scholarly journals Transition Rule

2020 ◽  
Author(s):  
Keyword(s):  
Author(s):  
Rosy Oh ◽  
Joseph H.T. Kim ◽  
Jae Youn Ahn

In the auto insurance industry, a Bonus-Malus System (BMS) is commonly used as a posteriori risk classification mechanism to set the premium for the next contract period based on a policyholder's claim history. Even though the recent literature reports evidence of a significant dependence between frequency and severity, the current BMS practice is to use a frequency-based transition rule while ignoring severity information. Although Oh et al. [(2020). Bonus-Malus premiums under the dependent frequency-severity modeling. Scandinavian Actuarial Journal 2020(3): 172–195] claimed that the frequency-driven BMS transition rule can accommodate the dependence between frequency and severity, their proposal is only a partial solution, as the transition rule still completely ignores the claim severity and is unable to penalize large claims. In this study, we propose to use the BMS with a transition rule based on both frequency and size of claim, based on the bivariate random effect model, which conveniently allows dependence between frequency and severity. We analytically derive the optimal relativities under the proposed BMS framework and show that the proposed BMS outperforms the existing frequency-driven BMS. Later, numerical experiments are also provided using both hypothetical and actual datasets in order to assess the effect of various dependencies on the BMS risk classification and confirm our theoretical findings.


2013 ◽  
Vol 567 ◽  
pp. 1-5 ◽  
Author(s):  
Serge Monturet ◽  
Mikaël Kepenekian ◽  
Roberto Robles ◽  
Nicolás Lorente ◽  
Christian Joachim

Author(s):  
Xun Wang ◽  
Zhaokui Wang ◽  
Yulin Zhang

Autonomous proximity operations have recently become appealing as space missions. In particular, the estimation of the relative states and inertia properties of a noncooperative spacecraft is an important but challenging problem, because there might be poor priori information about the target. Using only stereovision measurements, this study developed an adaptive unscented Kalman filter to estimate the relative states and moment-of-inertia ratios of a noncooperative spacecraft. Because the accuracy of the initial relative states has an effect on the estimation convergence performance, attention was also given to their determination. The target’s body-fixed frame was defined in parallel to the chaser’s initial body-fixed frame, and then the initial relative attitude was known. After formulating kinematic constraint equations between the relative states and multiple points on the target surface, particle swarm optimization was utilized to determine the initial relative angular velocity. The initial relative position was also determined under the assumption that the initial relative translational velocity was known. To estimate the relative states and moment-of-inertia ratios using the adaptive unscented Kalman filter, the relative attitude dynamic model was reformulated by designing a novel transition rule with five moment-of-inertia ratios, described in the defined target’s body-fixed frame. The moment-of-inertia ratios were added to the state space, and a new state equation with variant process noise covariance matrix Q was formulated. The measurement updating errors of the relative states were utilized to adaptively modify Q so that the filter could estimate the relative states and moment-of-inertia ratios in two stages. Numerical simulations of the adaptive unscented Kalman filter with unknown moment-of-inertia ratios and the standard unscented Kalman filter with known moment-of-inertia ratios were conducted to illustrate the performance of the adaptive unscented Kalman filter. The obtained results showed the satisfactory convergence of the estimation errors of both the relative states and moment-of-inertia ratios with high accuracy.


Author(s):  
Joel Bernstein

The physical and structural fundamentals of polymorphism are introduced, including a review of the phase rule and the thermodynamic relations in polymorphs. The latter are used to introduce energy–temperature diagrams, leading to the definition of the concepts enantiotropism and monotropism describing the thermodynamic relationships between and among polymorphs with appropriate examples. The alternate representation of phase diagram in terms of pressure and temperature is also presented. These lead to a number of rules regarding the relationships between polymorphs and ways to understand and predict some important physical properties: the heat-of-transition rule, the heat-of-fusion rule, the entropy-of-fusion rule, the heat-capacity rule, the density rule, and the infrared rule. Structural aspects include the distinction between crystal form and crystal habit and methods for characterizing and comparing structures in polymorphic systems. Current developments are discussed that deal with the ramifications of nanoscale situations on structural concepts and thermodynamic relationships.


Author(s):  
Subrata Dasgupta

At first blush, computing and biology seem an odd couple, yet they formed a liaison of sorts from the very first years of the electronic digital computer. Following a seminal paper published in 1943 by neurophysiologist Warren McCulloch and mathematical logician Warren Pitts on a mathematical model of neuronal activity, John von Neumann of the Institute of Advanced Study, Princeton, presented at a symposium in 1948 a paper that compared the behaviors of computer circuits and neuronal circuits in the brain. The resulting publication was the fountainhead of what came to be called cellular automata in the 1960s. Von Neumann’s insight was the parallel between the abstraction of biological neurons (nerve cells) as natural binary (on–off) switches and the abstraction of physical computer circuit elements (at the time, relays and vacuum tubes) as artificial binary switches. His ambition was to unify the two and construct a formal universal theory. One remarkable aspect of von Neumann’s program was inspired by the biology: His universal automata must be able to self-reproduce. So his neuron-like automata must be both computational and constructive. In 1955, invited by Yale University to deliver the Silliman Lectures for 1956, von Neumann chose as his topic the relationship between the computer and the brain. He died before being able to deliver the lectures, but the unfinished manuscript was published by Yale University Press under the title The Computer and the Brain (1958). Von Neumann’s definitive writings on self-reproducing cellular automata, edited by his one-time collaborator Arthur Burks of the University of Michigan, was eventually published in 1966 as the book Theory of Self-Reproducing Automata. A possible structure of a von Neumann–style cellular automaton is depicted in Figure 7.1. It comprises a (finite or infinite) configuration of cells in which a cell can be in one of a finite set of states. The state of a cell at any time t is determined by its own state and those of its immediate neighbors in the preceding point of time t – 1, according to a state transition rule.


2019 ◽  
Vol 11 (15) ◽  
pp. 4012 ◽  
Author(s):  
Jing Yang ◽  
Feng Shi ◽  
Yizhong Sun ◽  
Jie Zhu

While cellular automata (CA) has become increasingly popular in land-use and land-cover change (LUCC) simulations, insufficient research has considered the spatiotemporal heterogeneity of urban development strategies and applied it to constrain CA models. Consequently, we proposed to add a zoning transition rule and planning influence that consists of a development grade coefficient and traffic facility coefficient in the CA model to reflect the top-down and heterogeneous characteristics of spatial layout and the dynamic and heterogeneous external interference of traffic facilities on land-use development. Testing the method using Nanjing city as a case study, we show that the optimal combinations of development grade coefficients are different in different districts, and the simulation accuracies are improved by adding the grade coefficients into the model. Moreover, the integration of the traffic facility coefficient does not improve the model accuracy as expected because the deployment of the optimal spatial layout has considered the effect of the subway on land use. Therefore, spatial layout planning is important for urban green, humanistic and sustainable development.


Author(s):  
Li Junjun ◽  
Xu Bowei ◽  
YANG Yongsheng ◽  
Wu Huafeng

<p>Efficient conflict-free routing scheduling of automated guided vehicles (AGVs) in automated logistic systems can improve delivery time, prevent delays, and decrease handling cost. Once potential conflicts present themselves on their road ahead, AGVs may wait for a while until the potential conflicts disappear besides altering their routes. Therefore, AGV conflict-free routing scheduling involves making routing and waiting time decisions simultaneously. This work constructs a conflict-free routing scheduling model for AGVs with consideration of waiting time. The process of the model is based on calculation of the travel time and conflict analysis at the links and nodes. A guided ant colony optimization (GACO) algorithm, in which ants are guided to avoid conflicts by adding a guidance factor to the state transition rule, is developed to solve the model. Simulations are conducted to validate the effectiveness of the model and the solution method.</p>


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