bluuebunny/crossref_metadata_2025 huggingface dataset:
A new three‐field formulation of the biharmonic problem and its finite element discretization
Authors: Banz Lothar , Lamichhane Bishnu P. , Stephan Ernst P.
Published: July 2016

We consider a new three‐field formulation of the biharmonic problem. The solution, the gradient and the Lagrange multiplier are the three unknowns in the formulation. Adding a stabilization term in the discrete setting we can use the standard Lagrange finite element to discretize the solution, whereas we use the Raviart‐Thomas finite element to discretize the gradient. The Lagrange multipliers are constructed to achieve the optimal error estimate. Numerical results are presented to demonstrate the performance of our approach. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 199–217, 2017
Deposition of Copper Oxide Coatings with an Atmospheric Pressure Plasma Source: II – Characterization of the Films
Authors: Gruenwald Johannes , Fricke Katja , Fröhlich Maik , Kolb Jürgen F. , Polak Martin
Published: July 2016

Copper oxide films have been deposited successfully on borosilicate glass substrates with a copper containing nitrogen plasma at atmospheric pressure. This was done by using a non‐thermal DC jet with a sacrificial electrode as copper source. The produced films have been systematically investigated by different methods, including scanning electron microscopy and X‐ray photoelectron spectroscopy (XPS). It is demonstrated that various copper morphologies, such as nanoflakes, can be produced by non‐thermal atmospheric pressure plasma sources. The XPS data suggest that the nanostructures produced in the deposition process consist mostly of Cu(II)O. The dominant shape of these nanoparticles is flake‐like with a high aspect ratio. Furthermore, it is shown that the temperature during the deposition process is well below 70 °C, and thus, enables copper oxide deposition on heat sensitive materials.
Homozygous and heterozygous point mutations in succinate dehydrogenase subunits b, c and d of Rhizoctonia cerealis conferring resistance to thifluzamide
Authors: Sun Hai‐Yan , Lu Chao‐Qun , Li Wei , Deng Yuan‐Yu , Chen Huai‐Gu
Published: July 2016

BACKGROUND

Thifluzamide, a succinate dehydrogenase inhibitor (SDHI) fungicide, is a promising fungicide for controlling wheat sharp eyespot (WSE). WSE is caused by Rhizoctonia cerealis. Information on the resistance mechanism of this pathogen to thifluzamide remains unavailable.

RESULTS

We used selective reculturing and UV mutagenesis to generate thifluzamide‐resistant mutants. Thifluzamide‐resistant mutants were only generated through UV mutagenesis. Sequence analysis of succinate dehydrogenase (Sdh) genes revealed that two mutants had no mutation in RCSdhB, RCSdhC and RCSdhD, and the other 18 mutants all had at least one mutation in RCSdhB, RCSdhC or RCSdhD, either in a homozygous or heterozygous state. The majority of mutants included either RCSdhD‐H116Y or RCSdhC‐H139Y. They showed slight resistance to boscalid, bixafen and penflufen. Only one mutant possessed RCSdhB‐H246Y, and it showed medium resistance to boscalid and penflufen and a slight resistance to bixafen. All the thifluzamide mutants were sensitive to flutolanil. Compared with their parental isolates, these mutants present no or minor fitness penalties.

CONCLUSION

Homozygous and heterozygous point mutations in the succinate dehydrogenase subunits b, c and d of R. cerealis may be involved in thifluzamide resistance. © 2016 Society of Chemical Industry
Supercapacitor performance of binder‐free buckypapers from multiwall carbon nanotubes synthesized at different temperatures
Authors: Popov K. M. , Arkhipov V. E. , Kurenya A. G. , Fedorovskaya E. O. , Kovalenko K. A. , Okotrub A. V. , Bulusheva L. G.
Published: July 2016

Multiwall carbon nanotubes (MWCNTs) have been synthesized by aerosol‐assisted catalytic chemical vapor deposition method from a 2% ferrocene solution in toluene at temperatures of 720 and 800 °C. After an oxidation by a HNO3/H2SO4 mixture, MWCNTs were dispersed in water and deposited in form of buckypapers with a thickness of ∼150 μm. The obtained materials were used as working electrodes of supercapacitors without adding of binder. The electrode from MWCNTs synthesized at lower temperature showed the larger capacitance in 1 M H2SO4 and 6 M KOH electrolytes, especially at low scan rates. An increase of double‐layer capacitance was due to larger specific surface and microporosity of the material; a gain in pseudocapacitance was attributed to larger quantity of oxygenated groups developed on the defective surface of nanotubes. The electrode showed a good cyclic performance during a repetitive charge/discharge test.

A larger specific capacitance of MWCNTs synthesized at 720 °C is related with etching of nanotube tips and higher oxygenation of nanotube surface as the result of binder‐free buckypaper electrode preparation.
Mining communities in social network based on information diffusion
Authors: Lv Jiaguo , Guo Jingfeng
Published: July 2016

Based on the locality of information diffusion in social network, a new community detection algorithm DC_ID is proposed in this paper. Different from that of the traditional community discovery algorithms, the goal of the DC_ID algorithm is that the difference between the node's influence degree in its community and its influence degree in the whole network is small, which paves the way for further research on the influence maximization problem based on the detected community structure. Moreover, the algorithm can tackle the community detecting program in directed and weighted networks, which makes it different from other existing algorithms. The algorithm consists of two stages: partition and combination. During the first stage, the algorithm first estimates all nodes' influence in the network, then chooses the most influential non‐community node as the seed, and expands its influence along diffusion paths layer by layer. Finally, the local community with the node as its core is found. During the second stage, the closeness of two local communities will be evaluated by their ‘combination entropy’. When the combination entropy of any two communities is higher than some predefined threshold, they will be combined into one. To evaluate the quality of the detected community structure, two new measures, LEW and CRC, are introduced. Empirical studies on three real‐world social networks show that the algorithm outperforms the benchmark algorithm in runtime, LEW, and CRC. © 2016 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc.
Fault simulation and diagnosis for vector control of AC motor drive
Authors: Meng Linghui , Liu Zhigang
Published: July 2016

An AC drive system is a multivariable, nonlinear, strongly coupled, and complex electromechanical system whose safety and reliability are extremely important in modern electric locomotives. Therefore, it is very important to carry out the converter's fault diagnosis. In this paper, the vector control of an AC motor drive system is modeled and simulated with MATLAB in order to obtain reliable failure data. Through comparative analysis, we extract the effective fault features, which are input to the neural network (NN) to complete the fault diagnosis. Finally, we compare the training and diagnosis results of the Levenberg‐Marquardt (LM)‐back propagation (BP) and BP NNs through simulation experiments and show that the LM‐BP NN has a higher efficiency and higher diagnosis accuracy. Also, it does not fall into local minima and is suitable for pattern recognition. © 2016 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc.
Weighted and vector-valued variational estimates for ergodic averages
Authors: KRAUSE BEN , ZORIN-KRANICH PAVEL
Published: July 2016

We prove weighted and vector-valued variational estimates for ergodic averages on$\mathbb{R}^{d}$. The weighted square function estimate relating ergodic averages to the dyadic martingale is obtained using an$\ell ^{r}$version of a reverse Hölder inequality for variation seminorms.
Extension of a viscous thread with temperature-dependent viscosity and surface tension
Authors: He Dongdong , Wylie Jonathan J. , Huang Huaxiong , Miura Robert M.
Published: July 2016

We consider the evolution of a long and thin vertically aligned axisymmetric viscous thread that is composed of an incompressible fluid. The thread is attached to a solid wall at its upper end, experiences gravity and is pulled at its lower end by a fixed force. As the thread evolves, it experiences either heating or cooling by its environment. The heating affects the evolution of the thread because both the viscosity and surface tension of the thread are assumed to be functions of the temperature. We develop a framework that can deal with threads that have arbitrary initial shape, are non-uniformly preheated and experience spatially non-uniform heating or cooling from the environment during the pulling process. When inertia is completely neglected and the temperature of the environment is spatially uniform, we obtain analytic solutions for an arbitrary initial shape and temperature profile. In addition, we determine the criteria for whether the cross-section of a given fluid element will ever become zero and hence determine the minimum stretching force that is required for pinching. We further show that the dynamics can be quite subtle and leads to surprising behaviour, such as non-monotonic behaviour in time and space. We also consider the effects of non-zero Reynolds number. If the temperature of the environment is spatially uniform, we show that the dynamics is subtly influenced by inertia and that the location at which the thread will pinch is selected by a competition between three distinct mechanisms. In particular, for a thread with initially uniform radius and a spatially uniform environment but with a non-uniform initial temperature profile, pinching can occur either at the hottest point, at the points near large thermal gradients or at the pulled end, depending on the Reynolds number. Finally, we show that similar results can be obtained for a thread with initially uniform radius and uniform temperature profile but exposed to a spatially non-uniform environment.
Dynamic Stress Concentrations Due to Scattering of Elastic SV Waves from a Coated Nanoinclusion with Considerations in the Interfacial Region
Authors: Ghanei Mohammadi A. R. , Hosseini Tehrani P.
Published: July 2016

The problem of plane elastic shear waves (SV waves) scattering from a circular nanoinclusion surrounded by an inhomogeneous interphase embedded in an elastic matrix is investigated analytically in this paper. An approach is introduced to account for the simultaneous effects of a graded interphase and surface/interface energy based on Gurtin-Murdoch's model of surface elasticity. Using the wave function expansion method, the Navier equation is solved for all three phases (nanofiber-interphase- matrix). Presenting the results in dimensionless manner, Dynamic Stress Concentration Factors (DSCF) for the present problem are obtained and the effects of several parameters on the results are studied in detail. It is understood that taking the effects of both surface/interface and interphase inhomogeneity into account leads to a significant influence on the DSCF results and consequently on the overall dynamic behavior of the nanocomposites.
Increased serum G72 protein levels in patients with schizophrenia: a potential candidate biomarker
Authors: Akyol Esra Soydaş , Albayrak Yakup , Aksoy Nurkan , Şahin Başak , Beyazyüz Murat , Kuloğlu Murat , Hashimoto Kenji
Published: July 2016

Objective

The product of the G72 gene is an activator of d-amino acid oxidase and has been suggested to play a role in the pathogenesis of schizophrenia. Increased G72 protein levels may be associated with disturbed glutamatergic transmission and increased reactive oxygen species. Only one pilot study by Lin et al. has investigated the potential role of serum G72 protein levels as a biomarker for schizophrenia. In this study, we aimed to compare serum G72 protein levels between patients with schizophrenia and healthy controls, and to retest the results of the previous pilot study.

Materials and methods

In total, 107 patients with a diagnosis of schizophrenia according to the inclusion and exclusion criteria and 60 age–sex-matched healthy controls were included in the study. The groups were compared regarding serum G72 protein levels.

Results

The mean serum G72 protein values were 495.90±152.03 pg/ml in the schizophrenia group and 346.10±102.08 pg/ml in the healthy control group. The mean serum G72 protein level was significantly increased in the schizophrenia group compared with the healthy control group (t=−3.89, p<0.001). A receiver operating characteristics analysis was performed to compare the schizophrenia and healthy control groups. It was determined that the cut-off value was 141.51 pg/ml with a sensitivity of 0.991 and a specificity of 0.821.

Conclusion

We suggest that serum G72 protein levels may represent a candidate biomarker for schizophrenia and have confirmed the results of the previous preliminary study. Additional studies with larger sample sizes and the inclusion of first episode schizophrenia patients are required to clarify the reliability and validity of serum G72 protein levels as a biomarker for schizophrenia.
Floreas into Virágs: State Regulation of First Names in Dualist Hungary
Authors: Berecz Ágoston
Published: July 2016

The Kingdom of Hungary instituted the civil registry of births, marriages, and deaths in 1894. While the new institution was both eulogized and criticized as a major step in the separation of church and state and toward the creation of a modern, secular Hungary, it also opened up a new path for nation building. In this exceedingly multilingual and multinational country, churches often acted as proxies of cultural and political institutions for the national minorities. In the present article, I examine the specifically nation-building aspects embodied in the new regulation for the official use of first names that accompanied Act XXXIII of 1894 on the civil registry, and focus particularly on Romanian first names. Due to their considerable mismatch with Hungarian first names, Romanian names posed a special challenge to policy makers, and for this reason they demonstrate some less obvious dimensions of the changes instituted in 1894. The geographic parameters of this investigation have been imposed by the spatial framework of a wider research project on the interconnections among language, nationalism, and social change in the eastern part of Dualist Hungary, a territory encompassing Transylvania, the easternmost counties of contemporary Hungary proper (according to the administrative division created in 1876), and the eastern two-thirds of the Banat. This framework enables me to make comparisons with other ethnolinguistic groups, notably Transylvanian Saxons and the Catholic Germans of the Banat.
Neonatal imitation in context: Sensorimotor development in the perinatal period
Authors: Keven Nazim , Akins Kathleen A.
Published: July 2016

More than 35 years ago, Meltzoff and Moore (1977) published their famous article, “Imitation of facial and manual gestures by human neonates.” Their central conclusion, that neonates can imitate, was and continues to be controversial. Here, we focus on an often-neglected aspect of this debate, namely, neonatal spontaneous behaviors themselves. We present a case study of a paradigmatic orofacial “gesture,” namely tongue protrusion and retraction (TP/R). Against the background of new research on mammalian aerodigestive development, we ask: How does the human aerodigestive system develop, and what role does TP/R play in the neonate's emerging system of aerodigestion? We show that mammalian aerodigestion develops in two phases: (1) from the onset of isolated orofacial movementsin uteroto the postnatal mastery of suckling at 4 months after birth; and (2) thereafter, from preparation to the mastery of mastication and deglutition of solid foods. Like other orofacial stereotypies, TP/R emerges in the first phase and vanishes prior to the second. Based upon recent advances in activity-driven early neural development, we suggest a sequence of three developmental events in which TP/R might participate: the acquisition of tongue control, the integration of the central pattern generator (CPG) for TP/R with other aerodigestive CPGs, and the formation of connections within the cortical maps of S1 and M1. If correct, orofacial stereotypies are crucial to the maturation of aerodigestion in the neonatal period but also unlikely to co-occur with imitative behavior.
Evaluation of the Capability of Automatic Dependent Surveillance Broadcast to Meet the Requirements of Future Airborne Surveillance Applications
Authors: Ali Busyairah Syd , Schuster Wolfgang , Ochieng Washington Yotto
Published: July 2016

Automatic Dependent Surveillance Broadcast (ADS-B) Out supports various ground applications including Air Traffic Control (ATC) surveillance in radar airspace, non-radar airspace and on the airport surface. In addition, the capability of aircraft to receive ADS-B Out messages from other aircraft within their coverage (ADS-B In) enables enhanced airborne surveillance applications. The requirements of the application vary depending on its safety-criticality. More stringent applications will require higher levels of performance. It is therefore critical that the ADS-B system performance is measured against the most stringent application it is designed for. This paper reviews the various enhanced airborne surveillance applications and the required ADS-B information to support them. It identifies the ADS-B based applications required for Air Traffic Management (ATM) modernisation under the SESAR/NextGen programs. It discusses existing ADS-B Out versions and their capabilities. A mapping exercise is undertaken to assess the credibility of the ADS-B system performance to support the functionalities and requirements of the various enhanced airborne surveillance applications and establish those that require further research and development, highlighting some of the key challenges.
Le risque de contiguite dans l'assurance incendie des batiments
Authors: Johansen Paul
Published: July 2016

Le calcul de la prime de l'assurance Incendie des bâtiments se trouve compliqué par le fait qu'il doit tenir compte, non seulement du bâtiment assuré, mais également des immeubles voisins.

Si deux bâtiments sont suffisamment éloignés, le risque qu'un incendie se propage de l'un à l'autre est minime, mais le risque de contiguïté, et par conséquent d'incendie total, est d'autant plus grand que leur distance est plus faible.

La mesure dans laquelle le risque de contiguïté doit être retenu pour la tarification est un des problèmes les plus importants que l'Actuaire a à résoudre en assurance Incendie.

Pour qu'un incendie puisse s'étendre à d'autres bâtiments, le feu doit embrasser d'abord les éléments extérieurs du bâtiment assuré, c'est-à-dire les murs, la cheminée, la toiture ou les constructions en bois attenantes. Nous appellerons de tels incendies: incendies extérieurs par opposition à incendies intérieurs qui n'embrassent que le contenu du bâtiment et les aménagements intérieurs.

Par risque propre d'un bâtiment nous entendons l'indemnité moyenne annuelle de sinistre, sous la condition que ce bâtiment ne soit pas exposé au risque de contiguïté d'autres immeubles.

Le risque propre se divise en une fraction qui concerne les incendies intérieurs et une autre fraction concernant les incendies extérieurs,

Le deuxième terme Re peut être exprimé par le produit de la probabilité d'un incendie extérieur et de l'indemnité moyenne de cet incendie, soit

Les éléments de ce risque propre peuvent être observés pour différents groupes de risques, c'est-à-dire chaque groupe comprenant des bâtiments d'un même genre, par exemple en ce qui concerne leur construction, leur dimension ou leur destination.
Experience rating and credibility
Authors: Braakman T. C.
Published: July 2016

I hope that you will allow me first of all to congratulate Dr. Buhlmann on the excellent lecture he has given us and I am sure that you can all agree with me that after his general survey on experience rating and credibility, there is no need at all for me to go into the general aspects of the subject. Therefore I can start immediately to report on the contributions delivered, and I am very happy to state that, though the number of papers is rather small, namely six, their contents are qualitatively as high as has become usual at our ASTIN-Colloquia.

As regards the number of contributions I just mentioned, I like to draw your attention to the fact that because the present subject was on the programme of our last colloquium in Luzern too, in some cases we had to decide whether a contribution should be considered as relevant to subject I, or as a report on further work done on subjects from previous meetings. If perhaps in some cases our choice is not in accordance with the intention of the contributor I would like to apologize for that in advance. Moreover I wish to remind you that on Friday after the summaries of the discussions, Mr. Jansen will report on those papers submitted, which were not regarded as contributions to subject 1 or 2.

I would like to deal first with the papers of a more theoretical nature, afterwards going on to the contributions on special applications. Among the papers of general interest I ask your attention for the paper of Franckx entitled “Le comportement de l'assureur”. I consider this contribution as a very important attempt to compare the method of credibility theory, where as you know credibility is used as a function of the volume, with a method in which decisions are made in advance on the amount of certain levels of significance, in this way fixing what Franckx calls “le comportement a priori”.
Applications of methods of operations research and modern economic theory
Authors: van Klinken J.
Published: July 2016

It is rather a pity that we received only three papers especially devoted to subject 2, “applications of methods of operations research and modern economic theory”. Maybe the time for real applications of operations research techniques in the insurance field has still to come. However, I am convinced that sooner or later such techniques—in connection with the use of the computor—will play a more or less important part in the management of insurance business. An impulse to this of course will be the appearance of —let me say—“textbooks” on this subject; such as the book written by Wolff, Methoden der Unternehmensforschung im Versicherungswesen, Springerverlag 1966, a copy of which I received a few days ago.

Meanwhile, the fact that only a few papers have been sent in gives me the opportunity to report on them in some detail and to make a few side remarks.

The studies presented are:

Borch. Dynamic decision problems in an insurance company, de Leve and Weeda. Driving with Markov-programming.

d'Hooge, Franckx and Gennart. Utilisation pratique de la méthode de simulation dans l'assurance “non-life”.

The paper Prof. Borch submitted, deals essentially with some problems related with random walk theory. Partly it can be considered to be the counterpart of the classical discontinuous ruin theory as its subject is the expected duration of life of the company and maximisation of the discounted value of dividend payments.

The question of calculating the expected duration of life and more specially the means the company has to influence its future lifetime involves reinsurance and utility theory to which topic in recent years Prof. Borch has devoted a number of very interesting publications.
Calcul des Primes et Marchandage
Authors: Briegleb Danielle , Lemaire Jean
Published: July 2016

Two premium calculation principles by negotiation. Using, as main tools,

the classical risk exchange model by Borch and

the bargaining models of Nash and Kalai-Smorodinsky,

we define two new premium calculation principles, whose main goal is to take explicitly into account the attitude towards risk of the policy-holders. Those principles are neither additive nor iterative, but they nevertheless possess several important properties: the premium is translation-invariant, it does not depend neither on the reserves nor on the portfolio of the company; it takes into account all the moments of the claim distribution; it is independent of the policy-holder's wealth but increases with his risk aversion.

Coalition against an insurance company. While computing the core of this risk exchange, we show that it can be of the policy-holder's interest to coalize in order to obtain premium cuts.

Le modèle d'échange de risques de Borch entre plusieurs compagnies d'assurances soucieuses d'améliorer leur situation en formant un pool de réassurance a fait l'objet de très nombreuses publications. Ce n'est que depuis quelques années cependant que l'on semble s'être aperçu que le même modèle pouvait être utilisé pour décrire toute économie d'échange, en particulier le contrat d'assurance simple entre un assuré et sa compagnie. Si l'on suppose que les préférences de l'assuré peuvent être décrites par une fonction d'utilité exponentielle, et que l'assureur est indifférent au risque en première approximation, les contrats Pareto-optimaux consistent en une couverture complète du risque, moyennant le paiement d'une prime que le critère de Pareto-optimalité ne permet pas de déterminer.
Premium Calculation for Deductible Policies with an Aggregate Limit
Authors: Mack Thomas
Published: July 2016

In Industrial Fire insurance an aggregate limit for the amount retained by the policyholder under a deductible policy has been agreed upon more frequently in recent times. This agreement is equivalent to a stop-loss cover on the retained loss amount. For the Poisson-lognormal model the corresponding stop-loss net premium is calculated using various methods (normal power, translated gamma, various discretisations) and the methods are compared. Finally, the influence of the model parameters is examined and it is demonstrated how a variety of parameter value combinations can be reduced to only a few rating curves.
Approximating the Distribution of a Dynamic Risk Portfolio
Authors: Jewell William S.
Published: July 2016

In a previous paper, Jewell and Sundt showed how to approximate a distribution of total losses from a large, fixed, heterogeneous portfolio, using a recursive algorithm developed by Panjer for the distribution of a random sum of random variables (a single casualty contract). This paper extends the approximation procedure to large, dynamic heterogeneous portfolios, in order to model either a portfolio of correlated casualty contracts, or a future portfolio, whose composition is not known with certainty.
The propensity to cause accidents
Authors: von Lanzenauer Christoph Haehling , Lundberg William N.
Published: July 2016

Information relating to the expected number of losses is of importance in automobile insurance systems. The distribution of risks by number of losses per year may be based on the following model

with λ representing the average number of losses per year. This distribution is the Poisson distribution. Tests of this model versus actual observations often indicate significant deviation. This discrepency can result from the constancy of λ which makes the model appropriate for an individual but would require an isohazardous population when applied to a group of individuals. In reality, however, λ will vary from individual to individual. A model accounting for this spread in λ is given in

where z(λ) is a distribution describing the spread of λ. The results of model (2) certainly will depend on the form of z(λ). It has been hypothesized that z(λ) can be represented by (3)

which is a Pearson Type III [1, 5, 7]. With this assumption model (2) becomes the negative binominal distribution

with a mean of

and a variance of

If the observed mean is and the observed variance it is possible to determine a and b by solving the above equations for mean and variance. Thus

and

The results indicate an improved fit to actual observations [1, 5, 6].
Tariffing of Consequential Loss Insurance
Authors: Johansen Paul
Published: July 2016

In the following, consequential losses after fires are considered. A generalisation to consequential losses after other risks is most likely rather trivial.

The purpose of this paper is rather asking questions and putting a problem before the readers than presenting solutions. According to our experience, little has been done to seek logical systems or to construct mathematical or physical models in order to study these problems. The volume of business is rapidly growing but it could grow much more if a more reasonable tariffing was made. Many insured with fire insurances hesitate to take out an additional consequential coverage. They can see the need of the coverage, but they will not accept—and rightly—the present market rates. Actuarial colleagues are invited to join in building up suitable models to guide the practical underwriter.

The office premium today is most often composed of the following parameters:

a. the premium rate of the corresponding fire insurance

b. the insurance sum, defined e.g. as the expected turnover less variable costs

c. the coverage period, an upper limit of the period in which indemnity can be given. In Denmark, for a period of 12 months the premium of a consequential loss' insurance is normally defined as the insurance sum multiplied by the fire premium + 25 per cent.

We shall regard various risk situations in order to study the relationship between the fire risk and the consequential loss. The most simple situation is an undertaking where practically spoken only total fire losses will occur. One may think of a fireworks factory or a telephone exchange building. The fireworks factory will burn out physically. After a fire the contents of the telephone building, even if the majority of the materials is at hand, will be worthless because of the corrosion caused by the PVC contents of the wires. In the cases mentioned, an outbreaking fire might, of course, be extinguished so early that practically no damage will occur. If the fire, however, exceeds a certain extent, a total loss is likely to follow.
Notes sur la distribution conditionnée du montant d'un sinistre par rapport à l'hypothèse qu'il y a eu un sinistre dans l'assurance automobile
Authors: Benktander Gunnar
Published: July 2016

Dans un traité antérieur, l'auteur a examiné, en collaboration avec M. Segerdahl, un certain nombre de fonctions analytiques propres à définir la distribution du montant d'un sinistre en s'arrêtant tout spécialement aux aspects présentant de l'intérêt du point de vue de l'assurance en excédent de sinistres. L'examen a révélé que les répartitions du type Pareto étaient intéressantes aussi bien du point de vue théorique — en tant que représentant un type de distribution particulièrement „dangereux” — que du point de vue pratique, le matériel statistique suédois et norvégien obtenu lors de l'analyse de différentes branches d'assurances — telles que Vie, Incendie et Automobile — semblant bien indiquer que pour de grands intervalles la distribution du type Pareto représenterait l'authentique matériel des dommages.

Nous nous permettrons par conséquent de nous arrêter tant soit peu aux caractéristiques de la distribution du type Pareto ainsi qu'aux formules découlant de la dite distribution pour la prime de risque en excédent de sinistres et ses variances.

Si P(x) exprime la distribution, I − P(x) = H(x) = C. x−∝ pour a < x ≤ M, M étant la valeur la plus grande pour x, en supposant que la probabilité d'atteindre la valeur M est H(M) = C. M−∝.

Si m(x) est la moyenne des portions de sinistres supérieures à x

Spécialement si M = ∞ on obtient .
Sur L'efficacité des critères de tarification de l'assurance contre les accidents d'automobiles
Authors: Delaporte Pierre
Published: July 2016

Les accidents d'automobiles surviennent lorsqu'il se produit un ensemble de circonstances défavorables plus ou moins fortuites. Ces circonstances sont liées au véhicule, à son conducteur, à l'usage qui en est fait, à la région dans laquelle il circule et à beaucoup d'autres faits souvent difficiles à caractériser.

L'assureur ne peut évidemment connaître qu'une faible partie de ces caractéristiques, c'est pourquoi il considère la survenance de l'accident comme un fait aléatoire. Cependant, les dépouillements statistiques des nombres d'accidents arrivés à des véhicules ayant un même ensemble de caractéristiques montrent que la fréquence moyenne, c'est-à-dire le nombre d'accidents survenus divisé par le nombre de voitures-année, varie avec cet ensemble de caractéristiques communes qui constitue alors une classe du tarif d'assurance. La détermination du montant de la prime à demander pour garantir le véhicule est alors faite par l'assureur en demandant une prime hiérarchisée selon la fréquence moyenne et selon le coût moyen des sinistres de la classe du tarif.

Si l'on ajoutait de nouveaux critères de tarification à ceux déjà utilisés, il est évident qu'on trouverait une diversification plus grande des primes; ceci montre donc qu'à l'intérieur d'une classe de tarif tous les risques des véhicules ne sont pas égaux.

Dans la présente étude, nous rechercherons d'abord quelle part de l'hétérogénéité des risques des voitures est utilisée par les diverses caractéristiques figurant dans le tarif français d'assurance de la responsabilité civile des propriétaries de véhicule. Nous rechercherons alors s'il existe une limite à la précision du tarif.
On the Numerical Calculation of the Distribution Functions Defining Some Compound Poisson Processes
Authors: Philipson Carl
Published: July 2016

1. The comfound Poisson process in the wide sense is defined as a process for which the probability distribution of the number i of changes in the random function attached to the process, while the parameter passes from o to a fixed value τ of the parameter measured on a suitable scale, is given by the Laplace-Stieltjes integral

where U(ν, τ) for a fixed value of τ defines the distribution of ν. U(ν, τ) is called the risk distribution and is either τ-independent or, dependent on ν, τ.

2. The compound Poisson process in the narrow sense is defined as a process for which the probability distribution of the number of changes can be written in the form of (I) with a τ-independent risk distribution.

In their general form these processes have been analyzed by Ove Lundberg (1940). For such processes the following relation holds for the probability of i changes in the interval ο to τ, P̅i (τ) say

this relation does not hold for processes with τ-dependent risk distribution. Hofmann (1955) has introduced a sub-set of the processes concerned in this section for which the probability for non-occurrence of a change in the interval o to τ is defined as a solution of the differential equation

and ϰ ≥ o; the solutions may be written in the form where η is independent of and of two alternative forms one for ϰ = I and one for other values of ϰ. The probabilities for i changes in the interval o to τ in the processes defined by the solutions of Hofmann's equation are derived by Leibniz's formula, and are designated by and, in this paper, called Hofmann probabilities.
Analytical steps towards a numerical calculation of the ruin probability for a finite period when the riskprocess is of the Poisson type or of the more general type studied by Sparre Andersen
Authors: Thorin Olof
Published: July 2016

As is well-known, in the early 60's a Swedish committee set to work at the numerical calculation of the distribution function of the total amount of claims and of the related stop loss premiums in the Poisson and Polya cases (Bohman and Esscher [6]). Since the characteristic function for the said distribution function was easily available in terms of the characteristic function for the distribution function of an individual claim, the committee chose to base the numerical calculations on the C-method by H. Bohman (Bohman [5]). The calculation of the ruin probability for a finite or infinite period was not considered by the committee.

The last-mentioned problem has now been taken up by a new committee formed by the Swedish Council for Actuarial Science and Insurance Statistics. The committee—consisting of H. Bohman, J. Jung, N. Wikstad and the present author—has to consider several aspects of the practical applicability of the collective risk theory. However, without possibilities of calculating—at least approximately—the ruin probability for a finite period the applicability of the existing ruin theories seems to be rather limited, so the committee has looked around for such possibilities. At the present stage the committee is considering the classical Poisson theory and Sparre Andersen's generalization of this theory [2]. It is the hope of the committee that, at a later stage, also the Polya theory and the theory recently presented by Segerdahl [11] combining the Sparre Andersen theory and the Polya theory may be treated.
Distribution Free Approximations in Applied Risk Theory
Authors: Andreasson Gunnar
Published: July 2016

Most large insurance companies have today electronic computers that enable not only efficient actuarial statistics, but also research in applied risk theory. An important task in this latter field is the developing of an information system for control of the business as to the statistical balance between premiums and claims. The entire system can be separated into two parts, one descriptive and one analytic part. The descriptive part, that also may be called statistics production, is the base of the whole system and must be constructed in a general way to make it possible to apply mathematical tools in risk analysis. For the analytic part and its applications for computers there is a growing interest among actuaries as can be noticed from the reports in actuarial journals. The classical models of collective risk theory have recently been extensively illustrated by numerical calculations performed by the convolution committee in Sweden.

When starting to construct the analytical part of the information system one finds that in spite of programming for the computer there is firstly a hard work to find realistic mathematical models, especially mathematical expressions for claim distributions, and secondly to estimate their parameters. According to the mathematical theory of risk, or the risk process, it is necessary to assume and test specific mathematical forms of two distributions, the number of claims and claims amount.
The recent Development of Risk Theory and its Applications
Authors: Kupper J.
Published: July 2016

The response to the invitation for the 5th Colloquium has been, especially for subject 1, very gratifying; a large number of meritorious papers have been sent in. Fortunately, it took not much time in this case to find a good guide for all this work. R. E. Beard presents in his article “Some Actuarial Aspects of Non-Life Insurance Company Management”) a broad cross-section of the many problems that confront the non-life insurer. It was therefore regarded as not quite unwise to follow his steps and to discuss the other papers at suitable points.

In the first half of his work R. E. Beard deals with a practical example from motor insurance, which is fully calculated with the help of numerical data. The question relates to the estimation of the value of outstanding claims, a quantity which is of decisive importance for the evaluation of the results of a portfolio. Apart from chance fluctuations which might affect the statistics from year to year, there are three major factors that render the task of estimation difficult:

(a) the natural growth of the portfolio

(b) the fact that bigger claims require longer time for settlement than the smaller ones

(c) the change in the value of money with time.
On Risk Processes with Stochastic Intensity function
Authors: Grandell Jan
Published: July 2016

In this paper we are going to study some properties of a stochastic process, which has been proposed by Cramér (1968) as a model of the claims arising in an insurance company. This process has been studied by Cox in a different context. A few elementary results, concerning moments, are given by Cox and Lewis (1966). The present paper will be a survey of some results derived by the author (1970:1) and (1970:2). For detailed proofs we refer to these papers.

Let λ(t) be a real-valued stochastic process, such that P{λ(t) < o} = o. We further assume that Eλ(t) = 1 and that Eλ2(t) < ∞ for every fixed value of t. We denote the covariance

The process λ(t) will play the role of an intensity function. That means, that for every fixed realization of the process, the probability of

and that the number of events in disjoint intervals are independent.

We now define a point process N(t), where N(t) is the number of events which have occurred in (o, t]). With this definition we get

where

The integral is assumed to exist almost surely. This process will be called the N-process.
A note on some compound poisson distributions
Authors: Philipson Carl
Published: July 2016

At the Lundberg Symposium, Stockholm 1968 Jung and Lundberg presented a report on similar problems as those treated in this note, and to the Astin colloquium, Berlin 1968 the present author presented a report with the same title as this note, where some of the results in the first-mentioned report were commented upon. Jung and Lundberg kindly discussed the topic here concerned with the present author some time after the colloquium. On account of this discussion, the present author withdrew his report from the publication in its original form. The following context is a revision and a completion of the author's report to the colloquium.

Let τ be a parameter measured on its original, absolute scale, and let be the same parameter measured on an operational scale with respect to the probability distribution (or the corresponding for t). The parameter will often be referred to as “time”, which does not imply a restriction of the theory to proper time parameters.

A random function X(s) is said to be distributed in a cPd i.w.s. (compound Poisson distribution in the wide sense), if the distribution function of X(s) for every fixed parameter point (s, τ) in a finite or infinite domaine of the parametric space as a function of τ can be written in the following general form

where the asterisk power m*, here and throughout this note, is taken to mean, for m ˃ O, the m times iterated convolution of the distribution function with itself, and, for m = o, unity. W(x, s) being the conditional distribution function of the size of one change in X(s) relative to the hypothesis that the change has occurred at s, here abbreviated to the change distribution. U(ν, τ) is a distribution function, called the structure function. In the general case V(x, s) and U(ν, τ) may depend on s and τ respectively. If, particularly, these functions are supposed to be independent of the parameter, they will be denoted V(x), U(ν) respectively. In the particular case, where V(x) = ε(ν—c1), c1 being an arbitrary but fixed constant and ε(ξ), here, and in the following context, the unity distribution equal to zero for negative values, and to unity for non-negative values of ξ, the cPd is said to be elementary and, in the opposite case, non-elementary. In the elementary case the distribution of X(s) is defined by the integral appearing in (Ia) with x = c1, so that W(x, s) = W(x) = I.
On The Estimation of Means and Variances In The Case Of Unequal Components
Authors: Hovinen Esa
Published: July 2016

In practical statistical work one frequently meets certain problems. For instance, we may have the following data about loss ratios in certain insurance companies and corresponding, numbers of insurance in force:

I assume further that we have no reason to believe that the companies, their loss ratios and their structure of insurances in force differ in any other way than by the size of companies. The problem is how to get quick estimates of mean losses and their variances in different companies?

A straitforward way to estimate the mean loss ratio would be to compute the usual mean of numbers pi, (Σpi/6) = 14; its standard deviation is 6,5. As this procedure of the “first statistician” seems to be too simple and naive, a “more cautious” statistician would compute the weighted mean loss ratio

The “more cautious” statistician would arque that his result is much better than the other result 14. But what would be the variance of the estimate 7,1, and what is the variance in the different companies?
NP-Technique As A Tool In Decision Making
Authors: Pesonen Erkki
Published: July 2016

It is likely that in the future applications of actuarial methods to the decision making in non-life companies will more and more relate to the utility concept as was proposed by K. Borch [1] about fifteen years ago. In this connection it will be important to have workable numerical methods. The calculation of the distribution function of the profit is an unavoidable problem from a practical point of view. Even if it is possible to compute this function today accurately with computers by using the ingenious technique developed by H. Bohman [2], integrals become very laborious when applied to the decision making procedure based on utility concepts. This paper intends to show that the NP-technique,—proposed for the first time by L. Kauppi and P. Ojantakanen in actuarial science [3]—, is particularly suitable in integrals needed for utility calculations.

LetF(x) be the distribution function of the total amount of claims and let its mean, standard deviation, skewness and kurtosis be respectively m, σ, γ1 and γ2. The NP-technique uses the system of equations

where Φ(y) is the standardized normal distribution function. If the parameters m, σ, γ1 and γ2 and F(x) are known, y is directly found from the tables of the normal distribution function, and thereafter the second equation directly gives the value of x. If, vice versa, x and the above parameters are known, F(x) is obtained by solving y from the second equation (1), or, more practically, by using the converted NP-expansion instead of (i), i.e. [4]:

where

Sometimes it is sufficient to use short forms of the formulae (1) and (2), obtained by omitting the terms in the brackets. If these rougher approximations are used, the estimation of the kurtosis γ2 remains unnecessary.
Note on Actuarial Management in Inflationary Conditions
Authors: Lundberg Ove
Published: July 2016

This note is an attempt to put the problems referring to the reserves for outstanding claims into a simple understandable form in order to facilitate the discussion of the difficult questions. In that purpose I have taken up some of Harald Bohman's ideas of the subject). I find it convenient to start with the simplest case where the liability consists of index-regulated payments at fixed epochs. My presentation is restricted to reserves of incurred and reported claims.
Expected Utility Strategic Decision Models for General Insurers
Authors: Samson Danny
Published: July 2016

It has been argued in previous studies that the expected utility decision criterion provides useful insights for certain insurance problems, such as underwriting, reinsurance and portfolio optimization problems. In this study three new models are developed which extend and generalize previous results. The first model analyses modified stop-loss reinsurance. The second model analyses risk pooling where both inward and outward reinsurance occur. Expected utility calculations can be used to provide insight on the attractiveness of competing reinsurance and risk pooling options. The third model is for strategic planning, where risk/reward tradeoffs for all the insurer's business activities (underwriting, investment, reinsurance) can be considered in aggregate. The simpler models can often be solved analytically however the strategic planning model is relatively complex and uses Monte Carlo techniques to determine retained earnings distributions. The expected utility approach has been found to be powerful, flexible and comprehensive as a decision aiding mechanism. From a normative viewpoint, this approach accounts very well for all the important decision elements. Recent developments in decision support systems will allow these models to be made available to practitioners in user friendly forms.