Monte Carlo Methods for Insurance Risk Computation

In this paper we consider the problem of computing tail probabilities of the distribution of a random sum of positive random variables. We assume that the individual variables follow a reproducible natural exponential family (NEF) distribution, and that the random number has a NEF counting distribution with a cubic variance function. This specific modelling is supported by data of the aggregated claim distribution of an insurance company. Large tail probabilities are important as they reflect the risk of large losses, however, analytic or numerical expressions are not available. We propose several simulation algorithms which are based on an asymptotic analysis of the distribution of the counting variable and on the reproducibility property of the claim distribution. The aggregated sum is simulated efficiently by importancesampling using an exponential cahnge of measure. We conclude by numerical experiments of these algorithms.Comment: 26 pages, 4 figure

Reply to a Commentary "Asking photons where they have been without telling them what to say"

Interesting objections to conclusions of our experiment with nested interferometers raised by Salih in a recent Commentary are analysed and refuted.Comment: Published version (Frontiers in Physics) to revised version of the Commentar

A nomogram to determine required seed air kerma strength in planar 131 Cesium permanent seed implant brachytherapy

Purpose: Intraoperatively implanted Cesium-131 ( 131 Cs) permanent seed brachytherapy is used to deliver highly localized re-irradiation in recurrent head and neck cancers. A single planar implant of uniform air kerma strength (AKS) seeds and 10 mm seed-to-seed spacing is used to deliver the prescribed dose to a point 5 mm or 10 mm perpendicular to the center of the implant plane. Nomogram tables to quickly determine the required AKS for rectangular and irregularly shaped implants were created and dosimetrically verified. By eliminating the need for a full treatment planning system plan, nomogram tables allow for fast dose calculation for intraoperative re-planning and for a second check method. Material and methods: TG-43U1 recommended parameters were used to create a point-source model in MATLAB. The dose delivered to the prescription point from a single 1 U seed at each possible location in the implant plane was calculated. Implant tables were verified using an independent seed model in MIM Symphony LDR™. Implant tables were used to retrospectively determine seed AKS for previous cases: three rectangular and three irregular. Results: For rectangular implants, the percent difference between required seed AKS calculated using MATLAB and MIM was at most 0.6%. For irregular implants, the percent difference between MATLAB and MIM calculations for individual seed locations was within 1.5% with outliers of less than 3.1% at two distal locations (10.6 cm and 8.8 cm), which have minimal dose contribution to the prescription point. The retrospectively determined AKS for patient implants using nomogram tables agreed with previous calculations within 5% for all six cases. Conclusions: Nomogram tables were created to determine required AKS per seed for planar uniform AKS 131 Cs implants. Comparison with the treatment planning system confirms dosimetric accuracy that is acceptable for use as a second check or for dose calculation in cases of intraoperative re-planning

Tumor bed brachytherapy for locally advanced laryngeal cancer: a feasibility assessment of combination with ferromagnetic hyperthermia

Purpose. To assess the feasibility of adding hyperthermia to an original method of organ-preserving brachytherapy treatment for locally advanced head and neck tumors. Methods and materials. The method involves organ-preserving tumor resection and adjunctive high-dose-rate (HDR) brachytherapy delivered via afterloading catheters. These catheters are embedded in a polymeric implant prepared intraoperatively to fill the resection cavity, allowing precise computer planning of dose distribution in the surrounding at-risk tumor bed tissue. Theoretical and experimental analyzes address the feasibility of heating the tumor bed implant by coupling energy from a 100 kHz magnetic field applied externally into ferromagnetic particles, which are uniformly distributed within the implant. The goal is to combine adjuvant hyperthermia (40 °C–45 °C) to at-risk tissue within 5 mm of the resection cavity for thermal enhancement of radiation and chemotherapy response. Results. A five-year relapse free survival rate of 95.8% was obtained for a select group of 48 male patients with T3N0M0 larynx tumors, when combining organ-preserving surgery with HDR brachytherapy from a tumor bed implant. Anticipating the need for additional treatment in patients with more advanced disease, a theoretical analysis demonstrates the ability to heat at-risk tissue up to 10 mm from the surface of an implant filled with magnetically coupled ferromagnetic balls. Using a laboratory induction heating system, it takes just over 2 min to increase the target tissue temperature by 10 °C using a 19% volume fraction of ferromagnetic spheres in a 2 cm diameter silicone implant. Conclusion. The promising clinical results of a 48 patient pilot study demonstrate the feasibility of a new organ sparing treatment for laryngeal cancer. Anticipating the need for additional therapy, theoretical estimations of potential implant heating are confirmed with laboratory experiments, preparing the way for future implementation of a thermobrachytherapy implant approach for organ-sparing treatment of locally advanced laryngeal cancer

Single institution implementation of permanent 131Cs interstitial brachytherapy for previously irradiated patients with resectable recurrent head and neck carcinoma

Purpose: Permanent interstitial brachytherapy is an appealing treatment modality for patients with locoregional recurrent, resectable head and neck carcinoma (HNC), having previously received radiation. Cesium-131 (131Cs) is a permanent implant brachytherapy isotope, with a low average photon energy of 30 keV and a short half-life of 9.7 days. Exposure to medical staff and family members is low; patient isolation and patient room shielding are not required. This work presents a single institution’s implementation process of utilizing an intraoperative, permanent 131Cs implant for patients with completely resected recurrent HNC. Materials & Methods: Fifteen patients receiving 131Cs permanent seed brachytherapy were included in this analysis. The process of pre-planning, selecting the dose prescription, seed ordering, intraoperative procedures, post-implant planning, and radiation safety protocols are described. Results: Tumor volumes were contoured on the available preoperative PET/CT scans and a pre-implant treatment plan was created using uniform source strength and uniform 1 cm seed spacing. Implants were performed intraoperatively, following tumor resection. In five of the fifteen cases, intraoperative findings necessitated a change from the planned number of seeds and recalculation of the pre-implant plan. The average prescription dose was 56.1 ±6.6 Gy (range, 40-60 Gy). The average seed strength used was 2.2 ±0.2 U (3.5 ±0.3 mCi). Patients returned to a recovery room on a standard surgical floor and remained inpatients, without radiation safety restrictions, based on standard surgical recovery protocols. A post-implant treatment plan was generated based on immediate post-operative CT imaging to verify the seed distribution and confirm delivery of the prescription dose. Patients were provided educational information regarding radiation safety recommendations. Conclusions: Cesium-131 interstitial brachytherapy is feasible and does not pose major radiation safety concerns; it should be considered as a treatment option for previously irradiated patients with recurrent, resectable HNC

An all-optical event horizon in an optical analogue of a Laval nozzle

Exploiting the fact that light propagation in defocusing nonlinear media can mimic the transonic flow of an equivalent fluid, we demonstrate experimentally the formation of an all-optical event horizon in a waveguide structure akin to a hydrodynamic Laval nozzle. The analogue event horizon, which forms at the nozzle throat is suggested as a novel platform for analogous gravity experiments

Interaction-induced localization of anomalously-diffracting nonlinear waves

We study experimentally the interactions between normal solitons and tilted beams in glass waveguide arrays. We find that as a tilted beam, traversing away from a normally propagating soliton, coincides with the self-defocusing regime of the array, it can be refocused and routed back into any of the intermediate sites due to the interaction, as a function of the initial phase difference. Numerically, distinct parameter regimes exhibiting this behavior of the interaction are identified.Comment: Physical Review Letters, in pres

Stripe Fluctuations, Carriers, Spectroscopies, Transport, and BCS-BEC Crossover in the High-T_c Cuprates

The quasiparticles of the high-T_c cuprates are found to consist of: polaron-like "stripons" carrying charge, and associated primarily with large-U orbitals in stripe-like inhomogeneities; "quasielectrons" carrying charge and spin, and associated with hybridized small-U and large-U orbitals; and "svivons" carrying spin and lattice distortion. It is shown that this electronic structure leads to the systematic behavior of spectroscopic and transport properties of the cuprates. High-T_c pairing results from transitions between pair states of stripons and quasielectrons through the exchange of svivons. The cuprates fall in the regime of crossover between BCS and preformed-pairs Bose-Einstein condensation behaviors.Comment: Latex file, 8 pages (new version including a figure