The domestic life insurance industry at present is in the steep competition situation. With the fund accumulated rapidly, which investment strategy the life insurance company should take is very important. Law of Insurance 146th puts the restriction on the investment upper limit of the life insurance company. This research will discuss the influence of this investment restriction on life insurance companies¡¦ asset allocation by the samples of Cathay Life Insurance and Shin Kong Life Insurance, and also evaluate the performances of these two life insurance companies. Moreover, under the investment restriction, this research compares the investment rates of return between the optimal portfolios by different portfolio performance measures and the actual portfolios of the two life insurance companies and also shows that which portfolio performance measure is more suitable for life insurance companies to contribute to the decision-making of the life insurance companies about asset allocation. This research utilizes the Efficient Frontier that is inferred from the Markowitz¡¦s portfolio selection model to apply on the Sharpe measure and the IRp measure to achieve the research¡¦s goal mentioned above. The conclusions of this research are as follows: 1. Evaluated by the Sharpe measure, whether there is the investment restriction or not, the difference is small¡FEvaluated by the IRp measure, then there is the higher expected rate of return and better diversification with no investment restriction. 2.The actual rates of return of Cathay Life Insurance and Shin Kong Life Insurance are below the expected rates of returns of their portfolio evaluated be the Sharpe measure and the IRp measure. Moreover, This two measures show that Cathay Life Insurance has the better investment performance then Shin Kong Life Insurance. 3. Under the investment restriction, the differences between the expected rates of return of the optimal portfolio whether by the Sharpe measure or the IRp measure and the investment rates of return of the actual portfolio of these two companies are caused by the influence of the macro economy. 4. If there is no investment restriction, the optimal portfolio of the IRp measure has the better diversification that fits the conservative character of the life insurance companies.

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We propose a novel call admission control which makes use of ratio-based traffic measurement to estimate the required bandwidth when a new call is issued. Existing approaches fail to estimate properly the required bandwidth. To alleviate the problem, we calculate the ratio between the measured mean rate and the mean rate declared by UPC parameters. The ratio and the target cell loss rate are used to estimate the required bandwidth to make decision if a new call is accepted or rejected. Because of more accurate estimation of required bandwidth, our method can provide a better control on quality of service.

<p>The majority of computers around us are embedded in productsand dedicated to perform certain tasks. A specific task is thecontrol of a dynamic system. The computers are ofteninterconnected by communication networks forming a distributedsystem. Vehicles and manufacturing equipment are two types ofmechatronic machines which often host dedicated computercontrol systems. A research problem is how the real-timebehaviour of the computer system affects the application,especially the control of the dynamic system.</p><p>If the internal or external conditions varies over time, itbecomes difficult to assign a fixed resource reservation thatwill work well in all situations. In general, the more time anapplication gets of a resource, the better its gauged orperceived quality will be. A strategy is to alter the resourcereservation when the condition changes. This can be constructedas a negotiation between competing applications, a method forwhich the term<i>quality of control</i>, QoC, has been coined. Scalability isthe ability to change the structure and configuration of asystem. It promotes evolving systems and a can help manage acomplex product family. An architecture for a QoC middleware ontop of a scalable computer system, has been proposed.</p><p>As a<i>quality measure</i>of a control application, the well-knownweighted quadratic loss function used in optimal control, hasbeen revised to encompass a subset of the so called timingproperties. The timing properties are the periods and thedelays in the control loop, including time-varying period anddelay. They are the interface between control and computerengineering, from a control engineering viewpoint. The qualitymeasure can be used both offline and on-line given a model ofthe sampled-data system and an appropriate description of thetiming properties.</p><p>In order to use a computer system efficiently and toguarantee its responsiveness, real-time scheduling is a must.In fixed priority scheduling each task arrives periodically andhas a fixed priority. A task with a high priority can preempt alow priority task and gain access to the resource. Thebest-case response time characterizes the delays in the system,which is useful from a control viewpoint. A new algorithm tocalculate the<i>best-caseresponse</i>time has been derived. It is based on ascheduling scenario which yields a recurrence equation. Themodel is dual to the well-known worst-case response timeanalysis.</p><p>Besides the dynamic fixed priority scheduling algorithm,optimal control using<i>static scheduling</i>has been studied, assuming a limitedcommunication. In the static schedule, which is constructedpre-runtime, each task is assigned a time window within aschedule repeated in eternity. The optimal scheduling sequenceis sought by optimizing the overall control performance. Aninteresting aspect is that the non-specified control periodfalls out as a result of the<i>optimal schedule</i>. The time-varying delay is accountedfor in the control design.</p><p><b>Keywords:</b>Real-time scheduling, sampled-data control,performance measure, quality of control, limited communication,time-varying delay, jitter.</p>

A technique to detect deviations in sets of systems in a self-organized way is described in this work. System features are extracted to allow compact representation of the system. Distances between systems are calculated by computing distances between the features. The distances are then stored in an affinity matrix. Deviating systems are detected by assuming a statistical model for the affinities. The key idea is to extract features and and identify deviating systems in a self-organized way, using nonlinear techniques for the feature extraction. The results are compared with those achieved with linear techniques, (principal component analysis). The features are computed with principal curves and an isometric feature mapping. In the case of principal curves the feature is the curve itself. In the case of isometric feature mapping is the feature a set of curves in the embedding space. The similarity measure between two representations is either the Hausdorff distance, or the Frechet distance. The deviation detection is performed by computing the probability of each system to be observed given all the other systems. To perform reliable inference the Bootstrapping technique was used. The technique is demonstrated on simulated and on-road vehicle cooling system data. The results show the applicability and comparison with linear techniques.

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In this expository thesis we describe the Bochner integral for functions taking values in a separable Banach space, and we describe how a number of standard definitions and results in real analysis can be extended for these functions, with an emphasis on Hilbert-space-valued functions. We then present a partial vector-valued version of a classical theorem on singular integrals.

We prove that if $1 > \alpha > 1/2$, then there exists a probability measure $\mu$ such that the Hausdorff dimension of its support is $\alpha$ and $\mu*\mu$ is a Lipschitz function of class $\alpha-1/2$.

Treatment–covariate interaction is often used in clinical trials to assess the homogeneity of treatment effects over these subgroups defined by a baseline covariate, which is frequently conducted after primary analysis including all patients is completed. When the endpoint is the time to an event, as in the cancer clinical trials, the Cox proportional hazard model with an interaction term has been used exclusively to test the significance of treatment-covariate interaction in oncology literature. But the proportional hazards assumption may not be satisfied by the data from clinical trials. Although there are several procedures proposed in statistical literature to assess the interaction based on a nonparametric measure of interaction or nonparametric models, some of these procedures do not take into the account of the nature of the data well, while some are very complicated which may have limited their applications in practice. In this thesis, a non-parametric procedure based on the smoothed estimate of Patel–Hoel measure is first derived to test the interaction between the treatment and a binary covariate with censored data. The theoretical distribution of the test statistic of the proposed procedure is derived. The proposed procedure is also evaluated through Monte-Carlo simulations and applications to data from a cancer clinical trial. Jackknifed versions of two test statistics based on nonparametric models are then derived by simplifying these test statistics and applying the jackknife method to estimate their variances. These jackknifed tests are also compared with the smoothed test and other related tests. / Thesis (Ph.D, Mathematics & Statistics) -- Queen's University, 2011-09-27 11:09:28.449