Optimal dividend strategies for a compound Poisson risk process under transaction costs and power utility

We characterize the value function of maximizing the total discounted utility of dividend payments for a compound Poisson insurance risk model when strictly positive transaction costs are included, leading to an impulse control problem. We illustrate that well known simple strategies can be optimal in the case of exponential claim amounts. Finally we develop a numerical procedure to deal with general claim amount distributions.

Scenario-based assessment of future land use change on butterfly species distributions

Species distribution models (SDMs) are increasingly used to predict environmentally induced range shifts of habitats of plant and animal species. Consequently SDMs are valuable tools for scientifically based conservation decisions. The aims of this paper are (1) to identify important drivers of butterfly species persistence or extinction, and (2) to analyse the responses of endangered butterfly species of dry grasslands and wetlands to likely future landscape changes in Switzerland. Future land use was represented by four scenarios describing: (1) ongoing land use changes as observed at the end of the last century; (2) a liberalisation of the agricultural markets; (3) a slightly lowered agricultural production; and (4) a strongly lowered agricultural production. Two model approaches have been applied. The first (logistic regression with principal components) explains what environmental variables have significant impact on species presence (and absence). The second (predictive SDM) is used to project species distribution under current and likely future land uses. The results of the explanatory analyses reveal that four principal components related to urbanisation, abandonment of open land and intensive agricultural practices as well as two climate parameters are primary drivers of species occurrence (decline). The scenario analyses show that lowered agricultural production is likely to favour dry grassland species due to an increase of non-intensively used land, open canopy forests, and overgrown areas. In the liberalisation scenario dry grassland species show a decrease in abundance due to a strong increase of forested patches. Wetland butterfly species would decrease under all four scenarios as their habitats become overgrown

Break zones in the distributions of alleles and species in alpine plants

Aim  We test for the congruence between allele-based range boundaries (break zones) in silicicolous alpine plants and species-based break zones in the silicicolous flora of the European Alps. We also ask whether such break zones coincide with areas of large elevational variation.Location  The European Alps.Methods  On a regular grid laid across the entire Alps, we determined areas of allele- and species-based break zones using respective clustering algorithms, identifying discontinuities in cluster distributions (breaks), and quantifying integrated break densities (break zones). Discontinuities were identified based on the intra-specific genetic variation of 12 species and on the floristic distribution data from 239 species, respectively. Coincidence between the two types of break zones was tested using Spearman's correlation. Break zone densities were also regressed on topographical complexity to test for the effect of elevational variation.Results  We found that two main break zones in the distribution of alleles and species were significantly correlated. Furthermore, we show that these break zones are in topographically complex regions, characterized by massive elevational ranges owing to high mountains and deep glacial valleys. We detected a third break zone in the distribution of species in the eastern Alps, which is not correlated with topographic complexity, and which is also not evident from allelic distribution patterns. Species with the potential for long-distance dispersal tended to show larger distribution ranges than short-distance dispersers.Main conclusions  We suggest that the history of Pleistocene glaciations is the main driver of the congruence between allele-based and species-based distribution patterns, because occurrences of both species and alleles were subject to the same processes (such as extinction, migration and drift) that shaped the distributions of species and genetic lineages. Large elevational ranges have had a profound effect as a dispersal barrier for alleles during post-glacial immigration. Because plant species, unlike alleles, cannot spread via pollen but only via seed, and thus disperse less effectively, we conclude that species break zones are maintained over longer time spans and reflect more ancient patterns than allele break zones.Conny Thiel-Egenter and Nadir Alvarez contributed equally to this paper and are considered joint first authors.

Predicting reptile distributions at the mesoscale: relation to climate and topography

Aim To explore the respective power of climate and topography to predict the distribution of reptiles in Switzerland, hence at a mesoscale level. A more detailed knowledge of these relationships, in combination with maps of the potential distribution derived from the models, is a valuable contribution to the design of conservation strategies. Location All of Switzerland. Methods Generalized linear models are used to derive predictive habitat distribution models from eco-geographical predictors in a geographical information system, using species data from a field survey conducted between 1980 and 1999. Results The maximum amount of deviance explained by climatic models is 65%, and 50% by topographical models. Low values were obtained with both sets of predictors for three species that are widely distributed in all parts of the country (Anguis fragilis , Coronella austriaca , and Natrix natrix), a result that suggests that including other important predictors, such as resources, should improve the models in further studies. With respect to topographical predictors, low values were also obtained for two species where we anticipated a strong response to aspect and slope, Podarcis muralis and Vipera aspis . Main conclusions Overall, both models and maps derived from climatic predictors more closely match the actual reptile distributions than those based on topography. These results suggest that the distributional limits of reptile species with a restricted range in Switzerland are largely set by climatic, predominantly temperature-related, factors.

Bats of Borneo: diversity, distributions and representation in protected areas

Protected areas are valuable in conserving tropical biodiversity, but an insufficient understanding of species diversity and distributions makes it difficult to evaluate their effectiveness. This is especially true on Borneo, a species rich island shared by three countries, and is particularly concerning for bats, a poorly known component of mammal diversity that may be highly susceptible to landscape changes. We reviewed the diversity, distributions and conservation status of 54 bat species to determine the representation of these taxa in Borneo's protected areas, and whether these reserves complement each other in terms of bat diversity. Lower and upper bound estimates of bat species composition were characterised in 23 protected areas and the proposed boundaries of the Heart of Borneo conservation area. We used lower and upper bound estimates of species composition. By using actual inventories, species representation was highly irregular, and even if some reserves were included in the Heart of Borneo, the protected area network would still exhibit low complementarity. By inferring species presence from distributions, composition between most reserves was similar, and complementarity was much higher. Predicting species richness using abundance information suggested that bat species representation in reserves may lie between these two extremes. We recommend that researchers better sample biodiversity over the island and address the conservation threats faced in Borneo both within and outside protected areas. While the Heart of Borneo Initiative is commendable, it should not divert attention from other conservation areas.

A direct approach to the discounted penalty function

This paper provides a new and accessible approach to establishing certain results concerning the discounted penalty function. The direct approach consists of two steps. In the first step, closed-form expressions are obtained in the special case in which the claim amount distribution is a combination of exponential distributions. A rational function is useful in this context. For the second step, one observes that the family of combinations of exponential distributions is dense. Hence, it suffices to reformulate the results of the first step to obtain general results. The surplus process has downward and upward jumps, modeled by two independent compound Poisson processes. If the distribution of the upward jumps is exponential, a series of new results can be obtained with ease. Subsequently, certain results of Gerber and Shiu [H. U. Gerber and E. S. W. Shiu, North American Actuarial Journal 2(1): 48–78 (1998)] can be reproduced. The two-step approach is also applied when an independent Wiener process is added to the surplus process. Certain results are related to Zhang et al. [Z. Zhang, H. Yang, and S. Li, Journal of Computational and Applied Mathematics 233: 1773–1 784 (2010)], which uses different methods.

Using flow cytometry for in situ monitoring of antimicrobial compound production in the biocontrol bacterium Pseudomonas fluorescens CHA0.

Pseudomonas fluorescens strain CHA0 is able to protect plants against a variety of pathogens, notably by producing the two antimicrobial compounds 2,4-diacetylphloroglucinol (DAPG) and pyoluteorin (PLT). The regulation of the expression of these compounds is affected by many biotic factors, such as fungal pathogens, rhizosphere bacteria as well as plant species. Therefore, the influence of some plant phenolic compounds on the expression of DAPG and PLT biosynthetic genes has been tested using GFP-based reporter, monitored by standard fluometry and flow cytometry. In situ experiments were also performed with cucumber plants. We found that several plant metabolites such as IAA and umbelliferone are able to modify significantly the expression of DAPG and PLT. The use of flow cytometry with autofluorescents proteins seems to be a promising method to study rhizobacteria-plant interactions.

Is the ability of biocontrol fluorescent pseudomonads to produce the antifungal metabolite 2,4-diacetylphloroglucinol really synonymous with higher plant protection?

The antifungal compound 2,4-diacetylphloroglucinol (Phl) contributes to biocontrol in pseudomonads, but whether or not Phl(+) biocontrol pseudomonads display higher plant-protecting activity than Phl(-) biocontrol pseudomonads remains to be demonstrated. This issue was addressed by assessing 230 biocontrol fluorescent pseudomonads selected from a collection of 3132 bacterial isolates obtained from 63 soils worldwide. One-third of the biocontrol pseudomonads were Phl(+) and almost all Phl(+) isolates also produced hydrogen cyanide (HCN). The only Phl(+) HCN(-) strain did harbor hcn genes, but with the deletion of a 134 bp hcnC fragment corresponding to an ADP-binding motif. Statistical analysis of biocontrol isolate distributions indicated that Phl production ability was associated with superior disease suppression activity in the Pythium-cucumber and Fusarium-tomato pathosystems, but this was also the case with HCN production ability. However, HCN significance was not as strong, as indicated both by the comparison of Phl(-) HCN(+) and Phl(-) HCN(-) strains and by correlation analyses. This is the first population-level demonstration of the higher plant-protecting activity of Phl(+) biocontrol pseudomonads in comparison with Phl(-) biocontrol pseudomonads.

Suitability, success and sinks: how do predictions of nesting distributions relate to fitness parameters in high arctic waders?

AimAlthough habitat suitability maps derived from species distribution models (SDMs) are often assumed to highlight locations that can sustain healthy populations over time, the relationship between suitability scores and fitness parameters has rarely been tested thoroughly. LocationZackenberg Valley, north-east Greenland. MethodsUsing 14years of data (1997-2010) representing three wader species (dunlin Calidris alpina, sanderling Calidris alba and ruddy turnstone Arenaria interpres), we tested the relationships between modelled suitability and fitness parameters at nesting locations. ResultsAmong the three species examined, only the ruddy turnstone exhibited significant relationships between suitability and nest success, but over time rather than space. During years with extensive snow cover in the landscape, the nesting sites of ruddy turnstone occurred in different habitats than were typically used across years. Moreover, in years with extensive snow cover, the ruddy turnstone initiated nests later and suffered from higher egg predation rates. Main conclusionOur results suggest that SDMs derived from species occurrences that include years of low reproductive success may over-estimate the potential suitable habitat in the landscape. Whenever possible, variation in reproductive success should be considered when building models to inform species' response to environmental change. species' response to environmental change.

Species distributions and interactions in a changing world : from understanding to forecasting

Les écosystèmes fournissent de nombreuses ressources et services écologiques qui sont utiles à la population humaine. La biodiversité est une composante essentielle des écosystèmes et maintient de nombreux services. Afin d'assurer la permanence des services écosystémiques, des mesures doivent être prises pour conserver la biodiversité. Dans ce but, l'acquisition d'informations détaillées sur la distribution de la biodiversité dans l'espace est essentielle. Les modèles de distribution d'espèces (SDMs) sont des modèles empiriques qui mettent en lien des observations de terrain (présences ou absences d'une espèce) avec des descripteurs de l'environnement, selon des courbes de réponses statistiques qui décrive la niche réalisée des espèces. Ces modèles fournissent des projections spatiales indiquant les lieux les plus favorables pour les espèces considérées. Le principal objectif de cette thèse est de fournir des projections plus réalistes de la distribution des espèces et des communautés en montagne pour le climat présent et futur en considérant non-seulement des variables abiotiques mais aussi biotiques. Les régions de montagne et l'écosystème alpin sont très sensibles aux changements globaux et en même temps assurent de nombreux services écosystémiques. Cette thèse est séparée en trois parties : (i) fournir une meilleure compréhension du rôle des interactions biotiques dans la distribution des espèces et l'assemblage des communautés en montagne (ouest des Alpes Suisses), (ii) permettre le développement d'une nouvelle approche pour modéliser la distribution spatiale de la biodiversité, (iii) fournir des projections plus réalistes de la distribution future des espèces ainsi que de la composition des communautés. En me focalisant sur les papillons, bourdons et plantes vasculaires, j'ai détecté des interactions biotiques importantes qui lient les espèces entre elles. J'ai également identifié la signature du filtre de l'environnement sur les communautés en haute altitude confirmant l'utilité des SDMs pour reproduire ce type de processus. A partir de ces études, j'ai contribué à l'amélioration méthodologique des SDMs dans le but de prédire les communautés en incluant les interactions biotiques et également les processus non-déterministes par une approche probabiliste. Cette approche permet de prédire non-seulement la distribution d'espèces individuelles, mais également celle de communautés dans leur entier en empilant les projections (S-SDMs). Finalement, j'ai utilisé cet outil pour prédire la distribution d'espèces et de communautés dans le passé et le futur. En particulier, j'ai modélisé la migration post-glaciaire de Trollius europaeus qui est à l'origine de la structure génétique intra-spécifique chez cette espèce et évalué les risques de perte face au changement climatique. Finalement, j'ai simulé la distribution des communautés de bourdons pour le 21e siècle afin d'évaluer les changements probables dans ce groupe important de pollinisateurs. La diversité fonctionnelle des bourdons va être altérée par la perte d'espèces spécialistes de haute altitude et ceci va influencer la pollinisation des plantes en haute altitude. - Ecosystems provide a multitude of resources and ecological services, which are useful to human. Biodiversity is an essential component of those ecosystems and guarantee many services. To assure the permanence of ecosystem services for future generation, measure should be applied to conserve biodiversity. For this purpose, the acquisition of detailed information on how biodiversity implicated in ecosystem function is distributed in space is essential. Species distribution models (SDMs) are empirical models relating field observations to environmental predictors based on statistically-derived response surfaces that fit the realized niche. These models result in spatial predictions indicating locations of the most suitable environment for the species and may potentially be applied to predict composition of communities and their functional properties. The main objective of this thesis was to provide more accurate projections of species and communities distribution under current and future climate in mountains by considering not solely abiotic but also biotic drivers of species distribution. Mountain areas and alpine ecosystems are considered as particularly sensitive to global changes and are also sources of essential ecosystem services. This thesis had three main goals: (i) a better ecological understanding of biotic interactions and how they shape the distribution of species and communities, (ii) the development of a novel approach to the spatial modeling of biodiversity, that can account for biotic interactions, and (iii) ecologically more realistic projections of future species distributions, of future composition and structure of communities. Focusing on butterfly and bumblebees in interaction with the vegetation, I detected important biotic interactions for species distribution and community composition of both plant and insects along environmental gradients. I identified the signature of environmental filtering processes at high elevation confirming the suitability of SDMs for reproducing patterns of filtering. Using those case-studies, I improved SDMs by incorporating biotic interaction and accounting for non-deterministic processes and uncertainty using a probabilistic based approach. I used improved modeling to forecast the distribution of species through the past and future climate changes. SDMs hindcasting allowed a better understanding of the spatial range dynamic of Trollius europaeus in Europe at the origin of the species intra-specific genetic diversity and identified the risk of loss of this genetic diversity caused by climate change. By simulating the future distribution of all bumblebee species in the western Swiss Alps under nine climate change scenarios for the 21st century, I found that the functional diversity of this pollinator guild will be largely affected by climate change through the loss of high elevation specialists. In turn, this will have important consequences on alpine plant pollination.