Optimal joint survival reinsurance: An efficient frontier approach

The problem of optimal excess of loss reinsurance with a limiting and a retention level is considered. It is demonstrated that this problem can be solved, combining specific risk and performance measures, under some relatively general assumptions for the risk model, under which the premium income is modelled by any non-negative, non-decreasing function, claim arrivals follow a Poisson process and claim amounts are modelled by any continuous joint distribution. As a performance measure, we define the expected profits at time x of the direct insurer and the reinsurer, given their joint survival up to x, and derive explicit expressions for their numerical evaluation. The probability of joint survival of the direct insurer and the reinsurer up to the finite time horizon x is employed as a risk measure. An efficient frontier type approach to setting the limiting and the retention levels, based on the probability of joint survival considered as a risk measure and on the expected profit given joint survival, considered as a performance measure is introduced. Several optimality problems are defined and their solutions are illustrated numerically on several examples of appropriate claim amount distributions, both for the case of dependent and independent claim severitie

Exploring the Energy Landscape of the Charge Transport Levels in Organic Semiconductors at the Molecular Scale

n/

Effect of Impurities on Pentacene Thin Film Growth for Field-Effect Transistors

Pentacenequinone (PnQ) impurities have been introduced into a pentacene source material at number densities from 0.001 to 0.474 to quantify the relative effects of impurity content and grain boundary structure on transport in pentacene thin-film transistors. Atomic force microscopy (AFM) and electrical measurements of top-contact pentacene thin-film transistors have been employed to directly correlate initial structure and final film structures, with the device mobility as a function of added impurity content. The results reveal a factor four decrease in mobility without significant changes in film morphology for source PnQ number fractions below ~0.008. For these low concentrations, the impurity thus directly influences transport, either as homogeneously distributed defects or by concentration at the otherwise-unchanged grain boundaries. For larger impurity concentrations, the continuing strong decrease in mobility is correlated with decreasing grain size, indicating an impurity-induced increase in the nucleation of grains during early stages of film growth.Comment: 18 pages, 4 Figures, 1 Tabl

Nucleation of organic semiconductors on inert substrates

We have adapted the microscopic theory of nucleation for the epitaxial growth of inorganic materials to the nucleation of organic small molecules on an inert substrate like the gate dielectric of an organic thin-film transistor. The parameters required to explore the model were calculated with the standard MM3 force field and also include experimentally determined vapor pressure data, as well as film growth data. Sufficient agreement is found between the experimentally determined equilibrium crystal shape and heats of sublimation on the one hand and the calculated parameters on the other hand. The growth of pentacene, tetracene, and perylene on inert substrates has been studied in terms of this theory, especially focusing on the two-dimensional (2D) to 3D nucleation transition. It is demonstrated that 3D nucleation leads to ill-connected grains, while 2D nucleated grains form continuous films suitable for charge transport. The analysis of this transition allows for the experimental determination of the molecule-substrate interactions for a given molecule on a given surface. It was found that the deposition conditions for 2D growth shift to less favorable substrate temperatures and deposition rates as the difference between interlayer interactions and molecule-substrate interactions increase and the intralayer interactions decrease. Moreover, those interactions affect the nucleation rate and therefore the ultimate 2D grain size that can be obtained. © 2003 The American Physical Society.status: publishe

Analytical model for the open-circuit voltage and its associated resistance in organic planar heterojunction solar cells

We derive an analytical formula for the open-circuit voltage (V-oc) of organic planar heterojunction solar cells under standard operating conditions. We find that the type of free carrier recombination at the interface between the donor and acceptor materials controls the slope of V-oc vs incident light intensity. By using the same derivation, an equation for the resistance around V-oc is obtained. From this, we investigate two parameters in more detail and compare them to experiments. The first is the work function of the cathode metal. We show that, within our model, V-oc does not depend on this work function, while the cell resistance around V-oc is strongly dependent on it. Second, we find that the asymptotic resistance around V-oc is a third-order power function of the thickness of the organic layers (acceptor or donor). The model provides insights to achieve low-resistivity high open-circuit voltage organic solar cells.status: publishe

Posttransplantation cytomegalovirus-induced recurrence of atypical hemolytic uremic syndrome associated with a factor H mutation: successful treatment with intensive plasma exchanges and ganciclovir.

Item does not contain fulltextAtypical hemolytic uremic syndrome (HUS) can recur after renal transplantation and often leads to graft loss. In some series of familial HUS, the risk of early graft loss due to recurrence of HUS approaches 100% despite any therapy. This led some authors to claim that kidney transplantation is contraindicated in those patients. The authors describe an 8-year-old girl with end-stage renal failure owing to familial atypical HUS with a factor H mutation who underwent successful transplantation using continuous prophylactic plasma exchange (PE). Twenty-four months after transplantation, plasma creatinine level is 1.2 mg/dL (106 micromol/L) despite 2 recurrences of HUS contemporaneous to 2 cytomegalovirus infections, which resolved with PE intensification and ganciclovir. This strongly suggests that cytomegalovirus infection may trigger posttransplant recurrent HUS. The feasibility of kidney transplantation in case of atypical HUS related to factor H mutation using continuous prophylactic PE intensified during relapses should be confirmed in prospective studies