Optimal stop-loss reinsurance: a dependence analysis

The stop-loss reinsurance is one of the most important reinsurance contracts in the insurance market. From the insurer point of view, it presents an interesting property: it is optimal if the criterion of minimizing the variance of the cost of the insurer is used. The aim of the paper is to contribute to the analysis of the stop-loss contract in one period from the point of view of the insurer and the reinsurer. Firstly, the influence of the parameters of the reinsurance contract on the correlation coefficient between the cost of the insurer and the cost of the reinsurer is studied. Secondly, the optimal stop-loss contract is obtained if the criterion used is the maximization of the joint survival probability of the insurer and the reinsurer in one period.

A novel semi-fragile forensic watermarking scheme for remote sensing images

Peer-reviewed

Joint array combining and MLSE for single-user receivers in multipath Gaussian multiuser channels

The well-known structure of an array combiner along with a maximum likelihood sequence estimator (MLSE) receiveris the basis for the derivation of a space-time processor presentinggood properties in terms of co-channel and intersymbol interferencerejection. The use of spatial diversity at the receiver front-endtogether with a scalar MLSE implies a joint design of the spatialcombiner and the impulse response for the sequence detector. Thisis faced using the MMSE criterion under the constraint that thedesired user signal power is not cancelled, yielding an impulse responsefor the sequence detector that is matched to the channel andcombiner response. The procedure maximizes the signal-to-noiseratio at the input of the detector and exhibits excellent performancein realistic multipath channels.

Waveform-independent frame-timing acquisition for UWB signals

In this paper, the problem of frame-level symboltiming acquisition for UWB signals is addressed. The main goalis the derivation of a frame-level timing estimator which does notrequire any prior knowledge of neither the transmitted symbolsnor the received template waveform. The independence withrespect to the received waveform is of special interest in UWBcommunication systems, where a fast and accurate estimation ofthe end-to-end channel response is a challenging and computationallydemanding task. The proposed estimator is derived under theunconditional maximum likelihood criterion, and because of thelow power of UWB signals, the low-SNR assumption is adopted. Asa result, an optimal frame-level timing estimator is derived whichoutperforms existing acquisition methods in low-SNR scenarios.

On the inverse windowed Fourier transform

The inversion problem concerning the windowed Fourier transform is considered. It is shown that, out of the infinite solutions that the problem admits, the windowed Fourier transform is the "optimal" solution according to a maximum-entropy selection criterion.

The continuous wavelet transform as a maximum entropy solution of the corresponding inverse problem

The continuous wavelet transform is obtained as a maximumentropy solution of the corresponding inverse problem. It is well knownthat although a signal can be reconstructed from its wavelet transform,the expansion is not unique due to the redundancy of continuous wavelets.Hence, the inverse problem has no unique solution. If we want to recognizeone solution as "optimal", then an appropriate decision criterion hasto be adopted. We show here that the continuous wavelet transform is an"optimal" solution in a maximum entropy sense.

Statistical reference criteria for adaptive signal processing in digital communications

A general criterion for the design of adaptive systemsin digital communications called the statistical reference criterionis proposed. The criterion is based on imposition of the probabilitydensity function of the signal of interest at the outputof the adaptive system, with its application to the scenario ofhighly powerful interferers being the main focus of this paper.The knowledge of the pdf of the wanted signal is used as adiscriminator between signals so that interferers with differingdistributions are rejected by the algorithm. Its performance isstudied over a range of scenarios. Equations for gradient-basedcoefficient updates are derived, and the relationship with otherexisting algorithms like the minimum variance and the Wienercriterion are examined.

Positive time-frequency distributions based on joint marginal constraints

This correspondence studies the formulation of members ofthe Cohen-Posch class of positive time-frequency energy distributions.Minimization of cross-entropy measures with respect to different priorsand the case of no prior or maximum entropy were considered. It isconcluded that, in general, the information provided by the classicalmarginal constraints is very limited, and thus, the final distributionheavily depends on the prior distribution. To overcome this limitation,joint time and frequency marginals are derived based on a "directioninvariance" criterion on the time-frequency plane that are directly relatedto the fractional Fourier transform.

NDA waveform estimation in the low-SNR regime

This correspondence addresses the problem of nondata-aidedwaveform estimation for digital communications. Based on the unconditionalmaximum likelihood criterion, the main contribution of this correspondenceis the derivation of a closed-form solution to the waveform estimationproblem in the low signal-to-noise ratio regime. The proposed estimationmethod is based on the second-order statistics of the received signaland a clear link is established between maximum likelihood estimation andcorrelation matching techniques. Compression with the signal-subspace isalso proposed to improve the robustness against the noise and to mitigatethe impact of abnormals or outliers.

Laboratory diagnosis of brucellosis in a rural endemic area in northeastern Spain

Sera obtained from 62 patients from four mountain counties in Catalonia (Northeastern Spain), in whom brucellosis had been diagnosed on the basis of clinical evidence and/or personal history, were analyzed using the rose Bengal test, standard serum agglutination test (SAT), Coombs" test, ELISA, and complement fixation. The diagnosis was further confirmed through blood cultures. Clinical evidence, epidemiology, and the results from serologic tests were used to assign patients to one of two groups: group 1 (n = 38) patients had primary infections, whereas group 2 (n = 24) patients had been previously exposed to the microorganism, i.e. re-infection of group 2 individuals occurred after long periods of time during which no active infection by Brucella had been detected. Receivingoperating charts (ROC) were used to determine the diagnostic value of the different tests and to establish discriminant values. Blood culture was a valuable diagnostic tool in group 1 (0.92 sensitivity) but was inappropriate in group 2 (0.08). The combination of positive rose Bengal test and agglutination ≥1/160 was valid for diagnosis in group 1. In group 2, agglutination < 1/160 (including negative agglutination) did not rule out brucellosis. The combination of positive rose Bengal test and Coombs" test ≥1/320 was the best diagnostic criterion (0.8 specificity; 1 sensitivity). ELISA (for IgG, IgM, or both) did not improve diagnostic accuracy

Determinación de compuestos fenólicos en plasma y HDL. Evaluación del efecto del consumo de aceites de oliva enriquecidos en compuestos fenólicos

El aceite de oliva es la principal fuente de grasa de la Dieta Mediterránea. Actualmente queda establecido su efecto preventivo y beneficioso sobre las enfermedades cardiovasculares (ECV), atribuyéndose en gran parte a sus compuestos fenólicos. Los aceites de oliva enriquecidos en compuestos fenólicos aparecen como una buena estrategia de alimento funcional, sin embargo se ha visto que un aporte único de una dosis muy alta de un tipo de antioxidante podría tener un efecto indeseado aumentando el estrés oxidativo. Además, los fenoles del aceite de oliva aportan un carácter amargo indeseado para los consumidores. Es por esto que se planteó el diseño de dos aceites funcionales, un aceite de oliva enriquecido con sus propios fenoles y otro con la misma dosis de fenoles pero complementado con otra fuente fenólica, concretamente tomillo. Uno de los principales factores a tener en cuenta es la determinación de la biodisponibilidad y metabolismo de los compuestos fenólicos del aceite de oliva y del tomillo, para, posteriormente, ejercer su efecto en diferentes tejidos diana. Una posible diana de los compuestos fenólicos y sus metabolitos son las lipoproteínas de alta densidad (HDL), de manera que la bioactividad de los fenoles del aceite de oliva y del tomillo podría ser debida, en parte, a la incorporación de sus metabolitos en las HDL.

La Divisió eclesiàstica en arxiprestats a Catalunya (1800-2005)

Arran del Concordat del 1851 els bisbats espanyols s’organitzen territorialment en arxiprestats. El mapa català d’arxiprestats presenta una complexa evolució històrica. Actualment s’observa una clara tendència envers la reducció del seu nombre (92). L’organització territorial arxiprestal reflecteix l’estructura del territori, la xarxa urbana i la percepció social de la realitat comarcal. Per això, la divisió eclesiàstica és un interessant element de comparació amb l’organització política i administrativa. El mapa de 7 vegueries (noves províncies) amb què treballa el Govern de la Generalitat de Catalunya té una estreta relació amb la divisió tradicional en bisbats. Igualment, totes les noves comarques previstes per la Generalitat tenen una clara correspondència amb algun arxiprestat. Inversament, la designació de Sant Feliu de Llobregat com a seu d’un nou bisbat (2004) no hauria estat possible si aquesta població no hagués estat designada com a cap de partit judicial el 1834.

Grain yield, carbon isotope discrimination and mineral content in mature kernels of barley under irrigated and rainfed conditions

The relationship between yield, carbon isotope discrimination and ash content in mature kernels was examined for a set of 13 barley (Hordeum vulgare) cultivars. Plants were grown under rainfed and well-irrigated conditions in a Mediterranean area. Water deficit caused a decrease in both grain yield and carbon isotope discrimination (Δ). The yield was positively related to Δ and negatively related to ash content, across genotypes within each treatment. However, whereas the correlation between yield and Δ was higher for the set of genotypes under well-irrigated (r=0.70, P<0.01) than under rainfed (r=0.42) conditions, the opposite occurred when yield and ash content were related, ie r=-0.38 under well-irrigated and r=-0.73, (P<0.01) under rainfed conditions. Carbon isotope discrimination and ash content together account for almost 60% of the variation in yield, in both conditions. There was no significant relationship (r=-0.15) between carbon isotope discrimination and ash content in well-irrigated plants, whereas in rainfed plants, this relationship, although significant (r=-0.54, P< 0.05), was weakly negative. The concentration of several mineral elements was measured in the same kernels. The mineral that correlated best with ash content, yield and A, was K. For yield and Δ, although the relationship with K followed the same pattern as the relationhip with ash content, the correlation coefficients were lower. Thus, mineral accumulation in mature kernels seems to be independent of transpiration efficiency. In fact, filling of grains takes place through the phloem pathway. The ash content in kernels is proposed as a complementary criterion, in addition to kernel Δ, to assess genotype differences in barley grain yield under rainfed conditions.

Identifying the preferred subset of enzymatic profiles in nonlinear kinetic metabolic models via multiobjective global optimization and pareto filters

Optimization models in metabolic engineering and systems biology focus typically on optimizing a unique criterion, usually the synthesis rate of a metabolite of interest or the rate of growth. Connectivity and non-linear regulatory effects, however, make it necessary to consider multiple objectives in order to identify useful strategies that balance out different metabolic issues. This is a fundamental aspect, as optimization of maximum yield in a given condition may involve unrealistic values in other key processes. Due to the difficulties associated with detailed non-linear models, analysis using stoichiometric descriptions and linear optimization methods have become rather popular in systems biology. However, despite being useful, these approaches fail in capturing the intrinsic nonlinear nature of the underlying metabolic systems and the regulatory signals involved. Targeting more complex biological systems requires the application of global optimization methods to non-linear representations. In this work we address the multi-objective global optimization of metabolic networks that are described by a special class of models based on the power-law formalism: the generalized mass action (GMA) representation. Our goal is to develop global optimization methods capable of efficiently dealing with several biological criteria simultaneously. In order to overcome the numerical difficulties of dealing with multiple criteria in the optimization, we propose a heuristic approach based on the epsilon constraint method that reduces the computational burden of generating a set of Pareto optimal alternatives, each achieving a unique combination of objectives values. To facilitate the post-optimal analysis of these solutions and narrow down their number prior to being tested in the laboratory, we explore the use of Pareto filters that identify the preferred subset of enzymatic profiles. We demonstrate the usefulness of our approach by means of a case study that optimizes the ethanol production in the fermentation of Saccharomyces cerevisiae.

Effect of cattle on Salmonella carriage, diversity and antimicrobial resistance in free-ranging wild boar (Sus scrofa) in northeastern Spain

Salmonella is distributed worldwide and is a pathogen of economic and public health importance. As a multi-host pathogen with a long environmental persistence, it is a suitable model for the study of wildlife-livestock interactions. In this work, we aim to explore the spill-over of Salmonella between free-ranging wild boar and livestock in a protected natural area in NE Spain and the presence of antimicrobial resistance. Salmonella prevalence, serotypes and diversity were compared between wild boars, sympatric cattle and wild boars from cattle-free areas. The effect of age, sex, cattle presence and cattle herd size on Salmonella probability of infection in wild boars was explored by means of Generalized Linear Models and a model selection based on the Akaike’s Information Criterion. Prevalence was higher in wild boars co-habiting with cattle (35.67%, CI 95% 28.19–43.70) than in wild boar from cattle-free areas (17.54%, CI 95% 8.74–29.91). Probability of a wild boar being a Salmonella carrier increased with cattle herd size but decreased with the host age. Serotypes Meleagridis, Anatum and Othmarschen were isolated concurrently from cattle and sympatric wild boars. Apart from serotypes shared with cattle, wild boars appear to have their own serotypes, which are also found in wild boars from cattle-free areas (Enteritidis, Mikawasima, 4:b:- and 35:r:z35). Serotype richness (diversity) was higher in wild boars co-habiting with cattle, but evenness was not altered by the introduction of serotypes from cattle. The finding of a S. Mbandaka strain resistant to sulfamethoxazole, streptomycin and chloramphenicol and a S. Enteritidis strain resistant to ciprofloxacin and nalidixic acid in wild boars is cause for public health concern.