Nonequilibrium functional renormalization group for interacting quantum systems

We propose a nonequilibrium version of functional renormalization within the Keldysh formalism by introducing a complex valued flow parameter in the Fermi or Bose functions of each reservoir. Our cutoff scheme provides a unified approach to equilibrium and nonequilibrium situations. We apply it to nonequilibrium transport through an interacting quantum wire coupled to two reservoirs and show that the nonequilibrium occupation induces new power law exponents for the conductance.Comment: 5 pages, 2 figures; published versio

Prediction of outstanding insurance claims

Building reserves for outstanding liabilities is an important issue in the financial statement of any insurance company. In this paper we present a new model for delay in claim settlement and to predict IBNR (incurred but not reported) claims. The modelling is based on a data set of a portfolio of car liability data, which describes the claim settlement of a car insurance portfolio. The data consists of about 5000 realisations of claims, all of which incurred in 1985 and were followed until the end of 1993. In our model, the total claim amount process (S(t))_{t>0} is described by a Poisson shot noise model, i.e. S(t) = ∑_{n=1}^{N(t)} X_n(t-T_n), t≥0 where X_1(.), X_2(.),... are i.i.d. copies of the claim settlement process X(.) and the occurence times (T_i)_{i ∈ N} of the consecutive claims are random variables such that N(t) = #{n ∈ N; T_n ≤ t}, t≥0, is a Poisson process, which is assumed to be independent of X(.). The observed times of occurrences of claims are used to specify and to estimate the intensity measure of the Poisson process N(.). Motivated by results of an exploratory data analysis of the portolio under consideration, a hidden Markov model for X(.) is developed. This model is fitted to the data set, parameters are estimated by using an EM algorithm, and prediction of outstanding liabilities is done and compared with the real world outcome

CRM-система как инструмент повышения эффективности деятельности компании

Объектом исследования является ООО "СМЕТ". Предметом исследования является управление взаимоотношениями с клиентами. Цель работы – рассмотрение CRM-систем как инструмент повышения эффективности бизнеса. Актуальность работы: в новых условиях компаниям продавать свои товары и услуги и удерживать клиентов стало намного сложнее. Клиенты стали тщательнее "считать деньги", торговаться и экономить. Покупательский спрос смещается в сторону более дешевых предложений, клиенты отказываются от всего дополнительного и необязательного, сопутствующих товаров. Усиливается конкуренция на рынках внутри страны.The object of this study is LLC "ESTIMATES". The subject of this study is customer relationship management. Purpose - consideration of CRM-systems as a tool to improve business performance. Relevance of the work: under the new conditions the companies sell their products and services and hold the customer has become much more difficult. Customers have become more thoroughly "counting money" to trade and save. Consumer demand shifts toward lower-cost offerings, customers abandon all the extra and optional, related products. There is a growing competition in the domestic markets and with foreign companies

Local formation of nitrogen-vacancy centers in diamond by swift heavy ions

We exposed nitrogen-implanted diamonds to beams of swift uranium and gold ions (~1 GeV) and find that these irradiations lead directly to the formation of nitrogen vacancy (NV) centers, without thermal annealing. We compare the photoluminescence intensities of swift heavy ion activated NV- centers to those formed by irradiation with low-energy electrons and by thermal annealing. NV- yields from irradiations with swift heavy ions are 0.1 of yields from low energy electrons and 0.02 of yields from thermal annealing. We discuss possible mechanisms of NV-center formation by swift heavy ions such as electronic excitations and thermal spikes. While forming NV centers with low efficiency, swift heavy ions enable the formation of three dimensional NV- assemblies over relatively large distances of tens of micrometers. Further, our results show that NV-center formation is a local probe of (partial) lattice damage relaxation induced by electronic excitations from swift heavy ions in diamond.Comment: to be published in Journal of Applied Physic

On the Finite Dimensional Laws of Threshold GARCH Processes

In this chapter we establish bounds for the finite dimensional laws of a threshold GARCH process, X, with generating process Z. In this class of models the conditional standard deviation has different reactions according to the sign of past values of the process. So, we firstly find lower and upper bounds for the law of \left ({X}_{1}^{+},-{X}_{1}^{+},\ldots,{X}_{n}^{+},-{X}_{n}^{+}\right), in certain regions of R^{2n}, and use them to find bounds of the law of \left ({X}_{1},\ldots,{X}_{n}\right). Some of these bounds only depend on the parameters of the model and on the distribution function of the independent generating process, Z. An application of these bounds to control charts for time series is presented