bluuebunny/crossref_metadata_2025_split huggingface dataset:
Using an optimisation process for sailplane winglet design
Authors: Krebs A. Travis , Bramesfeld B. Dr. Götz 
Published: July 2016

ABSTRACTA multi-objective optimisation process is used to design winglets for a high-performance sailplane. The primary optimisation objective is to maximise the average cross-country speed over a range of thermal strengths. Additional contributions to the cost functions are the limitation of the total drag during high-speed cruise and the additional root bending moment due to the winglet. Rather than being a pure design study, the purpose of the herein presented study is to demonstrate that a multi-objective optimisation approach is a suitable and efficient alternative to the more traditional, experienced-based design approach. The flight performance of the winglet designs are evaluated using a higher-order potential flow method. Results of the optimisation are hand-selected for further analysis. They are compared to a traditionally designed winglet for the same aircraft, designed with similar objectives in mind. The chosen final designs provide an increase in average cross-country speed of 1.5% at lower thermal strengths and 0.4% at higher thermal strengths when compared to the traditional design. When approximating the effects of trim drag due to wing loading and static margin, these performance gains fall to 0.6% and 0.1% respectively, more closely matching the performance of the traditionally designed winglet. The final designs, along with the traditional design, provide performance benefits across all airspeeds of the flight envelope of the base aircraft without winglets.
CFD Based Analysis of Laminar Forced Convection of Nanofluid Separated Flow Under the Presence of Magnetic Field
Authors: Besanjideh M. , Hajabdollahi M. , Gandjalikhan Nassab S. A. 
Published: July 2016

AbstractThis paper deals with studying fluid flow and heat transfer of nanofluid through a forward facing step channel which is affected by a uniform magnetic field transverse to fluid flow. All the channel walls are assumed to be in constant temperature and the fluid temperature at the channel inlet is less than that of the walls. Also, the nanofluid is considered as a single-phase Newtonian fluid and the proper correlations were utilized to determine the thermophysical properties of nanofluid. Therefore, a code has been developed and two-dimensional continuity, momentum and energy equations were solved, using CFD technique. The computations were conducted for different values of the Reynolds and Hartmann numbers, and contraction ratio and an extensive range of nanoparticles volume fraction. The results indicated that flow separation and reattachment phenomena, in vicinity of the step edge, could be influenced strongly by magnetic field and the average Nusselt number is increased significantly by increasing nanoparticles volume fraction and Hartmann number.
Partial productivity of linguistic constructions: Dynamic categorization and statistical preemption
Authors: GOLDBERG ADELE E. 
Published: July 2016

abstractGrammatical constructions are typically partially but not fully productive, which leads to a conundrum for the learner. When can a construction be extended for use with new words and when can it not? The solution suggested here relies on two complementary processes. The first isdynamic categorization: as learners record the statistics of their language, they implicitly categorize the input on the basis of form and function. On the basis of this categorization process, general semantic and phonological constraints on productivity emerge, and productivity is to a large extent determined by the degree to which the category is well attested by similar exemplars. Occasionally, a semantically sensical and phonologically well-formed instance of a well-attested construction is simply not fully acceptable. It is suggested that a process ofstatistical preemptionis at work in these cases: learners avoid using a construction if an alternative formulation has been systematically witnessed instead. The mechanism proposed for statistical preemption is competition-driven learning: when two competitors are activated but one reliably wins, the loser becomes less accessible over time. In this way, the paradox of partial productivity can be resolved.
Building Psychiatric Expertise across Southeast Asia: Study Trips, Site Visits, and Therapeutic Labor in French Indochina and the Dutch East Indies, 1898–1937
Authors: Edington Claire , Pols Hans 
Published: July 2016

AbstractThis paper examines a series of research trips undertaken by French physicians in Indochina to the Dutch East Indies between 1898 and 1937 to study what they saw to be a successful model of a modern psychiatric service that had been developed there. Dutch experiments with forms of “open door” care and the use of patient labor as therapy, premised on earlier ideas of moral treatment, seemed to hold both therapeutic promise and the key to resolving pressing economic concerns faced by colonial psychiatric institutions. French physicians saw in neighboring Java fundamental ethnological and geographical similarities to Indochina, and Dutch successes in psychiatric assistance there raised the prospect of adapting practices the Dutch had developed to their own program in Indochina throughout the interwar years.
SEED-ORIENTED PLANTING IMPROVES LIGHT INTERCEPTION, RADIATION USE EFFICIENCY AND GRAIN YIELD OF MAIZE (Zea maysL.)
Authors: TORRES GUILHERME M. , KOLLER ADRIAN , TAYLOR RANDY , RAUN WILLIAM R. 
Published: July 2016

SUMMARYSeed-oriented planting provides a manner to influence canopy structure. The purpose of this research was to improve maize light interception using seed-oriented planting to manipulate leaf azimuth across the row thereby minimizing leaf overlap. To achieve leaf azimuths oriented preferentially across the row, seeds were planted: (i) upright with caryopsis pointed down, parallel to the row (upright); and (ii) laying flat, embryo up, perpendicular to the row (flat). These treatments were compared to conventionally planted seeds with resulting random leaf azimuth distribution. Seed orientation effects were contrasted with three levels of plant population and two levels of hybrid specific canopy structures. Increased plant population resulted in greater light interception but yield tended to decrease as plant population increased. The planophile hybrid produced consistently greater yields than the erectophile hybrid. The difference between planophile and erectophile hybrids ranged from 283 to 903 kg ha−1. Overall, mean grain yield for upright and flat seed placement increased by 351 and 463 kg ha−1compared to random seed placement. Greater cumulative intercepted photosynthetically active radiation (CIPAR) was found for oriented seeds rather than random-oriented seeds. At physiological maturity upright, flat and random-oriented seeds intercepted 555, 525 and 521 MJ m−2of PAR, respectively. Maize yield responded positively to improved light interception and better radiation use efficiency. Under irrigated conditions, precision planting of maize increased yield by 9 to 14% compared to random-oriented seeds.
La théorie du comportement et la credibility theory américaine
Authors: Franckx E. 
Published: July 2016

La théorie américaine de la crédibilité est considérée par nos collégues américains comme une pièce-maîtresse de la théorie actuarielle „non life” (Longley Cook: An Introduction to Credibility Theory). Elle a re¸u la consécration de l'expérience sur le marché le plus large du monde. Dirigeants d'entreprises et autorités de contrôle se sont accordéd sur son emploi. Ce sont la des résultats positifs qui ne peuvent que faire réfléchir tous les actuaires. ASTIN a mis le probléme á l'ordre du jour du colloque de Lucerne en 1965. Cette année, la réunion d'Arnhem reprend le même sujet, á juste titre.Mais il faut le constater, si les méthodes d'adaptation américaines donnent des résultats pratiques indiscutables, elles ont été établies par des méthodes pragmatiques, d'abord basées sur certains cas particuliers et admises, ex cathedra, en toute généralité. Cette situation laisse un sentiment de malaise et souléve de nombreuses critiques. (Derron: Kredibilität und Versicherungwesen) (Mayerson: A Bayesan view of Credibility). La théorie de la crédibilité impose avant tout la recherche d'une base théorique plus valable.La question est délicate. Elle touche directement au probléme de l'inférence statistique qui constitue entre probabilistes et statisticiens un domaine trés controversé. La présente note apporte une contribution trés subjective á la théorie américaine. Elle tend á élargir le débat et conduit á la conclusion que l'établissement d'une théorie du comportement de l'assureur serait souhaitable. Dans une telle théorie, les mathématiques ont leur importance, mais elles présupposent l'admission á priori de certaines régies d'inférence.
Risk theory and Wiener processes
Authors: Bohman H. 
Published: July 2016

We will in this paper consider the risk process from the point of view of random walk in one dimension. The particle starts out at the origin. Each claim is equivalent to a step in the random walk. The length of the step is equal to the amount of the claim minus the amount of the premium which has been obtained since the preceding claim. If the difference is positive the particle advances to the right and if the difference is negative to the left. At distance U to the right from the origin there is a barrier. The problem is to find the distribution function of X, the time it takes the particle to cross the barrier for the first time.In most practical applications of risk theory U is large in comparison to the individual steps of the particle. We will in this paper assume that U is large in comparison to the individual steps and draw certain conclusions about the risk processes from this assumption.The individual steps of the particle have a certain distribution. The corresponding characteristic function is ϕ. For reasons which will be seen later we will consider ϕ to be a function of it = θ instead of t. This means thatThe mean value and the standard deviation of each step is equal to m and σ respectively. We now writeWe now define two random variables X and Y.X = time to cross the barrier for the first timeY = X σ2/U2.
A remark on Wiener process approximation of risk processes
Authors: Grandell Jan 
Published: July 2016

In Bohman the following model is considered. Our notation follows Bohman.Let Z1, Z2, … be a sequence of independent random variables with distribution function F and put
Put
and define X byX = inf{n; Sn > U, Sk ≤ U for k = 1, …, n − 1}.Bohman shows that if U → ∞ in such a way that U/σ → ∞ and then
where G(α, x) is the distribution function for the time when a Wiener process X(t) with EX(t) = αt and Var X(t) = t first crosses the level 1.Let N be an integer, which in a certain sense corresponds to “time”, and consider P(X ≤ N). This is thus the probability of ruin before the N:th claim.
Value and Prices in a Reinsurance Market
Authors: Pressacco Flavio 
Published: July 2016

This paper concerns the Borch model of a reinsurance market seen as a model of an economy under uncertainty.In a market of this type the goods traded are unit coverings contingent to a particular state of nature (n-tuple of claims).Our idea is to regard the probability of a state of nature as a sort of intrinsic value of the related contingent covering. From this point of view we examine the role of the reinsurance market in modifying values in market equilibrium prices and other questions, related to this classical economic problem, in the particular case of a quadratic utility function for all companies.
Étude Statistique de la Probabilité de Sinistre en Assurance Automobile
Authors: Hallin Marc , Ingenbleek Jean-François 
Published: July 2016

Dans trois études récentes (1977a, 1977b, 1979), J. Lemaire a appliqué à un ensemble d'observations du risque automobile quelques méthodes de sélection fréquemment utilisées en analyse de la régression. Les variables explicatives (traitées comme variables indépendantes) sont les variables décrivant le risque. Les variables étudiées (traitées comme variables dépendantes d'un modèle de régression) sont les deux variables généralement prises en considération dans ce contexte: le nombre des sinistres et leur montant cumulé.Nous avons déjà souligné (Hallin, 1977) combien les hypothèses qui se trouvent à la base de l'analyse de la régression — normalité, homoscédasticité et linéarité de la régression — sont loin d'être remplies dans le contexte de l'assurance automobile. Le montant cumulé annuel prend la valeur zéro avec une probabilité proche de 0.9! Le nombre annuel de sinistres vaut 0, 1, 2, rarement plus! Même très approximativement, de telles variables peuvent difficilement être considérées comme normales. En outre, la plupart des variables explicatives sont de type nominal ou ordinal, ce qui rend délicate l'utilisation de modèles linéaires, les interactions de tous ordres étant très importantes, ainsi qu'on pourra le constater. Ces réserves sont d'ailleurs prévues par Jean Lemaire lui-même, qui ne propose ses conclusions qu'à titre de première approximation. Les mêmes données ont encore été soumises (Masure, 1978) aux méthodes de l'analyse discriminante, et les mêmes réserves peuvent être faites en ce qui concerne l‘utilisation des méthodes et l'interprétation des résultats (combinaisons linéaires, etc.).Nous avons proposé dans Hallin (1977a, b) un ensemble de méthodes qui, selon les hypothèses distributionnelles pouvant être faites (et qui vont des hypothèses classiques de l'analyse de la variance à celles, beaucoup moins restrictives, des méthodes de rangs), constituent des généralisations de celles qui sont utilisées par Jean Lemaire. En particulier, celle que nous appliquons ici est entièrement “distribution free”. Ces méthodes sont également une extension de celle qu'a proposée Pitkänen (1975, 1976).
Rating of Largest Claims and Ecomor Reinsurance Treaties for Large Portfolios
Authors: Kremer Erhard 
Published: July 2016

In the present paper we deal with the problem of calculating a premium for the largest claims and ECOMOR reinsurance treaties. Ammeter derived already in 1964 formulas for calculating the premiums of the largest claims and ECOMOR reinsurance treaties (compare also Seal (1969), Thépaut (1950)), which we will restate in the following Section 2. Lately Benktander (1978) has established an interesting connection between the premiums of the largest claims and excess of loss reinsurance treaties. He proved that the net risk premium of the largest claims treaty covering theplargest claims is bounded by the risk premium of an excess of loss treaty plusptimes its priority, which has to be determined such that the mean number of excess claims equalsp.Furthermore Benktander showed in examples that the upper bound is quite good in case of the Poisson-Pareto risk process. Nevertheless he did not give a formal proof for the quality of the bound in the Poisson-Pareto case nor for other risk processes.In the following note we take up this last point and prove that for general risk process Benktander's upper bound is equivalent to the premium of the largest claims reinsurance cover when the size of the collective approaches infinity. Consequently, for large portfolios the risk premium of the largest claims cover may be replaced by the upper bound, e.i., calculated from the premium of the corresponding excess of loss treaty. Moreover we state a similar result for the ECOMOR treaty.
Assurance Automobiles — Statistique et tarifs
Authors: Cannet Alexandre 
Published: July 2016

Commentaires sur les constatations expérimentales d'une Compagnie Française en matière d'Assurance Responsabilité Civile Automobile pour la période de 1949 à 1959 et méthode préconisée pour la détermination du prix de revient moyen d'une catégorie de risques bien définie.De nombreux travaux actuariels ou statistiques ont été effectués dans tous les pays pour rechercher les lois pouvant régir les primes d'assurance Automobile en fonction de certaines variables.Il ne semble pas toutefois que ces travaux théoriques soient facilement exploitables dans la pratique, étant donné les difficultés de saisir d'une manière suffisamment approchée les valeurs réelles des variables.Notamment, en matière d'assurance Responsabilité Civile Automobile, l'expérience française montre que dans les éléments pouvant servir au calcul des primes, seul parait suffisamment connu à ce jour, le nombre des véhicules exposés au risque.Dans une Conférence faite à l'Institut des Actuaires Français M. Constant a exposé ses recherches d'une loi de distribution permettant de déterminer les variations du coût moyen des sinistres en fonction des variations d'indices économiques, mais il ne semble pas qu'une utilisation pratique de cette théorie ait pu être obtenue dans le cadre des Entreprises d'Assurances Françaises.C'est pourquoi il m'a paru bon d'exposer ci-après les résultats d'une méthode expérimentale utilisée dans une importante Compagnie d'Assurance Française pour apprécier si des corrélations peuvent apparaître entre la variation du coût moyen des sinistres et la variation du ou de plusieurs indices économiques. Cette méthode par ailleurs, donne également un moyen pour déterminer un nombre théorique de sinistres qui soit à l'abri des modifications importantes que les déclarations de sinistres — seul élément connu dans les Compagnies — peuvent subir selon certaines conjonctures.
Approximations of the generalised Poisson function
Authors: Kauppi Lauri , Ojantakanen Pertti 
Published: July 2016

One of the basic functions of risk theory is the so-called generalised Poisson function F(x), which gives the probability that the total amount of claims ξ does not exceed some given limit x during a year (or during some other fixed time period). For F(x) is obtained the well known expansion
where n is the expected number of claims during this time period and Sk*(x) is the k:th convolution of the distribution function S(z) of the size of one claim. The formula (1) is, however, much too inconvenient for numerical computations and for most other applications. One of the main problems of risk theory, which is still partly open, is to find suitable methods to compute, or at least to approximate, the generalised Poisson function.A frequently used approximation is to replace F(x) by the normal distribution function having the same mean and standard deviation as F as follows:
where α1 and α2 are the first zero-moments of S(z):
SM(Z) is here again the distribution function of the size of one claim. To obtain more general results a reinsurance arrangement is assumed under which the maximum net retention is M. Hence the portfolio on the company's own retention is considered. If the reinsurance is of Excess of Loss type, then
where S(z) is the distribution function of the size of one total claim.
Procedures and basic statistics to be used in magnitude control of equalisation reserves in Finland
Authors: Hovinen Esa 
Published: July 2016

This report aims at describing the procedures and statistics prepared for use in calculation of the limits of the equalisation reserves of Finnish insurance companies. The report is based on work done by a committee which the Federation of Finnish Insurance Companies set up in 1962. Its purpose was to collect and work up the necessary statistics and to develop computational methods to be used in practice for the computation of equalisation reserves. In one respect the work was initiated by the Supervisory Service, which prepared new and more precise regulations concerning the determination of limits of the above reserves.Because solvency problems of insurance companies have had great attention in recent years internationally, and the Finnish equalisation reserves are closely related to them, the theme may be sufficiently interesting to be presented once more setting out practical results. The solvency problem among other questions has been dealt with by Drs. Pesonen and Pentikäinen in former colloquia. This report can be considered as a continuation of Dr. Pesonen's paper “Magnitude Control of Technical Reserves in Finland” submitted to the Lucerne Colloquium and my paper “A Procedure to Compute Values of the Generalised Poisson Function” to the same colloquium.The principles and theoretical formulae to be used in computation of the limits for the equalisation reserves have already been stated in the papers of Drs. Pesonen and Pentikainen. Other technical reserves are not dealt with here.The equalisation reserve is roughly defined as that part of the technical reserves which exceeds the conventional premium reserve and the claims reserve and which secures the company's solvability against random fluctuations of claims and fluctuation of the basic probabilities of the claims. The equalisation reserve E must be greater than a minimum Emin from solvability reasons and, because of taxation, should not exceed a maximum amount Emax.
Comments on different deductions of expressions for conditional expectations
Authors: Philipson Carl 
Published: July 2016

1. In a paper presented to the fifth Astin Colloquium (Lucerne, 1965) Bühlmann has given some propositions with regard to Experience Rating understood as a sequence of estimates of the expectation with respect to the distribution function of θ, H(θ) say, of μ(θ) which is the mean for fixed θ with respect to the distribution function G(x; θ) of the variables for each value of ν = 1, 2 … n. In such problems the estimator function for μ(θ) is generally chosen to be the conditional mean of μ(θ) for a given set of observed values of This is generally justified by the principle of least square deviation. According to Bühlmann this justification is not sufficient. Therefore, he bases the choice of this estimator function upon a postulate of equilibrium, described in the following lines.Let X′ be a subset of X, and C(X′) a cylinder with the base X′ ⊂ X in the product space X × Θ, where X is the set of all possible and Θ the set of all possible θ, then the postulate of equilibrium implies the equality between the expectations of μ(θ) and of a function of on each cylinder C(X′). This is exactly Kolmogoroff's definition of the conditional expectation:
Bühlmann states, further, that the best linear estimate of (1) based on the arithmetic mean of n sample values xν of ν = 1, 2 … n can be written in the form of the Credibility Formula:
where the symbol E[·] denotes the expectation over the product space X × Θ and
If the are independent and identically distributed, this leads to where k = E [σ2 (θ)] / Var [ν(θ)], and σ2(θ) is the variance for a fixed θ of G(x; θ). This case of the credibility formula is, generally, applied in American practice. (The proposition has later been proved for more general conditions).