Digital Commons Network^™

An Application Of Control Theory To The Individual Aggregate Cost Method, Alexandros A. Zimbidis, Steven Haberman

Journal of Actuarial Practice (1993–2006)

The paper investigates the individual aggregate cost method (also known as the individual spread-gain method), which is normally applicable in small pension funds or fully contributory schemes, using a control theoretical framework. We construct the difference equations describing the mechanisms of the respective funding method and then calculate the optimal control path of the contribution rate assuming (first) a stochastic and (second) a deterministic pattern for the future investment rates of return. For the first case, the optimal solution is achieved through a linear approximation and using stochastic optimization techniques. It is proved that the contribution rate is (optimally) controlled …

A Modern Approach To Modeling Insurances On Two Lives, Maria Bilikova, Graham Luffrum

Journal of Actuarial Practice (1993–2006)

The analysis of life insurance contracts on two lives using the traditional deterministic approach has been an important part of actuarial education for the past fifty years or more. Recently there has been a shift from this deterministic approach to one using a more modern stochastic approach involving the future lifetime random variable. In this paper we will look at the problem using multiple-state models. In our view this approach allows a deeper analysis than either the traditional or the random future lifetime ones.

Ultimate Ruin Probability For A Time-Series Risk Model With Dependent Classes Of Insurance Business, Lai Mei Wan, Kam Chuen Yuen, Wai Keung Li

Journal of Actuarial Practice (1993–2006)

We consider a discrete-time risk model with m (m ~ 2) dependent classes of insurance business. The claim processes of these m classes are assumed to follow a multivariate autoregressive time-series model of order 1. Given this claims model, we explore the probability of ultimate ruin assuming exponentially bounded claims. As an example, we use simulations to study the case where there are two business and the underlying losses are of two types: bivariate exponential and bivariate gamma claim distributions.

Team Process Review Of The Accelerated Urban Initiative: Toledo Public Schools, Kevin O'Brien, Claudette Robey, Larry C. Ledebur, Billie K. Geyer, K. Toth, Michael Mcgoun

All Maxine Goodman Levin School of Urban Affairs Publications

No abstract provided.

Observations Of Steep Wave Statistics In Open Ocean Waters, Nicholas Scott, Tetsu Hara, Edward J. Walsh, Paul A. Hwang

Graduate School of Oceanography Faculty Publications

A new wavelet analysis methodology is proposed to estimate the statistics of steep waves. The method is applied to open ocean wave height data from the Southern Ocean Waves Experiment (1992) and from a field experiment conducted at Duck, North Carolina (1997). Results show that high wave slope crests appear over a wide range of wavenumbers, with a large amount being much shorter than the dominant wave. At low wave slope thresholds, all wave fields have roughly the same amount of wave crests regardless of wind forcing. The steep wave statistic decays exponentially with the square of the wave slope …

Focus Emu, September 6, 2005, Office Of Public Information

Focus EMU

No abstract provided.

Ramping Up Assessment At The Unlv Libraries, Jeanne M. Brown

Library Faculty Research

Purpose – Sets out to describe the development of an assessment program at UNLV Libraries and current assessment activities.

Design/methodology/approach – Assessment activities are first placed in organizational context, distinguishing between assessment initiated by departments, and assessment done library-wide. Common expressions of resistance to assessment are noted, followed by the library and campus context relating to assessment. The impact of technology and of the LibQual+ survey is discussed.

Findings – Assessment activities at UNLV Libraries have strengthened and diversified over the last several years, thanks to several factors including the guidance of its dean, the development of technology and human …

Csusb Viewbook (2005-2006) [Small Format], California State University, San Bernardino

CSUSB Viewbooks

No abstract provided.

Csusb Viewbook (2005-2006), California State University, San Bernardino

CSUSB Viewbooks

No abstract provided.

Against “Individual Risk”: A Sympathetic Critique Of Risk Assessment, Matthew D. Adler

Faculty Scholarship

No abstract provided.

Going On-Line With Justice Pedagogy: Four Ways Of Looking At A Website, Fran Ansley, Cathy Cochran

Villanova Law Review (1956 - )

No abstract provided.

Bridgewater Magazine, Volume 16, Number 1, Fall 2005, Bridgewater State College

Bridgewater Magazine

Feature stories cover BSC students’ volunteer activities throughout the region; also Alumni Profiles, College News, and Class Notes.

Srt Division Algorithms As Dynamical Systems, Mark Mccann, Nicholas Pippenger

All HMC Faculty Publications and Research

Sweeney--Robertson--Tocher (SRT) division, as it was discovered in the late 1950s, represented an important improvement in the speed of division algorithms for computers at the time. A variant of SRT division is still commonly implemented in computers today. Although some bounds on the performance of the original SRT division method were obtained, a great many questions remained unanswered. In this paper, the original version of SRT division is described as a dynamical system. This enables us to bring modern dynamical systems theory, a relatively new development in mathematics, to bear on an older problem. In doing so, we are able …

The Closed Topological Vertex Via The Cremona Transform, Jim Bryan, Dagan Karp

All HMC Faculty Publications and Research

We compute the local Gromov-Witten invariants of the "closed vertex", that is, a configuration of three rational curves meeting in a single triple point in a Calabi-Yau threefold. The method is to express the local invariants of the vertex in terms of ordinary Gromov-Witten invariants of a certain blowup of CP^3 and then to compute those invariants via the geometry of the Cremona transformation.

Digital Harmony Of Sound And Light, Bill Alves

All HMC Faculty Publications and Research

In the late 1980s and early 1990s I was privileged to work with the computer animation pioneer John Whitney Sr. and was profoundly influenced by his ideas on how to apply musical concepts of harmony to visual arts of motion. at the time of his death in 1995, he and I were planning composition software in which an artist could apply these concepts to create harmonic patterns simultaneously in sound and animation.
Though this idea was never realized beyond certain tests, I have taken this step in my subsequent work in computer-generated music and video in ways inspired by, if …

Evolution Of Subglacial Water Pressure Along A Glacier’S Length, Joel T. Harper, Neil Humphrey, W. Tad Pfeffer, T. J. Fudge, Shad O'Neel

Geosciences Faculty Publications

Observations from along the length of Bench Glacier, Alaska, USA, show that the subglacial water-pressure field undergoes a multiphase transition from a winter mode to a summer mode. Data were collected at the glacier surface, the outlet stream, and in a network of 47 boreholes spanning the length of the 7 km long glacier. The winter pressure field was near overburden, with low-magnitude (centimeter to meter scale) and long-period (days to weeks) variations. During a spring speed-up event, boreholes showed synchronous variations and a slight pressure drop from prior winter values. Diurnal pressure variations followed the speed-up, with their onset …

The Inter-Kid Code Of Social Ethics: Fairness In The Lives Of Fourth Graders, Miriam Dreyer

Graduate Student Independent Studies

How fourth graders understand fairness is the topic of this independent study. Conceptual frameworks were based on the notion that children are actors in the creation of their own social lives. Data was gathered through a series of discussions and written assignments. The author concludes that fourth graders define fairness as a set of shared understanding between children about what is right and wrong. However, this "inter-kid code of ethics" is said to be fluid, and can be applied in a variety of ways in different contexts by children. Equality and kindness are identified as major themes within this code.

Public Versus Private Enforcement Of International Economic Law: Standing And Remedy, Alan O. Sykes

Articles

This paper develops a theory of the rules regarding standing and remedy in international trade and investment agreements. Regarding investment agreements, the paper argues that a credibLe government-to-firm commitment (or signal) that the capital importer will not engage in expropriation or related practices is required and that a private right of action for money damages is the best way to make such a commitment. In trade agreements, by contrast, importing nations have commitments that are best viewed as government to government rather than government to firm. The parties to trade agreements can enhance their mutual political welfare by declining to …

Computer Viruses, Antony Hunt

Senior Seminars

No abstract provided.

Website: 2005 Colby College Undergraduate Research Symposium, Colby College

Undergraduate Research Symposium (UGRS)

Colby College Undergraduate Research Symposium 2005 Website

Contents:

Keynote Speaker

Schedule - Thursday

Schedule - Friday

Poster Program

Associated Sessions

Abstracts

Honors Program

Participating Departments/Programs

Colby College Catalogue 2005 - 2006, Colby College

Colby Catalogues

Colby College Catalogue: September 2005 - August 2006

Kentucky Water Resources Research Institute Annual Technical Report Fy 2004, Kentucky Water Resources Research Institute, University Of Kentucky

KWRRI Annual Technical Reports (USGS’s 104b Grant Program)

The FY 2004 Annual Technical Report for Kentucky consolidates reporting requirements of the Section 104(b) base grant award in a single technical report that includes: 1) a synopsis of each research project supported during the period, 2) a list of related reports, 3) a description of information transfer activities, 4) a summary of student support during the reporting period, and 5) notable achievements and awards during the year.

Population Briefs, Vol. 11, No. 1, Population Council

Population Briefs

IN THIS ISSUE: Mixed success involving men in maternal care worldwide | Bengali perceptions of adult mortality trends distorted | Unsafe behaviors most common among poor women | Maternal health education needed in Pakistan

Evaluation Of A Mechanical System For Reconstructing Soil On Surface Mined Land, John P. Fulton, Larry G. Wells

Biosystems and Agricultural Engineering Faculty Publications

The existence of excessive soil compaction has hindered the surface mining industry from returning land to pre−mining productivity after reclamation, especially on prime farmland soils. Heavy earthmoving equipment used during reclamation tends to generate root−limiting bulk densities that adversely affect plant growth thereby decreasing yields. Therefore, the purpose of this study was to evaluate a mechanism, called the ‘Soil Regenerator,’ which reconstructs soil media at minimum bulk density during surface mine reclamation. The prototype soil forming mechanism was mounted on the front of a conventional bulldozer. Soil was placed in long narrow windrows by a scraper or bulldozer. As the …

Computer Graphics Programming, Heather Barany

Senior Seminars

No abstract provided.

Some Thoughts On Shortsightedness And Intergenerational Equity, Brett M. Frischmann

Loyola University Chicago Law Journal

No abstract provided.

Justice, The Liberal Arts, And Some Basic Training For Lawyers, George Anastaplo

Loyola University Chicago Law Journal

No abstract provided.

Constituent List 2004-2005, Bowling Green State University. Administrative Staff Council

Administrative Staff Council

The records of the Administrative Staff Council (UA-022) are available in print in the Center for Archival Collections.

Electron Transfer And Other Gray Areas: An Interview With Harry B. Gray, Harry B. Gray, Spectrum Editors

The Spectrum

No abstract provided.

Shining Light On The Photodecomposition Of Beer, Kevin Huvaere, Denis De Keukeleire

The Spectrum

No abstract provided.