An insurance company, having an initial capital u, receives premiums continuously and pays claims of random sizes at random times. A classical result states that if the rate of premium, c, exceeds the average of the claims paid per unit time, ⋋μ, then the ruin probability decays exponentially fast as...
This thesis considers one of the classical problems in the actuarial mathematics literature, the decay of the probability of ruin in the collective risk model. The
claim number process N(t) is assumed to be a renewal process, the resulting model
being referred as the Sparre Andersen risk model. The inter-claim...
A high-temperature, high-pressure autoclave has been
adapted for use with a high-field nuclear magnetic
resonance spectrometer. The autoclave has an internal
pressure range of atmospheric pressure to 1.5 kbar and a
temperature range of 273 K to 1900 K. The autoclave is
usable in a high field (8 T) magnet...
The increasing volume of young-growth Douglas-fir timber cut in the Pacific Northwest emphasizes the need for more knowledge on the characteristics of lumber sawed from these trees.
The study described here was initiated to learn the extent arid causes of degrade resulting from kiln-drying young-growth Douglas-fir dimension lumber. At the...
Checking was influenced b drying conditions. This influence was greatest before average moisture content reached 20 per cent, but tension in surface layers caused checking even below this point.
Neither high initial dry-bulb temperature nor initial conditions of high equilibrium moisture content were conducive to checking.
High temperature and high...
Continuous process scale-down and emerging markets for low-power/low-voltage mobile systems call for low-voltage analog integrated circuits. Switched-capacitor (SC) circuits are the building blocks for analog signal processing and will encounter severe overdrive problems when operating at low voltage conditions. There exist three techniques to solve the problem, but with their...
We consider a renewal jump diffusion process, more specifically a renewal insurance risk model with investments in a stock whose price is modeled by a geometric Brownian motion. Using Laplace transforms and regular variation theory, we introduce a transparent and unifying analytic method for investigating the asymptotic behavior of ruin...
We investigate the modular properties of a new partition rank, the M-d-rank of overpartitions. In fact this is an infinite family of ranks, indexed by the positive integer d, that gives both the Dyson rank of overpartitions and the overpartition M-2-rank as special cases. The M-d-rank of overpartitions is the...
This thesis presents a novel algorithmic A/D converter to be used in a biosensor. The converter is capable of a conversion rate of 1.5 bits/phase and hence the required conversion time is reduced. The proposed architecture is analyzed for non-ideal effects and compared with existing algorithmic A/D architectures. The converter...