56 research outputs found
An optimization approach to adaptive multi-dimensional capital management
Firms should keep capital to offer sufficient protection against the risks
they are facing. In the insurance context methods have been developed to
determine the minimum capital level required, but less so in the context of
firms with multiple business lines including allocation. The individual capital
reserve of each line can be represented by means of classical models, such as
the conventional Cram\'{e}r-Lundberg model, but the challenge lies in soundly
modelling the correlations between the business lines. We propose a simple yet
versatile approach that allows for dependence by introducing a common
environmental factor. We present a novel Bayesian approach to calibrate the
latent environmental state distribution based on observations concerning the
claim processes. The calibration approach is adjusted for an environmental
factor that changes over time. The convergence of the calibration procedure
towards the true environmental state is deduced. We then point out how to
determine the optimal initial capital of the different business lines under
specific constraints on the ruin probability of subsets of business lines. Upon
combining the above findings, we have developed an easy-to-implement approach
to capital risk management in a multi-dimensional insurance risk model
Positive and negative streamers in ambient air: modeling evolution and velocities
We simulate short positive and negative streamers in air at standard
temperature and pressure. They evolve in homogeneous electric fields or emerge
from needle electrodes with voltages of 10 to 20 kV. The streamer velocity at
given streamer length depends only weakly on the initial ionization seed,
except in the case of negative streamers in homogeneous fields. We characterize
the streamers by length, head radius, head charge and field enhancement. We
show that the velocity of positive streamers is mainly determined by their
radius and in quantitative agreement with recent experimental results both for
radius and velocity. The velocity of negative streamers is dominated by
electron drift in the enhanced field; in the low local fields of the present
simulations, it is little influenced by photo-ionization. Though negative
streamer fronts always move at least with the electron drift velocity in the
local field, this drift motion broadens the streamer head, decreases the field
enhancement and ultimately leads to slower propagation or even extinction of
the negative streamer.Comment: 18 pages, 10 figure
An Efficient, Repetitive Nanosecond Pulsed Power Generator with Ten Synchronized Spark Gap Switches
Probing photo-ionization: Experiments on positive streamers in pure gasses and mixtures
Positive streamers are thought to propagate by photo-ionization whose
parameters depend on the nitrogen:oxygen ratio. Therefore we study streamers in
nitrogen with 20%, 0.2% and 0.01% oxygen and in pure nitrogen, as well as in
pure oxygen and argon. Our new experimental set-up guarantees contamination of
the pure gases to be well below 1 ppm. Streamers in oxygen are difficult to
measure as they emit considerably less light in the sensitivity range of our
fast ICCD camera than the other gasses. Streamers in pure nitrogen and in all
nitrogen/oxygen mixtures look generally similar, but become somewhat thinner
and branch more with decreasing oxygen content. In pure nitrogen the streamers
can branch so much that they resemble feathers. This feature is even more
pronounced in pure argon, with approximately 10^2 hair tips/cm^3 in the
feathers at 200 mbar; this density could be interpreted as the free electron
density creating avalanches towards the streamer stem. It is remarkable that
the streamer velocity is essentially the same for similar voltage and pressure
in all nitrogen/oxygen mixtures as well as in pure nitrogen, while the oxygen
concentration and therefore the photo-ionization lengths vary by more than five
orders of magnitude. Streamers in argon have essentially the same velocity as
well. The physical similarity of streamers at different pressures is confirmed
in all gases; the minimal diameters are smaller than in earlier measurements.Comment: 28 pages, 14 figures. Major differences with v1: - appendix and
spectra removed - subsection regarding effects of repetition frequency added
- many more smaller change
Spatial coupling of particle and fluid models for streamers: where nonlocality matters
Particle models for streamer ionization fronts contain correct electron
energy distributions, runaway effects and single electron statistics.
Conventional fluid models are computationally much more efficient for large
particle numbers, but create too low ionization densities in high fields. To
combine their respective advantages, we here show how to couple both models in
space. We confirm that the discrepancies between particle and fluid fronts
arise from the steep electron density gradients in the leading edge of the
fronts. We find the optimal position for the interface between models that
minimizes computational effort and reproduces the results of a pure particle
model.Comment: 4 pages, 5 figure
Spatiotemporally resolved imaging of streamer discharges in air generated in a wire-cylinder reactor with (sub)nanosecond voltage pulses
We use (sub)nanosecond high-voltage pulses to generate streamers in atmospheric-pressure air in
a wire-cylinder reactor. We study the effect of reactor length, pulse duration, pulse amplitude,
pulse polarity, and pulse rise time on the streamer development, specifically on the streamer
distribution in the reactor to relate it to plasma-processing results. We use ICCD imaging with a
fully automated setup that can image the streamers in the entire corona-plasma reactor. From the
images, we calculate streamer lengths and velocities. We also develop a circuit simulation model
of the reactor to support the analysis of the streamer development. The results show how the
propagation of the high-voltage pulse through the reactor determines the streamer development.
As the pulse travels through the reactor, it generates streamers and attenuates and disperses. At
the end of the reactor, it reflects and adds to itself. The local voltage on the wire together with the
voltage rise time determine the streamer velocities, and the pulse duration the consequent
maximal streamer length
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