1,104 research outputs found

    Ruin problems and dual events

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    Dickson (1992) uses dual events to explain results relating to the distribution of the surplus immediately prior to ruin in the classical surplus process. In this paper we show that dual events can be used to explain other results in ruin theory. In particular we prove and explain the relationship between the density of the surplus immediately prior to ruin, and the joint density of the surplus immediately prior to ruin and the severity of ruininfo:eu-repo/semantics/publishedVersio

    The effect on interest of negative surplus

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    In the classical continuous time surplus process, we allow the process to continue if the surplus falls below zero. When the surplus is below zero, we assume that the insurer borrows any sum of money required to pay claims, and pays interest on this borrowing. We use simulation to study moments and distributions of three quantities: the time to recovery to surplus level zero, the number of claims that occur when the surplus is below zero, and the maximum absolute value of the surplus process when it is below zero. We also show how simulation can be used to estimate the probability of absolute ruin.info:eu-repo/semantics/publishedVersio

    Some stable algorithms in ruin theory and their application

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    In this paper we present a stable recursive algorithm for the calculation of the probability of ultimate ruin in the classical risk model. We also present stable recursive algorithms for the calculation of the joint and marginal distributions of the surplus prior to ruin and the severity of ruin. In addition we present bounds for these distributionsinfo:eu-repo/semantics/publishedVersio

    Dominant Nuclear Outflow Driving Mechanisms in Powerful Radio Galaxies

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    In order to identify the dominant nuclear outflow mechanisms in Active Galactic Nuclei, we have undertaken deep, high resolution observations of two compact radio sources (PKS 1549-79 and PKS 1345+12) with the Advanced Camera for Surveys (ACS) aboard the Hubble Space Telescope. Not only are these targets known to have powerful emission line outflows, but they also contain all the potential drivers for the outflows: relativistic jets, quasar nuclei and starbursts. ACS allows the compact nature (<0.15") of these radio sources to be optically resolved for the first time. Through comparison with existing radio maps we have seen consistency in the nuclear position angles of both the optical emission line and radio data. There is no evidence for bi-conical emission line features on the large-scale and there is a divergance in the relative position angles of the optical and radio structure. This enables us to exclude starburst driven outflows. However, we are unable to clearly distinguish between radiative AGN wind driven outflows and outflows powered by relativistic radio jets. The small scale bi-conical features, indicative of such mechanisms could be below the resolution limit of ACS, especially if aligned close to the line of sight. In addition, there may be offsets between the radio and optical nuclei induced by heavy dust obscuration, nebular continuum or scattered light from the AGN.Comment: 9 pages, 8 figures, emulateapj, ApJ Accepte

    Report on an all-sky LIGO search for periodic gravitational waves in the S4 data

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    We report on an all-sky search with the LIGO detectors for periodic gravitational waves in the frequency range 50-1000 Hz and having a negative frequency time derivative with magnitude between zero and 10810^{-8} Hz/s. Data from the fourth LIGO science run have been used in this search. Three different semi-coherent methods of summing strain power were applied. Observing no evidence for periodic gravitational radiation, we report upper limits on strain amplitude and interpret these limits to constrain radiation from rotating neutron stars.Comment: 5 pages, 1 figure, presented at Amaldi7, Sydney (July 2007

    Searching for stochastic gravitational-wave background with the co-located LIGO interferometers

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    This paper presents techniques developed by the LIGO Scientific Collaboration to search for the stochastic gravitational-wave background using the co-located pair of LIGO interferometers at Hanford, WA. We use correlations between interferometers and environment monitoring instruments, as well as time-shifts between two interferometers (described here for the first time) to identify correlated noise from non-gravitational sources. We veto particularly noisy frequency bands and assess the level of residual non-gravitational coupling that exists in the surviving data.Comment: Proceedings paper from the 7th Edoardo Amaldi Conference on Gravitational Waves, held in Sydney, Australia from 8-14 July 2007. Accepted to J. Phys.: Conf. Se

    Progress in Interferometry for LISA at JPL

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    Recent advances at JPL in experimentation and design for LISA interferometry include the demonstration of Time Delay Interferometry using electronically separated end stations, a new arm-locking design with improved gain and stability, and progress in flight readiness of digital and analog electronics for phase measurements.Comment: 11 pages, 9 figures, LISA 8 Symposium, Stanford University, 201
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