Monte Carlo Methods for Insurance Risk Computation

In this paper we consider the problem of computing tail probabilities of the distribution of a random sum of positive random variables. We assume that the individual variables follow a reproducible natural exponential family (NEF) distribution, and that the random number has a NEF counting distribution with a cubic variance function. This specific modelling is supported by data of the aggregated claim distribution of an insurance company. Large tail probabilities are important as they reflect the risk of large losses, however, analytic or numerical expressions are not available. We propose several simulation algorithms which are based on an asymptotic analysis of the distribution of the counting variable and on the reproducibility property of the claim distribution. The aggregated sum is simulated efficiently by importancesampling using an exponential cahnge of measure. We conclude by numerical experiments of these algorithms.Comment: 26 pages, 4 figure

Reply to a Commentary "Asking photons where they have been without telling them what to say"

Interesting objections to conclusions of our experiment with nested interferometers raised by Salih in a recent Commentary are analysed and refuted.Comment: Published version (Frontiers in Physics) to revised version of the Commentar

A nomogram to determine required seed air kerma strength in planar 131 Cesium permanent seed implant brachytherapy

Purpose: Intraoperatively implanted Cesium-131 ( 131 Cs) permanent seed brachytherapy is used to deliver highly localized re-irradiation in recurrent head and neck cancers. A single planar implant of uniform air kerma strength (AKS) seeds and 10 mm seed-to-seed spacing is used to deliver the prescribed dose to a point 5 mm or 10 mm perpendicular to the center of the implant plane. Nomogram tables to quickly determine the required AKS for rectangular and irregularly shaped implants were created and dosimetrically verified. By eliminating the need for a full treatment planning system plan, nomogram tables allow for fast dose calculation for intraoperative re-planning and for a second check method. Material and methods: TG-43U1 recommended parameters were used to create a point-source model in MATLAB. The dose delivered to the prescription point from a single 1 U seed at each possible location in the implant plane was calculated. Implant tables were verified using an independent seed model in MIM Symphony LDR™. Implant tables were used to retrospectively determine seed AKS for previous cases: three rectangular and three irregular. Results: For rectangular implants, the percent difference between required seed AKS calculated using MATLAB and MIM was at most 0.6%. For irregular implants, the percent difference between MATLAB and MIM calculations for individual seed locations was within 1.5% with outliers of less than 3.1% at two distal locations (10.6 cm and 8.8 cm), which have minimal dose contribution to the prescription point. The retrospectively determined AKS for patient implants using nomogram tables agreed with previous calculations within 5% for all six cases. Conclusions: Nomogram tables were created to determine required AKS per seed for planar uniform AKS 131 Cs implants. Comparison with the treatment planning system confirms dosimetric accuracy that is acceptable for use as a second check or for dose calculation in cases of intraoperative re-planning

New exponential dispersion models for count data -- the ABM and LM classes

In their fundamental paper on cubic variance functions, Letac and Mora (The Annals of Statistics,1990) presented a systematic, rigorous and comprehensive study of natural exponential families on the real line, their characterization through their variance functions and mean value parameterization. They presented a section that for some reason has been left unnoticed. This section deals with the construction of variance functions associated with natural exponential families of counting distributions on the set of nonnegative integers and allows to find the corresponding generating measures. As exponential dispersion models are based on natural exponential families, we introduce in this paper two new classes of exponential dispersion models based on their results. For these classes, which are associated with simple variance functions, we derive their mean value parameterization and their associated generating measures. We also prove that they have some desirable properties. Both classes are shown to be overdispersed and zero-inflated in ascending order, making them as competitive statistical models for those in use in both, statistical and actuarial modeling. To our best knowledge, the classes of counting distributions we present in this paper, have not been introduced or discussed before in the literature. To show that our classes can serve as competitive statistical models for those in use (e.g., Poisson, Negative binomial), we include a numerical example of real data. In this example, we compare the performance of our classes with relevant competitive models.Comment: 27 pages, 4 tables, 3 figure

Interaction-induced localization of anomalously-diffracting nonlinear waves

We study experimentally the interactions between normal solitons and tilted beams in glass waveguide arrays. We find that as a tilted beam, traversing away from a normally propagating soliton, coincides with the self-defocusing regime of the array, it can be refocused and routed back into any of the intermediate sites due to the interaction, as a function of the initial phase difference. Numerically, distinct parameter regimes exhibiting this behavior of the interaction are identified.Comment: Physical Review Letters, in pres

An all-optical event horizon in an optical analogue of a Laval nozzle

Exploiting the fact that light propagation in defocusing nonlinear media can mimic the transonic flow of an equivalent fluid, we demonstrate experimentally the formation of an all-optical event horizon in a waveguide structure akin to a hydrodynamic Laval nozzle. The analogue event horizon, which forms at the nozzle throat is suggested as a novel platform for analogous gravity experiments

Tumor bed brachytherapy for locally advanced laryngeal cancer: a feasibility assessment of combination with ferromagnetic hyperthermia

Purpose. To assess the feasibility of adding hyperthermia to an original method of organ-preserving brachytherapy treatment for locally advanced head and neck tumors. Methods and materials. The method involves organ-preserving tumor resection and adjunctive high-dose-rate (HDR) brachytherapy delivered via afterloading catheters. These catheters are embedded in a polymeric implant prepared intraoperatively to fill the resection cavity, allowing precise computer planning of dose distribution in the surrounding at-risk tumor bed tissue. Theoretical and experimental analyzes address the feasibility of heating the tumor bed implant by coupling energy from a 100 kHz magnetic field applied externally into ferromagnetic particles, which are uniformly distributed within the implant. The goal is to combine adjuvant hyperthermia (40 °C–45 °C) to at-risk tissue within 5 mm of the resection cavity for thermal enhancement of radiation and chemotherapy response. Results. A five-year relapse free survival rate of 95.8% was obtained for a select group of 48 male patients with T3N0M0 larynx tumors, when combining organ-preserving surgery with HDR brachytherapy from a tumor bed implant. Anticipating the need for additional treatment in patients with more advanced disease, a theoretical analysis demonstrates the ability to heat at-risk tissue up to 10 mm from the surface of an implant filled with magnetically coupled ferromagnetic balls. Using a laboratory induction heating system, it takes just over 2 min to increase the target tissue temperature by 10 °C using a 19% volume fraction of ferromagnetic spheres in a 2 cm diameter silicone implant. Conclusion. The promising clinical results of a 48 patient pilot study demonstrate the feasibility of a new organ sparing treatment for laryngeal cancer. Anticipating the need for additional therapy, theoretical estimations of potential implant heating are confirmed with laboratory experiments, preparing the way for future implementation of a thermobrachytherapy implant approach for organ-sparing treatment of locally advanced laryngeal cancer