Theoretical Sensitivity Analysis for Quantitative Operational Risk Management

We study the asymptotic behavior of the difference between the values at risk VaR(L) and VaR(L+S) for heavy tailed random variables L and S for application in sensitivity analysis of quantitative operational risk management within the framework of the advanced measurement approach of Basel II (and III). Here L describes the loss amount of the present risk profile and S describes the loss amount caused by an additional loss factor. We obtain different types of results according to the relative magnitudes of the thicknesses of the tails of L and S. In particular, if the tail of S is sufficiently thinner than the tail of L, then the difference between prior and posterior risk amounts VaR(L+S) - VaR(L) is asymptotically equivalent to the expectation (expected loss) of S.Comment: 21 pages, 1 figure, 4 tables, forthcoming in International Journal of Theoretical and Applied Finance (IJTAF

Burnout in the ICU : potential consequences for staff and patient well-being

Peer reviewedAuthor versio

Stellar Dynamics and the implications on the merger evolution in NGC6240

We report near-infrared integral field spectroscopy of the luminous merging galaxy NGC 6240. Stellar velocities show that the two K-band peaks separated by 1.6arcsec are the central parts of inclined, rotating disk galaxies with equal mass bulges. The dynamical masses of the nuclei are much larger than the stellar mass derived from the K-band light, implying that the progenitor galaxies were galaxies with massive bulges. The K-band light is dominated by red supergiants formed in the two nuclei in starbursts, triggered ~2x10^7 years ago, possibly by the most recent perigalactic approach. Strong feedback effects of a superwind and supernovae are responsible for a short duration burst (~5x10^6 years) which is already decaying. The two galaxies form a prograde-retrograde rotating system and from the stellar velocity field it seems that one of the two interacting galaxies is subject to a prograde encounter. Between the stellar nuclei is a prominent peak of molecular gas (H_2, CO). The stellar velocity dispersion peaks there indicating that the gas has formed a local, self-gravitating concentration decoupled from the stellar gravitational potential. NGC 6240 has previously been reported to fit the paradigm of an elliptical galaxy formed through the merger of two galaxies. This was based on the near-infrared light distribution which follows a r^1/4-law. Our data cast strong doubt on this conclusion: the system is by far not relaxed, rotation plays an important role, as does self-gravitating gas, and the near-infrared light is dominated by young stars.Comment: 34 pages, 11 figures, using AASTEX 5.0rc3.1, paper submitted to the Astrophysical Journal, revised versio

Impact of integrated district level mental health care on clinical and social outcomes of people with severe mental illness in rural Ethiopia: an intervention cohort study

There is limited evidence of the safety and impact of task-shared care for people with severe mental illnesses (SMI; psychotic disorders and bipolar disorder) in low-income countries. The aim of this study was to evaluate the safety and impact of a district-level plan for task-shared mental health care on 6 and 12-month clinical and social outcomes of people with SMI in rural southern Ethiopia

Ultraviolet Signposts of Resonant Dynamics in the Starburst-Ringed Sab Galaxy, M94 (NGC 4736)

M94 (NGC 4736) is investigated using images from the Ultraviolet Imaging Telescope (FUV-band), Hubble Space Telescope (NUV-band), Kitt Peak 0.9-m telescope (H-alpha, R, and I bands), and Palomar 5-m telescope (B-band), along with spectra from the International Ultraviolet Explorer and Lick 1-m telescopes. The wide-field UIT image shows FUV emission from (a) an elongated nucleus, (b) a diffuse inner disk, where H-alpha is observed in absorption, (c) a bright inner ring of H II regions at the perimeter of the inner disk (R = 48 arcsec. = 1.1 kpc), and (d) two 500-pc size knots of hot stars exterior to the ring on diametrically opposite sides of the nucleus (R= 130 arcsec. = 2.9 kpc). The HST/FOC image resolves the NUV emission from the nuclear region into a bright core and a faint 20 arcsec. long ``mini-bar'' at a position angle of 30 deg. Optical and IUE spectroscopy of the nucleus and diffuse inner disk indicates an approximately 10^7 or 10^8 yr-old stellar population from low-level starbirth activity blended with some LINER activity. Analysis of the H-alpha, FUV, NUV, B, R, and I-band emission along with other observed tracers of stars and gas in M94 indicates that most of the star formation is being orchestrated via ring-bar dynamics involving the nuclear mini-bar, inner ring, oval disk, and outer ring. The inner starburst ring and bi-symmetric knots at intermediate radius, in particular, argue for bar-mediated resonances as the primary drivers of evolution in M94 at the present epoch. Similar processes may be governing the evolution of the ``core-dominated'' galaxies that have been observed at high redshift. The gravitationally-lensed ``Pretzel Galaxy'' (0024+1654) at a redshift of approximately 1.5 provides an important precedent in this regard.Comment: revised figure 1 (corrected coordinate labels on declination axis); 19 pages of text + 19 figures (jpg files); accepted for publication in A