Ecuaciones de recurrencia estocásticas en el cálculo de la prima de reaseguro Finite Risk

RESUMEN: El objetivo de este trabajo es calcular el importe de la prima pura periódica que debe cobrar el reasegurador a la cedente en un reaseguro finite risk en ambiente financiero estocástico. El problema de la convolución de las diferentes variables aleatorias que intervienen en el cálculo de la prima lo hemos solucionado simulando, por Monte-Carlo, trayectorias de siniestralidad para el reasegurador aplicando posteriormente, en cada trayectoria simulada, los criterios de decisión financieros, esperanza, varianza y desviación. En los criterios de la varianza y de la desviación proponemos utilizar una ecuación de recurrencia estocástica para evitar el problema de la dependencia que existe entre los factores de capitalización estocásticos, obteniendo la prima de reaseguro en función del nivel de aversión al riesgo del reasegurador y de la volatilidad del tipo de interés. Palabras clave: Finite risk, ambiente estocástico, ecuación de recurrencia, simulación de Monte-Carlo, prima pura periódica.

Finite Element Analysis of Electrically Excited Quartz Tuning Fork Devices

Quartz Tuning Fork (QTF)-based Scanning Probe Microscopy (SPM) is an important field of research. A suitable model for the QTF is important to obtain quantitative measurements with these devices. Analytical models have the limitation of being based on the double cantilever configuration. In this paper, we present an electromechanical finite element model of the QTF electrically excited with two free prongs. The model goes beyond the state-of-the-art of numerical simulations currently found in the literature for this QTF configuration. We present the first numerical analysis of both the electrical and mechanical behavior of QTF devices. Experimental measurements obtained with 10 units of the same model of QTF validate the finite element model with a good agreement.

Stable isotopes unveil habitat partitioning among the marine mammals off NW Africa and reveal unique trophic niches for two globally threatened species.

Stable isotope abundances of carbon (δ13C) and nitrogen (δ15N) in the bone of 13 species of marine mammals from the northwest coast of Africa were investigated to assess their positions in the local trophic web and their preferred habitats. Also, samples of primary producers and potential prey species from the study area were collected to characterise the local isotopic landscape. This characterisation indicated that δ13C values increased from offshore to nearshore and that δ15N was a good proxy for trophic level. Therefore, the most coastal species were Monachus monachus and Sousa teuszii, whereas the most pelagic were Physeter macrocephalus and Balaenoptera acutorostrata. δ15N values indicated that marine mammals located at the lowest trophic level were B. acutorostrata, Stenella coeruleoalba and Delphinus sp., and those occupying the highest trophic level were M. monachus and P. macrocephalus. The trophic level of Orcinus orca was similar to that of M. monachus, suggesting that O. orca preys on fish. Conservation of coastal and threatened species (M. monachus and S. teuszii) off NW Africa should be a priority because these species, as the main apex predators, cannot be replaced by other marine mammals.

Study of spin polarized nuclear matter and finite nuclei with finite range simple effective interaction

The properties of spin polarized pure neutron matter and symmetric nuclear matter are studied using the finite range simple effective interaction, upon its parametrization revisited. Out of the total twelve parameters involved, we now determine ten of them from nuclear matter, against the nine parameters in our earlier calculation, as required in order to have predictions in both spin polarized nuclear matter and finite nuclei in unique manner being free from uncertainty found using the earlier parametrization. The information on the effective mass splitting in polarized neutron matter of the microscopic calculations is used to constrain the one more parameter, that was earlier determined from finite nucleus, and in doing so the quality of the description of finite nuclei is not compromised. The interaction with the new set of parameters is used to study the possibilities of ferromagnetic and antiferromagnetic transitions in completely polarized symmetric nuclear matter. Emphasis is given to analyze the results analytically, as far as possible, to elucidate the role of the interaction parameters involved in the predictions.

Reaseguro Finite Risk en ambiente financiero estocástico

Una de las características del reaseguro finite risk es la existencia de una cuenta de experiencia, que está formada por las primas que cobra el reasegurador, junto con su rendimiento financiero,y su finalidad es financiar los siniestros que éste ha de satisfacer a la cedente en el plazo establecido. El objetivo de este trabajo es diseñar un modelo que permita determinar el saldo estimado o reserva que debe de tener en cada periodo anual la cuenta de experiencia para garantizar su solvencia dinámica, teniendo en cuenta la experiencia de siniestralidad de la cartera del reasegurador y de cada cedente. Para el cálculo de la prima de reaseguro y del saldo de la cuenta de experiencia se asumirá ambiente financiero estocástico, de modo que la prima de reaseguro dependerá también de otros parámetros como la volatilidad del tipo de interés o de la aversión al riesgo.

Invasive species and habitat degradation in Iberian streams: an analysis of their role in freshwater fish diversity loss

Mediterranean endemic freshwater fish are among the most threatened biota in the world. Distinguishing the role of different extinction drivers and their potential interactions is crucial for achieving conservation goals. While some authors argue that invasive species are a main driver of native species declines, others see their proliferation as a co-occurring process to biodiversity loss driven by habitat degradation. It is difficult to discern between the two potential causes given that few invaded ecosystems are free from habitat degradation, and that both factors may interact in different ways. Here we analyze the relative importance of habitat degradation and invasive species in the decline of native fish assemblages in the Guadiana River basin (southwestern Iberian Peninsula) using an information theoretic approach to evaluate interaction pathways between invasive species and habitat degradation (structural equation modeling, SEM). We also tested the possible changes in the functional relationships between invasive and native species, measured as the per capita effect of invasive species, using ANCOVA. We found that the abundance of invasive species was the best single predictor of natives’ decline and had the highest Akaike weight among the set of predictor variables examined. Habitat degradation neither played an active role nor influenced the per capita effect of invasive species on natives. Our analyses indicated that downstream reaches and areas close to reservoirs had the most invaded fish assemblages, independently of their habitat degradation status. The proliferation of invasive species poses a strong threat to the persistence of native assemblages in highly fluctuating environments. Therefore, conservation efforts to reduce native freshwater fish diversity loss in Mediterranean rivers should focus on mitigating the effect of invasive species and preventing future invasions

Finite-temperature T matrix in a real-time formalism

A generalized off-shell unitarity relation for the two-body scattering T matrix in a many-body medium at finite temperature is derived, through a consistent real-time perturbation expansion by means of Feynman diagrams. We comment on perturbation schemes at finite temperature in connection with an erroneous formulation of the Dyson equation in a paper recently published.

Appel à idées - l'habitat du 3º millénaire

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Geographical Distribution, Habitat and Reproductive Phenology of the Genus Kallymenia (Gigartinales, Rhodophyta) from Catalonia, Spain

Geographical distribution, habitat and reproductive phenology of the Genus Kallymenia (Gigartinales, Rhodophyta) from Catalonia, Spain

Combining genetic and demographic data for the conservation of a Mediterranean habitat-forming species

The integration of ecological and evolutionary data is highly valuable for conservation planning. However, it has been rarely used in the marine realm, where the adequate design of marine protected areas (MPAs) is urgently needed. Here, we examined the interacting processes underlying the patterns of genetic structure and demographic strucuture of a highly vulnerable Mediterranean habitat-forming species (i.e. Paramuricea clavata (Risso, 1826)), with particular emphasis on the processes of contemporary dispersal, genetic drift, and colonization of a new population. Isolation by distance and genetic discontinuities were found, and three genetic clusters were detected; each submitted to variations in the relative impact of drift and gene flow. No founder effect was found in the new population. The interplay of ecology and evolution revealed that drift is strongly impacting the smallest, most isolated populations, where partial mortality of individuals was highest. Moreover, the eco-evolutionary analyses entailed important conservation implications for P. clavata. Our study supports the inclusion of habitat-forming organisms in the design of MPAs and highlights the need to account for genetic drift in the development of MPAs. Moreover, it reinforces the importance of integrating genetic and demographic data in marine conservation.