92 resultados para Natural Catastrophe, Property Insurance, Loss Distribution, Truncated Data, Ruin Probability


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This paper reports manganese (Mn) fractionation in samples collected from the water column and sediments in an environmental protection area in the Alto do Paranapanema Basin (Sao Paulo State, Brazil). The three locations studied showed equivalent Mn levels, with moderate seasonal differences (p < 0.05). The sediment samples contained five Mn species (p < 0.05): iron and manganese (hydr)oxides > Mn bound to carbonates approximate to exchangeable Mn approximate to Mn bound to silicates > Mn bound to organic matter (p < 0.05). The water samples contained three species (p < 0.05): particulate Mn > labile Mn approximate to non-labile Mn. The data suggest that Mn has a natural origin (Enrichment Factor EF < 2; Geoaccumulation Index I(geo) < 0) and moderate environmental risk (Risk Assessment Code RAC similar to 30%). At the same time, under certain conditions some manganese species could be present in a state of equilibrium between the water column and sediment. These results could provide a basis for Mn management in the Alto do Paranapanema Basin.

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The power loss reduction in distribution systems (DSs) is a nonlinear and multiobjective problem. Service restoration in DSs is even computationally hard since it additionally requires a solution in real-time. Both DS problems are computationally complex. For large-scale networks, the usual problem formulation has thousands of constraint equations. The node-depth encoding (NDE) enables a modeling of DSs problems that eliminates several constraint equations from the usual formulation, making the problem solution simpler. On the other hand, a multiobjective evolutionary algorithm (EA) based on subpopulation tables adequately models several objectives and constraints, enabling a better exploration of the search space. The combination of the multiobjective EA with NDE (MEAN) results in the proposed approach for solving DSs problems for large-scale networks. Simulation results have shown the MEAN is able to find adequate restoration plans for a real DS with 3860 buses and 632 switches in a running time of 0.68 s. Moreover, the MEAN has shown a sublinear running time in function of the system size. Tests with networks ranging from 632 to 5166 switches indicate that the MEAN can find network configurations corresponding to a power loss reduction of 27.64% for very large networks requiring relatively low running time.

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In this paper a computational implementation of an evolutionary algorithm (EA) is shown in order to tackle the problem of reconfiguring radial distribution systems. The developed module considers power quality indices such as long duration interruptions and customer process disruptions due to voltage sags, by using the Monte Carlo simulation method. Power quality costs are modeled into the mathematical problem formulation, which are added to the cost of network losses. As for the EA codification proposed, a decimal representation is used. The EA operators, namely selection, recombination and mutation, which are considered for the reconfiguration algorithm, are herein analyzed. A number of selection procedures are analyzed, namely tournament, elitism and a mixed technique using both elitism and tournament. The recombination operator was developed by considering a chromosome structure representation that maps the network branches and system radiality, and another structure that takes into account the network topology and feasibility of network operation to exchange genetic material. The topologies regarding the initial population are randomly produced so as radial configurations are produced through the Prim and Kruskal algorithms that rapidly build minimum spanning trees. (C) 2009 Elsevier B.V. All rights reserved.

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The inverse Weibull distribution has the ability to model failure rates which are quite common in reliability and biological studies. A three-parameter generalized inverse Weibull distribution with decreasing and unimodal failure rate is introduced and studied. We provide a comprehensive treatment of the mathematical properties of the new distribution including expressions for the moment generating function and the rth generalized moment. The mixture model of two generalized inverse Weibull distributions is investigated. The identifiability property of the mixture model is demonstrated. For the first time, we propose a location-scale regression model based on the log-generalized inverse Weibull distribution for modeling lifetime data. In addition, we develop some diagnostic tools for sensitivity analysis. Two applications of real data are given to illustrate the potentiality of the proposed regression model.

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For the first time, we introduce and study some mathematical properties of the Kumaraswamy Weibull distribution that is a quite flexible model in analyzing positive data. It contains as special sub-models the exponentiated Weibull, exponentiated Rayleigh, exponentiated exponential, Weibull and also the new Kumaraswamy exponential distribution. We provide explicit expressions for the moments and moment generating function. We examine the asymptotic distributions of the extreme values. Explicit expressions are derived for the mean deviations, Bonferroni and Lorenz curves, reliability and Renyi entropy. The moments of the order statistics are calculated. We also discuss the estimation of the parameters by maximum likelihood. We obtain the expected information matrix. We provide applications involving two real data sets on failure times. Finally, some multivariate generalizations of the Kumaraswamy Weibull distribution are discussed. (C) 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

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A four-parameter extension of the generalized gamma distribution capable of modelling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone and non-monotone failure rate functions, which are quite common in lifetime data analysis and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the exponentiated Weibull, exponentiated generalized half-normal, exponentiated gamma and generalized Rayleigh, among others. We derive two infinite sum representations for its moments. We calculate the density of the order statistics and two expansions for their moments. The method of maximum likelihood is used for estimating the model parameters and the observed information matrix is obtained. Finally, a real data set from the medical area is analysed.

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This paper applies Hierarchical Bayesian Models to price farm-level yield insurance contracts. This methodology considers the temporal effect, the spatial dependence and spatio-temporal models. One of the major advantages of this framework is that an estimate of the premium rate is obtained directly from the posterior distribution. These methods were applied to a farm-level data set of soybean in the State of the Parana (Brazil), for the period between 1994 and 2003. The model selection was based on a posterior predictive criterion. This study improves considerably the estimation of the fair premium rates considering the small number of observations.

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This article presents a statistical model of agricultural yield data based on a set of hierarchical Bayesian models that allows joint modeling of temporal and spatial autocorrelation. This method captures a comprehensive range of the various uncertainties involved in predicting crop insurance premium rates as opposed to the more traditional ad hoc, two-stage methods that are typically based on independent estimation and prediction. A panel data set of county-average yield data was analyzed for 290 counties in the State of Parana (Brazil) for the period of 1990 through 2002. Posterior predictive criteria are used to evaluate different model specifications. This article provides substantial improvements in the statistical and actuarial methods often applied to the calculation of insurance premium rates. These improvements are especially relevant to situations where data are limited.

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Stability of matchings was proved to be a new cooperative equilibrium concept in Sotomayor (Dynamics and equilibrium: essays in honor to D. Gale, 1992). That paper introduces the innovation of treating as multi-dimensional the payoff of a player with a quota greater than one. This is done for the many-to-many matching model with additively separable utilities, for which the stability concept is defined. It is then proved, via linear programming, that the set of stable outcomes is nonempty and it may be strictly bigger than the set of dual solutions and strictly smaller than the core. The present paper defines a general concept of stability and shows that this concept is a natural solution concept, stronger than the core concept, for a much more general coalitional game than a matching game. Instead of mutual agreements inside partnerships, the players are allowed to make collective agreements inside coalitions of any size and to distribute his labor among them. A collective agreement determines the level of labor at which the coalition operates and the division, among its members, of the income generated by the coalition. An allocation specifies a set of collective agreements for each player.

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The type of surface used for running can influence the load that the locomotor apparatus will absorb and the load distribution could be related to the incidence of chronic injuries. As there is no consensus on how the locomotor apparatus adapts to loads originating from running Surfaces with different compliance, the objective of this study was to investigate how loads are distributed over the plantar surface while running on natural grass and on a rigid surface-asphalt. Forty-four adult runners with 4 3 years of running experience were evaluated while running at 12 km/h for 40 m wearing standardised running shoes and Pedar insoles (Novel). Peak pressure, contact time and contact area were measured in six regions: lateral, central and medial rearfoot, midfoot, lateral and media] forefoot. The Surfaces and regions were compared by three ANOVAS (2 x 6). Asphalt and natural grass were statistically different in all variables. Higher peak pressures were observed on asphalt at the central (p < 0.001) [grass: 303.8(66.7) kPa; asphalt: 342.3(76.3) kPa] and lateral rearfoot (p < 0.001) [grass: 312.7(75.8) kPa: asphalt: 350.9(98.3) kPa] and lateral forefoot (p < 0.001) [grass: 221.5(42.9) kPa asphalt: 245.3(55.5) kPa]. For natural grass, contact time and contact area were significantly greater at the central rearfoot (p < 0.001). These results suggest that natural grass may be a Surface that provokes lighter loads on the rearfoot and forefoot in recreational runners. (C) 2008 Sports Medicine Australia. Published by Elsevier Ltd. All rights reserved.

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We investigate local lizard richness and distribution in central Brazilian Cerrado, harbouring one of the least studied herpetofaunas in the Neotropical region. Our results are based on standardized samplings at 10 localities, involving 2917 captures of 57 lizard species in 10 families. Local richness values exceeded most presented in earlier studies and varied from 13 to 28 species, with modal values between 19 and 28 species. Most of the Cerrado lizard fauna is composed of habitat-specialists with patchy distributions in the mosaic of grasslands, savannas and forests, resulting in habitat-structured lizard assemblages. Faunal overlap between open and forested habitats is limited, and forested and open areas may act as mutual barriers to lizard distribution. Habitat use is influenced by niche conservatism in deep lineages, with iguanians and gekkotans showing higher use of forested habitats, whereas autarchoglossans are richer and more abundant in open habitats. Contrary to trends observed in Cerrado birds and large mammals, lizard richness is significantly higher in open, interfluvial habitats that dominate the Cerrado landscape. Between-localities variation in lizard richness seems tied to geographical distance, landscape history and phylogenetic constraints, factors operating in other well-studied lizard faunas in open environments. Higher richness in dominant, open interfluvial habitats may be recurrent in Squamata and other small-bodied vertebrates, posing a threat to conservation as these habitats are most vulnerable to the fast, widespread and ongoing process of habitat destruction in central Brazil.

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This paper considers an extension to the skew-normal model through the inclusion of an additional parameter which can lead to both uni- and bi-modal distributions. The paper presents various basic properties of this family of distributions and provides a stochastic representation which is useful for obtaining theoretical properties and to simulate from the distribution. Moreover, the singularity of the Fisher information matrix is investigated and maximum likelihood estimation for a random sample with no covariates is considered. The main motivation is thus to avoid using mixtures in fitting bimodal data as these are well known to be complicated to deal with, particularly because of identifiability problems. Data-based illustrations show that such model can be useful. Copyright (C) 2009 John Wiley & Sons, Ltd.

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The association between a toothbrush and a dentifrice is the most used denture cleaning method. The purpose of this study was to evaluate the abrasiveness of specific and non-specific denture cleaning dentifrices on different heat-polymerized acrylic resins. Sixteen specimens (90x30x3mm) of each acrylic resin (QC-20, Lucitone 550, Clássico, Vipi-Cril) were prepared and randomly assigned to 4 groups: 1: control (distilled water), 2: Colgate, 3: Bonyplus and 4: Dentu-Creme. The specimens were subjected to simulated toothbrushing in an automatic brushing machine using 35,600 brush strokes for each specimen. Brushing abrasion run at a 200-g load with the specimens immersed in 2:1 dentifrice/water slurry. Specimens were reconditioned to constant mass and the mass loss (mg) was evaluated. Data were analyzed by 2-way ANOVA and Tukey's test (a=0.05). Analysis of dentifrices' abrasive particles was made by scanning electron microscopy. Colgate produced the greatest mass reduction (42.44 mg, p<0.05), followed by Dentu-Creme (33.60 mg). Bonyplus was the less abrasive (19.91 mg), similar to the control group (19.69 mg) (p>0.05). The mass loss values indicated that QC-20 (33.13 mg) and Lucitone 550 (33.05 mg) resins were less (p<0.05) resistant to abrasion than Clássico (26.04 mg) and Vipi-Cril (23.43 mg). In conclusion, Colgate produced the greatest abrasion. Specific dentifrices for dentures tend to cause less damage to acrylic resins.

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The aim of this in vitro study was to evaluate four different approaches to the decision of changing or not defective amalgam restorations in first primary molar teeth concerning the loss of dental structure. Ditched amalgam restorations (n = 11) were submitted to four different treatments, as follows: Control group - polishing and finishing of the restorations were carried out; Amalgam group - the ditched amalgam restorations were replaced by new amalgam restorations; Composite resin group - the initial amalgam restorations were replaced by composite resin restorations; Flowable resin group - the ditching around the amalgam restorations was filled with flowable resin. Images of the sectioned teeth were made and the area of the cavities before and after the procedures was determined by image analysis software to assess structural loss. The data were submitted to ANOVA complemented by the Student Newman Keuls test (p < 0.05). The cavities in all the groups presented significantly greater areas after the procedures. However, the amalgam group showed more substantial dental loss. The other three groups presented no statistically significant difference in dental structure loss after the re-treatments. Thus, replacing ditched amalgam restorations by other similar restorations resulted in a significant dental structure loss while maintaining them or replacing them by resin restorations did not result in significant loss.

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A Mata Atlântica é um dos ambientes mais ricos e ameaçados do mundo, o que deveria ter estimulado em muito o estudo e a conservação do Bioma, mas a fauna de Hymenoptera permanece ainda relativamente pouco conhecida. Em especial, a fauna de abelhas da floresta ombrófila densa é pouco estudada em comparação à fauna das áreas abertas brasileiras. O projeto temático "Biodiversidade de Hymenoptera e Isoptera: riqueza e diversidade ao longo de um gradiente latitudinal na Mata Atlântica - a floresta úmida do leste do Brasil", integrante do Programa Biota-Fapesp, foi idealizado com o objetivo de catalogar térmitas, formigas e famílias selecionadas de vespas ao longo da Mata Atlântica, disponibilizando dados que permitam melhor embasar a conservação deste bioma. O protocolo de amostragem aplicada para a coleta de himenópteros (excluindo as formigas) empregou armadilhas Malaise, pratos-armadilha de cor amarela e esforço similar na varredura de vegetação ao longo de 17 localidades selecionadas, representando um gradiente de quase 20° de latitude na Mata Atlântica, dos Estados da Paraíba até Santa Catarina. Este protocolo foi definido para otimizar a coleta de vespas, sendo as abelhas um produto secundário da amostragem (levantamentos de abelhas em geral utilizam captura em flores ao longo das estações do ano). No entanto, devido à escala regional do projeto e ao grande esforço de amostragem, uma expressiva quantidade de abelhas foi coletada durante o projeto, incluindo novos registros de abelhas para a Mata Atlântica. Foi amostrado um total de 797 espécimes distribuídos em 105 espécies de abelhas; o grupo de abelhas mais rico e abundante foi Meliponina. Uma análise de correspondência "destendenciada" ('detrended correspondence analysis') aplicada à uma matriz de presença ou ausência de Meliponina revela a relativamente fraca influência do gradiente latitudinal na composição das assembléias de abelhas de Mata Atlântica. Uma listagem das espécies amostradas por localidade, com suas freqüências relativas, é apresentada e discutida.