• Title/Summary/Keyword: Euler mean

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Diversification, performance and optimal business mix of insurance portfolios

  • Kim, Hyun Tae
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1503-1520
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    • 2013
  • For multi-line insurance companies, allocating the risk capital to each line is a widely-accepted risk management exercise. In this article we consider several applications of the Euler capital allocation. First, we propose visual tools to present the diversification and the line-wise performance for a given loss portfolio so that the risk managers can understand the interactions among the lines. Secondly, on theoretical side, we prove that the Euler allocation is the directional derivative of the marginal or incremental allocation method, an alternative capital allocation rule in the literature. Lastly, we establish the equivalence between the mean-shortfall optimization and the RORAC optimization when the risk adjusted capital is the expected shortfall, and show how to construct the optimal insurance business mix that maximizes the portfolio RORAC. An actual loss sample of an insurance portfolio is used for numerical illustrations.

LINEAR ISOMORPHIC EULER FRACTIONAL DIFFERENCE SEQUENCE SPACES AND THEIR TOEPLITZ DUALS

  • RAJ, KULDIP;AIYUB, M.;SAINI, KAVITA
    • Journal of applied mathematics & informatics
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    • v.40 no.3_4
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    • pp.657-668
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    • 2022
  • In the present paper we introduce and study Euler sequence spaces of fractional difference and backward difference operators. We make an effort to prove that these spaces are BK-spaces and linearly isomorphic. Further, Schauder basis for Euler fractional difference sequence spaces $e^{\varsigma}_{0,p}({\Delta}^{(\tilde{\beta})},\;{\nabla}^m)$ and $e^{\varsigma}_{c,p}({\Delta}^{(\tilde{\beta})},\;{\nabla}^m)$ are also elaborate. In addition to this, we determine the 𝛼-, 𝛽- and 𝛾- duals of these spaces.

Simulation of Trailing Edge Scattering Using Linearized Euler Equations with Source terms (CFD/CAA Hybrid 기법을 이용한 뒷전에서 음향파의 산란모사)

  • Park, Yong-Hwan;Bin, Jong-Hoon;Cheong, Cheol-Ung;Lee, Soo-Gab
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.33 no.7
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    • pp.18-25
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    • 2005
  • In this study, the main focus is the simulation of acoustic wave scattering in trailing edge and the analysis of the generation mechanism of instability wave by the interaction of trailing edge, shear flow and initial disturbance. The numerical algorithm is based on CFD/CAA hybrid method with high-order computational aeroacoustic method. It is found that steady mean flow gradient terms play a crucial role on the generation of instability wave through the comparison of simulations of Simple Linearized Euler Equation and Full Linearized Euler Equation. Through the comparison with the results of Full Navier-Stokes Equation, it is reasonable and efficient to use the Full Linearized Euler Equation in the initial generation mechanism of the instability wave near the trailing edge.

Analysis of instrument exercise using IMU about symmetry

  • Yohan Song;Hyun-Bin Zi;Jihyeon Kim;Hyangshin Ryu;Jaehyo Kim
    • International Journal of Advanced Culture Technology
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    • v.11 no.1
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    • pp.296-305
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    • 2023
  • The purpose of this study is to measure and compare the balance of motion between the left and right using a wearable sensor during upper limb exercise using an exercise equipment. Eight participants were asked to perform upper limb exercise using exercise equipment, and exercise data were measured through IMU sensors attached to both wrists. As a result of the PCA test, Euler Yaw(Left: 0.65, Right: 0.75), Roll(Left: 0.72, Right: 0.58), and Gyro X(Left: 0.64, Right: 0.63) were identified as the main components in the Butterfly exercise, and Euler Pitch(Left: 0.70, Right 0.70) and Gyro Z(Left: 0.70, Right: 0.71) were identified as the main components in the Lat pull down exercise. As a result of the Paired-T test of the Euler value, Yaw's Peak to Peak at Butterfly exercise and Roll's Mean, Yaw's Mean and Period at Lat pull down exercise were smaller than the significance level of 0.05, proving meaningful difference was found. In the Symmetry Index and Symmetry Ratio analysis, 89% of the subjects showed a tendency of dominant limb maintaining relatively higher angular movement performance then non-dominant limb as the Butterfly exercise proceeds. 62.5% of the subjects showed the same tendency during the Lat pull down exercise. These experimental results indicate that meaningful difference at balance of motion was found according to an increase in number of exercise trials.

ON THE PRESCRIBED MEAN CURVATURE PROBLEM ON THE STANDARD n-DIMENSIONAL BALL

  • Bensouf, Aymen
    • Journal of the Korean Mathematical Society
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    • v.53 no.2
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    • pp.287-304
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    • 2016
  • In this paper, we consider the problem of existence of conformal metrics with prescribed mean curvature on the unit ball of ${\mathbb{R}}^n$, $n{\geq}3$. Under the assumption that the order of flatness at critical points of prescribed mean curvature function H(x) is ${\beta}{\in}[1,n-2]$, we give precise estimates on the losses of the compactness and we prove new existence result through an Euler-Hopf type formula.

DEGREE OF APPROXIMATION OF A FUNCTION ASSOCIATED WITH HARDY-LITTLEWOOD SERIES IN WEIGHTED ZYGMUND W(Z(𝜔)r)-CLASS USING EULER-HAUSDORFF SUMMABILITY MEANS

  • Tejaswini Pradhan;G V V Jagannadha Rao
    • Nonlinear Functional Analysis and Applications
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    • v.28 no.4
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    • pp.1035-1049
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    • 2023
  • Approximation of functions of Lipschitz and Zygmund classes have been considered by various researchers under different summability means. In the proposed study, we investigated an estimation of the order of convergence of a function associated with Hardy-Littlewood series in the weighted Zygmund class W(Z(𝜔)r)-class by applying Euler-Hausdorff summability means and subsequently established some (presumably new) results. Moreover, the results obtained here represent the generalization of several known results.

Performance analysis of mixed-flow fans considering the low flow characteristics (저유량 특성을 고려한 사류 송풍기의 성능 해석)

  • Oh, Hyoung Woo;Kim, Kwang-Yong
    • 유체기계공업학회:학술대회논문집
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    • 2000.12a
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    • pp.110-115
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    • 2000
  • The mean streamline analysis using the empirical loss correlations has been developed for performance prediction of industrial mixed-flow fan impellers in the present study. New simple, but effective, models for the additional Euler input work characteristic and an internal recirculation loss due to internal flow reversal under the low flowrate conditions are proposed in this paper. Comparison of overall performance predictions with six sets of test data of mixed-flow fans is accomplished to demonstrate the accuracy of the proposed models. Predicted performance curves by the present set of loss models agree fairly well with experimental data for a variety of mixed-flow fan impellers over the entire operating conditions. The prediction method presented herein can be used efficiently in the conceptual design phase of mixed-flow fan impellers.

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Study on PIV-Based Pressure Estimation Method of Wave Loading under a Fixed Deck

  • Lee, Gang Nam;Duong, Tien Trung;Jung, Kwang Hyo;Suh, Sung Bu;Lee, Jae Yong
    • Journal of Ocean Engineering and Technology
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    • v.34 no.6
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    • pp.419-427
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    • 2020
  • In this study, a particle image velocimetry (PIV)-based pressure estimation method was investigated, with application to the wave-in-deck loading phenomenon. An experimental study was performed in a two-dimensional wave tank using a fixed deck structure under a focused wave, obtaining local pressures by pressure sensors, global loads by load cells, and instantaneous velocity fields using the PIV measurement technique. The PIV-based pressure estimation method was applied using the Euler equation as the governing equation, and the proper time step for the wave impact pressure was studied using the normalized root-mean-square deviation. The pressure estimation method showed good agreement for the local impact pressure in comparison with the measured pressure by the pressure sensors. However, some differences were observed in the peak pressure due to the limitations of the Euler equation and the sampling rate of the measurement system. Using the estimation method, the pressure fields during wave-in-deck loading were determined in the study, with an analysis of the mechanism of impact and negative pressure occurrence.

Calculation of Turbulent Flows Using an Implicit Scheme on Two-Dimensional Unstructured Meshes (2차원 비정렬 격자에서의 내재적 기법을 이용한 난류 유동 재산)

  • Kang Hee Jung;Kwon Oh Joon
    • Journal of computational fluids engineering
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    • v.2 no.2
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    • pp.26-34
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    • 1997
  • An implicit viscous turbulent flow solver is developed for two-dimensional geon unstructured triangular meshes. The flux terms are discretized based on a cell-centered formulation with the Roe's flux-difference splitting. The solution is advanced in time us backward-Euler time-stepping scheme. At each time step, the linear system of equation approximately solved wi th the Gauss-Seidel relaxation scheme. The effect of turbulence is with a standard k-ε two-equation model which is solved separately from the mean flow equation the same backward-Euler time integration scheme. The triangular meshes are generated advancing-front/layer technique. Validations are made for flows over the NACA 0012 airfoil. Douglas 3-element airfoil. Good agreements are obtained between the numerical result experiment.

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