Estimation of parametric and nonparametric models for univariate claim severity distributions - an approach using R

This paper presents an analysis of motor vehicle insurance claims relating to vehicle damage and to associated medical expenses. We use univariate severity distributions estimated with parametric and non-parametric methods. The methods are implemented using the statistical package R. Parametric analysis is limited to estimation of normal and lognormal distributions for each of the two claim types. The nonparametric analysis presented involves kernel density estimation. We illustrate the benefits of applying transformations to data prior to employing kernel based methods. We use a log-transformation and an optimal transformation amongst a class of transformations that produces symmetry in the data. The central aim of this paper is to provide educators with material that can be used in the classroom to teach statistical estimation methods, goodness of fit analysis and importantly statistical computing in the context of insurance and risk management. To this end, we have included in the Appendix of this paper all the R code that has been used in the analysis so that readers, both students and educators, can fully explore the techniques described

Universality of rain event size distributions

We compare rain event size distributions derived from measurements in climatically different regions, which we find to be well approximated by power laws of similar exponents over broad ranges. Differences can be seen in the large-scale cutoffs of the distributions. Event duration distributions suggest that the scale-free aspects are related to the absence of characteristic scales in the meteorological mesoscale.

Potential isomorphism of elementary substructures of a strictly stable homogeneous model

"Vegeu el resum a l'inici del document del fitxer adjunt."

Stable isotope geochemistry and formation mechanisms of quartz veins; Extreme paleoaltitudes of the Central Alps in the Neogene

Quartz veins ranging in size from less than 50 cm length and 5 cm width to greater than 10 m in length and 5 m in width are found throughout the Central Swiss Alps. In some cases, the veins are completely filled with milky quartz, while in others, sometimes spectacular void-filling quartz crystals are found. The style of vein filling and size is controlled by host rock composition and deformation history. Temperatures of vein formation, estimated using stable isotope thermometry and mineral equilibria, cover a range of 450 degrees C down to 150 degrees C. Vein formation started at 18 to 20 Ma and continued for over 10 My. The oxygen isotope values of quartz veins range from 10 to 20 permil, and in almost all cases are equal to those of the hosting lithology. The strongly rock-buffered veins imply a low fluid/rock ratio and minimal fluid flow. In order to explain massive, nearly morromineralic quartz formation without exceptionally large fluid fluxes, a mechanism of differential pressure and silica diffusion, combined with pressure solution, is proposed for early vein formation. Fluid inclusions and hydrous minerals in late-formed veins have extremely low delta D values, consistent with meteoric water infiltration. The change from rock-buffered, static fluid to infiltration from above can be explained in terms of changes in the large-scale deformation style occurring between 20 and 15 Ma. The rapid cooling of the Central Alps identified in previous studies may be explained in part, by infiltration of cold meteoric waters along fracture systems down to depths of 10 km or more. An average water flux of 0.15 cm 3 cm(-2)yr(-1) entering the rock and reemerging heated by 40 degrees C is sufficient to cool rock at 10 km depth by 100 degrees C in 5 million years. The very negative delta D values of < -130 permil for the late stage fluids are well below the annual average values measured in meteoric water in the region today. The low fossil delta D values indicate that the Central Alps were at a higher elevation in the Neogene. Such a conclusion is supported by an earlier work, where a paleoaltitude of 5000 meters was proposed on the basis of large erratic boulders found at low elevations far from their origin.

Comparative Analysis by Polymerase Chain Reaction Amplified Minicircles of Kinetoplast DNA of a Stable Strain of Trypanosoma cruzi from São Felipe, Bahia, its Clones and Subclones: Possibility of Predominance of a Principal Clone in this Area

Molecular characterization of one stable strain of Trypanosoma cruzi, the 21 SF, representative of the pattern of strains isolated from the endemic area of São Felipe, State of Bahia, Brazil, maintained for 15 years in laboratory by serial passages in mice and classified as biodeme Type II and zymodeme 2 has been investigated. The kinetoplast DNA (kDNA) of parental strain, 5 clones and 14 subclones were analyzed. Schizodeme was established by comparative study of the fragments obtained from digestion of the 330-bp fragments amplified by polymerase chain reaction (PCR) from the variable regions of the minicicles, and digested by restriction endonucleases Rsa I and Hinf I. Our results show a high percentual of similarity between the restriction fragment lenght polymorphism (RFLP) for the parental strain and its clones and among these individual clones and their subclones at a level of 80 to 100%.This homology indicates a predominance of the same "principal clone" in the 21SF strain and confirms the homogeneity previously observed at biological and isozymic analysis. These results suggest the possibility that the T. cruzi strains with similar biological and isoenzymic patterns, circulating in this endemic area, are representative of one dominant clone. The presence of "principal clones" could be responsible for a predominant tropism of the parasites for specific organs and tissues and this could contribute to the pattern of clinico-pathological manifestations of Chagas's disease in one geographical area.

Chemical and carbon isotopic evolution of hydrocarbons during prograde metamorphism from 100°C to 550°C: Case study in the Liassic black shale formation of Central Swiss Alps

Hydrocarbon distributions and stable isotope ratios of carbonates (delta(13)C(car), delta(18)O(car)), kerogen (delta(13)C(ker)), extractable organic matter (delta(13)C(EOM)) and individual hydrocarbons of Liassic black shale samples from a prograde metamorphic sequence in the Swiss Alps were used to identify the major organic reactions with increasing metamorphic grade. The studied samples range from the diagenetic zone (< 100 degrees C) to amphibolite facies (similar to 550 degrees C). The samples within the diagenetic zones (< 100 and 150 degrees C) are characterized by the dominance of C-< 20 n-alkanes, suggesting an origin related with marine and/or bacterial inputs. The metamorphic samples (200 to 550 degrees C) have distributions significantly dominated by C-12 and C-13 n-alkanes, C-14, C-16 and C-18 n-alkylcyclopentanes and to a lesser extend C-15, C-17 and C-21 n-alkylcyclohexanes. The progressive C-13-enrichment (up to 3.9 parts per thousand) with metamorphism of the C-> 17 n-alkanes suggests the occurrence of cracking reactions of high molecular weight compounds. The isotopically heavier (up to 5.6 parts per thousand) C-< 17 n-alkanes in metamorphic samples are likely originated by thermal degradation of long-chain homologous with preferential release of isotopically light C-1 and C-2 radicals. The dominance of specific even C-number n-alkylcyclopentanes suggests an origin related to direct cyclization mechanism (without decarboxylation step) of algal or bacterial fatty acids occurring in reducing aqueous metamorphic fluid conditions. The regular increase of the concentrations of n-alkylcycloalkanes vs. C-> 13 n-alkanes with metamorphism suggests progressive thermal release of kerogen-linked fatty acid precursors and degradation of n-alkanes. Changes of the steroid and terpenoid distributions are clearly related to increasing metamorphic temperatures. The absence of 18 alpha(H)-22,29,30-trisnorneohopane (Ts), the occurrence of 17 beta(H)-trisnorhopane, 17 beta(H), 21 alpha(H)-hopanes in the C-29 to C-31 range and 5 alpha(H),14 alpha(H),17 alpha(H)-20R C-27, C-29 steranes in the low diagenetic samples (< 100 degrees C) are characteristic of immature bitumens. The higher thermal stress within the upper diagenetic zone (150 degrees C) is marked by the presence of Ts, the disappearance of 17 beta(H)-trisnorhopane and thermodynamic equilibrium of the 22S/(22S + 22R) homohopane ratios. The increase of the alpha alpha alpha-sterane 20S/(20S + 20R) and 20R beta beta/(beta beta + alpha alpha) ratios (from 0.0 to 0.55 and from 0.0 to 0.40, respectively) in the upper diagenetic zone indicates the occurrence of isomerization reactions already at < 150 degrees C. However, the isomerization at C-20 (R -> S) reaches thermodynamic equilibrium values already at the upper diagenesis (similar to 150 degrees C) whereas the epimerisation at C-14 and C-17 (alpha alpha ->beta beta) arrives to constant values in the lower anchizone (similar to 200 degrees C). The ratios Ts vs. 17 alpha(H)-22,29,30-trisnorneohopane [(Ts/(Ts + Tm)] and 18 alpha(H)-30-norneohopane (C29Ts) vs. 17 alpha(H),21 beta(H)-30-norhopane [C29Ts/(C29Ts + C-29)] increase until the medium anchizone (200 to 250 degrees C) from 0.0 to 0.96 and from 0.0 to 0.44, respectively. An opposite trend owards lower values is observed in the higher metamorphic samples. The occurrence of specific hydrocarbons (e.g., n-alkylcyclopentanes, cadalene, hydrogenated aromatic compounds) in metamorphic samples points to kerogen degradation reactions most probably occurring in the presence of water and under reducing conditions. The changes of hydrocarbon distributions and carbon isotopic compositions of n-alkanes related to metamorphism suggest that the organic geochemistry may help to evaluate the lowest grades of prograde metamorphism. Copyright (c) 2005 Elsevier Ltd.

Repeated injections of 131I-rituximab show patient-specific stable biodistribution and tissue kinetics.

PURPOSE: It is generally assumed that the biodistribution and pharmacokinetics of radiolabelled antibodies remain similar between dosimetric and therapeutic injections in radioimmunotherapy. However, circulation half-lives of unlabelled rituximab have been reported to increase progressively after the weekly injections of standard therapy doses. The aim of this study was to evaluate the evolution of the pharmacokinetics of repeated 131I-rituximab injections during treatment with unlabelled rituximab in patients with non-Hodgkin's lymphoma (NHL). METHODS: Patients received standard weekly therapy with rituximab (375 mg/m2) for 4 weeks and a fifth injection at 7 or 8 weeks. Each patient had three additional injections of 185 MBq 131I-rituximab in either treatment weeks 1, 3 and 7 (two patients) or weeks 2, 4 and 8 (two patients). The 12 radiolabelled antibody injections were followed by three whole-body (WB) scintigraphic studies during 1 week and blood sampling on the same occasions. Additional WB scans were performed after 2 and 4 weeks post 131I-rituximab injection prior to the second and third injections, respectively. RESULTS: A single exponential radioactivity decrease for WB, liver, spleen, kidneys and heart was observed. Biodistribution and half-lives were patient specific, and without significant change after the second or third injection compared with the first one. Blood T(1/2)beta, calculated from the sequential blood samples and fitted to a bi-exponential curve, was similar to the T(1/2) of heart and liver but shorter than that of WB and kidneys. Effective radiation dose calculated from attenuation-corrected WB scans and blood using Mirdose3.1 was 0.53+0.05 mSv/MBq (range 0.48-0.59 mSv/MBq). Radiation dose was highest for spleen and kidneys, followed by heart and liver. CONCLUSION: These results show that the biodistribution and tissue kinetics of 131I-rituximab, while specific to each patient, remained constant during unlabelled antibody therapy. RIT radiation doses can therefore be reliably extrapolated from a preceding dosimetry study.

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.

The generator problem for Z-stable C*-algebras

The generator problem was posed by Kadison in 1967, and it remains open until today. We provide a solution for the class of C*-algebras absorbing the Jiang-Su algebra Z tensorially. More precisely, we show that every unital, separable, Z-stable C*-algebra A is singly generated, which means that there exists an element x є A that is not contained in any proper sub-C*- algebra of A. To give applications of our result, we observe that Z can be embedded into the reduced group C*-algebra of a discrete group that contains a non-cyclic, free subgroup. It follows that certain tensor products with reduced group C*-algebras are singly generated. In particular, C*r (F ∞) ⨂ C*r (F ∞) is singly generated.

Rare earth elements and stable isotope geochemistry (δ13C and δ18O) of phosphorite deposits in the Gafsa Basin, Tunisia

Rare earth elements (REE) and stable isotope compositions (delta C-13 and delta O-18) of shark teeth and phosphatic coprolites were analyzed from the Lower Maastrichtian layers of the El Haria Formation and two sequences of the Paleocene-Eocene (P/E) Chouabine Formation in the Gafsa Basin (south western of Tunisia) in order to trace the sedimentological, climatic and oceanographic conditions. The REE chemistry and their distribution in the two archives are the same for each of the studied layers indicating that the coprolites and shark teeth experienced the same early diagenetic environments. However major differences occur between the Maastrichtian and the P/E reflecting changes in the depositional conditions. The Early Maastrichtian burial environment tended to be more anoxic with REE derived from reduced FeO. While in the P/E the REE patterns mimic the modern oxic-suboxic seawater, the REE source from remineralisation of organic coating could have more significance. The oxygen isotope compositions of the structural phosphates (delta O-18(PO4)) indicate a stable and warm climate during both studied time intervals. A small offset (-0.4 parts per thousand) in the delta O-18 value between the coprolites and shark teeth show minor thermal gradient between bottom and surface water. The pronounced negative shift of 34%. in delta C-13 values recorded in the upper part of the Chouabine Formation was ascribed to the Paleocene-Eocene boundary. At the same time the lack of negative change in the delta O-18 is explained by the semi-closed situation of the Gafsa Basin, which situation also played an important role in the evolution of the organic matters in the sediment resulting in the exceptional low delta C-13 values. (C) 2008 Elsevier B.V. All rights reserved.

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.