Statistical estimate of the proportional hazard premium of loss under random censoring

Many insurance premium principles are defined and various estimation procedures introduced in the literature. In this paper, we focus on the estimation of the excess-of-loss reinsurance premium when the risks are randomly right-censored. The asymptotic normality of the proposed estimator is established under suitable conditions and its performance evaluated through sets of simulated data.Comment: arXiv admin note: text overlap with arXiv:1507.03178, arXiv:1302.166

Effect of the matrix behavior on the damage of ethylene–propylene glass fiber reinforced composite subjected to high strain rate tension

This study investigates the origin of the strain rate effect on the mechanical behavior of a discontinuous glass fiber reinforced ethylene–propylene copolymer (EPC) matrix composite. This kind of composite materials are commonly used for automotive functional and structural applications. To this aim, a multi-scale experimental approach is developed. The deformation processes and the damage mechanisms observed at the microscopic scale are related to the material mechanical properties at the macroscopic scale. Tensile tests up to failure and specific interrupted tensile tests have been optimized and performed for high strain rates up to 200 s 1 to quantify the strain rate effect at different scales. High speed tensile tests have also been performed on the pure copolymer matrix. The threshold and the kinetic of damage have been quantified at both microscopic and macroscopic scales. Experimental results show that the composite behavior is strongly strain-rate dependent. The multi-scale analysis leads to the conclusion that the strain rate effect on the damage behavior of the EPC matrix composite is mainly due to the viscous behavior of the EPC matrix. SEM observations and analysis show that a localized deformation in the interface zone around fibers occurs at high strain rates and directly affects the visco-damage behavior. It is established that when the strain rate increases, the local deformation zone around the fibers behaves like a dissipation zone. Consequently, the damage initiation is delayed and the related kinetic is reduced with respect to the quasi-static loading case

Distortion risk measures for sums of dependent losses

We discuss two distinct approaches, for distorting risk measures of sums of dependent random variables, which preserve the property of coherence. The first, based on distorted expectations, operates on the survival function of the sum. The second, simultaneously applies the distortion on the survival function of the sum and the dependence structure of risks, represented by copulas. Our goal is to propose risk measures that take into account the fluctuations of losses and possible correlations between risk components.Comment: Accepted 25 October 2010, Journal Afrika Statistika Vol. 5, N9, 2010, page 260--26

Effect of the matrix behavior on the damage of ethylene–propylene glass fiber reinforced composite subjected to high strain rate tension

This study investigates the origin of the strain rate effect on the mechanical behavior of a discontinuous glass fiber reinforced ethylene–propylene copolymer (EPC) matrix composite. This kind of composite materials are commonly used for automotive functional and structural applications. To this aim, a multi-scale experimental approach is developed. The deformation processes and the damage mechanisms observed at the microscopic scale are related to the material mechanical properties at the macroscopic scale. Tensile tests up to failure and specific interrupted tensile tests have been optimized and performed for high strain rates up to 200 s 1 to quantify the strain rate effect at different scales. High speed tensile tests have also been performed on the pure copolymer matrix. The threshold and the kinetic of damage have been quantified at both microscopic and macroscopic scales. Experimental results show that the composite behavior is strongly strain-rate dependent. The multi-scale analysis leads to the conclusion that the strain rate effect on the damage behavior of the EPC matrix composite is mainly due to the viscous behavior of the EPC matrix. SEM observations and analysis show that a localized deformation in the interface zone around fibers occurs at high strain rates and directly affects the visco-damage behavior. It is established that when the strain rate increases, the local deformation zone around the fibers behaves like a dissipation zone. Consequently, the damage initiation is delayed and the related kinetic is reduced with respect to the quasi-static loading case