TY - JOUR A1 - Gaigall, Daniel T1 - Test for Changes in the Modeled Solvency Capital Requirement of an Internal Risk Model JF - ASTIN Bulletin N2 - In the context of the Solvency II directive, the operation of an internal risk model is a possible way for risk assessment and for the determination of the solvency capital requirement of an insurance company in the European Union. A Monte Carlo procedure is customary to generate a model output. To be compliant with the directive, validation of the internal risk model is conducted on the basis of the model output. For this purpose, we suggest a new test for checking whether there is a significant change in the modeled solvency capital requirement. Asymptotic properties of the test statistic are investigated and a bootstrap approximation is justified. A simulation study investigates the performance of the test in the finite sample case and confirms the theoretical results. The internal risk model and the application of the test is illustrated in a simplified example. The method has more general usage for inference of a broad class of law-invariant and coherent risk measures on the basis of a paired sample. KW - Bootstrap KW - Empirical process KW - Functional Delta Method KW - Hadamard differentiability KW - Paired sample Y1 - 2021 U6 - https://doi.org/10.1017/asb.2021.20 SN - 1783-1350 VL - 51 IS - 3 SP - 813 EP - 837 PB - Cambridge Univ. Press CY - Cambridge ER - TY - BOOK A1 - Staat, Manfred A1 - Digel, Ilya A1 - Trzewik, Jürgen A1 - Sielemann, Stefanie A1 - Erni, Daniel A1 - Zylka, Waldemar T1 - Symposium Proceedings; 4th YRA MedTech Symposium 2024 : February 1 / 2024 / FH Aachen Y1 - 2024 SN - 978-3-940402-65-3 U6 - https://doi.org/10.17185/duepublico/81475 PB - Universität Duisburg-Essen CY - Duisburg ER - TY - CHAP A1 - Engelmann, Ulrich M. A1 - Baumann, Martin ED - Lindinger, Markus ED - Bartsch, Oliver T1 - Moderationsexpertise - das Mindset T2 - IT-Servicemanagement N2 - Teamsitzungen, Arbeitsgruppentreffen, Kickoffs und Meetings – sie alle werden mit dem Ziel durchgeführt, innerhalb einer vorgegebenen Zeitspanne ein gemeinsames Arbeitsziel zu erreichen. Damit die Zielerreichung auch bei komplexeren Arbeitsaufträgen nicht vom Zufall abhängt, empfiehlt es sich, die Leitung des Ablaufs einem Moderator zu übertragen. In diesem Beitrag einer dreiteiligen Serie wird beschrieben, über welches Mindset der Moderator verfügen sollte, welche grundsätzlichen Methoden hilfreich sind und was bei der Onlinemoderation im Besonderen zu beachten ist. Y1 - 2023 SN - 978-3-8249-1154-7 SP - Kapitel 05530 PB - TÜV-Verlag CY - Köln ET - 54. Update ER - TY - BOOK A1 - Laack, Walter van T1 - Aufruf zum Nachdenken: Corona und neue Kriege – Wie kann die Menschheit überleben? T1 - Call for Reflection: Corona and New Wars – How can Mankind survive? Y1 - 2022 SN - 978-3-936624-56-4 N1 - Dritter Band der Buchreihe “Vorträge & Einsichten – Lectures & Insights” und hier das zweite “Upside-Down-Buch”: Deutsche und englische Version in einem Buch. PB - van Laack GmbH CY - Aachen ER - TY - JOUR A1 - Engelmann, Ulrich M. A1 - Simsek, Beril A1 - Shalaby, Ahmed A1 - Krause, Hans-Joachim T1 - Key contributors to signal generation in frequency mixing magnetic detection (FMMD): an in silico study JF - Sensors N2 - Frequency mixing magnetic detection (FMMD) is a sensitive and selective technique to detect magnetic nanoparticles (MNPs) serving as probes for binding biological targets. Its principle relies on the nonlinear magnetic relaxation dynamics of a particle ensemble interacting with a dual frequency external magnetic field. In order to increase its sensitivity, lower its limit of detection and overall improve its applicability in biosensing, matching combinations of external field parameters and internal particle properties are being sought to advance FMMD. In this study, we systematically probe the aforementioned interaction with coupled Néel–Brownian dynamic relaxation simulations to examine how key MNP properties as well as applied field parameters affect the frequency mixing signal generation. It is found that the core size of MNPs dominates their nonlinear magnetic response, with the strongest contributions from the largest particles. The drive field amplitude dominates the shape of the field-dependent response, whereas effective anisotropy and hydrodynamic size of the particles only weakly influence the signal generation in FMMD. For tailoring the MNP properties and parameters of the setup towards optimal FMMD signal generation, our findings suggest choosing large particles of core sizes dc > 25 nm nm with narrow size distributions (σ < 0.1) to minimize the required drive field amplitude. This allows potential improvements of FMMD as a stand-alone application, as well as advances in magnetic particle imaging, hyperthermia and magnetic immunoassays. KW - key performance indicators KW - magnetic biosensing KW - coupled Néel–Brownian relaxation dynamics KW - frequency mixing magnetic detection KW - magnetic relaxation KW - micromagnetic simulation KW - magnetic nanoparticles Y1 - 2024 U6 - https://doi.org/10.3390/s24061945 SN - 1424-8220 N1 - This article belongs to the Special Issue "Advances in Magnetic Sensors and Their Applications" VL - 24 IS - 6 PB - MDPI CY - Basel ER - TY - JOUR A1 - Rhoden, Imke A1 - Ball, Christopher Stephen A1 - Grajewski, Matthias A1 - Kuckshinrich, Wilhelm T1 - Reverse engineering of stakeholder preferences – A multi-criteria assessment of the German passenger car sector JF - Renewable and Sustainable Energy Reviews N2 - Germany is a frontrunner in setting frameworks for the transition to a low-carbon system. The mobility sector plays a significant role in this shift, affecting different people and groups on multiple levels. Without acceptance from these stakeholders, emission targets are out of reach. This research analyzes how the heterogeneous preferences of various stakeholders align with the transformation of the mobility sector, looking at the extent to which the German transformation paths are supported and where stakeholders are located. Under the research objective of comparing stakeholders' preferences to identify which car segments require additional support for a successful climate transition, a status quo of stakeholders and car performance criteria is the foundation for the analysis. Stakeholders' hidden preferences hinder the derivation of criteria weightings from stakeholders; therefore, a ranking from observed preferences is used. This study's inverse multi-criteria decision analysis means that weightings can be predicted and used together with a recalibrated performance matrix to explore future preferences toward car segments. Results show that stakeholders prefer medium-sized cars, with the trend pointing towards the increased potential for alternative propulsion technologies and electrified vehicles. These insights can guide the improved targeting of policy supporting the energy and mobility transformation. Additionally, the method proposed in this work can fully handle subjective approaches while incorporating a priori information. A software implementation of the proposed method completes this work and is made publicly available. KW - Regionalization KW - Multi-criteria decision analysis KW - Preference assessment KW - E-Mobility KW - Mobility transition Y1 - 2023 U6 - https://doi.org/10.1016/j.rser.2023.113352 SN - 1364-0321 VL - 181 IS - July 2023 SP - Article number: 113352 PB - Elsevier CY - Amsterdam ER - TY - JOUR A1 - Baringhaus, Ludwig A1 - Gaigall, Daniel T1 - On an independence test approach to the goodness-of-fit problem JF - Journal of Multivariate Analysis N2 - Let X₁,…,Xₙ be independent and identically distributed random variables with distribution F. Assuming that there are measurable functions f:R²→R and g:R²→R characterizing a family F of distributions on the Borel sets of R in the way that the random variables f(X₁,X₂),g(X₁,X₂) are independent, if and only if F∈F, we propose to treat the testing problem H:F∈F,K:F∉F by applying a consistent nonparametric independence test to the bivariate sample variables (f(Xᵢ,Xⱼ),g(Xᵢ,Xⱼ)),1⩽i,j⩽n,i≠j. A parametric bootstrap procedure needed to get critical values is shown to work. The consistency of the test is discussed. The power performance of the procedure is compared with that of the classical tests of Kolmogorov–Smirnov and Cramér–von Mises in the special cases where F is the family of gamma distributions or the family of inverse Gaussian distributions. KW - Goodness-of-fit test KW - Independence test KW - Parametric bootstrap KW - Vapnik–Čhervonenkis class KW - Gamma distribution Y1 - 2015 U6 - https://doi.org/10.1016/j.jmva.2015.05.013 SN - 0047-259X VL - 2015 IS - 140 SP - 193 EP - 208 PB - Elsevier CY - Amsterdam ER - TY - JOUR A1 - Breuß, Michael A1 - Kleefeld, Andreas T1 - Implicit monotone difference methods for scalar conservation laws with source terms JF - Acta Mathematica Vietnamica N2 - In this article, a concept of implicit methods for scalar conservation laws in one or more spatial dimensions allowing also for source terms of various types is presented. This material is a significant extension of previous work of the first author (Breuß SIAM J. Numer. Anal. 43(3), 970–986 2005). Implicit notions are developed that are centered around a monotonicity criterion. We demonstrate a connection between a numerical scheme and a discrete entropy inequality, which is based on a classical approach by Crandall and Majda. Additionally, three implicit methods are investigated using the developed notions. Next, we conduct a convergence proof which is not based on a classical compactness argument. Finally, the theoretical results are confirmed by various numerical tests. KW - Entropy solution KW - Source term KW - Monotone methods KW - Implicit methods KW - Finite difference methods KW - Conservation laws Y1 - 2020 U6 - https://doi.org/10.1007/s40306-019-00354-1 SN - 2315-4144 N1 - Corresponding author: Andreas Kleefeld VL - 45 SP - 709 EP - 738 PB - Springer Singapore CY - Singapore ER - TY - CHAP A1 - Simsek, Beril A1 - Krause, Hans-Joachim A1 - Engelmann, Ulrich M. ED - Digel, Ilya ED - Staat, Manfred ED - Trzewik, Jürgen ED - Sielemann, Stefanie ED - Erni, Daniel ED - Zylka, Waldemar T1 - Magnetic biosensing with magnetic nanoparticles: Simulative approach to predict signal intensity in frequency mixing magnetic detection T2 - YRA MedTech Symposium (2024) N2 - Magnetic nanoparticles (MNP) are investigated with great interest for biomedical applications in diagnostics (e.g. imaging: magnetic particle imaging (MPI)), therapeutics (e.g. hyperthermia: magnetic fluid hyperthermia (MFH)) and multi-purpose biosensing (e.g. magnetic immunoassays (MIA)). What all of these applications have in common is that they are based on the unique magnetic relaxation mechanisms of MNP in an alternating magnetic field (AMF). While MFH and MPI are currently the most prominent examples of biomedical applications, here we present results on the relatively new biosensing application of frequency mixing magnetic detection (FMMD) from a simulation perspective. In general, we ask how the key parameters of MNP (core size and magnetic anisotropy) affect the FMMD signal: by varying the core size, we investigate the effect of the magnetic volume per MNP; and by changing the effective magnetic anisotropy, we study the MNPs’ flexibility to leave its preferred magnetization direction. From this, we predict the most effective combination of MNP core size and magnetic anisotropy for maximum signal generation. Y1 - 2024 SN - 978-3-940402-65-3 U6 - https://doi.org/10.17185/duepublico/81475 N1 - 4th YRA MedTech Symposium, February 1, 2024. FH Aachen, Campus Jülich SP - 27 EP - 28 PB - Universität Duisburg-Essen CY - Duisburg ER - TY - JOUR A1 - Baringhaus, Ludwig A1 - Gaigall, Daniel T1 - On an asymptotic relative efficiency concept based on expected volumes of confidence regions JF - Statistics - A Journal of Theoretical and Applied Statistic N2 - The paper deals with an asymptotic relative efficiency concept for confidence regions of multidimensional parameters that is based on the expected volumes of the confidence regions. Under standard conditions the asymptotic relative efficiencies of confidence regions are seen to be certain powers of the ratio of the limits of the expected volumes. These limits are explicitly derived for confidence regions associated with certain plugin estimators, likelihood ratio tests and Wald tests. Under regularity conditions, the asymptotic relative efficiency of each of these procedures with respect to each one of its competitors is equal to 1. The results are applied to multivariate normal distributions and multinomial distributions in a fairly general setting. KW - Volume of confidence regions KW - asymptotic relative efficiency KW - likelihood ratio test KW - multivariate normal distribution KW - multinomial distribution Y1 - 2019 U6 - https://doi.org/10.1080/02331888.2019.1683560 SN - 1029-4910 VL - 53 IS - 6 SP - 1396 EP - 1436 PB - Taylor & Francis CY - London ER -