Analysis of the claims data of a life insurance portfolio

Mestrado em Ciências Actuariais

Bidding and Optimization Strategies for Wind-PV Systems in Electricity Markets

The variability in non-dispatchable power generation raises important challenges to the integration of renewable energy sources into the electricity power grid. This paper provides the coordinated trading of wind and photovoltaic energy to mitigate risks due to the wind and solar power variability, electricity prices, and financial penalties arising out the generation shortfall and surplus. The problem of wind-photovoltaic coordinated trading is formulated as a linear programming problem. The goal is to obtain the optimal bidding strategy that maximizes the total profit. The wind-photovoltaic coordinated operation is modeled and compared with the uncoordinated operation. A comparison of the models and relevant conclusions are drawn from an illustrative case study of the Iberian day-ahead electricity market.

Bidding and Optimization Strategies for Wind-PV Systems in Electricity Markets Assisted by CPS

The variability in non-dispatchable power generation raises important challenges to the integration of renewable energy sources into the electricity power grid. This paper provides the coordinated trading of wind and photovoltaic energy assisted by a cyber-physical system for supporting management decisions to mitigate risks due to the wind and solar power variability, electricity prices, and financial penalties arising out the generation shortfall and surplus. The problem of wind-photovoltaic coordinated trading is formulated as a stochastic linear programming problem. The goal is to obtain the optimal bidding strategy that maximizes the total profit. The wind-photovoltaic coordinated operation is modelled and compared with the uncoordinated operation. A comparison of the models and relevant conclusions are drawn from an illustrative case study of the Iberian day-ahead electricity market.

Development and optimization of techniques and design parameters for the engineering of atmospheric pressure plasma devices for biomedical applications and plasma medicine

In the last decades, the possibility to generate plasma at atmospheric pressure gave rise to a new emerging field called plasma medicine; it deals with the application of cold atmospheric pressure plasmas (CAPs) or plasma-activated solutions on or in the human body for therapeutic effects. Thanks to a blend of synergic biologically active agents and biocompatible temperatures, different CAP sources were successfully employed in many different biomedical applications such as dentistry, dermatology, wound healing, cancer treatment, blood coagulation, etc.… Despite their effectiveness has been verified in the above-mentioned biomedical applications, over the years, researchers throughout the world described numerous CAP sources which are still laboratory devices not optimized for the specific application. In this perspective, the aim of this dissertation was the development and the optimization of techniques and design parameters for the engineering of CAP sources for different biomedical applications and plasma medicine among which cancer treatment, dentistry and bioaerosol decontamination. In the first section, the discharge electrical parameters, the behavior of the plasma streamers and the liquid and the gas phase chemistry of a multiwire device for the treatment of liquids were performed. Moreover, two different plasma-activated liquids were used for the treatment of Epithelial Ovarian Cancer cells and fibroblasts to assess their selectivity. In the second section, in accordance with the most important standard regulations for medical devices, were reported the realization steps of a Plasma Gun device easy to handle and expected to be mounted on a tabletop device that could be used for dental clinical applications. In the third section, in relation to the current COVID-19 pandemic, were reported the first steps for the design, realization, and optimization of a dielectric barrier discharge source suitable for the treatment of different types of bioaerosol.

Solid Lipid Nanoparticles For Hydrophilic Biotech Drugs: Optimization And Cell Viability Studies (caco-2 & Hepg-2 Cell Lines).

Insulin was used as model protein to developed innovative Solid Lipid Nanoparticles (SLNs) for the delivery of hydrophilic biotech drugs, with potential use in medicinal chemistry. SLNs were prepared by double emulsion with the purpose of promoting stability and enhancing the protein bioavailability. Softisan(®)100 was selected as solid lipid matrix. The surfactants (Tween(®)80, Span(®)80 and Lipoid(®)S75) and insulin were chosen applying a 2(2) factorial design with triplicate of central point, evaluating the influence of dependents variables as polydispersity index (PI), mean particle size (z-AVE), zeta potential (ZP) and encapsulation efficiency (EE) by factorial design using the ANOVA test. Therefore, thermodynamic stability, polymorphism and matrix crystallinity were checked by Differential Scanning Calorimetry (DSC) and Wide Angle X-ray Diffraction (WAXD), whereas the effect of toxicity of SLNs was check in HepG2 and Caco-2 cells. Results showed a mean particle size (z-AVE) width between 294.6 nm and 627.0 nm, a PI in the range of 0.425-0.750, ZP about -3 mV, and the EE between 38.39% and 81.20%. After tempering the bulk lipid (mimicking the end process of production), the lipid showed amorphous characteristics, with a melting point of ca. 30 °C. The toxicity of SLNs was evaluated in two distinct cell lines (HEPG-2 and Caco-2), showing to be dependent on the concentration of particles in HEPG-2 cells, while no toxicity in was reported in Caco-2 cells. SLNs were stable for 24 h in in vitro human serum albumin (HSA) solution. The resulting SLNs fabricated by double emulsion may provide a promising approach for administration of protein therapeutics and antigens.

Electrochemical Oxidation Of Landfill Leachate In A Flow Reactor: Optimization Using Response Surface Methodology.

Response surface methodology based on Box-Behnken (BBD) design was successfully applied to the optimization in the operating conditions of the electrochemical oxidation of sanitary landfill leachate aimed for making this method feasible for scale up. Landfill leachate was treated in continuous batch-recirculation system, where a dimensional stable anode (DSA(©)) coated with Ti/TiO2 and RuO2 film oxide were used. The effects of three variables, current density (milliampere per square centimeter), time of treatment (minutes), and supporting electrolyte dosage (moles per liter) upon the total organic carbon removal were evaluated. Optimized conditions were obtained for the highest desirability at 244.11 mA/cm(2), 41.78 min, and 0.07 mol/L of NaCl and 242.84 mA/cm(2), 37.07 min, and 0.07 mol/L of Na2SO4. Under the optimal conditions, 54.99 % of chemical oxygen demand (COD) and 71.07 ammonia nitrogen (NH3-N) removal was achieved with NaCl and 45.50 of COD and 62.13 NH3-N with Na2SO4. A new kinetic model predicted obtained from the relation between BBD and the kinetic model was suggested.

What Is Expected From A Facial Trauma Caused By Violence?

The aim of this retrospective study was to compare the peculiarities of maxillofacial injuries caused by interpersonal violence with other etiologic factors. Medical records of 3,724 patients with maxillofacial injuries in São Paulo state (Brazil) were retrospectively analyzed. The data were submitted to statistical analysis (simple descriptive statistics and Chi-squared test) using SPSS 18.0 software. Data of 612 patients with facial injuries caused by violence were analyzed. The majority of the patients were male (81%; n = 496), with a mean age of 31.28 years (standard deviation of 13.33 years). These patients were more affected by mandibular and nose fractures, when compared with all other patients (P < 0.01), although fewer injuries were recorded in other body parts (χ(2) = 17.54; P < 0.01); Victims of interpersonal violence exhibited more injuries when the neurocranium was analyzed in isolation (χ(2) = 6.85; P < 0.01). Facial trauma due to interpersonal violence seem to be related to a higher rate of facial fractures and lacerations when compared to all patients with facial injuries. Prominent areas of the face and neurocranium were more affected by injuries.

[comparative Study Between Fast And Slow Induction Of Propofol Given By Target-controlled Infusion: Expected Propofol Concentration At The Effect Site. Randomized Controlled Trial].

studies have shown that rate of propofol infusion may influence the predicted propofol concentration at the effect site (Es). The aim of this study was to evaluate the Es predicted by the Marsh pharmacokinetic model (ke0 0.26min(-1)) in loss of consciousness during fast or slow induction. the study included 28 patients randomly divided into two equal groups. In slow induction group (S), target-controlled infusion (TCI) of propofol with plasma, Marsh pharmacokinetic model (ke0 0.26min(-1)) with target concentration (Tc) at 2.0-μg.mL(-1) were administered. When the predicted propofol concentration at the effect site (Es) reached half of Es value, Es was increased to previous Es + 1μg.mL(-1), successively, until loss of consciousness. In rapid induction group (R), patients were induced with TCI of propofol with plasma (6.0μg.ml(-1)) at Es, and waited until loss of consciousness. in rapid induction group, Tc for loss of consciousness was significantly lower compared to slow induction group (1.67±0.76 and 2.50±0.56μg.mL(-1), respectively, p=0.004). the predicted propofol concentration at the effect site for loss of consciousness is different for rapid induction and slow induction, even with the same pharmacokinetic model of propofol and the same balance constant between plasma and effect site.

Filtros de areia aplicados à irrigação localizada: teoria e prática

The application of sand filters in localized irrigation systems is recommended in the presence of organic and algae contamination. The proper design and maintenance of these equipments are essential to assure an effective water quality control, in order to reduce the emitters clogging, to keep its water application uniformity, and to prevent increasing in the system operation costs. Despite the existence of some references about design, operation and maintenance of these filters, they are dispersed, with not enough details to guarantee the optimization of its hydraulics structure design and the proper selection of porous media to be used. Therefore, the objective of this work was to report a current literature review, relating practical information with scientific knowledge. The content of this review would help to induce and intensify the research on this subject and to contribute so the operational functions for the equipment are reached. It is also expected to assist the improvement of the filtration and flushing processes in the agricultural irrigation and the development of original design procedures and the rational use of these devices.

Spectral Region Optimization for Raman-Based Optical Biopsy of Inflammatory Lesions

Objective: The biochemical alterations between inflammatory fibrous hyperplasia (IFH) and normal tissues of buccal mucosa were probed by using the FT-Raman spectroscopy technique. The aim was to find the minimal set of Raman bands that would furnish the best discrimination. Background: Raman-based optical biopsy is a widely recognized potential technique for noninvasive real-time diagnosis. However, few studies had been devoted to the discrimination of very common subtle or early pathologic states as inflammatory processes that are always present on, for example, cancer lesion borders. Methods: Seventy spectra of IFH from 14 patients were compared with 30 spectra of normal tissues from six patients. The statistical analysis was performed with principal components analysis and soft independent modeling class analogy cross-validated, leave-one-out methods. Results: Bands close to 574, 1,100, 1,250 to 1,350, and 1,500 cm(-1) (mainly amino acids and collagen bands) showed the main intragroup variations that are due to the acanthosis process in the IFH epithelium. The 1,200 (C-C aromatic/DNA), 1,350 (CH(2) bending/collagen 1), and 1,730 cm(-1) (collagen III) regions presented the main intergroup variations. This finding was interpreted as originating in an extracellular matrix-degeneration process occurring in the inflammatory tissues. The statistical analysis results indicated that the best discrimination capability (sensitivity of 95% and specificity of 100%) was found by using the 530-580 cm(-1) spectral region. Conclusions: The existence of this narrow spectral window enabling normal and inflammatory diagnosis also had useful implications for an in vivo dispersive Raman setup for clinical applications.

Optimization of the Enzymatic Interesterification of Milk Fat and Canola Oil Blends Using Immobilized Rhizopus oryzae Lipase by Response Surface Methodology

Blends of milk fat and canola oil (MF:CNO) were enzymatically interesterified (EIE) by Rhizopus oryzne lipase immobilized on polysiloxane-polyvinyl alcohol (SiO(2)-PVA) composite, in a solvent-free system. A central composite design (CCD) was used to optimize the reaction, considering the effects of different mass fractions of binary blends of MF:CNO (50:50, 65:35 and 80:20) and temperatures (45, 55 and 65 degrees C) on the composition and texture properties of the interesterified products, taking the interesterification degree (ID) and consistency (at 10 degrees C) as response variables. For the ID variable both mass fraction of milk fat in the blend and temperature were found to be significant, while for the consistency only mass fraction of milk fat was significant. Empiric models for ID and consistency were obtained that allowed establishing the best interesterification conditions: blend with 65 % of milk fat and 35 %, of canola oil, and temperature of 45 degrees C. Under these conditions, the ID was 19.77 %) and the consistency at 10 degrees C was 56 290 Pa. The potential of this eco-friendly process demonstrated that a product could be obtained with the desirable milk fat flavour and better spreadability under refrigerated conditions.

Multidisciplinary optimization of a catamaran's hydrofoil design with dynamic response surface and distributive processing

This paper presents a rational approach to the design of a catamaran's hydrofoil applied within a modern context of multidisciplinary optimization. The approach used includes the use of response surfaces represented by neural networks and a distributed programming environment that increases the optimization speed. A rational approach to the problem simplifies the complex optimization model; when combined with the distributed dynamic training used for the response surfaces, this model increases the efficiency of the process. The results achieved using this approach have justified this publication.

The Genomic Ancestry of Individuals from Different Geographical Regions of Brazil Is More Uniform Than Expected

Based on pre-DNA racial/color methodology, clinical and pharmacological trials have traditionally considered the different geographical regions of Brazil as being very heterogeneous. We wished to ascertain how such diversity of regional color categories correlated with ancestry. Using a panel of 40 validated ancestry-informative insertion-deletion DNA polymorphisms we estimated individually the European, African and Amerindian ancestry components of 934 self-categorized White, Brown or Black Brazilians from the four most populous regions of the Country. We unraveled great ancestral diversity between and within the different regions. Especially, color categories in the northern part of Brazil diverged significantly in their ancestry proportions from their counterparts in the southern part of the Country, indicating that diverse regional semantics were being used in the self-classification as White, Brown or Black. To circumvent these regional subjective differences in color perception, we estimated the general ancestry proportions of each of the four regions in a form independent of color considerations. For that, we multiplied the proportions of a given ancestry in a given color category by the official census information about the proportion of that color category in the specific region, to arrive at a ""total ancestry"" estimate. Once such a calculation was performed, there emerged a much higher level of uniformity than previously expected. In all regions studied, the European ancestry was predominant, with proportions ranging from 60.6% in the Northeast to 77.7% in the South. We propose that the immigration of six million Europeans to Brazil in the 19(th) and 20(th) centuries - a phenomenon described and intended as the ""whitening of Brazil"" -is in large part responsible for dissipating previous ancestry dissimilarities that reflected region-specific population histories. These findings, of both clinical and sociological importance for Brazil, should also be relevant to other countries with ancestrally admixed populations.

Social interaction as a heuristic for combinatorial optimization problems

We investigate the performance of a variant of Axelrod's model for dissemination of culture-the Adaptive Culture Heuristic (ACH)-on solving an NP-Complete optimization problem, namely, the classification of binary input patterns of size F by a Boolean Binary Perceptron. In this heuristic, N agents, characterized by binary strings of length F which represent possible solutions to the optimization problem, are fixed at the sites of a square lattice and interact with their nearest neighbors only. The interactions are such that the agents' strings (or cultures) become more similar to the low-cost strings of their neighbors resulting in the dissemination of these strings across the lattice. Eventually the dynamics freezes into a homogeneous absorbing configuration in which all agents exhibit identical solutions to the optimization problem. We find through extensive simulations that the probability of finding the optimal solution is a function of the reduced variable F/N(1/4) so that the number of agents must increase with the fourth power of the problem size, N proportional to F(4), to guarantee a fixed probability of success. In this case, we find that the relaxation time to reach an absorbing configuration scales with F(6) which can be interpreted as the overall computational cost of the ACH to find an optimal set of weights for a Boolean binary perceptron, given a fixed probability of success.

Estimation of the thickness and the optical parameters of several stacked thin films using optimization

The reverse engineering problem addressed in the present research consists of estimating the thicknesses and the optical constants of two thin films deposited on a transparent substrate using only transmittance data through the whole stack. No functional dispersion relation assumptions are made on the complex refractive index. Instead, minimal physical constraints are employed, as in previous works of some of the authors where only one film was considered in the retrieval algorithm. To our knowledge this is the first report on the retrieval of the optical constants and the thickness of multiple film structures using only transmittance data that does not make use of dispersion relations. The same methodology may be used if the available data correspond to normal reflectance. The software used in this work is freely available through the PUMA Project web page (http://www.ime.usp.br/similar to egbirgin/puma/). (C) 2008 Optical Society of America