Comparison of net premiums from the point of view of minimum variance: Two approaches

1972 ◽  
Vol 1972 (1) ◽  
pp. 57-64 ◽  
Author(s):  
A. V. Kharshikar
Keyword(s):  
Minimum Variance ◽  
Point Of View

scholarly journals Developing a Multi-channel Beamformer by Enhancing Spatially Constrained ICA for Recovery of Correlated EEG Sources

2018 ◽  
Author(s):  
N Samadzadehaghdam ◽  
B MakkiAbadi ◽  
E Eqlimi ◽  
F Mohagheghian ◽  
H Khajehpoor ◽  
...  
Keyword(s):  
Mean Squared Error ◽  
Partial Information ◽  
Minimum Variance ◽  
Point Of View ◽  
The Body ◽  
Correlated Sources ◽  
Source Imaging ◽  
Neuron Populations ◽  
Eeg Data ◽  
Robust Beamformer

Background: Brain source imaging based on electroencephalogram (EEG) data aims to recover the neuron populations’ activity producing the scalp potentials. This procedure is known as the EEG inverse problem. Recently, beamformers have gained a lot of consideration in the EEG inverse problem.Objective: Beamformers lack acceptable performance in the case of correlated brain sources. These sources happen when some regions of the brain have simultaneous or correlated activities such as auditory stimulation or moving left and right extremities of the body at the same time. In this paper, we have developed a multichannel beamformer robust to correlated sources. Material and Methods: We have looked at the problem of brain source imaging and beamforming from a blind source separation point of view. We focused on the spatially constraint independent component analysis (scICA) algorithm, which generally benefits from the pre-known partial information of mixing matrix, and modified the steps of the algorithm in a way that makes it more robust to correlated sources. We called the modified scICA algorithm Multichannel ICA based EEG Beamformer (MIEB).Results: We evaluated the proposed algorithm on simulated EEG data and compared its performance quantitatively with three algorithms: scICA, linearly-constrained minimum-variance (LCMV) and Dual-Core beamformers; it is considered that the latter is specially designed to reconstruct correlated sources.Conclusion:The MIEB algorithm has much better performance in terms of normalized mean squared error in recovering the correlated/uncorrelated sources both in noise free and noisy synthetic EEG signals. Therefore, it could be used as a robust beamformer in recovering correlated brain sources. 

scholarly journals Minimum Variance Reinsurance

1962 ◽  
Vol 2 (2) ◽  
pp. 257-260 ◽  
Author(s):  
Stefan Vajda
Keyword(s):  
Minimum Variance ◽  
Point Of View ◽  
Stieltjes Integral ◽  
Optimum Amount ◽  
Natural Conditions ◽  
Excess Loss ◽  
Total Claim ◽  
Image Position ◽  
Stop Loss ◽  
Elegant Proof

In a paper entitled “An Attempt to Determine the Optimum Amount of Stop Loss Reinsurance” (XVIth Int. Congr. Act. Bruxelles 1960) Karl Borch has shown that, if the reinsurance premium is given, the smallest variance of the cedent's payments is obtained by a stop-loss reinsurance contract. Paul Markham Kahn, in “Some Remarks on a Recent Paper by Borch”, a paper read to the 1961 Astin Colloquium, has given an elegant proof of this theorem which appears to apply also to cases not considered by Borch. In this paper we study the problem from the reinsurer's point of view and it will be seen that, under natural conditions which are also used in the proof of the Borch-Kahn theorem, the minimum variance of the reinsurer's payments is obtained by a quota contract. This focusses attention on a peculiar opposition of interests of the two partners of a reinsurance contract. However, we do not enter any further into the investigation of a possible resolution of this conflict.We study a problem concerning the division of risk between a cedent and his reinsurer. The risk may refer to a whole portfolio (in which case one might consider a Stop-Loss contract), or to a single contract (when an Excess-Loss contract is a possibility). We shall here use the nomenclature of a portfolio reinsurance.Let it be assumed that a function F(x) is known which gives the probability of a total claim not exceeding x. We have then in Stieltjes integral notationThe two partners to a reinsurance arrangement agree that the reinsurer reimburses m(x).x out of a claim of x, where m(x) is a continuous and differentiate function of x and o ≤ m(x) ≤ 1.

scholarly journals Best Choice for Investment-Islamic Equity or Sukuk?

2016 ◽  
Vol 4 (1) ◽  
pp. 053
Author(s):  
Akhmad Yusuf Khoiruddin
Keyword(s):  
Capital Market ◽  
Minimum Variance ◽  
Point Of View ◽  
Statistical Testing ◽  
Portfolio Investment ◽  
Short Term ◽  
Measurement Tools ◽  
Minimum Variance Portfolio ◽  
Unit Trust ◽  
Main Instrument

Islamic capital market is an important part in the development of Islamic economics especially in providing a mobilization of fund to the efficient economic source and provides liquidity to the Islamic finance institution such as Islamic bank etc. There are two main instrumens in Islamic capital market namely Islamic equity and sukuk. In investmet point of view, the raise question is what is the best choises of investment between islamic equity and sukuk. The objective of this research to describe the return and the risk profile of Islamic equity and sukuk in the world. Second, this paper will conduct study about the chance to arrange Islamic portfolio investment consist of two securities namely, sukuk and Islamic equity. To analyze this, researchers will use some tools in capital market theories including portfolio theory, minimum variance portfolio, Sharpe, Jansen, Treynor and RAP model.  Thirdly, this paper will test the different level of return between Islamic equity and sukuk. The main instrument is statistical analysis, and SPSS. This research found that based on quantitative analysis Sukuk provides a better return as well as lower risk. However, in the short term, islamic equity is often provide a higher return than sukuk. From the several measurement tools, this research also finds that sukuk has a better performance than islamic equity. In  contrast, statistical testing shows that there are no significance differences return between Islamic equity and sukuk from 2005 till 2010.  Therefore, this research suggest that investor/peple who want to increase their wealth and prefer to invest in islamic capital market, they should make a islamic portfolio include some securities component, sukuk, islamic equity, islamic unit trust, islamic etf, etc.

The Geosciences Applied to Lunar Exploration

1962 ◽  
Vol 14 ◽  
pp. 169-257 ◽  
Author(s):  
J. Green
Keyword(s):  
Lunar Surface ◽  
Probable Mechanism ◽  
Point Of View ◽  
Lunar Exploration ◽  
Geological Model ◽  
Apply Geophysics ◽  
Surface Features ◽  
The Impact

The term geo-sciences has been used here to include the disciplines geology, geophysics and geochemistry. However, in order to apply geophysics and geochemistry effectively one must begin with a geological model. Therefore, the science of geology should be used as the basis for lunar exploration. From an astronomical point of view, a lunar terrain heavily impacted with meteors appears the more reasonable; although from a geological standpoint, volcanism seems the more probable mechanism. A surface liberally marked with volcanic features has been advocated by such geologists as Bülow, Dana, Suess, von Wolff, Shaler, Spurr, and Kuno. In this paper, both the impact and volcanic hypotheses are considered in the application of the geo-sciences to manned lunar exploration. However, more emphasis is placed on the volcanic, or more correctly the defluidization, hypothesis to account for lunar surface features.

How a sheperd guides a sheep herd?

1984 ◽  
Vol 75 ◽  
pp. 331-337
Author(s):  
Richard Greenberg
Keyword(s):  
Point Of View ◽  
Single Ring ◽  
Damping Effects ◽  
Ring Particle

ABSTRACTThe mechanism by which a shepherd satellite exerts a confining torque on a ring is considered from the point of view of a single ring particle. It is still not clear how one might most meaningfully include damping effects and other collisional processes into this type of approach to the problem.

The growth of mica polytypes as studied by conventional and high-resolution TEM

1983 ◽  
Vol 41 ◽  
pp. 174-177
Author(s):  
A. Baronnet ◽  
M. Amouric
Keyword(s):  
Water Pressure ◽  
Point Of View ◽  
Temperature Fields ◽  
Natural Occurrence ◽  
Growth Mechanisms ◽  
Long Period ◽  
High Resolution Tem ◽  
Layer Stacking ◽  
Experimental Works ◽  
Potential Use

The origin of mica polytypes has long been a challenging problem for crystal- lographers, mineralogists and petrologists. From the petrological point of view, interest in this field arose from the potential use of layer stacking data to furnish further informations about equilibrium and/or kinetic conditions prevailing during the crystallization of the widespread mica-bearing rocks. From the compilation of previous experimental works dealing with the occurrence domains of the various mica "polymorphs" (1Mr, 1M, 2M1, 2M2 and 3T) within water-pressure vs temperature fields, it became clear that most of these modifications should be considered as metastable for a fixed mica species. Furthermore, the natural occurrence of long-period (or complex) polytypes could not be accounted for by phase considerations. This highlighted the need of a more detailed kinetic approach of the problem and, in particular, of the role growth mechanisms of basal faces could play in this crystallographic phenomenon.

Radiation Damage in Ceramics

1982 ◽  
Vol 40 ◽  
pp. 600-603
Author(s):  
T. E. Mitchell ◽  
M. R. Pascucci ◽  
R. A. Youngman
Keyword(s):  
Radiation Damage ◽  
Outer Space ◽  
Point Of View ◽  
Nuclear Waste Storage ◽  
Waste Storage ◽  
Storage Media ◽  
Transmission Electron ◽  
Fundamental Point ◽  
Small Defect ◽  
Present Understanding

1. Introduction. Studies of radiation damage in ceramics are of interest not only from a fundamental point of view but also because it is important to understand the behavior of ceramics in various practical radiation enyironments- fission and fusion reactors, nuclear waste storage media, ion-implantation devices, outer space, etc. A great deal of work has been done on the spectroscopy of point defects and small defect clusters in ceramics, but relatively little has been performed on defect agglomeration using transmission electron microscopy (TEM) in the same kind of detail that has been so successful in metals. This article will assess our present understanding of radiation damage in ceramics with illustrations using results obtained from the authors' work.

Structural aspects of osmoregulation in porphyra

1978 ◽  
Vol 36 (2) ◽  
pp. 412-413
Author(s):  
C. Wiencke ◽  
A. Lauchli
Keyword(s):  
Culture Medium ◽  
Point Of View ◽  
Chemical Fixation ◽  
Cellular Organization ◽  
Osmotic Adaptation ◽  
Osmotic Balance ◽  
Activity Of Enzymes ◽  
Osmotic Agents ◽  
Vacuolar System ◽  
Structural Aspects

Osmoregulatory mechanisms in algae were investigated mainly from a physiological point of view (KAUSS 1977, HELLEBUST 1976). In Porphyra two osmotic agents, i. e. floridoside/isofloridoside (KAUSS 1968) and certain ions, such as K+ and Na+(EPPLEY et al. 1960) are considered for osmotic balance. Accumulations of ions (particularly Na+) in the cytoplasm during osmotic adaptation is improbable, because the activity of enzymes is generally inhibited by high ionic concentrations (FLOWERS et al. 1977).The cellular organization of Porphyra was studied with special emphasis on the development of the vacuolar system under different hyperosmotic conditions. Porphyra was cultivated at various strengths of the culture medium ASP 12 (PROVASOLI 1961) ranging from normal to 6 times concentrated (6x) culture medium. Por electron microscopy freeze fracturing was used (specimens fixed in 2% glutaraldehyde and incubated in 30% glycerol, preparation in a BALZERS BA 360 M apparatus), because chemical fixation gave poor results.

Elucidation of block boundaries as the dissolution channels in hydrated cement

1978 ◽  
Vol 36 (1) ◽  
pp. 484-485
Author(s):  
N.V. Belov ◽  
U.I. Papiashwili ◽  
B.E. Yudovich
Keyword(s):  
Liquid Phase ◽  
Grain Boundaries ◽  
Benzoyl Peroxide ◽  
Phase Contrast ◽  
Active Role ◽  
Point Of View ◽  
Hardened Cement ◽  
Hydrated Cement ◽  
Hardened Cement Paste

It has been almost universally adopted that dissolution of solids proceeds with development of uniform, continuous frontiers of reaction.However this point of view is doubtful / 1 /. E.g. we have proved the active role of the block (grain) boundaries in the main phases of cement, these boundaries being the areas of hydrate phases' nucleation / 2 /. It has brought to the supposition that the dissolution frontier of cement particles in water is discrete. It seems also probable that the dissolution proceeds through the channels, which serve both for the liquid phase movement and for the drainage of the incongruant solution products. These channels can be appeared along the block boundaries.In order to demonsrate it, we have offered the method of phase-contrast impregnation of the hardened cement paste with the solution of methyl metacrylahe and benzoyl peroxide. The viscosity of this solution is equal to that of water.

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