Ruin Theory with Excess of Loss Reinsurance and Reinstatements

The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical Cramer-Lundberg risk model, piecewise deterministic Markov processes are used to describe the free surplus process in this more general situation. It is shown that the finite-time ruin probability is both the solution of a partial integro-differential equation and the fixed point of a contractive integral operator. We exploit the latter representation to develop and implement a recursive algorithm for numerical approximation of the ruin probability that involves high-dimensional integration. Furthermore we study the behavior of the finite-time ruin probability under various levels of initial surplus and security loadings and compare the efficiency of the numerical algorithm with the computational alternative of stochastic simulation of the risk process. (C) 2011 Elsevier Inc. All rights reserved.

Soil and nutrient losses in erosion gullies at different degrees of restoration

The most advanced stage of water erosion, the gully, represents severe problems in different contexts, both in rural and urban environments. In the search for a stabilization of the process in a viable manner it is of utmost importance to assess the efficiency of evaluation methodologies. For this purpose, the efficiency of low-cost conservation practices were tested for the reduction of soil and nutrient losses caused by erosion from gullies in Pinheiral, state of Rio de Janeiro. The following areas were studied: gully recovered by means of physical and biological strategies; gullies in recovering stage, by means of physical strategies only, and gullies under no restoration treatment. During the summer of 2005/2006, the following data sets were collected for this study: soil classification of each of the eroded gully areas; planimetric and altimetric survey; determination of rain erosivity indexes; determination of amount of soil sediment; sediment grain size characteristics; natural amounts of nutrients Ca, Mg, K and P, as well as total C and N concentrations. The results for the three first measurements were 52.5, 20.5, and 29.0 Mg in the sediments from the gully without intervention, and of 1.0, 1.7 and 1.8 Mg from the gully with physical interventions, indicating an average reduction of 95 %. The fully recovered gully produced no sediment during the period. The data of total nutrient loss from the three gullies under investigation showed reductions of 98 % for the recovering gully, and 99 % for the fully recovered one. As for the loss of nutrients, the data indicate a nutrient loss of 1,811 kg from for the non-treated gully. The use of physical and biological interventions made it possible to reduce overall nutrient loss by more than 96 %, over the entire rainy season, as compared to the non-treated gully. Results show that the methods used were effective in reducing soil and nutrient losses from gullies.

Incertezas na predição da erosão com a usle: impactos e mitigação

Apesar de haver significativa variabilidade espacial e temporal nas variáveis de modelos de predição de erosão, mesmo em áreas consideradas homogêneas, ela é raramente incorporada na análise e no planejamento conservacionista. As consequências dessa simplificação são predições incorretas de perda de solo, com implicações para a sustentabilidade agrícola e ambiental de glebas. Os objetivos deste trabalho foram: (a) estimar o efeito da variabilidade espacial e temporal dos fatores da Equação Universal de Perdas de Solo - USLE na predição da erosão em uma área homogênea situada no Distrito Federal; (b) incorporar a incerteza resultante no processo de tomada de decisão conservacionista; e (c) propor medidas para sua mitigação. Os resultados indicam que, apesar do baixo coeficiente de variação médio dos fatores da USLE na área estudada, na faixa de 20 %, o coeficiente de variação da perda de solo (A) estimada foi de 64 %, indicando significativa propagação de incerteza no modelo. A implicação disso é que, mesmo sendo o valor médio de A 19 % menor que o limite médio de tolerância à erosão na gleba (T), haveria ainda uma probabilidade de 43 % de que A fosse superior a T. Para reduzir esse risco, são sugeridas medidas que aumentem a margem de segurança do sistema, como a adoção de práticas conservacionistas. Com a introdução de terraços, a probabilidade de falha do sistema seria reduzida para 12 %. Os resultados reforçam a importância da incorporação das variabilidades e incertezas na estimativa da erosão e no planejamento conservacionista, por meio de análise estocástica.

New methods to quantify NH3 volatilization from fertilized surface soil with urea

Gaseous N losses from soil are considerable, resulting mostly from ammonia volatilization linked to agricultural activities such as pasture fertilization. The use of simple and accessible measurement methods of such losses is fundamental in the evaluation of the N cycle in agricultural systems. The purpose of this study was to evaluate quantification methods of NH3 volatilization from fertilized surface soil with urea, with minimal influence on the volatilization processes. The greenhouse experiment was arranged in a completely randomized design with 13 treatments and five replications, with the following treatments: (1) Polyurethane foam (density 20 kg m-3) with phosphoric acid solution absorber (foam absorber), installed 1, 5, 10 and 20 cm above the soil surface; (2) Paper filter with sulfuric acid solution absorber (paper absorber, 1, 5, 10 and 20 cm above the soil surface); (3) Sulfuric acid solution absorber (1, 5 and 10 cm above the soil surface); (4) Semi-open static collector; (5) 15N balance (control). The foam absorber placed 1 cm above the soil surface estimated the real daily rate of loss and accumulated loss of NH3N and proved efficient in capturing NH3 volatized from urea-treated soil. The estimates based on acid absorbers 1, 5 and 10 cm above the soil surface and paper absorbers 1 and 5 cm above the soil surface were only realistic for accumulated N-NH3 losses. Foam absorbers can be indicated to quantify accumulated and daily rates of NH3 volatilization losses similarly to an open static chamber, making calibration equations or correction factors unnecessary.

Method to estimate soil macroporosity and microporosity based on sand content and bulk density

Macroporosity is often used in the determination of soil compaction. Reduced macroporosity can lead to poor drainage, low root aeration and soil degradation. The aim of this study was to develop and test different models to estimate macro and microporosity efficiently, using multiple regression. Ten soils were selected within a large range of textures: sand (Sa) 0.07-0.84; silt 0.03-0.24; clay 0.13-0.78 kg kg-1 and subjected to three compaction levels (three bulk densities, BD). Two models with similar accuracy were selected, with a mean error of about 0.02 m³ m-3 (2 %). The model y = a + b.BD + c.Sa, named model 2, was selected for its simplicity to estimate Macro (Ma), Micro (Mi) or total porosity (TP): Ma = 0.693 - 0.465 BD + 0.212 Sa; Mi = 0.337 + 0.120 BD - 0.294 Sa; TP = 1.030 - 0.345 BD 0.082 Sa; porosity values were expressed in m³ m-3; BD in kg dm-3; and Sa in kg kg-1. The model was tested with 76 datum set of several other authors. An error of about 0.04 m³ m-3 (4 %) was observed. Simulations of variations in BD as a function of Sa are presented for Ma = 0 and Ma = 0.10 (10 %). The macroporosity equation was remodeled to obtain other compaction indexes: a) to simulate maximum bulk density (MBD) as a function of Sa (Equation 11), in agreement with literature data; b) to simulate relative bulk density (RBD) as a function of BD and Sa (Equation 13); c) another model to simulate RBD as a function of Ma and Sa (Equation 16), confirming the independence of this variable in relation to Sa for a fixed value of macroporosity and, also, proving the hypothesis of Hakansson & Lipiec that RBD = 0.87 corresponds approximately to 10 % macroporosity (Ma = 0.10 m³ m-3).

Attributes of irrigated rice as affected by soil sodicity and potassic fertilizer application

Soils of the coastal plains of Rio Grande do Sul, Brazil, are affected by salinization, which can hamper the establishment and development of crops in general, including rice. The application of high doses of KCl may aggravate the crop damage, due to the high saline content of this fertilizer. This study aimed to evaluate the effect of K fertilizer management on some properties of rice plant, grown in soils with different sodicity levels, and determine which attribute is best related to yield. The field study was conducted in four Albaqualfs with exchangeable Na percentages of 5.6, 9.0, 21 and 32 %. The management of KCl fertilizer consisted of the application of 90 kg ha-1 K2O broadcast, 90 kg ha-1 K2O in the row and 45 kg ha-1 K2O in the row + 45 kg ha-1 K2O at panicle initiation (PI). Plant density, dry matter evolution, height, SPAD (Soil Plant Analysis Development value indicating relative chlorophyll contents) index, tiller mass, 1,000-grain weight, panicle length and grain yield were evaluated. The plant density was damaged by application of K fertilizer in the row, especially at full dose (90 kg ha-1), at three sodicity levels, resulting in loss in biomass accumulation in later stages, affecting the crop yield, even at the lowest level of soil sodicity (5.6 %). All properties were correlated with yield; the highest positive correlation was found with plant density and shoot dry matter at full flowering, and a negative correlation with panicle length.

Microbial biomass and soil chemical properties under different land use systems in northeastern Pará

The increase in agricultural production in the Brazilian Amazon region is mostly a result of the agricultural frontier expansion, into areas previously influenced by humans or of native vegetation. At the same time, burning is still used to clear areas in small-scale agricultural systems, leading to a loss of the soil productive capacity shortly after, forcing the opening of new areas. This study had the objective of evaluating the effect of soil preparation methods that involve plant residue shredding, left on the surface or incorporated to the soil, with or without chemical fertilization, on the soil chemical and biological properties. The experiment was conducted in 1995, in an experimental field of Yellow Latosol (Oxisol) of the Embrapa Amazônia Oriental, northeastern Pará (Brazil). The experiment was arranged in randomized blocks, in a 2x6 factorial design, with two management systems and six treatments evaluated twice. The management systems consisted of rice (Oriza sativa), followed by cowpea (Vigna unguiculata) with manioc (Manihot esculenta). In the first system the crops were planted in two consecutive cycles, followed by a three-year fallow period (natural regrowth); the second system consisted of one cultivation cycle and was left fallow for three years. The following treatments were applied to the secondary forest vegetation: slash and burn, fertilized with NPK (Q+NPK); slash and burn, without fertilizer NPK (Q-NPK); cutting and shredding, leaving the residues on the soil surface, fertilized with NPK (C+NPK); cutting and shredding, leaving residues on the soil surface, without fertilizer (C-NPK); cutting and shredding, with residue incorporation and fertilized with NPK (I+NPK); cutting and shredding, with residue incorporation and without NPK fertilizer (I-NPK). The soil was sampled in the rainier season (April 2006) and in the drier season (September 2006), in the 0-0.1 m layer. From each plot, 10 simple samples were collected in order to generate a composite sample. In the more intensive management system the contents of microbial C (Cmic) and microbial N (Nmic) were higher, while the C (Corg) level was higher in the less intensive system. The treatments with highest Cmic and Nmic levels were those with cutting, shredding and distribution of biomass on the soil surface. Under both management systems, the chemical characteristics were in ranges that classify the soil as little fertile, although P and K (in the rainy season) were higher in the less intensive management system.

Determination of hydraulic properties of a tropical soil of Hawaii using column experiments and inverse modeling

A method for determining soil hydraulic properties of a weathered tropical soil (Oxisol) using a medium-sized column with undisturbed soil is presented. The method was used to determine fitting parameters of the water retention curve and hydraulic conductivity functions of a soil column in support of a pesticide leaching study. The soil column was extracted from a continuously-used research plot in Central Oahu (Hawaii, USA) and its internal structure was examined by computed tomography. The experiment was based on tension infiltration into the soil column with free outflow at the lower end. Water flow through the soil core was mathematically modeled using a computer code that numerically solves the one-dimensional Richards equation. Measured soil hydraulic parameters were used for direct simulation, and the retention and soil hydraulic parameters were estimated by inverse modeling. The inverse modeling produced very good agreement between model outputs and measured flux and pressure head data for the relatively homogeneous column. The moisture content at a given pressure from the retention curve measured directly in small soil samples was lower than that obtained through parameter optimization based on experiments using a medium-sized undisturbed soil column.

Electrical conductivity of soil irrigated with swine wastewater estimated by time-domain reflectometry¹

Wastewater application to soil is an alternative for fertilization and water reuse. However, particular care must be taken with this practice, since successive wastewater applications can cause soil salinization. Time-domain reflectometry (TDR) allows for the simultaneous and continuous monitoring of both soil water content and apparent electrical conductivity and thus for the indirect measurement of the electrical conductivity of the soil solution. This study aimed to evaluate the suitability of TDR for the indirect determination of the electrical conductivity (ECse) of the saturated soil extract by using an empirical equation for the apparatus TDR Trase 6050X1. Disturbed soil samples saturated with swine wastewater were used, at soil proportions of 0, 0.45, 0.90, 1.80, 2.70, and 3.60 m³ m-3. The probes were equipped with three handmade 0.20 cm long rods. The fit of the empirical model that associated the TDR measured values of electrical conductivity (EC TDR) to ECse was excellent, indicating this approach as suitable for the determination of electrical conductivity of the soil solution.

Chemical and structural characterization of soil humic substances under agroforestry and conventional systems

Studies have proven that the agroforestry systems in the semi-arid region of the State of Ceará, Brazil, induce an increase in soil organic C levels. Notwithstanding, there is no information if this increase also results in qualitative changes in different pools of soil organic matter. The objective of this study was to verify the possible chemical and structural alterations in fulvic and humic acids of a Luvisol in areas adopting agroforestry, traditional intensive cultivation and native forest in a long-term experiment conducted in the semi-arid region of Ceará State, Brazil. The study was conducted in an experimental area of the National Goat Research Center (Embrapa) in Sobral, CE. The following treatments were evaluated: agrosilvopasture (AGP), silvopasture (SILV), intensive cultivation under fallow (ICF), and areas with native forest (NF). Soil fulvic and humic acids fractions were extracted from the 0-6 and 6-12 cm layers and characterized by elemental composition, thermogravimetry and infrared spectroscopy analyses. The elemental composition analysis of humic acids confirmed the data found for fulvic acids, showing reduction in the C, H and N levels, followed by an increase in O contents in the AGP and ICF treatments over SILV and NF. In all treatments, except to SILV in the 0-6 cm layer, the percentage of mass loss was highest (300-600 °C) for humic acids in the thermally most stable region. Despite the similarity between infrared spectra, soil fulvic acids in the SILV treatment extracted from 6-12 cm depth decrease the absorption bands at 1708 and 1408 cm-1 followed by an increase in the absorption band at 1608 cm-1 attributed to aromatic C=C groups. This behavior suggests an increase in the aromatic character of the structure. The AGP and ICF treatments, which increase the soil tilling, favored the maintenance of humic substances with a more aromatic character in the soil than SILV and NF. The less aromatic humic substances in the SILV treatment resulted in an increase of exchange sites of soil organic matter, indicating improved nutrient cycling and maintenance of productivity in the system.

Contribution of macroporosity to water flux of a soil under different tillage systems

In view of the importance of the macroporosity for the water transport properties of soils, its quantitative assessment is a challenging task. Measurements of hydraulic conductivity (K) at different soil water tensions and the quantification of water-conducting macropores (θM) of a soil under different tillage systems could help understand the effects on the soil porous system and related hydraulic properties. The purpose of this study was to assess the effects of Conventional Tillage (CT), Chisel Plow (CP) and No Tillage (NT) on θM and on K; and to quantify the contribution of macroporosity to total water flux in a loam soil. A tension disc infiltrometer was used at two soil water pressure heads (-5 cm, and 0) to infer θM and K, during fallow. Macroporosity was determined based on the flow contribution between 0 and -5 cm water potentials (K0, K5, respectively), according to the Hagen-Poiseuille equation. The K0 values were statistically higher for CT than for NT and CP. The K5 values did not differ statistically among treatments. The mean K values varied between 0.20 and 3.70 cm/h. For CT, θM was significantly greater than for CP and NT, following the same trend as K0. No differences in θM were detected between CP and NT. With CT, the formation of water-conducting macropores with persistence until post-harvest was possible, while under CP preparation, the water-conducting macropores were not persistent. These results support the idea that tillage affects the soil water movement mainly by the resulting water-conducting macropores. Future studies on tillage effects on water movement should focus on macroporosity.

Loss of ammonia from nitrogen fertilizers applied to maize and soybean straw

In Brazilian agriculture, urea is the most commonly used nitrogen (N) source, in spite of having the disadvantage of losing considerable amounts of N by ammonia-N volatilization. The objectives of this study were to evaluate: N lossby ammonia volatilization from: [urea coated with copper sulfate and boric acid], [urea coated with zeolite], [urea+ammonium sulfate], [urea coated with copper sulfate and boric acid+ammonium sulfate], [common urea] and [ammonium nitrate]; and the effect of these N source son the maize yield in terms of amount and quality. The treatments were applied to the surface of a soil under no-tillage maize, in two growing seasons. The first season (2009/2010) was after a maize crop (maize straw left on the soil surface) and the second cycle (2012/2011) after a soybean crop. Due to the weather conditions during the experiments, the volatilization of ammonia-N was highest in the first four days after application of the N sources. Of all urea sources, under volatilization-favorable conditions, the loss of ammonia from urea coated with copper sulfate and boric acid was lowest, while under high rainfall, the losses from the different urea sources was similar, i.e., an adequate rainfall was favorablet o reduce volatilization. The ammonia volatilization losses were greatest in the first four days after application. Maize grain yield differed due to N application and in the treatments, but this was only observed with cultivation of maize crop residues in 2009/2010. The combination of ammonium+urea coated with copper sulfate and boric acid optimized grain yield compared to the other urea treatments. The crude protein concentration in maize was not influenced by the technologies of urea coating.

Revisiting the S-index for soil physical quality and its use in Brazil

The S-index was introduced in 2004 in a publication by A.R. Dexter. S was proposed as an indicator of soil physical quality. A critical value delimiting soils with rich and poor physical quality was proposed. At present, Brazil is world leader in citations of Dexter's publication. In this publication the S-theory is mathematically revisited and extended. It is shown that S is mathematically correlated to bulk density and total porosity. As an absolute indicator, the value of S alone has proven to be incapable of predicting soil physical quality. The critical value does not always hold under boundary conditions described in the literature. This is to be expected because S is a static parameter, therefore implicitly unable to describe dynamic processes. As a relative indicator of soil physical quality, the S-index has no additional value over bulk density or total porosity. Therefore, in the opinion of the author, the fact that bulk density or total porosity are much more easily determined than the water retention curve for obtaining S disqualifies S as an advantageous indicator of relative soil physical quality. Among the several equations available for the fitting of water retention curves, the Groenevelt-Grant equation is preferable for use with S since one of its parameters and S are linearly correlated. Since efforts in soil physics research have the purpose of describing dynamic processes, it is the author's opinion that these efforts should shift towards mechanistic soil physics as opposed to the search for empirical correlations like S which, at present, represents far more than its reasonable share of soil physics in Brazil.

Soil aggregation and organic carbon of Oxisols under coffee in agroforestry systems

Intensive land use can lead to a loss of soil physical quality with negative impacts on soil aggregates, resistance to root penetration, porosity, and bulk density. Organic and agroforestry management systems can represent sustainable, well-balanced alternatives in the agroecosystem for promoting a greater input of organic matter than the conventional system. Based on the hypothesis that an increased input of organic matter improves soil physical quality, this study aimed to evaluate the impact of coffee production systems on soil physical properties in two Red-Yellow Oxisols (Latossolos Vermelho-Amarelos) in the region of Caparaó, Espirito Santo, Brazil. On Farm 1, we evaluated the following systems: primary forest (Pf1), organic coffee (Org1) and conventional coffee (Con1). On Farm 2, we evaluated: secondary forest (Sf2), organic coffee intercropped with inga (Org/In2), organic coffee intercropped with leucaena and inga (Org/In/Le2), organic coffee intercropped with cedar (Org/Ced2) and unshaded conventional coffee (Con2). Soil samples were collected under the tree canopy from the 0-10, 10-20 and 20-40 cm soil layers. Under organic and agroforestry coffee management, soil aggregation was higher than under conventional coffee. In the agroforestry system, the degree of soil flocculation was 24 % higher, soil moisture was 80 % higher, and soil resistance to penetration was lower than in soil under conventional coffee management. The macroaggregates in the organic systems, Org/In2, Org/In/Le2, and Org/Ced2 contained, on average, 29.1, 40.1 and 34.7 g kg-1 organic carbon, respectively. These levels are higher than those found in the unshaded conventional system (Con2), with 20.2 g kg-1.

PEDO-TRANSFER FUNCTIONS FOR ESTIMATING SOIL BULK DENSITY IN CENTRAL AMAZONIA

Under field conditions in the Amazon forest, soil bulk density is difficult to measure. Rigorous methodological criteria must be applied to obtain reliable inventories of C stocks and soil nutrients, making this process expensive and sometimes unfeasible. This study aimed to generate models to estimate soil bulk density based on parameters that can be easily and reliably measured in the field and that are available in many soil-related inventories. Stepwise regression models to predict bulk density were developed using data on soil C content, clay content and pH in water from 140 permanent plots in terra firme (upland) forests near Manaus, Amazonas State, Brazil. The model results were interpreted according to the coefficient of determination (R2) and Akaike information criterion (AIC) and were validated with a dataset consisting of 125 plots different from those used to generate the models. The model with best performance in estimating soil bulk density under the conditions of this study included clay content and pH in water as independent variables and had R2 = 0.73 and AIC = -250.29. The performance of this model for predicting soil density was compared with that of models from the literature. The results showed that the locally calibrated equation was the most accurate for estimating soil bulk density for upland forests in the Manaus region.