3 resultados para VaR Estimation methods, Statistical Methods, Risk managment, Investments

em Publishing Network for Geoscientific


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We present biogenic opal flux records from two deep-sea sites in the Scotia Sea (MD07-3133 and MD07-3134) at decadal-scale resolution, covering the last glacial cycle. Besides conventional and time-consuming biogenic opal measuring methods, we introduce new biogenic opal estimation methods derived from sediment colour b*, wet bulk density, Si/Ti-count ratio, and Fourier transform infrared spectroscopy (FTIRS). All methods capture the biogenic opal amplitude, however, FTIRS - a novel method for marine sediment - yields the most reliable results. 230Th normalization data show strong differences in sediment focusing with intensified sediment focusing during glacial times. At MD07-3134 230Th normalized biogenic opal fluxes vary between 0.2 and 2.5 g/cm2/kyr. Our biogenic opal flux records indicate bioproductivity changes in the Southern Ocean, strongly influenced by sea ice distribution and also summer sea surface temperature changes. South of the Antarctic Polar Front, lowest bioproductivity occurred during the Last Glacial Maximum when upwelling of mid-depth water was reduced and sea ice cover intensified. Around 17 ka, bioproductivity increased abruptly, corresponding to rising atmospheric CO2 contents and decreasing seasonal sea ice coverage.

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The quantitative diatom analysis of 218 surface sediment samples recovered in the Atlantic and western Indian sector of the Southern Ocean is used to define a base of reference data for paleotemperature estimations from diatom assemblages using the Imbrie and Kipp transfer function method. The criteria which justify the exclusion of samples and species out of the raw data set in order to define a reference database are outlined and discussed. Sensitivity tests with eight data sets were achieved evaluating the effects of overall dominance of single species, different methods of species abundance ranking, and no-analog conditions (e.g., Eucampia Antarctica) on the estimated paleotemperatures. The defined transfer functions were applied on a sediment core from the northern Antarctic zone. Overall dominance of Fragilariopsis kerguelensis in the diatom assemblages resulted in a close affinity between paleotemperature curve and relative abundance pattern of this species downcore. Logarithmic conversion of counting data applied with other ranking methods in order to compensate the dominance of F. kerguelensis revealed the best statistical results. A reliable diatom transfer function for future paleotemperature estimations is presented.

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Maritime accidents involving ships carrying passengers may pose a high risk with respect to human casualties. For effective risk mitigation, an insight into the process of risk escalation is needed. This requires a proactive approach when it comes to risk modelling for maritime transportation systems. Most of the existing models are based on historical data on maritime accidents, and thus they can be considered reactive instead of proactive. This paper introduces a systematic, transferable and proactive framework estimating the risk for maritime transportation systems, meeting the requirements stemming from the adopted formal definition of risk. The framework focuses on ship-ship collisions in the open sea, with a RoRo/Passenger ship (RoPax) being considered as the struck ship. First, it covers an identification of the events that follow a collision between two ships in the open sea, and, second, it evaluates the probabilities of these events, concluding by determining the severity of a collision. The risk framework is developed with the use of Bayesian Belief Networks and utilizes a set of analytical methods for the estimation of the risk model parameters. The model can be run with the use of GeNIe software package. Finally, a case study is presented, in which the risk framework developed here is applied to a maritime transportation system operating in the Gulf of Finland (GoF). The results obtained are compared to the historical data and available models, in which a RoPax was involved in a collision, and good agreement with the available records is found.