Income and Longevity Revisited: Do High-Earning Women Live Longer?

The empirical relationship between income and longevity has been addressed by a large number of studies, but most were confined to men. In particular, administrative data from public pension systems are less reliable for women because of the loose relationship between own earnings and household income. Following the procedure first used by Hupfeld (2010), we analyze a large data set from the German public pension scheme on women who died between 1994 and 2005, employing both non-parametric and parametric methods. To overcome the problem mentioned above we concentrate on women with relatively long earnings history. We find that the relationship between earnings and life expectancy is very similar for women as for men: Among women who contributed at least for 25 years, a woman at the 90th percentile of the income distribution can expect to live 3 years longer than a woman at the 10th percentile.Life expectancy and income, women, public pensions, Germany

Variance-optimal hedging for processes with stationary independent increments

We determine the variance-optimal hedge when the logarithm of the underlying price follows a process with stationary independent increments in discrete or continuous time. Although the general solution to this problem is known as backward recursion or backward stochastic differential equation, we show that for this class of processes the optimal endowment and strategy can be expressed more explicitly. The corresponding formulas involve the moment, respectively, cumulant generating function of the underlying process and a Laplace- or Fourier-type representation of the contingent claim. An example illustrates that our formulas are fast and easy to evaluate numerically.Comment: Published at http://dx.doi.org/10.1214/105051606000000178 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Multiscale velocity correlations in turbulence and Burgers turbulence: Fusion rules, Markov processes in scale, and multifractal predictions

We compare different approaches towards an effective description of multi-scale velocity field correlations in turbulence. Predictions made by the operator product expansion, the so-called fusion rules, are placed in juxtaposition to an approach that interprets the turbulent energy cascade in terms of a Markov process of velocity increments in scale. We explicitly show that the fusion rules are a direct consequence of the Markov property provided that the structure functions exhibit scaling in the inertial range. Furthermore, the limit case of joint velocity gradient and velocity increment statistics is discussed and put into the context of the notion of dissipative anomaly. We generalize a prediction made by the multifractal (MF) approach derived in [Phys. Rev. Lett. 80, 3244 (1998)] to correlations among inertial range velocity increment and velocity gradients of any order. We show that for the case of squared velocity gradients such a relation can be derived from "first principles" in the case of Burgers equation. Our results are benchmarked by intensive direct numerical simulations of Burgers turbulence.Comment: 18 pages, 6 figure

Advanced Protocols for Peer-to-Peer Data Transmission in Wireless Gigabit Networks

This thesis tackles problems on IEEE 802.11 MAC layer, network layer and application layer, to further push the performance of wireless P2P applications in a holistic way. It contributes to the better understanding and utilization of two major IEEE 802.11 MAC features, frame aggregation and block acknowledgement, to the design and implementation of opportunistic networks on off-the-shelf hardware and proposes a document exchange protocol, including document recommendation. First, this thesis contributes a measurement study of the A-MPDU frame aggregation behavior of IEEE 802.11n in a real-world, multi-hop, indoor mesh testbed. Furthermore, this thesis presents MPDU payload adaptation (MPA) to utilize A-MPDU subframes to increase the overall throughput under bad channel conditions. MPA adapts the size of MAC protocol data units to channel conditions, to increase the throughput and lower the delay in error-prone channels. The results suggest that under erroneous conditions throughput can be maximized by limiting the MPDU size. As second major contribution, this thesis introduces Neighborhood-aware OPPortunistic networking on Smartphones (NOPPoS). NOPPoS creates an opportunistic, pocket-switched network using current generation, off-the-shelf mobile devices. As main novel feature, NOPPoS is highly responsive to node mobility due to periodic, low-energy scans of its environment, using Bluetooth Low Energy advertisements. The last major contribution is the Neighborhood Document Sharing (NDS) protocol. NDS enables users to discover and retrieve arbitrary documents shared by other users in their proximity, i.e. in the communication range of their IEEE 802.11 interface. However, IEEE 802.11 connections are only used on-demand during file transfers and indexing of files in the proximity of the user. Simulations show that NDS interconnects over 90 \% of all devices in communication range. Finally, NDS is extended by the content recommendation system User Preference-based Probability Spreading (UPPS), a graph-based approach. It integrates user-item scoring into a graph-based tag-aware item recommender system. UPPS utilizes novel formulas for affinity and similarity scoring, taking into account user-item preference in the mass diffusion of the recommender system. The presented results show that UPPS is a significant improvement to previous approaches

Ganzkörpergeschichte: Sinne, Sinn und Sinnlichkeit für eine Historische Anthropologie

This article traces the prospects and risks of sensory history for a revised historical anthropology. It argues for an incorporation of the senses into the canon of historical inquiry, as well as for an evaluation of the senses as agents of historical research. Reflecting upon Frank Ankersmit's reading of Johan Huizinga, the article develops an understanding of historical anthropology not only as sensory but also as sensuous histor