Catastrophe models capable of rapid data ingestion, loss estimation and visualization are required for postevent analysis of catastrophic events such as earthquakes. This paper describes the design and development of the Automated Post-Event Earthquake Loss Estimation and Visualization (APE-ELEV) system for real-time estimation and visualization of losses incurred due to earthquakes. A model fo...

ABSTRACT: Edible coatings made from whey protein concentrate (WPC) and gellan gum (G) were investigated for their capacity to preserve the quality of Malus domestica cv Golab apples. WPC and gellan gum coatings at different concentrations plasticized with glycerol (Gly) were tested. Postharvest storage quality condition testes included weight loss, color and texture changes, titratable acidity ...

dentinogenesis imperfecta (di) is a hereditary dentin defect caused by an autosomal dominant mutation in dentin sialophosphoprotein gene. defective dentin development results in discolored teeth that are prone to wear and fracture. early diagnosis and proper treatment are necessary to achieve better functional and esthetic results and minimize nutritional deficiencies and psychosocial distress....

In riskless intertemporal choice, experimental studies suggest that a decision maker prefers smoothing a utility distribution implied by a sequence of outcomes. This paper extends, in an axiomatic framework, this notion of utility smoothing to a stochastic setting. We show that such an application can provide an axiomatic model of loss aversion in dynamic choice under uncertainty, which contras...

This paper contains measured data for 2.5 & 60 GHz in-building partition loss. Path loss measurements were recorded using a broadband sliding correlator channel sounder which recorded over 39,000 Power Delay Profiles (PDPs) in 22 separate locations in a modern office building. Transmitters and receivers were separated by distances ranging from 3.5 to 27.4 meters, and were separated by a variety...

This paper studies the expected return of a stock investment with a stop-loss strategy. The probability density function for the investment value is formulated as the solution for a boundary value problem of a partial differential equation. Then, the expected value is manipulated as a function of the stop-loss probability. Two examples are solved by an analytic method. Finally, we design a boun...