On the Evaluation of the Asymptotic Fairness of Bonus-Malus Systems

In this paper we try to evaluate the asymptotic fairness of bonus-malus systems, assuming the simplest case when there is no hunger for bonus.The asymptotic fairness has to be understood as the bonus-malus systemability in assessing the individual risks in the long run (see Lemaire[1995] p.xvi). Firstly we de…ne the asymptotic fairness of a bonus-malussystem following an expression that can be found in Lemaire [1985] p.168. Secondly, we de…ne a measure of the global asymptotic fairness considering the structure function of the risk group. Finally we try to calculate, for each set of transition rules and a given structure function,the scale of premiums that brings the global asymptotic fairness closest to the ideal situation where each insured pays in the long run a premium corresponding to its own claim frequency. This is possible thanks to the application of a multiobjective optimization technique named Goal Programing. We give an example illustrating the fact that the ideal case could be fairly well approached.

Non-Linear Supersymmetric σ\sigma -Models and their Gauging in the Atiyah-Ward Space-Time

We present a supersymmetric non-linear \s-model built up in the $N=1$ superspace of Atiyah-Ward space-time. A manifold of the K\"ahler type comes out that is restricted by a particular decomposition of the K\"ahler potential. The gauging of the \s-model isometries is also accomplished in superspace.Comment: 15 pages, Latex, no figure

Stochastic dynamics of macromolecular-assembly networks

The formation and regulation of macromolecular complexes provides the backbone of most cellular processes, including gene regulation and signal transduction. The inherent complexity of assembling macromolecular structures makes current computational methods strongly limited for understanding how the physical interactions between cellular components give rise to systemic properties of cells. Here we present a stochastic approach to study the dynamics of networks formed by macromolecular complexes in terms of the molecular interactions of their components. Exploiting key thermodynamic concepts, this approach makes it possible to both estimate reaction rates and incorporate the resulting assembly dynamics into the stochastic kinetics of cellular networks. As prototype systems, we consider the lac operon and phage lambda induction switches, which rely on the formation of DNA loops by proteins and on the integration of these protein-DNA complexes into intracellular networks. This cross-scale approach offers an effective starting point to move forward from network diagrams, such as those of protein-protein and DNA-protein interaction networks, to the actual dynamics of cellular processes.Comment: Open Access article available at http://www.nature.com/msb/journal/v2/n1/full/msb4100061.htm

BRS Cohomology of Zero Curvature Systems II. The Noncomplete Ladder Case

The Yang-Mills type theories and their BRS cohomology are analysed within the zero curvature formalism.Comment: 14 pages, latex, no figures, latex improve

Stochastic Resonance in Noisy Non-Dynamical Systems

We have analyzed the effects of the addition of external noise to non-dynamical systems displaying intrinsic noise, and established general conditions under which stochastic resonance appears. The criterion we have found may be applied to a wide class of non-dynamical systems, covering situations of different nature. Some particular examples are discussed in detail.Comment: 4 pages, RevTex, 3 PostScript figures available upon reques

A Mesoscopic Approach to the ``Negative'' Viscosity Effect in Ferrofluids

We present a mesoscopic approach to analyze the dynamics of a single magnetic dipole under the influence of an oscillating magnetic field, based on the formulation of a Fokker-Planck equation. The dissipated power and the viscosity of a suspension of such magnetic dipoles are calculated from non-equilibrium thermodynamics of magnetized systems. By means of this method we have found a non-monotonous behaviour of the viscosity as a function of the frequency of the field which has been referred to as the ``negative'' viscosity effect. Moreover, we have shown that the viscosity depends on the vorticity field thus exhibiting non-Newtonian behaviour. Our analysis is complemented with numerical simulations which reproduce the behaviour of the viscosity we have found and extend the scope of our analytical approach to higher values of the magnetic field.Comment: 9 pages, 2 eps figures, simulations have been adde