Modelo de risco com dependência entre os valores das indenizações e seus intervalos entre ocorrências

We present a dependent risk model to describe the surplus of an insurance portfolio, based on the article "A ruin model with dependence between claim sizes and claim intervals"(Albrecher and Boxma [1]). An exact expression for the Laplace transform of the survival function of the surplus is derived. The results obtained are illustrated by several numerical examples and the case when we ignore the dependence structure present in the model is investigated. For the phase type claim sizes, we study by the survival probability, considering this is a class of distributions computationally tractable and more general

Modelagem e simulação de um separador bifásico com inversão de fases induzida

The present work has the main goal to study the modeling and simulation of a biphasic separator with induced phase inversion, the MDIF, with the utilization of the finite differences method for the resolution of the partial differencial equations which describe the transport of contaminant s mass fraction inside the equipment s settling chamber. With this aim, was developed the deterministic differential model AMADDA, wich was admensionalizated and then semidiscretizated with the method of lines. The integration of the resultant system of ordinary differential equations was realized by means of a modified algorithm of the Adam-Bashfort- Moulton method, and the sthocastic optimization routine of Basin-Hopping was used in the model s parameter estimation procedure . With the aim to establish a comparative referential for the results obtained with the model AMADDA, were used experimental data presented in previous works of the MDIF s research group. The experimental data and those obtained with the model was assessed regarding its normality by means of the Shapiro-Wilk s test, and validated against the experimental results with the Student s t test and the Kruskal-Wallis s test, depending on the result. The results showed satisfactory performance of the model AMADDA in the evaluation of the MDIF s separation efficiency, being possible to determinate that at 1% significance level the calculated results are equivalent to those determinated experimentally in the reference works

Avaliacao de dados de secagem de suspensoes de polpas de frutas em leito de jorro com alimentacao intermitente

The objective of this work was the development and improvement of the mathematical models based on mass and heat balances, representing the drying transient process fruit pulp in spouted bed dryer with intermittent feeding. Mass and energy balance for drying, represented by a system of differential equations, were developed in Fortran language and adapted to the condition of intermittent feeding and mass accumulation. Were used the DASSL routine (Differential Algebraic System Solver) for solving the differential equation system and used a heuristic optimization algorithm in parameter estimation, the Particle Swarm algorithm. From the experimental data food drying, the differential models were used to determine the quantity of water and the drying air temperature at the exit of a spouted bed and accumulated mass of powder in the dryer. The models were validated using the experimental data of drying whose operating conditions, air temperature, flow rate and time intermittency, varied within the limits studied. In reviewing the results predicted, it was found that these models represent the experimental data of the kinetics of production and accumulation of powder and humidity and air temperature at the outlet of the dryer

Estimação e compensação de não linearidades inerentes aos atuadores dos processos industriais

The oscillations presents in control loops can cause damages in petrochemical industry. Canceling, or even preventing such oscillations, would save up to large amount of dollars. Studies have identified that one of the causes of these oscillations are the nonlinearities present on industrial process actuators. This study has the objective to develop a methodology for removal of the harmful effects of nonlinearities. Will be proposed an parameter estimation method to Hammerstein model, whose nonlinearity is represented by dead-zone or backlash. The estimated parameters will be used to construct inverse models of compensation. A simulated level system was used as a test platform. The valve that controls inflow has a nonlinearity. Results and describing function analysis show an improvement on system response

Modelagem estocástica do índice de radiação ultravioleta na costa leste do nordeste do Brasil

The increase in ultraviolet radiation (UV) at surface, the high incidence of non-melanoma skin cancer (NMSC) in coast of Northeast of Brazil (NEB) and reduction of total ozone were the motivation for the present study. The overall objective was to identify and understand the variability of UV or Index Ultraviolet Radiation (UV Index) in the capitals of the east coast of the NEB and adjust stochastic models to time series of UV index aiming make predictions (interpolations) and forecasts / projections (extrapolations) followed by trend analysis. The methodology consisted of applying multivariate analysis (principal component analysis and cluster analysis), Predictive Mean Matching method for filling gaps in the data, autoregressive distributed lag (ADL) and Mann-Kendal. The modeling via the ADL consisted of parameter estimation, diagnostics, residuals analysis and evaluation of the quality of the predictions and forecasts via mean squared error and Pearson correlation coefficient. The research results indicated that the annual variability of UV in the capital of Rio Grande do Norte (Natal) has a feature in the months of September and October that consisting of a stabilization / reduction of UV index because of the greater annual concentration total ozone. The increased amount of aerosol during this period contributes in lesser intensity for this event. The increased amount of aerosol during this period contributes in lesser intensity for this event. The application of cluster analysis on the east coast of the NEB showed that this event also occurs in the capitals of Paraiba (João Pessoa) and Pernambuco (Recife). Extreme events of UV in NEB were analyzed from the city of Natal and were associated with absence of cloud cover and levels below the annual average of total ozone and did not occurring in the entire region because of the uneven spatial distribution of these variables. The ADL (4, 1) model, adjusted with data of the UV index and total ozone to period 2001-2012 made a the projection / extrapolation for the next 30 years (2013-2043) indicating in end of that period an increase to the UV index of one unit (approximately), case total ozone maintain the downward trend observed in study period

Validação de protocolo de assistência para pessoas com úlcera venosa na atenção primária

People with venous ulcers constitute as an important public health problem, its treatment is onerous and require assistance provided by trained professionals, systematized through protocols, however what lies in the assistance is that the management of this group of people differs from that preconized in the scientific literature, interfering with wound healing and quality of life of affected. In this sense, the construction of a assistance protocol specific to people with venous ulcers (VU) can help professionals of the Family Health Strategy both in patient assessment as and in establishment of quality assistance. Thus, this study aimed to analyse the validity of a multiprofessional assistance protocol for people with venous ulcers in primary care by health professionals using Delphi technique. This is a quantitative study, the methodological type conducted in two steps: first step related to integrative literature review to subsidize the development of the protocol, then these aspects were organized and proposed to the judges of the study through the Delphi technique. The study was initiated after approval by the Research Ethics Committee. The first step was performed between August and September 2012, in the virtual library of health, in the page of the Coordination of Improvement of Higher Education Personnel, of Municipal Health Secretariat and international guidelines of associations and in the subsequent step carried out between September 2012 to January 2013, was performed search by Lattes platform of the National Council of Technological and Scientific Development, in order to identify health professionals in Brazil who act as judges of the instrument and then, via online, the form was submitted to them.The sample for the second step was 51 judges in the first round and 35 for the second round Delphi. The analysis was done by adopting Kappa index ≥ 0.81 and Content Validity Index (CVI)> 0.80. In the first submission for the judges, items that did not reach Kappa and CVI established were: request / realization / test results, demographic data, medical history, risk factors, verification of pain / vital signs / pulse / infection signs / lesion location/ edema and pain treatment. After removal of items which have not obtained Kappa or CVI index established, it was found achieving optimal levels of these index for the categories. In the next step was the ressubmissão of protocol to judges through the Delphi technique in it was found that, of the 15 categories of the protocol, 12 presented higher scores in Delphi 2 phase and the other three categories remained the same Kappa and IVC of the previous phase. As for the average of evaluation requirements of the protocol was found that the scores assigned by the judges were higher in the second phase in nine of the 10 items, remaining the same in only one of the items indicating validity of the instrument before the consensus of the judges. Thus, we accepted the alternative hypothesis in this study, as they were obtained in the second Delphi phase the validity index greater than or equal to the Delphi 1 phase. The formulation of this assistance protocol valid and reproducible will enable a reorganization and redesign of assistance, with standardization of actions and continuity of care for persons with venous ulcers in primary health care

Modelo de covariância bayesiana para seleção de protfólios de investimentos

The portfolio theory is a field of study devoted to investigate the decision-making by investors of resources. The purpose of this process is to reduce risk through diversification and thus guarantee a return. Nevertheless, the classical Mean-Variance has been criticized regarding its parameters and it is observed that the use of variance and covariance has sensitivity to the market and parameter estimation. In order to reduce the estimation errors, the Bayesian models have more flexibility in modeling, capable of insert quantitative and qualitative parameters about the behavior of the market as a way of reducing errors. Observing this, the present study aimed to formulate a new matrix model using Bayesian inference as a way to replace the covariance in the MV model, called MCB - Covariance Bayesian model. To evaluate the model, some hypotheses were analyzed using the method ex post facto and sensitivity analysis. The benchmarks used as reference were: (1) the classical Mean Variance, (2) the Bovespa index's market, and (3) in addition 94 investment funds. The returns earned during the period May 2002 to December 2009 demonstrated the superiority of MCB in relation to the classical model MV and the Bovespa Index, but taking a little more diversifiable risk that the MV. The robust analysis of the model, considering the time horizon, found returns near the Bovespa index, taking less risk than the market. Finally, in relation to the index of Mao, the model showed satisfactory, return and risk, especially in longer maturities. Some considerations were made, as well as suggestions for further work

Avaliação preliminar da viabilidade de produção in vitro de um isolado brasileiro de baculovírus Spodoptera frugiperda MNPV

In vivo production of viral biopesticides is the major source of viral insecticides currently in the marketplace. However, this system presents limitations during production scale-up. For the Spodoptera frugiperda nucleopolyhedrovirus (SfMNPV), the insect used for replication has cannibalistic characteristics, thus production is even more difficult. Insect cells are commonly used for in vitro baculovirus production. Most of these cell lines are derived from Lepidoptera species. The Sf21 cell line is derived from Spodoptera frugiperda caterpillar ovarian tissue, and its clonal isolate Sf9 has been used for biopesticide production due to its ease of growth in suspension cultures. In this work, the in vitro production capabilities of a Brazilian SfMNPV isolate obtained from cornfields was evaluated. Comparison of polyhedra production was carried out using both Sf21 and Sf9 cells, based on volumetric and specific yields. Both cell lines were cultivated in Hyclone medium supplemented with different fetal bovine serum concentrations (2,5 and 5%). The best results were obtained using Sf9 cells supplemented with 5% serum. These results were further confirmed quantitively through kinetic parameter estimation for both cells lines and different serum concentrations. After seven successive passages, this system still presented high specific polyhedra production

Modelos de dispersão para extremos de precipitação. Estudo de caso: o nordeste do Brasil

In this thesis used four different methods in order to diagnose the precipitation extremes on Northeastern Brazil (NEB): Generalized Linear Model s via logistic regression and Poisson, extreme value theory analysis via generalized extre me value (GEV) and generalized Pareto (GPD) distributions and Vectorial Generalized Linea r Models via GEV (MVLG GEV). The logistic regression and Poisson models were used to identify the interactions between the precipitation extremes and other variables based on the odds ratios and relative risks. It was found that the outgoing longwave radiation was the indicator variable for the occurrence of extreme precipitation on eastern, northern and semi arid NEB, and the relative humidity was verified on southern NEB. The GEV and GPD distribut ions (based on the 95th percentile) showed that the location and scale parameters were presented the maximum on the eastern and northern coast NEB, the GEV verified a maximum core on western of Pernambuco influenced by weather systems and topography. The GEV and GPD shape parameter, for most regions the data fitted by Weibull negative an d Beta distributions (ξ < 0) , respectively. The levels and return periods of GEV (GPD) on north ern Maranhão (centerrn of Bahia) may occur at least an extreme precipitation event excee ding over of 160.9 mm /day (192.3 mm / day) on next 30 years. The MVLG GEV model found tha t the zonal and meridional wind components, evaporation and Atlantic and Pacific se a surface temperature boost the precipitation extremes. The GEV parameters show the following results: a) location ( ), the highest value was 88.26 ± 6.42 mm on northern Maran hão; b) scale ( σ ), most regions showed positive values, except on southern of Maranhão; an d c) shape ( ξ ), most of the selected regions were adjusted by the Weibull negative distr ibution ( ξ < 0 ). The southern Maranhão and southern Bahia have greater accuracy. The level period, it was estimated that the centern of Bahia may occur at least an extreme precipitatio n event equal to or exceeding over 571.2 mm/day on next 30 years.

Modelagem e simulação da solubilidade de sais em sistemas aquosos com Monoetilenoglicol

Primary processing of natural gas platforms as Mexilhão Field (PMXL-1 ) in the Santos Basin, where monoethylene glycol (MEG) has been used to inhibit the formation of hydrates, present operational problems caused by salt scale in the recovery unit of MEG. Bibliographic search and data analysis of salt solubility in mixed solvents, namely water and MEG, indicate that experimental reports are available to a relatively restricted number of ionic species present in the produced water, such as NaCl and KCl. The aim of this study was to develop a method for calculating of salt solubilities in mixed solvent mixtures, in explantion, NaCl or KCl in aqueous mixtures of MEG. The method of calculating extend the Pitzer model, with the approach Lorimer, for aqueous systems containing a salt and another solvent (MEG). Python language in the Integrated Development Environment (IDE) Eclipse was used in the creation of the computational applications. The results indicate the feasibility of the proposed calculation method for a systematic series of salt (NaCl or KCl) solubility data in aqueous mixtures of MEG at various temperatures. Moreover, the application of the developed tool in Python has proven to be suitable for parameter estimation and simulation purposes

Recuperação e purificação do antígeno 503 de Leishmania i. chagasi expresso em E. coli e remoção de endotoxina utilizando adsorção em leito expandido

The growing interest and applications of biotechnology products have increased the development of new processes for recovery and purification of proteins. The expanded bed adsorption (EBA) has emerged as a promising technique for this purpose. It combines into one operation the steps of clarification, concentration and purification of the target molecule. Hence, the method reduces the time and the cost of operation. In this context, this thesis aim was to evaluate the recovery and purification of 503 antigen of Leishmania i. chagasi expressed in E. coli M15 and endotoxin removal by EBA. In the first step of this study, batch experiments were carried out using two experimental designs to define the optimal adsorption and elution conditions of 503 antigen onto Streamline chelating resin. For adsorption assays, using expanded bed, it was used a column of 2.6 cm in diameter by 30.0 cm in height coupled to a peristaltic pump. In the second step of study, the removal of endotoxin during antigen recovery process was evaluated employing the non-ionic surfactant Triton X-114 in the washing step ALE. In the third step, we sought developing a mathematical model able to predict the 503 antigen breakthrough curves in expanded mode. The experimental design results to adsorption showed the pH 8.0 and the NaCl concentration of 2.4 M as the optimum adsorption condition. In the second design, the only significant factor for elution was the concentration of imidazole, which was taken at 600 mM. The adsorption isotherm of the 503 antigen showed a good fit to the Langmuir model (R = 0.98) and values for qmax (maximum adsorption capacity) and Kd (equilibrium constant) estimated were 1.95 mg/g and 0.34 mg/mL, respectively. Purification tests directly from unclarified feedstock showed a recovery of 59.2% of the target protein and a purification factor of 6.0. The addition of the non-ionic surfactant Triton X-114 to the washing step of EBA led to high levels (> 99%) of LPS removal initially present in the samples for all conditions tested. The mathematical model obtained to describe the 503 antigen breakthrough curves in Streamline Chelanting resin in expanded mode showed a good fit for both parameter estimation and validation steps. The validated model was used to optimize the efficiencies, achieving maximum values of the process and of the column efficiencies of 89.2% and 75.9%, respectively. Therefore, EBA is an efficient alternative for the recovery of the target protein and removal of endotoxin from an E. coli unclarified feedstock in just one step.

Efeitos do freio magnético sobre a distribuição da rotação estelar

The pioneering work proposed by Skumanich (1972) has shown that the projected mean rotational velocity < v sini > for solar type stars follows a rotation law decreases with the time given by t −1/2 , where t is the stellar age. This relationship is consistent with the theories of the angular momentum loss through the ionized stellar wind, which in turn is coupled to the star through its magnetic field. Several authors (e.g.: Silva et al. 2013 and de Freitas et al. 2014) have analyzed the possible matches between the rotational decay and the profile of the velocity distribution. These authors came to a simple heuristic relationship, but did not build a direct path between the exponent of the rotational decay (j) and the exponent of the distribution of the rotational velocity (q). The whole theoretical scenario has been proposed using an efficient and strong statistical mechanics well known as non-extensive statistical mechanics. The present dissertation proposes effectively to close this issue by elaborating a theoretical way to modify the q-Maxwellians’ distributions into q-Maxwellians with physics links extracted from the theory of magnetic braking. In order to test our distributions we have used the GenevaCapenhagen Survey data with approximately 6000 F and G field stars limited by age. As a result, we obtained that the exponents of the decay law and distribution follow a similar relationship to that proposed by Silva et al. (2013).

Estimação e compensação de não linearidades inerentes aos atuadores dos processos industriais

The oscillations presents in control loops can cause damages in petrochemical industry. Canceling, or even preventing such oscillations, would save up to large amount of dollars. Studies have identified that one of the causes of these oscillations are the nonlinearities present on industrial process actuators. This study has the objective to develop a methodology for removal of the harmful effects of nonlinearities. Will be proposed an parameter estimation method to Hammerstein model, whose nonlinearity is represented by dead-zone or backlash. The estimated parameters will be used to construct inverse models of compensation. A simulated level system was used as a test platform. The valve that controls inflow has a nonlinearity. Results and describing function analysis show an improvement on system response