6,747 research outputs found
No.233, Max Lundberg, interview by Joseph Arave
Transcript (73 pages) of interviews by Joe Arave with Max Lundberg, professional ski instructor, on August 30 and Sept. 12, 1989. This interview is no. 233 in the Everett L. Cooley Oral History Project, and tape no. U-1071 and U-1072Lundberg (b. 1939) recalls skiing as a youngster; teaching programs for children; joining Alta as assistant ski school director; involvement in standardizing the techniques of ski instruction and certification; and membership nationally and internationally in ski instructors\u27 associations. Interviewer: Joe Arav
Dr. William Lester interviewed by Steve MacDonald and Alex Lundberg
Tape recorder malfunctioned and middle part of interview (Side B of Tape 1) is unintelligible. No dubbed copies were made of this interview, for fear of damaging the tapes further.Dr. William Lester was interviewed on April 29, 2004 by Steve MacDonald and Alex Lundberg as part of their History 210 class project. Dr. Lester was a faculty member in Biology from 1970 - 1998
Dr. William Lester interviewed by Steve MacDonald and Alex Lundberg
Dr. William Lester was interviewed on April 29, 2004 by Steve MacDonald and Alex Lundberg as part of their History 210 class project. Dr. Lester was a faculty member in Biology from 1970 - 1998.Tape recorder malfunctioned and middle part of interview (Side B of Tape 1) is unintelligible. No dubbed copies were made of this interview, for fear of damaging the tapes further
Inequalities for the ruin probability in a controlled discrete-time risk process
Ruin probabilities in a controlled discrete-time risk process with a Markov chain interest are studied. To reduce the risk there is a possibility to reinsure a part or the whole reserve. Recursive and integral equations for ruin probabilities are given. Generalized Lundberg inequalities for the ruin probabilities are derived given a constant stationary policy. The relationships between these inequalities are discussed. To illustrate these results some numerical examples are included.Risk process, Ruin probability, Proportional reinsurance, Lundberg`s
Optimal policies for discrete time risk processes with a Markov chain investment model
We consider a discrete risk process modelled by a Markov Decision Process. The surplus could be invested in stock market assets. We adopt a realistic point of view and we let the investment return process to be statistically dependent over time. We assume that follows a Markov Chain model. To minimize the risk there is a possibility to reinsure a part or the whole reserve. We consider proportional reinsurance. Recursive and integral equations for the ruin probability are given. Generalized Lundberg inequalities for the ruin probabilities are derived. Stochastic optimal control theory is used to determine the optimal stationary policy which minimizes the ruin probability. To illustrate these results numerical examples are included
C-0482: 94 East 300 South, Smithfield, Utah, Norman Lundberg residence. Lot 7 Block 3 Plat B. Built 1930
C-0482: 94 East 300 South, Smithfield, Utah, Norman Lundberg residence. Lot 7 Block 3 Plat B. Built 193
Förvärvet av kulturhistoriska fastigheter [Elektronisk resurs]
En stor del av de fastigheter Vitterhetsakademien och riksantikvarieämbetet äger och förvaltar är donationer och överföringar från annan myndighet. Men stora inköp har också gjorts som är betydelsefulla ur kulturhistorisk synpunkt. Erik B Lundberg, f d byråchef vid ämbetets dokumentationsbyrå berättar om fastighetsförvärv från 40-talet och framåt.</p
Förvärvet av kulturhistoriska fastigheter
En stor del av de fastigheter Vitterhetsakademien och riksantikvarieämbetet äger och förvaltar är donationer och överföringar från annan myndighet. Men stora inköp har också gjorts som är betydelsefulla ur kulturhistorisk synpunkt. Erik B Lundberg, f d byråchef vid ämbetets dokumentationsbyrå berättar om fastighetsförvärv från 40-talet och framåt
Inequalities for the ruin probability in a controlled discrete-time risk process
Ruin probabilities in a controlled discrete-time risk process with a Markov
chain interest are studied. To reduce the risk there is a possibility to reinsure a part or
the whole reserve. Recursive and integral equations for ruin probabilities are given.
Generalized Lundberg inequalities for the ruin probabilities are derived given a constant
stationary policy. The relationships between these inequalities are discussed. To
illustrate these results some numerical examples are included
IDENTIFICATION OF B AND C-TYPE CORIOLIS INTERACTIONS IN ACETYLENE- USING DOUBLE RESONANCE SPECTROSCOPY
J.K. Lundberg, Y. Chen, J.P. Pique, and R.W. Field to be published.""Author Institution:The identification of B and C-type Coriolis interactions in the state is greatly facilitated by recording double resonance spectra to the vibrationless level of the previously assigned electronic of . Analysis of the J and K rotational structure manifest in the double resonance spectra of the state allows the identification of B and C-type Coriolis perturbations in the state. This analysis can provide direct evidence of the location of the dark and symmetry vibrational states involving and excitation in the still not fully characterized state of acetylene
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