2,767 research outputs found
Asymptotic Distributions of the Overshoot and Undershoots for the L\'evy Insurance Risk Process in the Cram\'er and Convolution Equivalent Cases
Recent models of the insurance risk process use a L\'evy process to
generalise the traditional Cram\'er-Lundberg compound Poisson model. This paper
is concerned with the behaviour of the distributions of the overshoot and
undershoots of a high level, for a L\'{e}vy process which drifts to
and satisfies a Cram\'er or a convolution equivalent condition. We derive these
asymptotics under minimal conditions in the Cram\'er case, and compare them
with known results for the convolution equivalent case, drawing attention to
the striking and unexpected fact that they become identical when certain
parameters tend to equality.
Thus, at least regarding these quantities, the "medium-heavy" tailed
convolution equivalent model segues into the "light-tailed" Cram\'er model in a
natural way. This suggests a usefully expanded flexibility for modelling the
insurance risk process. We illustrate this relationship by comparing the
asymptotic distributions obtained for the overshoot and undershoots, assuming
the L\'evy process belongs to the "GTSC" class
A Wiener--Hopf Monte Carlo simulation technique for L\'{e}vy processes
We develop a completely new and straightforward method for simulating the
joint law of the position and running maximum at a fixed time of a general
L\'{e}vy process with a view to application in insurance and financial
mathematics. Although different, our method takes lessons from Carr's so-called
"Canadization" technique as well as Doney's method of stochastic bounds for
L\'{e}vy processes; see Carr [Rev. Fin. Studies 11 (1998) 597--626] and Doney
[Ann. Probab. 32 (2004) 1545-1552]. We rely fundamentally on the Wiener-Hopf
decomposition for L\'{e}vy processes as well as taking advantage of recent
developments in factorization techniques of the latter theory due to Vigon
[Simplifiez vos L\'{e}vy en titillant la factorization de Wiener-Hopf (2002)
Laboratoire de Math\'{e}matiques de L'INSA de Rouen] and Kuznetsov [Ann. Appl.
Probab. 20 (2010) 1801--1830]. We illustrate our Wiener--Hopf Monte Carlo
method on a number of different processes, including a new family of L\'{e}vy
processes called hypergeometric L\'{e}vy processes. Moreover, we illustrate the
robustness of working with a Wiener--Hopf decomposition with two extensions.
The first extension shows that if one can successfully simulate for a given
L\'{e}vy processes then one can successfully simulate for any independent sum
of the latter process and a compound Poisson process. The second extension
illustrates how one may produce a straightforward approximation for simulating
the two-sided exit problem.Comment: Published in at http://dx.doi.org/10.1214/10-AAP746 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Not the End of the Story:Floris Balthasars’ Map of the Siege of Grave (1602) as a Book Illustration for <i>Den Nassauschen Lauren-Crans </i>(1610)
Central to this article are two maps by Floris Balthasarsz van Berckenrode, both on the siege of Grave (1602) by Maurice of Orange during the Dutch Revolt. The first map was in 1602 produced as a news map about the events, the second was a re-edition, published eight years later as a book illustration for Jan Jansz Orlers, Den Nassauschen Lauren-Crans (Leiden 1610). In this article, principles for a new method are introduced to analyse and compare these ‘story maps’ with particular attention to the narrative impact of the map. Using this method in combi-nation with (book) historical research, it argues that the 1610 map should be considered as a ‘memorial map’ that reframes the collective memory of the Dutch Revolt. It emphasizes the dynamic relationship between news, map and book publishing and pleads for a more prominent position of story maps and book illustrations in Early Modern memory landscapes
A Low Noise Amplifier Optimized for a GPS Receiver RF Front End
A cascode LNA was optimized for a GPS receiver radio frequency front end using a 0.18 μm CMOS technology. By careful choice of device geometry, gate and source degeneration inductors, a fully integrated LNA can be optimized to have a low noise figure, a high voltage gain and a wide dynamic range. The optimized LNA has a 1.512 dB noise figure, a –42.05 dB S11, a 20.04 dB voltage gain a –19.82 dB input referred 1-db compression point and a –5.49 dBm third order input intercept point, with a 11.6 mW power consumption
Energy Savings from Implementing Collaborative Beamforming for a Remote Low Power Wireless Sensor Network
This paper outlines the implementation of collaborative beamforming to a remote low power wireless sensor network and presents its energy saving potential. The directivity procured from the beamforming allows power to be saved, which is distributed over the network. This allows each sensor within the network to have the same prolonged lifetime, and thus create a long lasting reliable network. The associated overhead with collaborative beamforming is in conjunction examined, where Single Frequency Networks (SFN) are taken as reference for synchronisation procedures. Finally, the influences of various network operating parameters on the energy benefit that can be obtained from collaborative beamforming in respect to network sizes are presented
Leisure and work, good and bad:The role of activity domain and valence in modeling user experience
Recent research suggests that psychological needs such as competence and relatedness are involved in users’ experience with technology and are related to the perception of a product's hedonic and pragmatic quality. This line of research, however, predominately focuses on positive leisure experiences, and it is unclear whether need fulfillment plays a similar role in negative experiences or in other activity domains such as work. Therefore, this study investigates need fulfillment in positive and negative experiences, and in work and leisure experiences in two separate studies by analyzing almost 600 users’ experiences with technology along with ratings on need fulfillment, affect, and perceived product quality. Results suggest that work and leisure experiences as well as positive and negative experiences differ in terms of need fulfillment. Hence, both activity domain and valence of experiences are important factors that should be taken in account when modeling user experience.</jats:p
Acute dystonic reaction to metoclopramide in patients carrying homozygous cytochrome P450 2D6 genetic polymorphisms
BACKGROUND: Extrapyramidal syndromes (EPS) are clinically relevant side
effects of metoclopramide which are often not anticipated. PATIENTS AND
METHODS: Two patients who received metoclopramide developed an acute
dystonic reaction. Symptoms disappeared after biperiden or trihexyphenidyl
were given. Molecular analysis of the CYP2D6 gene was performed using a
PCR-based method. RESULTS: Both patients were homozygous for inactive
CYP2D6 alleles (CYP2D6*4/*4 and CYP2D6*4/*5), which are associated with
slow drug metabolism. CONCLUSION: Metoclopramide-induced acute dystonic
reactions may occur in patients carrying a CYP2D6 genetic polymorphism
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