bluuebunny/crossref_metadata_2025_split huggingface dataset:
On Combining Quota-Share and Excess of Loss
Authors: Centeno Lourdes 
Published: June 2006

AbstractThis paper considers reinsurance retention limits in cases where the cedent has a choice between a pure quota-share treaty, a pure excess of loss treaty or a combination of the two. Our primary aim is to find the combination of retention limits which minimizes the skewness coefficient of the insurer's retained risk subject to constraints on the variance and the expected value of his retained risk. The results are given without specifying precisely how the excess of loss reinsurance premium is calculated. It is also shown that, depending to some extent on the constraint on the variance, the solution to the problem is a pure excess of loss treaty if the excess of loss premium is calculated using the expected value or standard deviation principle but that this need not be true if the variance principle is used.
A Heuristic Review of some Ruin Theory Results
Authors: Taylor G. C. 
Published: June 2006

AbstractThe paper deals with the renewal equation governing the infinite-time ruin probability. It is emphasized as intended to be no more than a pleasant ramble through a few scattered results. An interesting connection between ruin probability and a recursion formula for computation of the aggregate claims distribution is noted and discussed. The relation between danger of the claim size distribution and ruin probability is reexamined in the light of some recent results on stochastic dominance. Finally, suggestions are made as to the way in which the formula for ruin probability leads easily to conclusions about the effect on that probability of the long-tailedness of the claim size distribution. Stable distributions, in particular, are examined.
The Reinsurer's Monopoly and the Bowley Solution
Authors: Chan Fung-Yee , Gerber Hans U. 
Published: June 2006

AbstractThe reinsurer has a monopoly in the following sense: He will select a random variable P that determines the reinsurance premiums. The first insurer can purchase a payment of R (a random variable) for a premium of π = E[PR]. For known P, the first insurer chooses R to maximize his expected utility. Knowing this, i.e., the demand for reinsurance as a function of P, the reinsurer chooses P to maximize his utility. The resulting pair (P, R) is called the Bowley solution. Assuming exponential, quadratic and/or linear utility functions, some explicit results are obtained.
A Statistical Approach to IBNR-Reserves in Marine Reinsurance
Authors: Hertig Joakim 
Published: June 2006

AbstractThe run off-pattern of long-term reinsurance treaties is described by means and standard deviations of logarithmic increments of premiums and loss ratios in a normal distribution. From this description forecasts of ultimate claims and current IBNR-reserves are derived, with associated distributions and confidence limits. Aggregation from individual treaties to portfolio level is proposed by normal approximation. Security loading of IBNR-reserves is proposed by a contingency reserve at portfolio level.
Experience Rating of ARIMA Processes by the Kalman Filter
Authors: Rantala Jukka 
Published: June 2006

AbstractThis paper deals with experience rating of claims processes of ARIMA structures. By experience rating we mean that future premiums should be only a function of past values of the claims process. The main emphasis is on demonstrating the usefulness of the control-theoretical approach in the search for optimal rating rules. Optimality is here defined to mean as smooth a flow of premiums as possible when the variation in the accumulated profit is restricted to a certain amount. First it is shown how the underlying model in its simplest form can be transformed into the state-space form. Then the Kalman filter technique is used to find the optimal rules. Also a time delay in information is taken into account. The optimal rules are illustrated by examples.
Finite Time Ruin Problems for Perturbed Experience Rating and Connection with Discounting Risk Models
Authors: Abikhalil F. 
Published: June 2006

AbstractWe consider a generalisation of a risk process under experience rating when the aggregation of claims up to time t is a Brownian motion (B.M.) with a drift. We prove that the distribution of ruin before time t is equivalent to the distribution of the first passage time of B.M. for parabolic boundary.Using Wald identity for continuous time we give an explicit formula for this distribution. A connection is made with discounting risk model when the income process is a diffusion.When the aggregation of claims is a mixture of B.M. and compound Poisson process, we give (using Gerber's result 1973) an upper bound for the distribution of finite time ruin probability.
A Model to Evaluate the Rebuilding Costs of Dwellings
Authors: Corlier Freddy , Ingenbleek Jean-François , Lemaire Jean 
Published: June 2006

AbstractUnder-insurance is one of the scourges of homeowner insurance: when it is established after a claim that the rebuilding cost of a dwelling has been underestimated by the policyholder, the proportional rule applies in the sense that the indemnity is reduced in proportion of the under-insurance. To avoid this dramatic problem, prejudicial to all parties concerned, a Belgian company has in 1983 marketed a model to evaluate rebuilding costs: if the policyholder fills in correctly a two-page form, the company forgoes the application of the proportional rule.The construction of this model is explained; then, it is shown how a statistical study sponsored by the Professional Union of Insurance Companies allowed the model to improve.
Run-Off Risk as a Part of Claims Fluctuation
Authors: Pentikäinen T. , Rantala J. 
Published: June 2006

A conventional practice in standard risk theory considerations has been to assume that claims are paid immediately as they have incurred (see BPP, item 3.1c, BPP is used as an abbreviation for the book “Risk Theory”, 1984 edition, by Beard, Pentikäinen, Pesonen). The delay of the claims settlement has been, of course, a central aspect in reserve calculation theory and practices, and numerous valuable works have been published on this topic in recent years. However, its regard in general model building and in risk theory considerations has gained little attention until recent years. The purpose of this paper is to contribute to this research work by discussing how the “run-off” risk, i.e., the variability due to the delay of the claims payment, could be incorporated into the standard risk theory models as a separate entry (see BPP, item 10.2e) and to find some evaluation of the order of magnitude of the “extra” (if any) fluctuation so rendered. We expect that the proposed technique can also be utilized in testing different reserve calculation methods and in comparing their effectiveness. The main ideas follow very much along the lines given by Rantala in his doctoral thesis (1984).One should appreciate the fact that any risk theory model can never be more than an idealization of real-life processes. An intricate problem for practitioners is to evaluate the uncertainties ensuing from the fact that the model, more or less, ignores or only approximates the factors affecting the real events, and that the practical applications are often based on and their necessary parameters estimated from observed data that are subject to random fluctuations and to many other kinds of uncertainties. The problem complex of the run-off risk, when understood in a broad sense, is so wide that it requires a series of studies, and this paper should be regarded as a first step only. The posing of the problem follows the conventional risk theory approach by using the mixed compound Poisson process further allowing for long-term variations of risk exposure (“cycles”), and now extending the model to cope with the delayed settlement of the claims. At this stage of the on-going researchwork the impact of the parameter estimation is excluded from consideration. Therefore, our results and the numerical examples, as given in what follows, do not describe the total uncertainty of the claims or the reserves.
Tarification de l'Incendie des Risques Industriels Français par la Méthode de la Crédibilité
Authors: Cohen Albert , Dupin Gilles , Levi Charles 
Published: June 2006

AbstractThe industrial risks insurance market has shown a deficit for a few years, in France as well as in other European countries. In order to change that situation, insurers, with the help of their professional organizations, have begun to re-build their tariffs. Further, the progressive opening of the services European market has led these countries towards a standardization of their actuarial methods to estimate premiums. Among these methods, the credibility approach has already been adopted by Germany, Switzerland and partly by Belgium.We have applied this method to statistical data from the French market. The estimation of the pure premium is based on the Bühlmann-Straub model with a measure of volume for every category (sums insured in our case). Loadings for fluctuation have been evaluated by the N.P. approximation of the distribution function of the loss ratio.Beyond the simple use of the mathematical formulas, we have tried to measure the reaction of the model under different scenarii: risks typology with one, two or three levels, rough disturbance of the loss ratio of a category of risk, stability of the tariff over a long period of time, comparison of this tariff with the tariff built with the help of the existing French method based on a correction for large claims.
Presalvage prostate‐specific antigen (PSA) and PSA doubling time as predictors of biochemical failure of salvage cryotherapy in patients with locally recurrent prostate cancer after radiotherapy
Authors: Spiess Philippe E. , Lee Andrew K. , Leibovici Dan , Wang Xuemei , Do Kim‐Anh , Pisters Louis L. 
Published: June 2006

AbstractBACKGROUND.The value of presalvage cryotherapy serum PSA level in predicting biochemical failure in patients with local recurrence of prostate cancer (PCa) after radiotherapy was documented; however, little is known about the predictive value of prostate‐specific antigen (PSA) doubling time (DT) in this patient group. The purpose of the current study was to evaluate serum PSA level and PSA DT as predictors of salvage cryotherapy outcomes in patients being treated for postradiotherapy locally recurrent PCa.METHODS.The charts of patients treated with salvage cryotherapy were retrospectively reviewed for locally recurrent PCa at the M. D. Anderson Cancer Center from January 1980 to July 2004. Patients who received neoadjuvant or adjuvant hormone therapy were excluded. We assessed pre‐ and postradiotherapy clinical data, pre‐ and postsalvage cryotherapy clinical data, and other variables. Kaplan–Meier and log rank tests were performed to assess unadjusted survival probabilities and 2‐group survival comparisons, respectively. Cox proportional hazards regression models were used to assess the effect of patient characteristics in predicting overall, disease‐specific, and biochemical failure‐free survival.RESULTS.Forty‐nine patients met the eligibility criteria. The median age of patients at diagnosis was 66 years (58–81 years) with the initial clinical stage before radiotherapy most commonly T2 (n= 25) or T3 (n= 21). The median presalvage cryotherapy serum PSA level was 5.9 ng/mL (0.4–23.1 ng/mL) and the presalvage prostatic biopsies were frequently high grade (Gleason grade ≥8 in 51% of patients). The median postsalvage cryotherapy serum PSA level was 0.1 ng/mL (0.1‐9.5 ng/mL), and biochemical failure (defined as a serum PSA level ≥2 ng/mL above the postsalvage cryotherapy PSA nadir) occurred in 26 patients. In these 26 patients, there was a statistically significant difference between pre‐ and postsalvage cryotherapy PSA DTs (12.3 months to 5.6 months, respectively;P= .02). A presalvage cryotherapy serum PSA level >10 ng/mL (P= .002) and PSA DT ≤16 months (P= .06) were found to predict the subsequent risk of biochemical failure.CONCLUSIONS.Presalvage PSA and PSA DT can predict biochemical failure of salvage cryotherapy, although the predictive value of PSA DT only trended toward significance. The statistically significant difference in pre‐ and postsalvage cryotherapy PSA DTs was reflective of aggressive tumor biology. Cancer 2006. © 2006 American Cancer Society.
Thapsigargin resistance in human prostate cancer cells
Authors: O'Neill John P. , Velalar Chidambaram Natesa , Lee Dong Ik , Zhang Bin , Nakanishi Takeo , Tang Yao , Selaru Florin , Ross Douglas , Meltzer Stephen J. , Hussain Arif 
Published: June 2006

AbstractBACKGROUND.Thapsigargin (TG) is a potent inhibitor of sarcoplasmic/endoplasmic reticulum Ca2+ ATPases (SERCAs). TG‐based prodrugs are being developed for the treatment of prostate cancer (PC). To develop optimal TG‐based therapeutics it is important to understand the mechanisms of resistance to TG that may potentially occur in cancer cells.METHODS.DU145/TG and PC3/TG cells were derived from human PC DU145 and PC3 cells, respectively, by incremental exposure to TG. Growth assays, Western blot analyses, cDNA microarrays, semiquantitative and real‐time polymerase chain reaction (PCR), Northern blot analyses, and immunohistochemistry were used to study these cells.RESULTS.DU145/TG cells are 1100‐fold and PC3/TG cells are 1350‐fold resistant to TG. Although expression of both SERCA and p‐glycoprotein can mediate TG resistance in hamster cells, neither is modulated in DU145/TG cells. In contrast, in PC3/TG cells, SERCA, and not p‐glycoprotein, is significantly overexpressed but cannot by itself account for the 1350‐fold resistance to TG in these cells. Several genes not previously identified to be altered by TG selection are modulated in DU145/TG and PC3/TG cells. Furthermore, the spectrum of genes modulated in DU145/TG cells are distinct from that in PC3/TG cells, even though both cells are of prostate origin and share the same TG‐resistant phenotype.CONCLUSIONS.PC cells can adapt to SERCA inhibition by TG. However, they demonstrate cell type‐specific plasticity with respect to gene expression upon TG selection. Further, previously not described mechanisms of resistance appear to be recruited in the TG‐resistant PC cells, which provide a novel model to study mechanisms of resistance and adaptation in PC on TG‐mediated dysregulation of Ca2+ homeostasis. Cancer 2006. © 2006 American Cancer Society.
Mach Probe Measurements in Unmagnetized Plasmas with Subsonicand Supersonic Flow
Authors: Ando A. , Watanabe T. K. , Makita T. , Tobari H. , Hattori K. , Inutake M. 
Published: June 2006

AbstractCharacteristics of an up‐down type Mach probe are investigated by using a directional Langmuir probe (DLP) in unmagnetized plasmas with subsonic and supersonic flow produced by a magneto‐plasma‐dynamic arcjet (MPDA). The ion acoustic Mach number Mi is derived from plasma flow velocity Up and ion temperature Ti measured by spectroscopy and electron temperature Te by Langmuir probe. The obtained values of Mi are compared to the DLP data in various conditions of plasma flow and the coefficient of Mc in the Mach probe formula,Mi = Mc ln(Jup/Jdown ) , is evaluated. The obtained data are also compared with Hutchinson's PIC simulation results in an unmagnetized plasma and are in good agreement with each other. The dependence of ln(Jup/Jdown ) on cosϕ can be expressed as a quadratic function under subsonic (Mi < 1) and supersonic (Mi > 1) flow, so that the up‐down type Mach probe can detect the components of plasma flow vector even when the probe collection surface inclines to plasma flow direction. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)
Electric Probe Systems for Diversified Plasma Simulator (DiPS)
Authors: Chung K.‐S. , Woo H.‐J. , Choi G.‐S. , Do J.‐J. , Seo Y.‐J. , You H.‐J. 
Published: June 2006

AbstractDiPS (Diversified Plasma Simulator), a new versatile linear machine (length=3400 mm, diameter=200‐600 mm), is developed for the simulations of divertor, space and processing plasmas with various electric probes: fast‐scanning systems with single, triple, and Mach Probes, slow‐scanning water‐cooled single probe, griddedenergy analyzer (GEA), and several fixed single probes. For the verification of current probe theories and the development of new theories with magnetic vector field, collisional effects, various particle sources, and wide range of plasma parameters, two different plasma sources are installed: (1) For a stable high density dc plasma, a LaB6 disk is used as the thermal electron emission source with 5 kW graphite heater. Initial plasma density of the LaB6 source is 5 × 1012 cm−:3, electron temperature is 8‐10 eV with magnetic field around 1 kG. The electron density would be decreased severely, i.e., to 106–108 cm−3 with grid, and expanded into space simulation region without magnetic field; (2) Helicon plasma source is also installed for a processing simulation in DiPS and for the space propulsion study with magnetic expansion, which generates the plasma with density of 2 × 1013 cm−3 and electron temperature 3‐4 eV for the rf power of 2.5 kW at optimum pressure of 7.5 mTorr. As a unique feature for the diversified uses of sources and divertor simulator experiments, space and processing simulation chambers can be detached from and attached to the divertor simulation chamber on the rail. Initial data of various electric probes (single, triple, emissive, mach probes, GEA, etc.) are introduced for the the following conditions of DiPS with B= 1 kG, P= 130 mTorr at source region, P= 2 mTorr at divertor simulation region, ne = 1×1012 – 1×1014 cm−3, Te = 2 ‐ 3 eV, Ti = 0.2 eV with laser induced fluorescence (LIF) (Ar gas), ne = 1 × 1012 – 1 × 1013 cm−3, Te =5 ‐ 6 eV (He gas) at divertor simulation region, Ti = 0.47 ‐ 0.74 eV with GEA at space simulation region and vd = 500 ‐ 600 m/s. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)
Observation of Wave‐Like Structures in Magnetized DC Dischargein Cylindrical Symmetry in Argon
Authors: Bilyk O. , Holík M. , Kudrna P. , Marek A. , Tichý M. 
Published: June 2006

AbstractWave‐like structures in the dc discharge in cylindrical magnetron in conventional arrangement were investigated. Two Langmuir probes measured simultaneously fluctuations of floating potential. Power spectra were evaluated according to the method developed in [1] to obtain frequency – wave number histogram. The measurements were carried out at the different external discharge parameters – pressure, discharge current and magnetic field. Comparison with different theoretical description of fluctuations was performed to find out origin of the instabilities in the cylindrical magnetron dc discharge. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)
A Concept of Negative Ion Flow Velocity Measurement Using a Laser Photodetachment Velocimetry (LPDV)
Authors: Kado S. , Kajita S. , Shikama T. , Iida Y. , Yamasaki D. , Okamoto A. , Tanaka S. 
Published: June 2006

AbstractA concept of the thermal and flow velocities measurement for negative ions by means of a laser photodetachment technique, laser photodetachment velocimetry (LPDV), is presented. The difference in the temporal evolution of the photodetached excess electron current between the upstream and the downstream regions corresponds to the flow velocity, while the average of the recovery times corresponds to the thermal velocity, namely the negative ion temperature. Initial results in a divertor/edge plasma simulator MAP(material and plasma)‐II suggest that the parallel flow velocity is small in the periphery of the linear plasma column where the negative ions exist. The negative ion temperature is similar to that of helium ion obtained for helium discharges. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)
Magnetized Features of Sheath and Collection Region of Photodetached Electrons in Negative Ion Measurement
Authors: Kajita S. , Kado S. , Tanaka S. 
Published: June 2006

AbstractThe magnetized features of the sheath and collection region of photodetached electrons (PDE's) are experimentally studied in the linear divertor simulator MAP‐II. The thickness of the electron sheath formed around a cylindrical electrostatic probe is measured by analyzing the variation in the temporal evolution of the laser photodetachment (LPD) signal. The effect of the magnetic field on the electron sheath thickness along the field is revealed by comparing the experimental result to the theoretical thickness derived using the Child‐Langmuir (CL) law. The length of the collection region of PDE's is measured in several magnetized regimes by using the recently developed eclipse‐LPD method. The physical meaning of this collection region is discussed based on the measured electron sheath thickness and the length of the collection region. Finally, the necessary conditions for applying the LPD technique in magnetized plasmas are discussed. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)
Baffled‐Probe Cluster for Simultaneous, Single‐Point Monitoring of Magnetized Plasma Fluctuations
Authors: Koepke M. E. , Demidov V. I. , Finnegan S. M. , Reynolds E. W. 
Published: June 2006

AbstractAn array of baffled probes for the real‐time monitoring of oscillating values of space potential, electric field and electron/ion temperature in magnetized plasma is assembled and tested. The multi‐probe array samples a region with dimensions on the order or less than an ion gyroradius, essentially a single point, and does not require voltage sweeps. We refer to an array of probes contained within such a single point as a probe cluster. Here, we describe two versions of the baffled‐probe cluster. In the first cluster, four independent coils of collection wire are mounted at 90‐degree intervals around the circumference of a short, thin, cylindrical, four‐bore ceramic tube. This tube slides into a larger‐diameter, single bore, ceramic tube having four azimuthally separated masks (baffles), each lining up with a coil‐coil gap on the 4‐bore tube, and four baffle‐to‐baffle gaps, each lining up with a coil on the 4‐bore tube. The second cluster uses a single four‐bore ceramic tube, with four longitudinal slots to allow side access to each bore, and probes made from a single strand of collection wire. With the tubes oriented perpendicular to the magnetic field, the baffled‐probe cluster is rotated around its axis in order to regulate the ratio between electron and ion currents to the baffled probes and, thereby, change the probes' relative sensitivity to space potential and temperature oscillations. This probe‐cluster design has the advantages of realtime monitoring of magnetized‐plasma fluctuations, post‐acquisition determination of electron‐temperature or ion‐temperature time series, post‐acquisition determination of cross‐phase and coherence between fluctuations of individual plasma parameters, compact size, minimal plasma perturbation (probes are non‐emissive), and relative insensitivity to alignment uncertainty. The clusters have been used for distinguishing temperature fluctuations from potential fluctuations in plasma of the WVU Q‐machine. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)