Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6

Search results for: Djamil Aissani

6 Stability Bound of Ruin Probability in a Reduced Two-Dimensional Risk Model

Authors: Zina Benouaret, Djamil Aissani


In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.

Keywords: Markov chain, risk models, ruin probabilities, strong stability analysis

Procedia PDF Downloads 179
5 Quality of the Ruin Probabilities Approximation Using the Regenerative Processes Approach regarding to Large Claims

Authors: Safia Hocine, Djamil Aïssani


Risk models, recently studied in the literature, are becoming increasingly complex. It is rare to find explicit analytical relations to calculate the ruin probability. Indeed, the stability issue occurs naturally in ruin theory, when parameters in risk cannot be estimated than with uncertainty. However, in most cases, there are no explicit formulas for the ruin probability. Hence, the interest to obtain explicit stability bounds for these probabilities in different risk models. In this paper, we interest to the stability bounds of the univariate classical risk model established using the regenerative processes approach. By adopting an algorithmic approach, we implement this approximation and determine numerically the bounds of ruin probability in the case of large claims (heavy-tailed distribution).

Keywords: heavy-tailed distribution, large claims, regenerative process, risk model, ruin probability, stability

Procedia PDF Downloads 276
4 Performance of the Strong Stability Method in the Univariate Classical Risk Model

Authors: Safia Hocine, Zina Benouaret, Djamil A¨ıssani


In this paper, we study the performance of the strong stability method of the univariate classical risk model. We interest to the stability bounds established using two approaches. The first based on the strong stability method developed for a general Markov chains. The second approach based on the regenerative processes theory . By adopting an algorithmic procedure, we study the performance of the stability method in the case of exponential distribution claim amounts. After presenting numerically and graphically the stability bounds, an interpretation and comparison of the results have been done.

Keywords: Marcov chain, regenerative process, risk model, ruin probability, strong stability

Procedia PDF Downloads 220
3 Temperature Evolution, Microstructure and Mechanical Properties of Heat-Treatable Aluminum Alloy Welded by Friction Stir Welding: Comparison with Tungsten Inert Gas

Authors: Saliha Gachi, Mouloud Aissani, Fouad Boubenider


Friction Stir Welding (FSW) is a solid-state welding technique that can join material without melting the plates to be welded. In this work, we are interested to demonstrate the potentiality of FSW for joining the heat-treatable aluminum alloy 2024-T3 which is reputed as difficult to be welded by fusion techniques. Thereafter, the FSW joint is compared with another one obtained from a conventional fusion process Tungsten Inert Gas (TIG). FSW welds are made up using an FSW tool mounted on a milling machine. Single pass welding was applied to fabricated TIG joint. The comparison between the two processes has been made on the temperature evolution, mechanical and microstructure behavior. The microstructural examination revealed that FSW weld is composed of four zones: Base metal (BM), Heat affected zone (HAZ), Thermo-mechanical affected zone (THAZ) and the nugget zone (NZ). The NZ exhibits a recrystallized equiaxed refined grains that induce better mechanical properties and good ductility compared to TIG joint where the grains have a larger size in the welded region compared with the BM due to the elevated heat input. The microhardness results show that, in FSW weld, the THAZ contains the lowest microhardness values and increase in the NZ; however, in TIG process, the lowest values are localized on the NZ.

Keywords: friction stir welding, tungsten inert gaz, aluminum, microstructure

Procedia PDF Downloads 182
2 Effect of Psychological Stress to the Mucosal IL-6 and Helicobacter pylori Activity in Functional Dyspepsia and Myocytes

Authors: Eryati Darwin, Arina Widya Murni, Adnil Edwin Nurdin


Background: Functional dyspepsia (FD) is a highly prevalent and heterogeneous disorder. Most patients with FD complain of symptoms related to the intake of meals. Psychological stress may promote peptic ulcer and had an effect on ulcers associated Hp, and may also trigger worsen symptoms in inflammatory disorders of the gastrointestinal. Cells in mucosal gastric stimulate the production of several cytokines, which might associated with Helicobacter pylori infection. The cascade of biological events leading to stress-induced FD remains poorly understood. Aim of Study: To determine the prion-flammatory cytokine IL-6, and Helicobacter pylori activity on mucosal gastric of FD and their association with psychological stress. Methods: The subjects of this study were dyspeptic patients who visited M. Djamil General Hospital and in two Community Health Centers in Padang. On the basis of the stress index scale to identify psychological stress by using Depression Anxiety and Stress Scale (DASS 42), subjects were divided into two groups of 20 each, stress groups and non-stress groups. All diagnoses were confirmed by review of cortisol and esophagogastroduodenoscopy reports. Gastric biopsy samples and peripheral blood were taken during diagnostic procedures. Immunohistochemistry methods were used to determine the expression of IL-6 and Hp in gastric mucosal. The data were statistically analyzed by univariate and bivariate analysis. All procedures of this study were approved by Research Ethics Committee of Medical Faculty Andalas University. Results: In this study, we enrolled 40 FD patients (26 woman and 14 men) in range between 35-56 years old. Cortisol level of blood FD patients as parameter of stress hormone which taken in the morning was significantly higher in stress group than non-stress group. The expression of IL-6 in gastric mucosa was significantly higher in stress group in compared to non-stress group (p<0,05). Helicobacter pylori activity in gastric mucosal in stress group were significantly higher than non-stress group. Conclusion: The present study showed that psychological stress can induce gastric mucosal inflammation and increase of Helicobacter pylori activity.

Keywords: functional dyspepsia, Helicobacter pylori, interleukin-6, psychological stress

Procedia PDF Downloads 216
1 Decision Making on Smart Energy Grid Development for Availability and Security of Supply Achievement Using Reliability Merits

Authors: F. Iberraken, R. Medjoudj, D. Aissani


The development of the smart grids concept is built around two separate definitions, namely: The European one oriented towards sustainable development and the American one oriented towards reliability and security of supply. In this paper, we have investigated reliability merits enabling decision-makers to provide a high quality of service. It is based on system behavior using interruptions and failures modeling and forecasting from one hand and on the contribution of information and communication technologies (ICT) to mitigate catastrophic ones such as blackouts from the other hand. It was found that this concept has been adopted by developing and emerging countries in short and medium terms followed by sustainability concept at long term planning. This work has highlighted the reliability merits such as: Benefits, opportunities, costs and risks considered as consistent units of measuring power customer satisfaction. From the decision making point of view, we have used the analytic hierarchy process (AHP) to achieve customer satisfaction, based on the reliability merits and the contribution of such energy resources. Certainly nowadays, fossil and nuclear ones are dominating energy production but great advances are already made to jump into cleaner ones. It was demonstrated that theses resources are not only environmentally but also economically and socially sustainable. The paper is organized as follows: Section one is devoted to the introduction, where an implicit review of smart grids development is given for the two main concepts (for USA and Europeans countries). The AHP method and the BOCR developments of reliability merits against power customer satisfaction are developed in section two. The benefits where expressed by the high level of availability, maintenance actions applicability and power quality. Opportunities were highlighted by the implementation of ICT in data transfer and processing, the mastering of peak demand control, the decentralization of the production and the power system management in default conditions. Costs were evaluated using cost-benefit analysis, including the investment expenditures in network security, becoming a target to hackers and terrorists, and the profits of operating as decentralized systems, with a reduced energy not supplied, thanks to the availability of storage units issued from renewable resources and to the current power lines (CPL) enabling the power dispatcher to manage optimally the load shedding. For risks, we have razed the adhesion of citizens to contribute financially to the system and to the utility restructuring. What is the degree of their agreement compared to the guarantees proposed by the managers about the information integrity? From technical point of view, have they sufficient information and knowledge to meet a smart home and a smart system? In section three, an application of AHP method is made to achieve power customer satisfaction based on the main energy resources as alternatives, using knowledge issued from a country that has a great advance in energy mutation. Results and discussions are given in section four. It was given us to conclude that the option to a given resource depends on the attitude of the decision maker (prudent, optimistic or pessimistic), and that status quo is neither sustainable nor satisfactory.

Keywords: reliability, AHP, renewable energy resources, smart grids

Procedia PDF Downloads 382