitrary analytical function exited by an incoherent source and is able to provide custom illumination conditions for all kind of applications. The second tool consists of a new method to design Diffractive Optical Elements excited by a coherent source for large pattern angles using the Iterative Fourier Transform Algorithm. Validation of the design tools has been obtained, whenever possible, comparing the performance of the designed systems with those of fabricated prototypes. In other cases simulations have been used.

Comparing and validating hypothesis test procedures: Graphical and numerical tools

When the behaviour of a specific hypothesis test statistic is studied by aMonte Carlo experiment, the usual way to describe its quality is by givingthe empirical level of the test. As an alternative to this procedure, we usethe empirical distribution of the obtained \emph{p-}values and exploit itsinformation both graphically and numerically.

Strategies and tools for preventing neurotoxicity: to test, to predict and how to do it

A change in paradigm is needed in the prevention of toxic effects on the nervous system, moving from its present reliance solely on data from animal testing to a prediction model mostly based on in vitro toxicity testing and in silico modeling. According to the report published by the National Research Council (NRC) of the US National Academies of Science, high-throughput in vitro tests will provide evidence for alterations in"toxicity pathways" as the best possible method of large scale toxicity prediction. The challenges to implement this proposal are enormous, and provide much room for debate. While many efforts address the technical aspects of implementing the vision, many questions around it need also to be addressed. Is the overall strategy the only one to be pursued? How can we move from current to future paradigms? Will we ever be able to reliably model for chronic and developmental neurotoxicity in vitro? This paper summarizes four presentations from a symposium held at the International Neurotoxicology Conference held in Xi"an, China, in June 2011. A. Li reviewed the current guidelines for neurotoxicity and developmental neurotoxicity testing, and discussed the major challenges existing to realize the NCR vision for toxicity testing. J. Llorens reviewed the biology of mammalian toxic avoidance in view of present knowledge on the physiology and molecular biology of the chemical senses, taste and smell. This background information supports the hypothesis that relating in vivo toxicity to chemical epitope descriptors that mimic the chemical encoding performed by the olfactory system may provide a way to the long term future of complete in silico toxicity prediction. S. Ceccatelli reviewed the implementation of rodent and human neural stem cells (NSCs) as models for in vitro toxicity testing that measures parameters such as cell proliferation, differentiation and migration. These appear to be sensitive endpoints that can identify substances with developmental neurotoxic potential. C. Sun ol reviewed the use of primary neuronal cultures in testing for neurotoxicity of environmental pollutants, including the study of the effects of persistent exposures and/or in differentiating cells, which allow recording of effects that can be extrapolated to human developmental neurotoxicity.

Development of Software Tools for the Test of Ultra Wide Band Receivers

In the last years, the importance of locating people and objects and communicating with them in real time has become a common occurrence in every day life. Nowadays, the state of the art of location systems for indoor environments has not a dominant technology as instead occurs in location systems for outdoor environments, where GPS is the dominant technology. In fact, each location technology for indoor environments presents a set of features that do not allow their use in the overall application scenarios, but due its characteristics, it can well coexist with other similar technologies, without being dominant and more adopted than the others indoor location systems. In this context, the European project SELECT studies the opportunity of collecting all these different features in an innovative system which can be used in a large number of application scenarios. The goal of this project is to realize a wireless system, where a network of fixed readers able to query one or more tags attached to objects to be located. The SELECT consortium is composed of European institutions and companies, including Datalogic S.p.A. and CNIT, which deal with software and firmware development of the baseband receiving section of the readers, whose function is to acquire and process the information received from generic tagged objects. Since the SELECT project has an highly innovative content, one of the key stages of the system design is represented by the debug phase. This work aims to study and develop tools and techniques that allow to perform the debug phase of the firmware of the baseband receiving section of the readers.

Direct support maintenance repair parts and special tools list for test set, electronics system AN/TSM-100A (4933-01-142-2861).

"February 1984."

Organizational, direct support, and general support maintenance repair parts and special tools list ... : test set, chemical agent automatic alarm, M74 (FSN 6665-854-4147).

"September 1973."

Direct support and general support maintenance repair parts and special tools lists (including depot maintenance repair parts and special tools) for test sets, radio TS-1588/AIC (NSN 6625-00-895-6646) and TS-1588A/AIC (NSN 6625-00-239-6016).

"April 1977."

Organizational, direct support, and general support maintenance repair parts and special tools lists for test set, radio frequency power AN/USM-260 (NSN 6625-00-917-3099).

"September 1976."

Direct support and general support maintenance repair parts and special tools lists (including depot maintenance repair parts and special tools) for test harness, radio set AN/URM-157 (NSN 6625-00-766-4685) and AN/URM-157A (NSN 6625-00-236-1557).

"December 1976."

Organizational, direct support, and general support maintenance repair parts and special tools lists (including depot maintenance repair parts and special tools) for test sets, teletypewriter AN/GGM-1 (NSN 6625-00-897-5505), AN/GGM-2 (NSN 6625-00-893-1726) ... and AN/GGM-5 (NSN 6625-00-893-1735).

"February 1978."