Digital Commons Network^™

Life Contingencies With Stochastic Discounting Using Moving Average Models, Steven Haberman, Russell Gerrard, Dimitrios Velmachos

Journal of Actuarial Practice (1993–2006)

This paper offers simplified procedures for calculating moments of functions in life contingencies when the random force of interest is modeled using an unconditional moving average process of order q, MA(q). It extends the MA(l) model that has been used for stochastic discounting. Using the more general MA(q) model allows actuaries to better capture the auto correlation between successive interest rates in a time series.

Independent Claim Report Lags And Bias In Forecasts Using Age-To-Age Factor Methodology, Stewart Gleason

Journal of Actuarial Practice (1993–2006)

This paper finds that when report lags are assumed to be independent, the age-to-age factor method produces biased estimates when applied to claim count development data. Two distributions are considered as models for the ultimate number of claims for an accident period: (0 a Poisson distribution, and (ii) a negative binomial distribution. In the Poisson case, the assumption of independent report lags implies the independence of the total number of claims reported in any two periods. In the negative binomial case, however, assuming that report lags are independent does not imply that increments are independent, and a somewhat different argument …

Voluntary Desegregation Measures Aimed At Achieving A Diverse Student Body Lose Ground In Wessmann V. Gittens, 160 F.3d 790 (1st Cir. 1998), Karey A. Vering

Nebraska Law Review

I. Introduction

II. Wessmann v. Gittens … A. Background ... 1. Affirmative Duties to Desegregate ... 2. Constitutional Analysis of Voluntary Desegregation Measures ... a. Strict Scrutiny ... b. Compelling Governmental Interest: Diversity? ... c. Narrow Tailoring ...B. Facts ... C. First Circuit Court of Appeals Opinion … 1. Strict Scrutiny ... 2. Compelling Governmental Interests ... a. Diversity ... b. Remedying Past Discrimination ... 3. Narrow Tailoring ... 4. Circuit Judge Boudin's Concurrence ... 5. Circuit Judge Lipez's Dissent

III. Analysis: The Trend Away From Voluntary Affirmative Measures to Desegregate Public Schools ... A. Wessmann's Impact on Voluntary …

Qilt: An Approach To Faculty Development And Institutional Self–Improvement, Mike Laycock

To Improve the Academy: A Journal of Educational Development

In a climate of increasing emphasis on quality assurance and extra-institutional quality scrutiny, the author argues that faculty developers have a role in encouraging an enhancement-led culture. Faculty ownership of,and responsibility far, continuous quality improvement can help to provide an engagement with teaching and learning issues and may help to overcome resistance and mistrust. At the University of East London, UK, an enabling, whole-institutional framework called QILT (Quality Improvement in Learning and Teaching), whereby faculty create and implement funded improvement plans, has helped to generate this culture.

Student Collaboration In Faculty Development: Connecting Directly To The Learning Revolution, Milton D. Cox, D. Lynn Sorenson

To Improve the Academy: A Journal of Educational Development

Although faculty developers have worked successfully with faculty to focus on ways to enhance learning and listen to student voices, developers have rarely formed partnerships with students. This chapter reviews established practices involving students directly in faculty development, such as student observer/consultant programs. It also describes the nature, dynamics, and outcomes of some interesting new programs involving students in teaching development activities, thereby empowering students to join developers as change agents ofcampus culture. Finally, this chapter raises issues for faculty developers to reflect on as they consider establishing direct connections-partnerships-with students.

Transforming Introductory Psychology: Trading Ownership For Student Success, Randall E. Osborne, William Browne, Susan J. Shapiro, Walter F. Wagor

To Improve the Academy: A Journal of Educational Development

As colleges struggle to maintain enrollments, many have shifted from a primary focus on recruitment of new students to an increased focus on retaining students once they begin attending the college or university. An examination of introductory courses on our campus, however, revealed significant differences between faculty perceptions of student skills and the actual skills students brought into the classroom. This prompted shifts in the manner in which we teach introductory psychology on our campus in order to enhance the skills necessary for success in survey courses and to provide a foundation of learning and thinking skills that would translate …

Teachnology: Linking Teaching And Technology In Faculty Development, Mei-Yau Shih, Mary Deane Sorcinelli

To Improve the Academy: A Journal of Educational Development

As a coordinator of teaching technologies and director of a center for teaching in a large research university, we have worked collaboratively over the last year to achieve a common goal: to implement and refine several faculty development initiatives that create linkages among the domains of teaching, learning, and technology. In this case study, we will describe the kinds of programs we’ve developedand summarize lessons we’ve learned. We hope that faculty developers on other campuses who are grappling with how to define their mission related to technology and how to work with faculty to integrate teaching and technology can adapt …

Getting Lecturers To Take Discussion Seriously, Stephen Brookfield, Stephen Preskill

To Improve the Academy: A Journal of Educational Development

In this chapter we examine how faculty resistant to experimenting with discussion methods can be encouraged to take them seriously. We begin by acknowledging and addressing publicly the objections to using discussion most frequently raised by skeptical faculty. We then turn to proposing what we believe are the most common reasons why attempts to use discussion sometimes fail: that teachers have unrealistic expectations of the method, that students are unprepared, that reward systems in the classroom are askew, and that teachers have not modeled their own participation in, and commitment to, discussion methods. For each of these reasons we suggest …

Collusive Bidding In The Market For Corporate Control, Joshua M. Fried, R. Preston Mcafee, Melanie S. Williams, Michael A. Williams

Nebraska Law Review

Part I of this article examines the historical evolution of antitrust laws, specifically as they have been applied to the market for corporate control. Part II examines the current judicial opinions advanced which reject the application of antitrust laws to the market for corporate control, including the supposed nonapplicability of antitrust laws to the sale of stock and the implied revocation of the antitrust laws by virtue of the enaction of the Williams Act. Part III addresses the inability of the Securities and Exchange Commission to regulate the market for corporate control via the Williams Act in that there is …

Home Schooling And "Shared" Enrollment: Do Nebraska Public Schools Have An Obligation To Provide Part-Time Instruction?, Tim W. Thompson

Nebraska Law Review

I. Introduction

II. Home Schooling in Nebraska … A. Statutes … B. Case Law … 1. Classroom Instruction … 2. Extracurricular Activities

III. Applicable Nebraska Case Law

IV. Applicable NSAA Regulations

V. Conclusion

Risk Sources In A Life Annuity Portfolio: Decomposition And Measurement Tools, Mariarosaria Coppola, Emilia Di Lorenzo, Marilena Sibillo

Journal of Actuarial Practice (1993–2006)

The paper considers a model for a homogeneous portfolio of whole life annuities immediate. The aim is to study two risk factors: the investment risk and the insurance risk. A stochastic model of the rate of return is used to study these risk factors. Measures of the insurance risk and the investment risk for the entire portfolio are suggested. The problem of the longevity risk is presented, and its consequences with different projections of the mortality tables are analyzed. The model is applied to some concrete cases, and several illustrations show the importance of the two components of the riskiness …

A Comparative Study Of The Performance Of Loss Reserving Methods Through Simulation, Prakash Narayan, Thomas Warthen

Journal of Actuarial Practice (1993–2006)

Actuaries are often asked to provide a range or confidence level for the loss reserve along with a point estimate. Traditional methods of loss reserving do not provide an estimate of the variance of the estimated reserve, and actuaries use various ad hoc methods to derive a range for the indicated reserve. We use a Monte Carlo simulation method to compare various loss reserve estimation methods, including traditional methods and regression-based methods of loss reserving.

Safe-Side Requirements In Life Insurance: A Corporate Perspective, Annamaria Olivieri, Ermanno Pitacco

Journal of Actuarial Practice (1993–2006)

Safe-side requirements concern the assumptions used to calculate premiums in relation to a set of more realistic assumptions. Roughly, safe-side requirements express the capability of premiums to generate positive margins. In a strictly actuarial framework, safe-side requirements are given in terms of some notion of expected profit, calling for assumptions that let such profit be non-negative. An expected profit of zero, however, is not a realistic aim for the insurer. We investigate the notion of conservative assumptions by adopting a unconventional approach. Our focus is the management of the financial resources coming both from premiums and from shareholders' capital. This …

Realistic Pension Funding: A Stochastic Approach, Shih-Chieh Chang

Journal of Actuarial Practice (1993–2006)

The process funding pension plans is viewed as a dynamic control process. Two performance measures are introduced to evaluate the effectiveness of plan contributions: the cost-induced performance measure (CIPM) and the ratio-induced performance measure (RIPM). A dynamic programming approach is used to determining the optimal contributions with the objective of minimizing the performance measure. The methodology developed is applied to a sample of members of Taiwan's Public Employees Pension Plan (Tai-PERS). We show that RIPM produces more stable results than those using CIPM.

Cellar Roots, 2000, Eastern Michigan University's Magazine Of The Literary And Visual Arts, Eastern Michigan University

Cellar Roots

No abstract provided.

What Law Schools Are Doing To Accommodate Students With Learning Disabilities, Donald H. Stone

All Faculty Scholarship

The year 2000 marks the tenth anniversary of the 1990 passage of the Americans with Disabilities Act (“ADA”). It also marks a quarter century since the passage of the Education for All Handicapped Children Act (“EAHCA”). The EAHCA opened the doors for disabled children to receive a free and appropriate education. As a result of this special education law, many disabled young people were able to succeed and are now knocking at law schools' doors seeking admission.

On July 26, 1990, Congress enacted the ADA, a landmark civil rights bill designed to open up all aspects of American life to …

Family Science Demonstration Project Expansion, Brent D. Bowen, Henry R. Lehrer

Pilot Program: School Identification and Mobilization

The Families United in the Discovery (FUN) of Science, Family Science, project that is currently operating at the Santee Community Schools in Niobrara, NE has involved selected students and their teachers. The initial target group was upper elementary children approximately 11- 12 years of age in the school. Santee Community Schools served as a demonstration stage and the project included the parents and family of those children; faculty and staff the school and the NASA Nebraska Space Grant; and members of the NASA Langley Education Office. The primary focus of this initial endeavor as to engage Native American upper elementary …

Review: Cake-Cutting Algorithms: Be Fair If You Can, Francis E. Su

All HMC Faculty Publications and Research

No abstract provided in this article.

A Leveque-Type Lower Bound For Discrepancy, Francis E. Su

All HMC Faculty Publications and Research

A sharp lower bound for discrepancy on R / Z is derived that resembles the upper bound due to LeVeque. An analogous bound is proved for discrepancy on R^k / Z^k. These are discussed in the more general context of the discrepancy of probablity measures. As applications, the bounds are applied to Kronecker sequences and to a random walk on the torus.

Solvent As Electron Donor:  Donor/Acceptor Electronic Coupling Is A Dynamical Variable, Edward W. Castner Jr., Darcy Kennedy '00, Robert J. Cave

All HMC Faculty Publications and Research

We combine analysis of measurements by femtosecond optical spectroscopy, computer simulations, and the generalized Mulliken−Hush (GMH) theory in the study of electron-transfer reactions and electron donor−acceptor interactions. Our focus is on ultrafast photoinduced electron-transfer reactions from aromatic amine solvent donors to excited-state acceptors. The experimental results from femtosecond dynamical measurements fall into three categories:  six coumarin acceptors reductively quenched by N,N-dimethylaniline (DMA), eight electron-donating amine solvents reductively quenching coumarin 152 (7-(dimethylamino)-4-(trifluoromethyl)coumarin), and reductive quenching dynamics of two coumarins by DMA as a function of dilution in the nonreactive solvents toluene and chlorobenzene. Applying a combination of molecular …

Procedural Support For Cooperative Negotiations: Theoretical Design And Practical Implementation, Matthias G. Raith, Francis Su

All HMC Faculty Publications and Research

We discuss the theoretical design of algorithms for solving distributional conflicts within groups. We consider an algorithm to be procedural if the implementation of the outcome requires the participation of the players, or if it can even be conducted by the players themselves without computational assistance. We compare two procedures for multilateral problems of fair division; both establish envy-freeness, given the possibility of monetary compensations between players.

In Situ Stress Tensor Measured In An Alaskan Glacier, W. Tad Pfeffer, Neil Humphrey, B. Amadei, Joel T. Harper, J. Wegmann

Geosciences Faculty Publications

An experimental program at Worthington Glacier, Alaska, U.S.A., has yielded the first in situ measurements of the full stress tensor in glacier ice. Measurements were made with an array of stiff (low-compliance) normal-force sensors frozen into a borehole at 120 m depth. Freezing in temperate ice was accomplished by a down-hole heat exchanger which extracted heat at the rate of 15 W. Under slowly varying stress conditions, relaxation of stress anomalies by viscous creep following drilling of the hole and installation of the sensors allows for equilibration of measured stresses with far-field stresses. Equilibration of local and far-field stresses was …

Inception Of Snapover And Gas Induced Glow Discharges, J. T. Galofaro, B V. Vayner, D C. Ferguson, C D. Thomson, Jr Dennison, R E. Davies

Conference Proceedings

Ground based experiments of the snapover phenomenon were conducted in the large vertical simulation chamber at the Glenn Research Center (GRC) Plasma Interaction Facility (PIF). Two Penning sources provided both argon and xenon plasmas for the experiments. The sources were used to simulate a variety of ionospheric densities pertaining to a spacecraft in a Low Earth Orbital (LEO) environment^1–4. Secondary electron emission is believed responsible for dielectric surface charging, and all subsequent snapover phenomena observed^2,5. Voltage sweeps of conductor potentials versus collected current were recorded in order to examine the specific charging history of each sample. …

Inception Of Snapover And Gas Induced Glow Discharges, J. T. Galofaro, B V. Vayner, W A. Degroot, D C. Ferguson, C D. Thomson, Jr Dennison, R E. Davies

Conference Proceedings

Ground based experiments of the snapover phenomenon were conducted in the large vertical simulation chamber at the Glenn Research Center (GRC) Plasma Interaction Facility (PIF). Two Penning sources provided both argon and xenon plasmas for the experiments. The sources were used to simulate a variety of ionospheric densities pertaining to a spacecraft in a Low Earth Orbital (LEO) environment^1-4. Secondary electron emission is believed responsible for dielectric surface charging, and all subsequent snapover phenomena observed^2,5. Voltage sweeps of conductor potentials versus collected current were recorded in order to examine the specific charging history of each sample. …

Evolution Of Secondary Electron Emission Characteristics Of Spacecraft Surfaces: Importance To Spacecraft Charging, R. E. Davies, Jr Dennison

Journal Articles

Secondary electron emission (SEE) plays a key role in spacecraft charging [Garrett, 1981; Frooninckx and Sojka, 1992] . As a result, spacecraft charging codes require knowledge of the SEE characteristics of various materials in order to predict vehicle potentials in various orbital environments [Katz, et. al., 1986]. Because SEE is a surface phenomenon, occurring in the first few atomic layers of a material, the SEE characteristics of a given surface are extremely sensitive to changes in surface condition—e.g., the addition or removal of surface contaminants, or changes in surface morphology. That spacecraft surfaces …

Good Science In The Public Interest: A Neutral Source Of Friendly Facts?, Lynn E. Dwyer

UC Law Environmental Journal

No abstract provided.

Colby College Catalogue 2000 - 2001, Colby College

Colby Catalogues

Colby College Catalogue: September 2000 - August 2001

Effects Of Longwall Mining On Hydrology, Leslie County, Kentucky Part 2: During-Mining Conditions, Shelley Minns Hutcheson, James A. Kipp, James S. Dinger, Lyle V.A. Sendlein, Daniel I. Carey, Gregory L. Secrist

Report of Investigations--KGS

The effects of longwall coal mining on hydrology in the Eastern Kentucky Coal Field are being investigated. The study area is in the Edd Fork watershed in southern Leslie County, over Shamrock Coal Company's Beech Fork Mine. Longwall panels approximately 700 ft wide are separated by three-entry gateways that are approximately 200 ft wide. The mine is operated in the Fire Clay (Hazard No. 4) coal; overburden thickness ranges from 300 to 800 ft. Mining began in panel 1 in September 1991 and concluded with panel 8 in September 1994. Long-term monitoring consisting of a network of piezometers and time-domain …

A Summer Reading Program For The Educational Enrichment Of Fourth Grade Students, Heather Taylor

Honors Capstones

In order to create a worthwhile reading program, various topics must be researched and discussed. A beneficial reading program does not just consist of reading and discussing a text. Rather, multiple aspects must be included in the program. In researching the topics of reading and writing, a wide variety of results formed both the basis for this paper and for the program itself Instead of specifically researching information on developing reading programs, the research for this program revolved around various topics that would aid in increasing both reading interest and reading comprehension. Increasing these two favors has become the major …

Water Depth (Mtl) At The Deep Edge Of Seagrass Meadows In Tampa Bay Measured By Gps Carrier-Phase Processing: Evaluation Of The Technique, J.O. R. Johansson

Reports

The Tampa Bay Estuary Program (TBEP) has selected seagrass restoration target depths for each major bay segment at which adequate light conditions (20.5% of subsurface PAR irradiance) shall be maintained to ensure seagrass growth and the long-term Tampa Bay seagrass restoration goal of 15,400 ha. To evaluate the progress towards the goal, information on today’s seagrass depth distribution is needed. Specifically, a need exists to accurately determine the water depth at the deep edge of the meadows for each seagrass species in different sections of the bay. A relatively simple technique that provides elevation measurements, related to the mean tide …