Search results for: force of ruin

Authors: Sule Sahin, Basak Bulut Karageyik

Abstract:

This paper introduces a hazard rate function for the time of ruin to calculate the conditional probability of ruin for very small intervals. We call this function the force of ruin (FoR). We obtain the expected time of ruin and conditional expected time of ruin from the exact finite time ruin probability with exponential claim amounts. Then we introduce the FoR which gives the conditional probability of ruin and the condition is that ruin has not occurred at time t. We analyse the behavior of the FoR function for different initial surpluses over a specific time interval. We also obtain FoR under the excess of loss reinsurance arrangement and examine the effect of reinsurance on the FoR.

Keywords: conditional time of ruin, finite time ruin probability, force of ruin, reinsurance

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Authors: Ahmet Kaya

Abstract:

Incoming cash flows and outgoing claims play an important role to determine how is companies’ profit or loss. In this matter, ruin probability provides to describe vulnerability of the companies against ruin. Quantum mechanism is one of the significant approaches to model ruin probability as stochastically. Using the Hamiltonian method, we have performed formalisation of quantum mechanics < x|e-ᵗᴴ|x' > and obtained the transition probability of 2x2 and 3x3 matrix as traditional and eigenvector basis where A is a ruin operator and H|x' > is a Schroedinger equation. This operator A and Schroedinger equation are defined by a Hamiltonian matrix H. As a result, probability of not to be in ruin can be simulated and calculated as stochastically.

Keywords: ruin probability, quantum mechanics, Hamiltonian technique, operator approach

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Authors: Ahmet Kaya

Abstract:

Quantum mechanism is one of the most important approaches to calculating non-ruin probability. We apply standard Dirac notation to model given Hamiltonians. By using the traditional method and eigenvector basis, non-ruin probability is found for several examples. Also, non-ruin probability is calculated for two different Hamiltonian by using the tensor product. Finally, the path integral method is applied to the examples and comparison is made for stochastic simulations and path integral calculation.

Keywords: quantum physics, Hamiltonian system, path integral, tensor product, ruin probability

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Authors: Safia Hocine, Djamil Aïssani

Abstract:

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

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Authors: Yuanjin Liu

Abstract:

Retirement withdrawal strategies are very important to minimize the probability of ruin in retirement. The ruin probability is modeled as a function of initial withdrawal age, gender, asset allocation, inflation rate, and initial withdrawal rate. The ruin probability is obtained based on the 2019 period life table for the Social Security, IRS Required Minimum Distribution (RMD) Worksheets, US historical bond and equity returns, and inflation rates using simulation. Several popular machine learning algorithms of the generalized additive model, random forest, support vector machine, extreme gradient boosting, and artificial neural network are built. The model validation and selection are based on the test errors using hyperparameter tuning and train-test split. The optimal model is recommended for retirees to monitor the ruin probability. The optimal withdrawal strategy can be obtained based on the optimal predictive model.

Keywords: ruin probability, retirement withdrawal strategies, predictive models, optimal model

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Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: ruin probability, compound poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions

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Authors: Zina Benouaret, Djamil Aissani

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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

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Authors: Uche A. Ibekwe

Abstract:

Pension funds are pooled assets which are established to provide income for retirees. The funds are usually regulated to check excessive risk taking by fund managers. In Nigeria, the current defined contribution (DC) pension scheme appears to contain some overly stringent restrictions which might be hampering its successful implementation. Notable among these restrictions is the 25 percent maximum limit on investment in ordinary shares of quoted companies. This paper examines the extent to which these restrictions affect pension replacement rates at retirement. The study made use of both simulated and historical asset return distributions using mean-variance, regression analysis and ruin-risk analyses, the study found that the current equity investment restriction policy in Nigeria reduces replacement rates at retirement.

Keywords: equity investment, replacement rates, restrictions, ruin-risk

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Authors: Zhaojunfeng

Abstract:

Driven by the national policy of "East Data and Western Calculation", the computing first network will attract a new wave of development. As the foundation of the development of the computing first network, the computing force bearer network has become the key direction of technology research and development in the industry. This article will analyze typical computing force application scenarios and bearing requirements and sort out the SLA indicators of computing force applications. On this basis, this article carries out research and discussion on the key technologies of computing force bearer network in a slice packet network, and finally, gives evolution policy for SPN computing force bearer network to support the development of SPN computing force bearer network technology and network deployment.

Keywords: component-computing force bearing, bearing requirements of computing force application, dual-SLA indicators for computing force applications, SRv6, evolution strategies

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Authors: Mohsen Farshad

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Information and force definition has been intertwined with the concept of entropy for many years. The displacement information of degrees of freedom with Brownian motions at a given temperature in space emerges as an entropic force between species. Here, we use this concept of entropy to understand the underlying physics behind the formation of attractive and repulsive forces by imagining that space is filled with free Brownian degrees of freedom. We incorporate the radius of bodies and the distance between them into entropic force relation systematically. Using this modified gravitational entropic force, we derive the attractive entropic force between bodies without considering their spin. We further hypothesize a possible mechanism for the formation of the repulsive force between two bodies. We visually elaborate that the repulsive entropic force will be manifested through the rotation of degrees of freedom around the spinning particles.

Keywords: entropy, information, force, Brownian Motions

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Authors: Junkyeong Kim, Jooyoung Park, Aoqi Zhang, Seunghee Park

Abstract:

The tensile force of Pre-Stressed Concrete (PSC) girder is the most important factor for evaluating the performance of PSC girder bridges. To measure the tensile force of PSC girder, several NDT methods were studied. However, conventional NDT method cannot be applied to the real-size PSC girder because the PS tendons could not be approached. To measure the tensile force of real-size PSC girder, this study proposed embedded EM sensor based tensile force estimation method. The embedded EM sensor could be installed inside of PSC girder as a sheath joint before the concrete casting. After curing process, the PS tendons were installed, and the tensile force was induced step by step using hydraulic jacking machine. The B-H loop was measured using embedded EM sensor at each tensile force steps and to compare with actual tensile force, the load cell was installed at each end of girder. The magnetization energy loss, that is the closed area of B-H loop, was decreased according to the increase of tensile force with regular pattern. Thus, the tensile force could be estimated by the tracking the change of magnetization energy loss of PS tendons. Through the experimental result, the proposed method can be used to estimate the tensile force of the in-situ real-size PSC girder bridge.

Keywords: tensile force estimation, embedded EM sensor, magnetization energy loss, PSC girder

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Authors: T. C. Bera, A. Bansal, D. Nema

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During performing turning operation, cutting force plays a significant role in metal cutting process affecting tool-work piece deflection, vibration and eventually part quality. The present research work aims to develop a mechanistic cutting force model and to study the mechanistic constants used in the force model in case of turning operation. The proposed model can be used for the reliable and accurate estimation of the cutting forces establishing relationship of various force components (cutting force and feed force) with uncut chip thickness. The accurate estimation of cutting force is required to improve thin-walled part accuracy by controlling the tool-work piece deflection induced surface errors and tool-work piece vibration.

Keywords: turning, cutting forces, cutting constants, uncut chip thickness

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Authors: Vahid Sabermand, Yousef Hojjat, Majid Hasanzadeh

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This paper contains two main parts. In the first part of paper we simulated and studied three type of electrode patterns used in various industries for suspension and handling of the semiconductor and glass and we selected the best pattern by evaluating the electrostatic force, which was comb pattern electrode. In the second part, we investigated the parameters affecting the amount of electrostatic force such as the gap between surface and electrode (g), the electrode width (w), the gap between electrodes (t), the surface permittivity and electrode Length and methods of improvement of adhesion force by changing these values.

Keywords: electrostatic force, electrostatic adhesion, electrostatic chuck, electrostatic application in industry, electroadhesive grippers

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Authors: Dunwen Zuo, Yongfang Deng, Bo Song

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An attempt is made here to measure the forces of three directions, under conditions of different feed speeds, different tilt angles of tool and without or with the pin on the tool, by using octagonal ring dynamometer in the AA2024 aluminum FSJ (Friction Stir Joining) process, and investigate how four main factors influence forces in the FSJ process. It is found that, high feed speed lead to small feed force and small lateral force, but high feed speed leads to large feed force in the stable joining stage of process. As the rotational speed increasing, the time of axial force drop from the maximum to the minimum required increased in the push-up process. In the stable joining stage, the rotational speed has little effect on the feed force; large rotational speed leads to small lateral force and axial force. The maximum axial force increases as the tilt angle of tool increases at the downward movement stage. At the moment of start feeding, as tilt angle of tool increases, the amplitudes of the axial force increasing become large. In the stable joining stage, with the increase of tilt angle of tool, the axial force is increased, the lateral force is decreased, and the feed force almost unchanged. The tool with pin will decrease axial force in the downward movement stage. The feed force and lateral force will increase, but the axial force will reduced in the stable joining stage by using the tool with pin compare to by using the tool without pin.

Keywords: FSJ, force factor, AA2024 aluminum, friction stir joining

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Authors: Sheng-Che Chen, Keng-Ren Lin, Che-Hsin Lin, Hao-Yuan Tseng, Chih-Han Chang

Abstract:

Teeth play an important role in providing the essential nutrients. The force loading of chewing on the crow is important condition to evaluate long-term success of many dental treatments. However, the quantification of the force regarding forces are distributed over the dental crow is still not well recognized. This study presents an industrial-grade piezoelectric-based multilayer ceramic capacitors (MLCCs) force sensor for measuring the distribution of the force distribute over the first molar. The developed sensor array is based on a flexible polyimide electrode and barium titanate-based MLCCs. MLCCs are commonly used in the electronic industry and it is a typical electric component composed of BaTiO₃, which is used as a capacitive material. The most important is that it also can be used as a force-sensing component by its piezoelectric property. In this study, to increase the sensitivity as well as to reduce the variation of different MLCCs, a treatment process is utilized. The MLCC force sensors are able to measure large forces (above 500 N), making them suitable for measuring the bite forces on the tooth crown. Moreover, the sensors also show good force response and good repeatability.

Keywords: force sensor array, multilayer ceramic capacitors, occlusal force, piezoelectric

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Authors: W. R. Li, J. K. Xia, R. Q. Peng, Z. Y. Guo, L. Jiang

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According to 3D magnetic circuit of the transverse flux PM linear machine, distribution law is presented, and analytical expression of axial end flux leakage is derived using numerical method. Maxwell stress tensor is used to solve detent force of mover. A 3D finite element model of the transverse flux PM machine is built to analyze the flux distribution and detent force. Experimental results of the prototype verified the validity of axial end flux leakage and detent force theoretical derivation, the research on axial end flux leakage and detent force provides a valuable reference to other types of linear machine.

Keywords: axial end flux leakage, detent force, flux distribution, transverse flux PM linear machine

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Authors: Bharti Gupta, Alaukik Sharma

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The first aim is to determine the effect of the Earth's magnetic field on the motion of a conductor to evaluate the variations of the orbital elements of the conductor due to these effects. The effects of Earth's magnetic field on the motion of conductors have been studied at different heights, longitudes and latitudes. When the conductor cut the geomagnetic line of force, then an electro-motive force (EMF) is induced across to the conductor. Due to this induced EMF, an induced current will flow through the conductor. Resulting, a Lorentz force will be applied on the conductor who opposes the motion of the conductor. So our second aim is to determine the accurate value of Induced EMF and induced Lorentz Force at different heights, longitudes and latitudes.

Keywords: induced EMF, Lorentz force, geomagnetic lines of force, moving conductor

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Authors: ByoungJoon Yu, Junkyeong Kim, Seunghee Park

Abstract:

The tensile force estimation PS tendons is in great demand on monitoring the structural health condition of PSC girder bridges. Measuring the tensile force of the PS tendons inside the PSC girder using conventional methods is hard due to its location. In this paper, an embedded EM sensor based tensile force estimation of PS tendon was carried out by measuring the permeability of the PS tendons in PSC girder. The permeability is changed due to the induced tensile force by the magneto-elastic effect and the effect then lead to the gradient change of the B-H curve. An experiment was performed to obtain the signals from the EM sensor using three down-scaled PSC girder models. The permeability of PS tendons was proportionally decreased according to the increase of the tensile forces. To verify the experiment results, a simulation of tensile force estimation will be conducted in further study. Consequently, it is expected that both the experiment results and the simulation results increase the accuracy of the tensile force estimation, and then it could be one of the solutions for evaluating the performance of PSC girder.

Keywords: tensile force estimation, embedded EM sensor, PSC girder, EM sensor simulation, cross section loss

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Authors: Yi Ming Zhang, Zhan Xi Wang, Hang Chen, Gang Wang

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Manual polishing has problems such as high labor intensity, low production efficiency and difficulty in guaranteeing the consistency of polishing quality. It is more and more necessary to replace manual polishing with robot polishing. Polishing force directly affects the quality of polishing, so accurate tracking and control of polishing force is one of the most important conditions for improving the accuracy of robot polishing. The traditional force control strategy is difficult to adapt to the strong coupling of force control and position control during the robot polishing process. Therefore, based on the analysis of force-based impedance control and position-based impedance control, this paper proposed a new type of adaptive controller. Based on force feedback control of active compliance control, the controller can adaptively estimate the stiffness and position of the external environment and eliminate the steady-state force error produced by traditional impedance control. The simulation results of the model shows that the adaptive controller has good adaptability to changing environmental positions and environmental stiffness, and can accurately track and control polishing force.

Keywords: robot polishing, force feedback, impedance control, adaptive control

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Authors: Roselyn Zaman, Mobarak Hossain

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A new mathematical model is developed to study crack breathing behavior considering effect of angular position of unbalanced force at different crack locations. Crack breathing behavior has been determined using effectual bending angle by studying the transient change of the crack area. Different crack breathing behavior of the unbalanced shaft has been observed for different combination of angular position of unbalanced force with crack location except crack locations 0.3L and 0.8335L, where L is the total length of the shaft, where unbalanced shaft behave completely like the balanced shaft. Based on different combination of angular position of unbalanced force with crack location, the stiffness of unbalanced shaft can be divided into three regions. An unbalanced shaft is overall stiffer than a balanced shaft when angular position of unbalance force is between 90° to 270° and crack located between 0.3L and 0.8335L, and it is overall flexible when the crack located in outside this crack region. On the other hand, it is overall flexible when angular position of unbalanced force is between 0° to 90° or 270° to 360° and crack located in middle region and it is overall stiffer for outside this crack region.

Keywords: cracked shaft, crack location, shaft stiffness, unbalanced force, and unbalanced force orientation

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Authors: Nouby Ghazaly

Abstract:

The present paper investigates experimentally the effect coefficient of friction at different operation conditions on the variation of the brake temperature, brake force, and brake vibration with the braking time. All the experimental tests were carried out using brake dynamometer which designed and constructed in Vehicle Dynamic Laboratory. The results indicate that the brake temperature increases with the increase of the normal force and sliding speed especially with the increase of the braking time. The normal force has the effect on increasing the brake force. On the contrary, the vehicle speed has the effect on decreasing the brake force. Both the normal force and sliding speed affect the brake vibration according to the friction behavior.

Keywords: brake dynamometer, coefficient of friction, drum brake vibrations, friction behavior

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Authors: Pelin Su Firat, Sohyung Cho

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Biopsy or aspiration procedures are known to be complicated as they involve the penetration of a needle through human tissues, including vital organs. This research presents the design of a force sensor-guided device to be used with syringes and needles for aspiration and biopsy. The development of the device was aimed to help accomplish accurate needle placement and increase the performance of the surgeon in navigating the tool and tracking the target. Specifically, a prototype for a force-sensor embedded syringe has been created using 3D (3-Dimensional) modeling and printing techniques in which two different force sensors were used to provide significant force feedback to users during the operations when needles pernitrate different tissues. From the extensive tests using synthetic tissues, it is shown that the proposed syringe design has accomplished the desired accuracy, efficiency, repeatability, and effectiveness. Further development is desirable through usability tests.

Keywords: biopsy, syringe, force sensors, haptic feedback

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Authors: Fashad Amini, Lin Li

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High performance turf reinforcement mat (HPTRM) is one of the most advanced flexible armoring technologies for severe erosion challenges. The effect of turbulence on the slope stability of an earthen levee strengthened by high performance turf reinforcement mat (HPTRM) is investigated in this study for combined storm surge and wave overtopping conditions. The results show that turbulence has strong influence on the slope stability during the combined storm surge and wave overtopping conditions. Among the surge height, peak wave force and turbulent force. The turbulent force has the ability to stabilize the earthen levee at the large wave force the turbulent force has strongest effect on the FS. The surge storm acts as an independent force on the slope stability of the earthen levee. It just adds to the effects of the turbulent force and wave force on the slope stability of HPTRM strengthened levee.

Keywords: slope stability, strength reduction method, HPTRM, levee, overtopping

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Authors: Mohammad Taghi Karimi, Maryam Hasan Zahraee

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Background: Low back pain (LBP) is a common health and socioeconomic problem, especially the chronic one. The joint contact force is an important parameter during walking which increases the incidence of injury and degenerative joint disease. To our best knowledge, there are not enough evidences in literature on the muscular forces and joint contact forces in subjects with low back pain. Purpose: The main hypothesis associated with this research was that joint contact force of L4/L5 of non-specific chronic low back pain subjects was the same as that of normal. Therefore, the aim of this study was to determine the joint contact force difference between non-specific chronic low back pain and normal subjects. Method: This was an experimental-comparative study. 20 normal subjects and 20 non-specific chronic low back pain patients were recruited in this study. Qualysis motion analysis system and a Kistler force plate were used to collect the motions and the force applied on the leg, respectively. OpenSimm software used to determine joint contact force and muscle forces in this study. Some parameters such as force applied on the legs (pelvis), kinematic of hip and pelvic, peaks of muscles, force of trunk musculature and joint contact force of L5/S1 were used for further analysis. Differences between mean values of all data were measured using two-sample t-test among the subjects. Results: The force produced by Semitendinosus, Biceps Femoris, and Adductor muscles were significantly different between low back pain and normal subjects. Moreover, the mean value of breaking component of the force of the knee joint increased significantly in low back pain subjects, besides a significant decrease in mean value of the vertical component of joint reaction force compared to the normal ones. Conclusions: The forces produced by the trunk and pelvic muscles, and joint contact forces differ significantly between low back pain and normal subjects. It seems that those with non-specific chronic low back pain use trunk muscles more than normal subjects to stabilize the pelvic during walking.

Keywords: low back pain, joint contact force, kinetic, muscle force

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Authors: Océane Grosset, Charles Pézerat, Jean-Hugh Thomas, Frédéric Ablitzer

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This paper presents a method to take into account the fluid-structure coupling into an inverse method, the Force Analysis Technique (FAT). The FAT method, also called RIFF method (Filtered Windowed Inverse Resolution), allows to identify the force distribution from local vibration field. In order to only identify the external force applied on a structure, it is necessary to quantify the fluid-structure coupling, especially in naval application, where the fluid is heavy. This method can be decomposed in two parts, the first one consists in identifying the fluid-structure coupling and the second one to introduced it in the FAT method to reconstruct the external force. Results of simulations on a plate coupled with a cavity filled with water are presented.

Keywords: aeroacoustics, fluid-structure coupling, inverse methods, naval, turbulent flow

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Authors: Maamar Yahiaoui, Abdelrrahmene Kechich, Ismail Elkhallile Bousserhene

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This article presents a study in simulation by means of MATLAB/Simulink software of the nonlinear control in positioning of a linear synchronous machine with the esteemed force of load, to have effective control in the estimator in all tests the wished trajectory follows and the disturbance of load start. The results of simulation prove clearly that the control proposed can detect the reference of positioning the value estimates of load force equal to the actual value.

Keywords: mathematical model, Matlab, PMLSM, control, linearization, estimator, force, load, current

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Authors: Sorayya Kazemi, Hamed Kharrati, Mehdi Abedinpour Fallah

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This paper presents the design and implementation of a novel electric pressure-sensitive toothbrush, capable of measuring the forces applied to the head of the brush. The developed device is used for gum recession measurement. In particular, the percentage of gum recession is measured by a Programmable Automation controller (PAC). Moreover, the brushing forces are measured by a Force Sensing Resistor (FSR) sensor. These forces are analog inputs of PAC. According to the applied forces during patient’s brushing and the patient’s percentage of gum recession, dentist sets the standard force range. The instrument alarms when the patient applies a force over the set range.

Keywords: gum recession, force sensing resistor, controller, toothbrush

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Authors: Andrew Youssef, David Matthews, Jie Pan

Abstract:

Identifying the magnitude and direction of a force on an elastic solid is highly desirable, as this allows for investigation and continual monitoring of the dynamic loading. This was traditionally conducted by connecting the solid to the supporting structure by multi-axial force transducer, providing that the transducer will not change the mounting conditions. Polyvinylidene fluoride (PVDF) film is a versatile force transducer that can be easily embedded in structures. Here a PVDF sensor array is embedded inside a simple structure in an effort to determine the force vector applied to the structure is an inverse problem. In this paper, forces of different magnitudes and directions where applied to the structure with an impact hammer, and the output of the PVDF was captured and processed to gain an estimate of the forces applied by the hammer. The outcome extends the scope of application of PVDF sensors for measuring the external or contact force vectors.

Keywords: embedded sensor, monitoring, PVDF, vibration

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Authors: Somojit Saha, Rohit K. Chatterjee, Sarit K. Das, Avijit Kar

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A new force field is designed for propagation of the parametric contour into deep narrow cortical fold in the application of knowledge based reconstruction of cerebral cortex from MR image of brain. Designing of this force field is highly inspired by the Generalized Gradient Vector Flow (GGVF) model and markedly differs in manipulation of image information in order to determine the direction of propagation of the contour. While GGVF uses edge map as its main driving force, the newly designed force field uses the map of distance between zero valued pixels and their nearest non-zero valued pixel as its main driving force. Hence, it is called Zero-Non-Zero Distance (ZNZD) force field. The objective of this force field is forceful propagation of the contour beyond spurious convergence due to partial volume effect (PVE) in to narrow sulcal fold. Being function of the corresponding non-zero pixel value, the force field has got an inherent property to determine spuriousness of the edge automatically. It is effectively applied along with some morphological processing in the application of cortical reconstruction to breach the hindrance of PVE in narrow sulci where conventional GGVF fails.

Keywords: deformable model, external force field, partial volume effect, cortical reconstruction, MR image of brain

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Authors: Devinder Singh, Arvind Kumar, Rajneesh Kumar

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The general solution of the equations for a homogeneous isotropic microstretch thermo elastic medium with mass diffusion for two dimensional problems is obtained due to normal and tangential forces. The integral transform technique is used to obtain the components of displacements, microrotation, stress and mass concentration, temperature change and mass concentration. A particular case of interest is deduced from the present investigation.

Keywords: normal force, tangential force, microstretch, thermoelastic, the integral transform technique, deforming force, microstress force, boundary value problem

Procedia PDF Downloads 580