Profit participation annuities: A business profitability analysis within a demographic risk sensitive approach

The aim of the paper is to analyze the performance of a portfolio of participating life annuities, focusing on the minimum acceptable income level throughout the quantiles of the return distribution. The model, in addition to the necessary consideration of the volatility of financial markets, gives a central role to the impact of the longevity phenomenon.

Peer-Assisted VoD Systems: An Efficient Modeling Framework

We analyze a peer-assisted Video-on-Demand (VoD) system in which users contribute their upload bandwidth to the redistribution of a video that they are downloading or that they have cached locally. Our target is to characterize the additional bandwidth that servers must supply to immediately satisfy all requests to watch a given video. We develop an approximate fluid model to compute the required server bandwidth in the sequential delivery case, as well as in controlled nonsequential swarms.

High statistics measurements of pedestrian dynamics

Aiming at a quantitative understanding of basic aspects of pedestrian dynamics, extensive and high-accuracy measurements of real-life pedestrian trajectories have been performed. A measurement strategy based on Microsoft KinectTM has been used. Specifically, more than 100.000 pedestrians have been tracked while walking along a trafficked corridor at the Eindhoven University of Technology, The Netherlands.