Pressure and heat flux results from the space shuttle/external fuel tank interaction test at Mach numbers 16 and 19

Heat transfer rates and pressures were measured on a 0.0175-scale model of the space shuttle external tank (ET), model MCR0200. Tests were conducted with the ET model separately and while mated with a 0.0175-scale model of the orbiter, model 21-OT (Grumman). The tests were conducted in the AEDC-VKF Hypervelocity Wind Tunnel (F) at Mach numbers 16 and 19. The primary data consisted of the interaction heating rates experienced by the ET while mated with the orbiter in the flight configuration. Data were taken for a range of Reynolds numbers from 50,000 to 65,000 under laminar flow conditions

Modelling the joint distribution of competing risks survival times using copula functions

The problem of modelling the joint distribution of survival times in a competing risks model, using copula functions is considered. In order to evaluate this joint distribution and the related overall survival function, a system of non-linear differential equations is solved, which relates the crude and net survival functions of the modelled competing risks, through the copula. A similar approach to modelling dependent multiple decrements was applied by Carriere (1994) who used a Gaussian copula applied to an incomplete double decrement model which makes it difficult to calculate any actuarial functions and draw relevant conclusions. Here, we extend this methodology by studying the effect of complete and partial elimination of up to four competing risks on the overall survival function, the life expectancy and life annuity values. We further investigate how different choices of the copula function affect the resulting joint distribution of survival times and in particular the actuarial functions which are of importance in pricing life insurance and annuity products. For illustrative purposes, we have used a real data set and used extrapolation to prepare a complete multiple decrement model up to age 120. Extensive numerical results illustrate the sensitivity of the model with respect to the choice ofcopula and its parameter(s)

Automatic, computer aided geometric design of free-knot, regression splines

A new algorithm for Computer Aided Geometric Design of least squares (LS) splines with variable knots, named GeDS, is presented. It is based on interpreting functional spline regression as a parametric B-spline curve, and on using the shape preserving property of its control polygon. The GeDS algorithm includes two major stages. For the first stage, an automatic adaptive, knot location algorithm is developed. By adding knots, one at a time, it sequentially "breaks" a straight line segment into pieces in order to construct a linear LS B-spline fit, which captures the "shape" of the data. A stopping rule is applied which avoids both over and under fitting and selects the number of knots for the second stage of GeDS, in which smoother, higher order (quadratic, cubic, etc.) fits are generated. The knots appropriate for the second stage are determined, according to a new knot location method, called the averaging method. It approximately preserves the linear precision property of B-spline curves and allows the attachment of smooth higher order LS B-spline fits to a control polygon, so that the shape of the linear polygon of stage one is followed. The GeDS method produces simultaneously linear, quadratic, cubic (and possibly higher order) spline fits with one and the same number of B-spline regression functions. The GeDS algorithm is very fast, since no deterministic or stochastic knot insertion/deletion and relocation search strategies are involved, neither in the first nor the second stage. Extensive numerical examples are provided, illustrating the performance of GeDS and the quality of the resulting LS spline fits. The GeDS procedure is compared with other existing variable knot spline methods and smoothing techniques, such as SARS, HAS, MDL, AGS methods and is shown to produce models with fewer parameters but with similar goodness of fit characteristics, and visual quality

A Savings Plan with Targeted Contributions

We consider a simple savings problem where contributions are made to a fund and invested to meet a future liability. The conventional approach is to estimate future investment return and calculate a fixed contribution to be paid regularly by the saver. We propose a flexible plan where contributions are systematically adjusted and targeted. We show by means of stochastic simulations that this plan has a reduced risk of a shortfall and is relatively insensitive to errors in the planner's estimate of future returns. Sensitivity analyses in terms of parameter values, stochastic return models and investment horizons are also performed

Dependent competing risks: Cause elimination and its impact on survival

The dependent competing risks model of human mortality is considered, assuming that the dependence between lifetimes is modelled by a multivariate copula function. The effect on the overall survival of removing one or more causes of death is explored under two alternative definitions of removal, ignoring the causes and eliminating them. Under the two definitions of removal, expressions for the overall survival functions in terms of the specified copula (density) and the net (marginal) survival functions are given. The net survival functions are obtained as a solution to a system of non-linear differential equations, which relates them through the specified copula (derivatives) to the crude (sub-) survival functions, estimated from data. The overall survival functions in a model with four competing risks, cancer, cardiovascular diseases, respiratory diseases and all other causes grouped together, have been implemented and evaluated, based on cause-specific mortality data for England and Wales published by the Office for National Statistics, for the year 2007. We show that the two alternative definitions of removal of a cause of death have different effects on the overall survival and in particular on the life expectancy at birth and at age 65, when one, two or three of the competing causes are removed. An important conclusion is that the eliminating definition is better suited for practical use in competing risks’ applications, since it is more intuitive, and it suffices to consider only positive dependence between the lifetimes which is not the case under the alternative ignoring definition

Improved estimation of mortality and life expectancy for each constituent country of the UK and beyond

Graduated period life tables for men and women, based on the mortality experience of the population of England and Wales, have been published by the Office for National Statistics (ONS) using data from the 2001 Census. These tables are the sixteenth in a series known as the English Life Tables which are associated with decennial population censuses, beginning with the Census of 1841. Errors in crude census data owing to the small numbers of deaths involved, particularly in childhood and at very advanced ages, can be reduced by a statistical process of smoothing. A smoothing methodology developed at Cass Business School, City University London has been used in the latest ONS Decennial Life Tables. The tables show the increasing longevity of the population of England and Wales over a long period. The impact of this research is broad as life tables are used extensively in pensions planning, demography, insurance, economics and medicine. Life tables using this statistical smoothing methodology have also been prepared for Scotland, Northern Ireland, the Republic of Ireland and Canad

Existence and Uniqueness of Tri-tronqu\'ee Solutions of the second Painlev\'e hierarchy

The first five classical Painlev\'e equations are known to have solutions described by divergent asymptotic power series near infinity. Here we prove that such solutions also exist for the infinite hierarchy of equations associated with the second Painlev\'e equation. Moreover we prove that these are unique in certain sectors near infinity.Comment: 13 pages, Late