Asymptotic tail probabilities for large claims reinsurance of a portfolio of dependent risks

We consider a dependent portfolio of insurance contracts. Asymptotic tail probabilities of the ECOMOR and LCR reinsurance amounts are obtained under certain assumptions about the dependence structure

Extreme behavior of multivariate phase-type distributions

This paper investigates the limiting distributions of the componentwise maxima and minima of suitably normalized iid multivariate phase-type random vectors. In the case of maxima, a large parametric class of multivariate extreme value (MEV) distributions is obtained. The flexibility of this new class is exemplified in the bivariate setup. For minima, it is shown that the dependence structure of the Marshall-Olkin class arises in the limit

Robust study design is as important on the social as it is on the ecological side of applied ecological research

1. The effective management of natural systems often requires resource users to change their behaviour. This has led to many applied ecologists using research tools developed by social scientists. This comes with challenges as ecologists often lack relevant disciplinary training. 2. Using an example from the current issue of Journal of Applied Ecology that investigated how conservation interventions influenced conservation outcomes, we discuss the challenges of conducting interdisciplinary science. We illustrate our points using examples from research investigating the role of law enforcement and outreach activities in limiting illegal poaching and the application of the theory of planned behaviour to conservation. 3. Synthesis and applications. Interdisciplinary research requires equal rigour to be applied to ecological and social aspects. Researchers with a natural science background need to access expertise and training in the principles of social science research design and methodology, in order to permit a more balanced interdisciplinary understanding of social–ecological system

Extreme behavior of bivariate elliptical distributions

This paper exploits a stochastic representation of bivariate elliptical distributions in order to obtain asymptotic results which are determined by the tail behavior of the generator. Under certain specified assumptions, we present the limiting distribution of componentwise maxima, the limiting upper copula, and a bivariate version of the classical peaks over threshold result

Dependence and the asymptotic behavior of large claims reinsurance

We consider an extension of the classical compound Poisson risk model, where the waiting time between two consecutive claims and the forthcoming claim are no longer independent. Asymptotic tail probabilities of the reinsurance amount under ECOMOR and LCR treaties are obtained. Simulation results are provided in order to illustrate this

Quark-Hadron Duality and γ∗p→Δ\gamma^* p \to \Delta Form Factors

We use local quark-hadron duality to estimate the purely nonperturbative soft contribution to the $\gamma^*p\to \Delta$ form factors. Our results are in agreement with existing experimental data. We predict that the ratio $G_E^*(Q^2)/G_M^*(Q^2)$ is small for all accessible $Q^2$, in contrast to the pQCD expectations that $G_E^*(Q^2)\to -G_M^*(Q^2)$.Comment: 15 pages, LaTeX + 4 PS-figures enclosed in one uuencoded, compressed fil

Polynomials for Torus Links from Chern-Simons Gauge Theories

Invariant polynomials for torus links are obtained in the framework of the Chern-Simons topological gauge theory. The polynomials are computed as vacuum expectation values on the three-sphere of Wilson line operators representing the Verlinde algebra of the corresponding rational conformal field theory. In the case of the $SU(2)$ gauge theory our results provide explicit expressions for the Jones polynomial as well as for the polynomials associated to the $N$-state ($N>2$) vertex models (Akutsu-Wadati polynomials). By means of the Chern-Simons coset construction, the minimal unitary models are analyzed, showing that the corresponding link invariants factorize into two $SU(2)$ polynomials. A method to obtain skein rules from the Chern-Simons knot operators is developed. This procedure yields the eigenvalues of the braiding matrix of the corresponding conformal field theory.Comment: 50 page

In-situ velocity imaging of ultracold atoms using slow--light

The optical response of a moving medium suitably driven into a slow-light propagation regime strongly depends on its velocity. This effect can be used to devise a novel scheme for imaging ultraslow velocity fields. The scheme turns out to be particularly amenable to study in-situ the dynamics of collective and topological excitations of a trapped Bose-Einstein condensate. We illustrate the advantages of using slow-light imaging specifically for sloshing oscillations and bent vortices in a stirred condensate

Pion production in deeply virtual Compton scattering

Using a soft pion theorem based on chiral symmetry and a $\Delta(1232)$ resonance model we propose an estimate for the production cross section of low energy pions in the deeply virtual Compton scattering (DVCS) process. In particular, we express the $e p \to e \gamma \pi N$ processes in terms of generalized parton distributions. We provide estimates of the contamination of the $e p \to e \gamma p$ DVCS observables due to this associated pion production processes when the experimental data are not fully exclusive, for a set of kinematical conditions representative of present or planned experiments at JLab, HERMES and COMPASS.Comment: 50 pages, 22 figure

QCD Form Factors and Hadron Helicity Non-Conservation

Recent data for the ratio $R(Q)= QF_{2}(Q^{2})/F_{1}(Q^{2})$ shocked the community by disobeying expectations held for 50 years. We examine the status of perturbative QCD predictions for helicity-flip form factors. Contrary to common belief, we find there is no rule of hadron helicity conservation for form factors. Instead the analysis yields an inequality that the leading power of helicity-flip processes may equal or exceed the power of helicity conserving processes. Numerical calculations support the rule, and extend the result to the regime of laboratory momentum transfer $Q^{2}$. Quark orbital angular momentum, an important feature of the helicity flip processes, may play a role in all form factors at large $Q^{2}$, depending on the quark wave functions.Comment: 25 pages, 5 figure