• Title/Summary/Keyword: compound exponential distribution

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The Ruin Probability in a Risk Model with Injections (재충전이 있는 연속시간 리스크 모형에서 파산확률 연구)

  • Go, Han-Na;Choi, Seung-Kyoung;Lee, Eui-Yong
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.81-87
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    • 2012
  • A continuous time risk model is considered, where the premium rate is constant and the claims form a compound Poisson process. We assume that an injection is made, which is an immediate increase of the surplus up to level u > 0 (initial level), when the level of the surplus goes below ${\tau}$(0 < ${\tau}$ < u). We derive the formula of the ruin probability of the surplus by establishing an integro-differential equation and show that an explicit formula for the ruin probability can be obtained when the amounts of claims independently follow an exponential distribution.

Robust second-order rotatable designs invariably applicable for some lifetime distributions

  • Kim, Jinseog;Das, Rabindra Nath;Singh, Poonam;Lee, Youngjo
    • Communications for Statistical Applications and Methods
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    • v.28 no.6
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    • pp.595-610
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    • 2021
  • Recently a few articles have derived robust first-order rotatable and D-optimal designs for the lifetime response having distributions gamma, lognormal, Weibull, exponential assuming errors that are correlated with different correlation structures such as autocorrelated, intra-class, inter-class, tri-diagonal, compound symmetry. Practically, a first-order model is an adequate approximation to the true surface in a small region of the explanatory variables. A second-order model is always appropriate for an unknown region, or if there is any curvature in the system. The current article aims to extend the ideas of these articles for second-order models. Invariant (free of the above four distributions) robust (free of correlation parameter values) second-order rotatable designs have been derived for the intra-class and inter-class correlated error structures. Second-order rotatability conditions have been derived herein assuming the response follows non-normal distribution (any one of the above four distributions) and errors have a general correlated error structure. These conditions are further simplified under intra-class and inter-class correlated error structures, and second-order rotatable designs are developed under these two structures for the response having anyone of the above four distributions. It is derived herein that robust second-order rotatable designs depend on the respective error variance covariance structure but they are independent of the correlation parameter values, as well as the considered four response lifetime distributions.

Liquid chromatography-tandem mass spectrometric analysis of oleracone D and its application to pharmacokinetic study in mice

  • Lim, Dong Yu;Lee, Tae Yeon;Lee, Jaehyeok;Song, Im-Sook;Han, Young Taek;Choi, Min-Koo
    • Analytical Science and Technology
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    • v.34 no.5
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    • pp.193-201
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    • 2021
  • We have demonstrated a sensitive analytical method of measuring oleracone D in mouse plasma using a liquid chromatography-tandem mass spectrometry (LC-MS/MS). Oleracone D and oleracone F (internal standard) in mouse plasma samples were processed using a liquid-liquid extraction method with methyl tertbutyl ether, resulting in high and reproducible extraction recovery (80.19-82.49 %). No interfering peaks around the peak elution time of oleracone D and oleracone F were observed. The standard calibration curves for oleracone D ranged from 0.5 to 100 ng/mL and were linear with r2 of 0.992. The inter- and intra-day accuracy and precision and the stability fell within the acceptance criteria. The pharmacokinetics of oleracone D following intravenous and oral administration of oleracone D at doses of 5 mg/kg and 30 mg/kg, respectively, were investigated. When oleracone D was intravenously injected, it had first-order elimination kinetics with high clearance and volume of distribution values. The absolute oral bioavailability of this compound was calculated as 0.95 %, with multi-exponential kinetics. The low aqueous solubility and a high oral dose of oleracone D may explain the different elimination kinetics of oleracone D between intravenous and oral administration. Collectively, this newly developed sensitive LC-MS/MS method of oleracone D could be successfully utilized for investigating the pharmacokinetic properties of this compound and could be used in future studies for the lead optimization and biopharmaceutic investigation of oleracone D.

Development of a Sensitive Analytical Method of Polynemoraline C Using LC-MS/MS and Its Application to a Pharmacokinetic Study in Mice

  • Pang, Minyeong;Lee, Jaehyeok;Jeon, Ji-Hyeon;Song, Im-Sook;Han, Young Taek;Choi, Min-Koo
    • Mass Spectrometry Letters
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    • v.12 no.4
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    • pp.200-205
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    • 2021
  • Polynemoraline C, a pyridocoumarin alkaloid, exhibits anticholinergic, anti-inflammatory, antitumor, and antimicrobial activities. A sensitive analytical method of polynemoraline C in mouse plasma was developed and validated using liquid chromatography-tandem mass spectrometry (LC-MS/MS). Polynemoraline C and 13C-caffeine (internal standard) in mouse plasma were extracted using a liquid-liquid extraction method coupled with ethyl acetate. This extraction method resulted in high and reproducible extraction recovery in the range of 73.49%-77.31% with no interfering peaks around the peak retention time of polynemoraline C and 13C-caffeine. The standard calibration curves for polynemoraline C were linear over the range of 0.5-200 ng/mL with r2 > 0.985. The accuracy, precision, and the stability of the data were within acceptable limits on the FDA guideline. After intravenous and oral administration of polynemoraline C at doses of 5 and 30 mg/kg, respectively, the present method was successfully applied to the pharmacokinetic study of polynemoraline C. Polynemoraline C in mouse plasma showed a multi-exponential elimination pattern with a high volume of distribution values. This compound's absolute oral bioavailability was found to be 17.0%. Polynemoraline C's newly developed LC-MS/MS method can be used for further studies on the efficacy, toxicity, and biopharmaceutics of polynemoraline C, as well as its pharmacokinetic studies.

The recombination velocity at III-V compound heterojunctions with applications to Al/$_x$/Ga/$_1-x$/As-GaAs/$_1-y$/Sb/$_y$/ solar cells

  • 김정순
    • 전기의세계
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    • v.28 no.4
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    • pp.53-63
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    • 1979
  • Interface recombination velocity in $Al_{x}$G $a_{1-x}$ As-GaAs and $Al_{0.85}$, G $a_{0.15}$ As-GaA $s_{1-y}$S $b_{y}$ heterojunction systems is studied as a function of lattice mismatch. The results are applied to the design of highly efficient III-V heterojunction solar cells. A horizontal liquid-phase epitaxial growth system was used to prepare p-p-p and p-p-n $Al_{x}$G $a_{1-x}$ As-GaA $s_{1-y}$S $b_{y}$-A $l_{x}$G $a_{1-x}$ As double heterojunction test samples with specified values of x and y. Samples were grown at each composition, with different GaAs and GaAs Sb layer thicknesses. A method was developed to obtain the lattice mismatch and lattice constants in mixed single crystals grown on (100) and (111)B oriented GaAs substrates. In the AlGaAs system, elastic lattice deformation with effective Poisson ratios .mu.$_{eff}$ (100=0.312 and .mu.$_{eff}$ (111B) =0.190 was observed. The lattice constant $a_{0}$ (A $l_{x}$G $a_{1-x}$ As)=5.6532+0.0084x.angs. was obtained at 300K which is in good Agreement with Vegard's law. In the GaAsSb system, although elastic lattice deformation was observed in (111) B-oriented crystals, misfit dislocations reduced the Poisson ratio to zero in (100)-oriented samples. When $a_{0}$ (GaSb)=6.0959 .angs. was assumed at 300K, both (100) and (111)B oriented GaAsSb layers deviated only slightly from Vegard's law. Both (100) and (111)B zero-mismatch $Al_{0.85}$ G $a_{0.15}$As-GaA $s_{1-y}$S $b_{y}$ layers were grown from melts with a weight ratio of $W_{sb}$ / $W_{Ga}$ =0.13 and a growth temperature of 840 to 820 .deg.C. The corresponding Sb compositions were y=0.015 and 0.024 on (100) and (111)B orientations, respectively. This occurs because of a fortuitous in the Sb distribution coefficient with orientation. Interface recombination velocity was estimated from the dependence of the effective minority carrier lifetime on double-heterojunction spacing, using either optical phase-shift or electroluminescence timedecay techniques. The recombination velocity at a (100) interface was reduced from (2 to 3)*10$^{4}$ for y=0 to (6 to 7)*10$^{3}$ cm/sec for lattice-matched $Al_{0.85}$G $a_{0.15}$As-GaA $s_{0.985}$S $b_{0.015}$ Although this reduction is slightly less than that expected from the exponential relationship between interface recombination velocity and lattice mismatch as found in the AlGaAs-GaAs system, solar cells constructed from such a combination of materials should have an excellent spectral response to photons with energies over the full range from 1.4 to 2.6 eV. Similar measurements on a (111) B oriented lattice-matched heterojunction produced some-what larger interface recombination velocities.ities.ities.s.

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