A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation

This paper analyses the impact of using different correlation assumptions between lines of business when estimating the risk-based capital reserve, the Solvency Capital Requirement -SCR-, under Solvency II regulations. A case study is presented and the SCR is calculated according to the Standard Model approach. Alternatively, the requirement is then calculated using an Internal Model based on a Monte Carlo simulation of the net underwriting result at a one-year horizon, with copulas being used to model the dependence between lines of business. To address the impact of these model assumptions on the SCR we conduct a sensitivity analysis. We examine changes in the correlation matrix between lines of business and address the choice of copulas. Drawing on aggregate historical data from the Spanish non-life insurance market between 2000 and 2009, we conclude that modifications of the correlation and dependence assumptions have a significant impact on SCR estimation.

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.

Effect of long-range Coulomb interaction on shot-noise suppression in ballistic transport

We present a microscopic analysis of shot-noise suppression due to long-range Coulomb interaction in semiconductor devices under ballistic transport conditions. An ensemble Monte Carlo simulator self-consistently coupled with a Poisson solver is used for the calculations. A wide range of injection-rate densities leading to different degrees of suppression is investigated. A sharp tendency of noise suppression at increasing injection densities is found to scale with a dimensionless Debye length related to the importance of space-charge effects in the structure.

Genetic diversity and species richness patterns in Baetidae (Ephemeroptera) in the Montseny Mountain range (North-East Iberian Peninsula)

This study aimed to describe patterns of diversity of Baetidae (Ephemeroptera) at the ommunity and population levels within the Montseny Mountain range (North-East Iberian Peninsula). We studied both the distribution of 4 species of baetids in 20 sites among three catchments along the altitudinal gradient (350-1700 masl); and the genetic diversity of the mtDNA cytochrome c oxidase subunit I (cox1) gene of the two common species Baetis alpinus and Baetis rhodani. We found a gradual replacement of the dominant species along the altitudinal gradient. Baetis alpinus inhabited sites at high-altitudes, and this species was replaced by B. rhodani when the altitude decreased. Baetis melanonyx and Alainites muticus attained low abundance at all river sections, and no clear altitudinal trend appeared. Our hypothesis at the population level was that genetic structuring is associated with geographic distance and limited by drainage boundaries among the three studied catchments because of the short-time dispersion of adults. Unexpectedly, analyses of molecular variance (AMOVA) and isolation-bydistance (IBD) showed genetic diversity was unstructured by distance for both species, which may be explained by the relatively short spatial scale studied and small topographic barriers among the three catchments. The Generalized Mixed Yule-Coalescent (GMYC) model showed that B. rhodani had two differentiated genetic lineages that co-occurred in all sites. Overall, diversity of baetids was structured at the community level along the altitudinal gradient, whereas it was unstructured at the population level within the Montseny Mountain range.

Genetic diversity and species richness patterns in Baetidae (Ephemeroptera) in the Montseny Mountain range (North-East Iberian Peninsula)

This study aimed to describe patterns of diversity of Baetidae (Ephemeroptera) at the ommunity and population levels within the Montseny Mountain range (North-East Iberian Peninsula). We studied both the distribution of 4 species of baetids in 20 sites among three catchments along the altitudinal gradient (350-1700 masl); and the genetic diversity of the mtDNA cytochrome c oxidase subunit I (cox1) gene of the two common species Baetis alpinus and Baetis rhodani. We found a gradual replacement of the dominant species along the altitudinal gradient. Baetis alpinus inhabited sites at high-altitudes, and this species was replaced by B. rhodani when the altitude decreased. Baetis melanonyx and Alainites muticus attained low abundance at all river sections, and no clear altitudinal trend appeared. Our hypothesis at the population level was that genetic structuring is associated with geographic distance and limited by drainage boundaries among the three studied catchments because of the short-time dispersion of adults. Unexpectedly, analyses of molecular variance (AMOVA) and isolation-bydistance (IBD) showed genetic diversity was unstructured by distance for both species, which may be explained by the relatively short spatial scale studied and small topographic barriers among the three catchments. The Generalized Mixed Yule-Coalescent (GMYC) model showed that B. rhodani had two differentiated genetic lineages that co-occurred in all sites. Overall, diversity of baetids was structured at the community level along the altitudinal gradient, whereas it was unstructured at the population level within the Montseny Mountain range.

Threshold Selection Criteria for Quantification of Lumbosacral Cerebrospinal Fluid and Root Volumes from MRI

BACKGROUND AND PURPOSE: The high variability of CSF volumes partly explains the inconsistency of anesthetic effects, but may also be due to image analysis itself. In this study, criteria for threshold selection are anatomically defined. METHODS: T2 MR images (n = 7 cases) were analyzed using 3-dimentional software. Maximal-minimal thresholds were selected in standardized blocks of 50 slices of the dural sac ending caudally at the L5-S1 intervertebral space (caudal blocks) and middle L3 (rostral blocks). Maximal CSF thresholds: threshold value was increased until at least one voxel in a CSF area appeared unlabeled and decreased until that voxel was labeled again: this final threshold was selected. Minimal root thresholds: thresholds values that selected cauda equina root area but not adjacent gray voxels in the CSF-root interface were chosen. RESULTS: Significant differences were found between caudal and rostral thresholds. No significant differences were found between expert and nonexpert observers. Average max/min thresholds were around 1.30 but max/min CSF volumes were around 1.15. Great interindividual CSF volume variability was detected (max/min volumes 1.6-2.7). CONCLUSIONS: The estimation of a close range of CSF volumes which probably contains the real CSF volume value can be standardized and calculated prior to certain intrathecal procedures

Estimation of Water Circulation in a Mediterranean Salt Marsh and its Relationship with Flooding Causes

Variations in water volume in small depressions in Mediterranean salt marshes in Girona (Spain) are described and the potential causes for these variations analysed. Although the basins appear to be endorrheic, groundwater circulation is intense, as estimated from the difference between water volume observed and that expected from the balance precipitation / evaporation. The rate of variation in volume (VR = AV / VAt) may be used to estimate groundwater supply ('circulation'), since direct measurements of this parameter are impossible. Volume.conductivity figures can also be used to estimate the quantity of circulation, and to investigate the origin of water supplied to the system. The relationships between variations in the volume of water in the basins and the main causes of flooding are also analysed. Sea storms, rainfall levels and strong, dry northerly winds are suggested as the main causes of the variations in the volumes of basins. The relative importance assigned to these factors has changed, following the recent regulation of freshwater flows entering the system

Reduction of the Ant Mandible Gap Range After Biotic Homogenization Caused by an Ant Invasion (Hymenoptera: Formicidae)

After most of the native ant species are displaced by the Argentine ant invasion, it is probable that some ecological processes carried out by natives are not replaced. In some cases this could be due to a morphological difference between the Argentine ant and the displaced native ants. The significant decrease in ant richness after the invasion (only two species detected in the invaded zones vs. 25 species in surrounding non-invaded zones) implies a drastic reduction in the ant mandible gap range (the mandible gap spectra of all the ant species in a community) in the invaded zones. This reduction could explain why some roles that were previously carried out by the displaced native species are not performed by the invasive species. This could be due to a functional inability to carry out these activities. The mandible gap waspositively correlated with the ant body mass in the 26 ant species considered. The functional inability hypothesis could be applied to other invasive ants as well as to the Argentine ant

Estimation of age- and stage-specific Catalan breast cancer survival functions using US and Catalan survival data

During the last part of the 1990s the chance of surviving breast cancer increased. Changes in survival functions reflect a mixture of effects. Both, the introduction of adjuvant treatments and early screening with mammography played a role in the decline in mortality. Evaluating the contribution of these interventions using mathematical models requires survival functions before and after their introduction. Furthermore, required survival functions may be different by age groups and are related to disease stage at diagnosis. Sometimes detailed information is not available, as was the case for the region of Catalonia (Spain). Then one may derive the functions using information from other geographical areas. This work presents the methodology used to estimate age- and stage-specific Catalan breast cancer survival functions from scarce Catalan survival data by adapting the age- and stage-specific US functions. Methods: Cubic splines were used to smooth data and obtain continuous hazard rate functions. After, we fitted a Poisson model to derive hazard ratios. The model included time as a covariate. Then the hazard ratios were applied to US survival functions detailed by age and stage to obtain Catalan estimations. Results: We started estimating the hazard ratios for Catalonia versus the USA before and after the introduction of screening. The hazard ratios were then multiplied by the age- and stage-specific breast cancer hazard rates from the USA to obtain the Catalan hazard rates. We also compared breast cancer survival in Catalonia and the USA in two time periods, before cancer control interventions (USA 1975–79, Catalonia 1980–89) and after (USA and Catalonia 1990–2001). Survival in Catalonia in the 1980–89 period was worse than in the USA during 1975–79, but the differences disappeared in 1990–2001. Conclusion: Our results suggest that access to better treatments and quality of care contributed to large improvements in survival in Catalonia. On the other hand, we obtained detailed breast cancer survival functions that will be used for modeling the effect of screening and adjuvant treatments in Catalonia

Fourier-based registration for robust forward-looking sonar mosaicing in low-visibility underwater environments

Vehicle operations in underwater environments are often compromised by poor visibility conditions. For instance, the perception range of optical devices is heavily constrained in turbid waters, thus complicating navigation and mapping tasks in environments such as harbors, bays, or rivers. A new generation of high-definition forward-looking sonars providing acoustic imagery at high frame rates has recently emerged as a promising alternative for working under these challenging conditions. However, the characteristics of the sonar data introduce difficulties in image registration, a key step in mosaicing and motion estimation applications. In this work, we propose the use of a Fourier-based registration technique capable of handling the low resolution, noise, and artifacts associated with sonar image formation. When compared to a state-of-the art region-based technique, our approach shows superior performance in the alignment of both consecutive and nonconsecutive views as well as higher robustness in featureless environments. The method is used to compute pose constraints between sonar frames that, integrated inside a global alignment framework, enable the rendering of consistent acoustic mosaics with high detail and increased resolution. An extensive experimental section is reported showing results in relevant field applications, such as ship hull inspection and harbor mapping

The Role of the Delay Time in the Modeling of Biological Range Expansions

The time interval between successive migrations of biological species causes a delay time in the reaction-diffusion equations describing their space-time dynamics. This lowers the predicted speed of the waves of advance, as compared to classical models. It has been shown that this delay-time effect improves the modeling of human range expansions. Here, we demonstrate that it can also be important for other species. We present two new examples where the predictions of the time-delayed and the classical (Fisher) approaches are compared to experimental data. No free or adjustable parameters are used. We show that the importance of the delay effect depends on the dimensionless product of the initial growth rate and the delay time. We argue that the delay effect should be taken into account in the modeling of range expansions for biological species

Estimation of lung cancer diagnosis and treatment costs based on a patient-level analysis in Catalonia (Spain)

Background: Assessing of the costs of treating disease is necessary to demonstrate cost-effectiveness and to estimate the budget impact of new interventions and therapeutic innovations. However, there are few comprehensive studies on resource use and costs associated with lung cancer patients in clinical practice in Spain or internationally. The aim of this paper was to assess the hospital cost associated with lung cancer diagnosis and treatment by histology, type of cost and stage at diagnosis in the Spanish National Health Service. Methods: A retrospective, descriptive analysis on resource use and a direct medical cost analysis were performed. Resource utilisation data were collected by means of patient files from nine teaching hospitals. From a hospital budget impact perspective, the aggregate and mean costs per patient were calculated over the first three years following diagnosis or up to death. Both aggregate and mean costs per patient were analysed by histology, stage at diagnosis and cost type. Results: A total of 232 cases of lung cancer were analysed, of which 74.1% corresponded to non-small cell lung cancer (NSCLC) and 11.2% to small cell lung cancer (SCLC); 14.7% had no cytohistologic confirmation. The mean cost per patient in NSCLC ranged from 13,218 Euros in Stage III to 16,120 Euros in Stage II. The main cost components were chemotherapy (29.5%) and surgery (22.8%). Advanced disease stages were associated with a decrease in the relative weight of surgical and inpatient care costs but an increase in chemotherapy costs. In SCLC patients, the mean cost per patient was 15,418 Euros for limited disease and 12,482 Euros for extensive disease. The main cost components were chemotherapy (36.1%) and other inpatient costs (28.7%). In both groups, the Kruskall-Wallis test did not show statistically significant differences in mean cost per patient between stages. Conclusions: This study provides the costs of lung cancer treatment based on patient file reviews, with chemotherapy and surgery accounting for the major components of costs. This cost analysis is a baseline study that will provide a useful source of information for future studies on cost-effectiveness and on the budget impact of different therapeutic innovations in Spain.