On the Sparre-Andersen Risk Models

This thesis develops several strategies for calculating ruin-related quantities for a variety of extended risk models. We focus on the Sparre-Andersen risk model, also known as the renewal risk model. The idea of arbitrary distribution for the waiting time between claim payments arose in the 1950’s from the collective risk theory, and received many extensions and modifications in recent years. Our goal is to tackle model assumptions that are either too relaxed for traditional methods to apply, or so complicated that elaborate algebraic tools are needed to obtain explicit solutions. In Chapter 2, we consider a Lévy risk process and a Sparre-Andersen risk process with Parisian ruin in the presence of a constant dividend barrier. We demonstrate that with few exceptions, ruin occurs with certainty. Generalizations to certain dependent risk processes are discussed. We also provide a reinsurance contract in which the certainty of ruin can be avoided. In Chapter 3, we investigate a class of Sparre-Andersen risk processes in which the inter-claim time is rational-distributed. A key property of the rational class is derived, which allows for direct derivation of an integro-differential equation satisfied by a probability concerning the maximum surplus. The solution is constructed using a set of linearly independent functions, one of which is obtained by a standard technique through a defective renewal equation while the rest are obtained via a homogeneous equation. The necessary boundary conditions are presented. We also provide examples involving rational claim sizes as well as an application to the total dividends paid under a threshold strategy. In Chapter 4, we extend an exponential-combination dependence structure to an Erlang-combination for the Sparre-Andersen risk models in presence of diffusion. A set of tools are developed for establishing certain integro-differential equations in Gerber–Shiu analysis. This new technique lifts previous constraint on the multiplicities of parameters of the inter-claim times. We then illustrate applications of these equations under a variety of special dependence models. Results are compared with existing literature, including the diffusion-free cases. Finally, in Chapter 5, we collect various results and provide conclusions. We also give an outline of potential future research

Carbon Trading in BRICS Countries: Challenges and Recommendations

As one of the world’s largest emerging economies, BRICS countries are playing an increasingly important role in addressing the global issue of climate change. To achieve their emissions reduction targets, these nations are actively promoting the construction of carbon trading markets. However, they face multiple challenges and obstacles in this endeavor, including issues related to market norms, financial support, technical capacity, social participation, and development needs. This research investigates the problems and challenges faced by BRICS countries in terms of building carbon trading markets through literature reviews and case studies. To address these challenges, this research strengthening international cooperation and technical support, improving market norms and provide following recommendations: conducting regulatory measures, enhancing social participation and communication, and balancing the relationship between economic development and environmental protection requirements. Furthermore, it is crucial for these nations to continue to strengthen international cooperation and collaboration, working together to promote the construction of carbon trading markets, achieving their emissions reduction targets, and ensuring long-term sustainability and economic development

Poisson quadrature method of moments for 2D kinetic equations with velocity of constant magnitude

This work is concerned with kinetic equations with velocity of constant magnitude. We propose a quadrature method of moments based on the Poisson kernel, called Poisson-EQMOM. The derived moment closure systems are well defined for all physically relevant moments and the resultant approximations of the distribution function converge as the number of moments goes to infinity. The convergence makes our method stand out from most existing moment methods. Moreover, we devise a delicate moment inversion algorithm. As an application, the Vicsek model is studied for overdamped active particles. Then the Poisson-EQMOM is validated with a series of numerical tests including spatially homogeneous, one-dimensional and two-dimensional problems.Comment: 26 pages, 9 figure

Impacts of microphysical parameterizations on banded convective system in convection-permitting simulation: a case study

The representation of cloud microphysical processes in models has always been a challenge leading to uncertainty in convective simulations. This paper evaluates the effect of cloud microphysical parameterizations on the simulation of mesoscale convective systems (MCSs) through a realistic banded convection process. A series of numerical simulation experiments are performed using the Weather Research and Forecasting (WRF) model at a convection-permitting scale with a 3 km horizontal grid spacing. Specifically, four experiments considering different hydrometeor species within the WRF single-moment-microphysics schemes (WSMMPs) are conducted, and three additional sensitivity tests change the graupel particle properties. The results indicate that the significant differences in the times of convection initiation across the experiments reach 120 min, and more hydrometeor species may lead to later convection initiation. Moreover, the frozen graupel hydrometeor characteristics can appreciably alter the simulated convective morphology, even more than other hydrometeor species. When the graupel becomes smaller (such as Graupel-like), the fall speed of the graupel particles decreases. Therefore, more numerous graupel particles reside in clouds for a longer time, and experience more atmospheric diabatic heating and cooling effects. As a result, the simulated convective systems exhibit strong banded convective echo characteristics, the surface 10-m wind gust increases, and the cold pools associated with additional melting and evaporation become stronger, accelerating the propagation of the system. In contrast, larger and less abundant graupels (e.g., Hail-like) have a faster fall speed, and the atmospheric diabatic heating and cooling decrease by shortening the duration of their residence time within the clouds, resulting in a weak quasi-linear convective system, weak surface 10-m wind gust, unobvious cold pool, and slower propagation. Comparisons of the experiments further demonstrate that the fall speeds of frozen graupel particles largely impact the vertical distribution of the hydrometeors and the related microphysical processes

Contrastive Speech Mixup for Low-resource Keyword Spotting

Most of the existing neural-based models for keyword spotting (KWS) in smart devices require thousands of training samples to learn a decent audio representation. However, with the rising demand for smart devices to become more personalized, KWS models need to adapt quickly to smaller user samples. To tackle this challenge, we propose a contrastive speech mixup (CosMix) learning algorithm for low-resource KWS. CosMix introduces an auxiliary contrastive loss to the existing mixup augmentation technique to maximize the relative similarity between the original pre-mixed samples and the augmented samples. The goal is to inject enhancing constraints to guide the model towards simpler but richer content-based speech representations from two augmented views (i.e. noisy mixed and clean pre-mixed utterances). We conduct our experiments on the Google Speech Command dataset, where we trim the size of the training set to as small as 2.5 mins per keyword to simulate a low-resource condition. Our experimental results show a consistent improvement in the performance of multiple models, which exhibits the effectiveness of our method.Comment: Accepted by ICASSP 202

Are Soft Prompts Good Zero-shot Learners for Speech Recognition?

Large self-supervised pre-trained speech models require computationally expensive fine-tuning for downstream tasks. Soft prompt tuning offers a simple parameter-efficient alternative by utilizing minimal soft prompt guidance, enhancing portability while also maintaining competitive performance. However, not many people understand how and why this is so. In this study, we aim to deepen our understanding of this emerging method by investigating the role of soft prompts in automatic speech recognition (ASR). Our findings highlight their role as zero-shot learners in improving ASR performance but also make them vulnerable to malicious modifications. Soft prompts aid generalization but are not obligatory for inference. We also identify two primary roles of soft prompts: content refinement and noise information enhancement, which enhances robustness against background noise. Additionally, we propose an effective modification on noise prompts to show that they are capable of zero-shot learning on adapting to out-of-distribution noise environments

Tunable Interband Transitions in Twisted h-BN/Graphene Heterostructures

In twisted h-BN/graphene heterostructures, the complex electronic properties of the fast-traveling electron gas in graphene are usually considered to be fully revealed. However, the randomly twisted heterostructures may also have unexpected transition behaviors, which may influence the device performance. Here, we study the twist angle-dependent coupling effects of h-BN/graphene heterostructures using monochromatic electron energy loss spectroscopy. We find that the moir\'e potentials alter the band structure of graphene, resulting in a redshift of the intralayer transition at the M-point, which becomes more pronounced up to 0.25 eV with increasing twist angle. Furthermore, the twisting of the Brillouin zone of h-BN relative to the graphene M-point leads to tunable vertical transition energies in the range of 5.1-5.6 eV. Our findings indicate that twist-coupling effects of van der Waals heterostructures should be carefully considered in device fabrications, and the continuously tunable interband transitions through the twist angle can serve as a new degree of freedom to design optoelectrical devices

Cardioneuroablation for successful treatment of symptomatic bradycardia in a 12-year-old child after a 6-month follow-up

BackgroundCardioneuroablation (CNA) is recognized as a promising therapeutic option for adults with severe symptomatic bradycardia caused by excessive vagal tone. However, no pediatric cases have been reported to date. Therefore, the aim of this study is to evaluate the feasibility and efficacy of CNA in children.MethodsA 12-year-old male patient was hospitalized with symptoms of fatigue, palpitations, and syncope for more than 2 months, and was definitively diagnosed with functional sinoatrial node dysfunction by using a 12-lead electrocardiogram, 24-h Holter monitoring, loading dose of atropine test (0.04 mg/kg), and treadmill exercise test. Simultaneously, whole-exome sequencing was performed on the child and his core family members. After completing the preoperative examination and signing the informed consent form, the child underwent CNA therapy.ResultsFirst, the electroanatomic structures of both atria were mapped out by using the Carto 3 system, according to the protocol of purely anatomy-guided and local fractionated intracardiac electrogram–guided CNA methods. Then, the local fractionated intracardiac electrograms of each cardiac ganglionated plexus (GP), including the GP between the aortic root and the medial wall of the superior vena cava, the GP between the posterior wall of the coronary sinus ostium and the left atrium, the GP between the anterior antrum of the right superior pulmonary vein and the superior vena cava, the GP in the superolateral area around the root of the left superior pulmonary vein, the GP around the root of the right inferior pulmonary vein, and the GP around the root of the left inferior pulmonary vein, were used as targets for ablation at a power of 30 W with an ablation index of 350–400. At a 6-month follow-up, the child's heart rhythm saw a complete restoration to sinus rhythm and clinical symptoms disappeared.ConclusionThe first application of CNA in a child with symptomatic sinus bradycardia was achieved with better clinical outcomes. CNA can be carried out cautiously in children under suitable indications