The impact of uncertain precipitation data on insurance loss estimates using a flood catastrophe model

Catastrophe risk models used by the insurance industry are likely subject to significant uncertainty, but due to their proprietary nature and strict licensing conditions they are not available for experimentation. In addition, even if such experiments were conducted, these would not be repeatable by other researchers because commercial confidentiality issues prevent the details of proprietary catastrophe model structures from being described in public domain documents. However, such experimentation is urgently required to improve decision making in both insurance and reinsurance markets. In this paper we therefore construct our own catastrophe risk model for flooding in Dublin, Ireland, in order to assess the impact of typical precipitation data uncertainty on loss predictions. As we consider only a city region rather than a whole territory and have access to detailed data and computing resources typically unavailable to industry modellers, our model is significantly more detailed than most commercial products. The model consists of four components, a stochastic rainfall module, a hydrological and hydraulic flood hazard module, a vulnerability module, and a financial loss module. Using these we undertake a series of simulations to test the impact of driving the stochastic event generator with four different rainfall data sets: ground gauge data, gauge-corrected rainfall radar, meteorological reanalysis data (European Centre for Medium-Range Weather Forecasts Reanalysis-Interim; ERA-Interim) and a satellite rainfall product (The Climate Prediction Center morphing method; CMORPH). Catastrophe models are unusual because they use the upper three components of the modelling chain to generate a large synthetic database of unobserved and severe loss-driving events for which estimated losses are calculated. We find the loss estimates to be more sensitive to uncertainties propagated from the driving precipitation data sets than to other uncertainties in the hazard and vulnerability modules, suggesting that the range of uncertainty within catastrophe model structures may be greater than commonly believed.

Changes in significant and maximum wave heights in the Norwegian Sea

This paper analyses 10 years of in-situ measurements of significant wave height (Hs) and maximum wave height (Hmax) from the ocean weather ship Polarfront in the Norwegian Sea. The 30-minute Ship-Borne Wave Recorder measurements of Hmax and Hs are shown to be consistent with theoretical wave distributions. The linear regression between Hmax and Hs has a slope of 1.53. Neither Hs nor Hmax show a significant trend in the period 2000–2009. These data are combined with earlier observations. The long-term trend over the period 1980–2009 in annual Hs is 2.72 ± 0.88 cm/year. Mean Hs and Hmax are both correlated with the North Atlantic Oscillation (NAO) index during winter. The correlation with the NAO index is highest for the more frequently encountered (75th percentile) wave heights. The wave field variability associated with the NAO index is reconstructed using a 500-year NAO index record. Hs and Hmax are found to vary by up to 1.42 m and 3.10 m respectively over the 500-year period. Trends in all 30-year segments of the reconstructed wave field are lower than the trend in the observations during 1980–2009. The NAO index does not change significantly in 21st century projections from CMIP5 climate models under scenario RCP85, and thus no NAO-related changes are expected in the mean and extreme wave fields of the Norwegian Sea.

A new calibrated sunspot group series since 1749: statistics of active day fractions

Although the sunspot-number series have existed since the mid-19th century, they are still the subject of intense debate, with the largest uncertainty being related to the "calibration" of the visual acuity of individual observers in the past. Daisy-chain regression methods are applied to inter-calibrate the observers which may lead to significant bias and error accumulation. Here we present a novel method to calibrate the visual acuity of the key observers to the reference data set of Royal Greenwich Observatory sunspot groups for the period 1900-1976, using the statistics of the active-day fraction. For each observer we independently evaluate their observational thresholds [S_S] defined such that the observer is assumed to miss all of the groups with an area smaller than S_S and report all the groups larger than S_S. Next, using a Monte-Carlo method we construct, from the reference data set, a correction matrix for each observer. The correction matrices are significantly non-linear and cannot be approximated by a linear regression or proportionality. We emphasize that corrections based on a linear proportionality between annually averaged data lead to serious biases and distortions of the data. The correction matrices are applied to the original sunspot group records for each day, and finally the composite corrected series is produced for the period since 1748. The corrected series displays secular minima around 1800 (Dalton minimum) and 1900 (Gleissberg minimum), as well as the Modern grand maximum of activity in the second half of the 20th century. The uniqueness of the grand maximum is confirmed for the last 250 years. It is shown that the adoption of a linear relationship between the data of Wolf and Wolfer results in grossly inflated group numbers in the 18th and 19th centuries in some reconstructions.

Mid-holocene and last glacial maximum climate simulations with the IPSL model-part I: comparing IPSLCM5A to IPSLCM4

The climates of the mid-Holocene (MH), 6,000 years ago, and of the Last Glacial Maximum (LGM), 21,000 years ago, have extensively been simulated, in particular in the framework of the Palaeoclimate Modelling Intercomparion Project. These periods are well documented by paleo-records, which can be used for evaluating model results for climates different from the present one. Here, we present new simulations of the MH and the LGM climates obtained with the IPSL_CM5A model and compare them to our previous results obtained with the IPSL_CM4 model. Compared to IPSL_CM4, IPSL_CM5A includes two new features: the interactive representation of the plant phenology and marine biogeochemistry. But one of the most important differences between these models is the latitudinal resolution and vertical domain of their atmospheric component, which have been improved in IPSL_CM5A and results in a better representation of the mid-latitude jet-streams. The Asian monsoon’s representation is also substantially improved. The global average mean annual temperature simulated for the pre-industrial (PI) period is colder in IPSL_CM5A than in IPSL_CM4 but their climate sensitivity to a CO2 doubling is similar. Here we show that these differences in the simulated PI climate have an impact on the simulated MH and LGM climatic anomalies. The larger cooling response to LGM boundary conditions in IPSL_CM5A appears to be mainly due to differences between the PMIP3 and PMIP2 boundary conditions, as shown by a short wave radiative forcing/feedback analysis based on a simplified perturbation method. It is found that the sensitivity computed from the LGM climate is lower than that computed from 2 × CO2 simulations, confirming previous studies based on different models. For the MH, the Asian monsoon, stronger in the IPSL_CM5A PI simulation, is also more sensitive to the insolation changes. The African monsoon is also further amplified in IPSL_CM5A due to the impact of the interactive phenology. Finally the changes in variability for both models and for MH and LGM are presented taking the example of the El-Niño Southern Oscillation (ENSO), which is very different in the PI simulations. ENSO variability is damped in both model versions at the MH, whereas inconsistent responses are found between the two versions for the LGM. Part 2 of this paper examines whether these differences between IPSL_CM4 and IPSL_CM5A can be distinguished when comparing those results to palaeo-climatic reconstructions and investigates new approaches for model-data comparisons made possible by the inclusion of new components in IPSL_CM5A.

Precipitation variability in Sao Paulo State, Brazil

The State of Sao Paulo is the richest in Brazil, responsible for over 30% of the Brazilian gross rate. It has a population of around 30 million and its economy is based on agriculture and industrial products. Any change in climate can have a profound influence on the socio-economics of the State. In order to determine changes in total and extreme rainfall over Sao Paulo State, climate change indices derived from daily precipitation data were calculated using specially designed software. Maps of trends for a subset of 59 rain gauge stations were analysed for the period 1950-1999 and also for a subset of this period, 1990-1999, representing more recent climate. A non-parametric Mann-Kendall test was applied to the time series. Maps of trends for six annual precipitation indices (annual total precipitation (PRCPTOT), very heavy precipitation days (R20mm), events greater than the 95th percentile (R95p), maximum five days precipitation total (RX5day), the length of the largest wet spell (CWD) and the length of the largest dry spell (CDD)) were analysed for the entire period. These exhibited statistically significant trends associated with a wetter climate. A significant increase in PRCPTOT, associated with very heavy precipitation days, were observed at more than 45% of the rain gauge stations. The Mann-Kendall test identified that the positive trend in PRCPTOT is possibly related to the increase in the R95p and R20mm indices. Therefore, the results suggest that there has been a change in precipitation intensity. In contrast, the indices for the more recent shorter time series are significantly different to the longer term indices. The results indicate that intense precipitation is becoming concentrated in a few days and spread over the period when the CDD and R20mm indices show positive trends, while negative ones are seen in the RX5day index. The trends found could be related to many anthropogenic aspects such as biomass burning aerosols and land use.

Evaluating the annual nature of juvenile rings in Bolivian tropical rainforest trees

Knowledge on juvenile tree growth is crucial to understand how trees reach the canopy in tropical forests. However, long-term data on juvenile tree growth are usually unavailable. Annual tree rings provide growth information for the entire life of trees and their analysis has become more popular in tropical forest regions over the past decades. Nonetheless, tree ring studies mainly deal with adult rings as the annual character of juvenile rings has been questioned. We evaluated whether juvenile tree rings can be used for three Bolivian rainforest species. First, we characterized the rings of juvenile and adult trees anatomically. We then evaluated the annual nature of tree rings by a combination of three indirect methods: evaluation of synchronous growth patterns in the tree- ring series, (14)C bomb peak dating and correlations with rainfall. Our results indicate that rings of juvenile and adult trees are defined by similar ring-boundary elements. We built juvenile tree-ring chronologies and verified the ring age of several samples using (14)C bomb peak dating. We found that ring width was correlated with rainfall in all species, but in different ways. In all, the chronology, rainfall correlations and (14)C dating suggest that rings in our study species are formed annually.

Power series generalized nonlinear models

We introduce in this paper a new class of discrete generalized nonlinear models to extend the binomial, Poisson and negative binomial models to cope with count data. This class of models includes some important models such as log-nonlinear models, logit, probit and negative binomial nonlinear models, generalized Poisson and generalized negative binomial regression models, among other models, which enables the fitting of a wide range of models to count data. We derive an iterative process for fitting these models by maximum likelihood and discuss inference on the parameters. The usefulness of the new class of models is illustrated with an application to a real data set. (C) 2008 Elsevier B.V. All rights reserved.

A compound class of Weibull and power series distributions

In this paper we introduce the Weibull power series (WPS) class of distributions which is obtained by compounding Weibull and power series distributions where the compounding procedure follows same way that was previously carried out by Adamidis and Loukas (1998) This new class of distributions has as a particular case the two-parameter exponential power series (EPS) class of distributions (Chahkandi and Gawk 2009) which contains several lifetime models such as exponential geometric (Adamidis and Loukas 1998) exponential Poisson (Kus 2007) and exponential logarithmic (Tahmasbi and Rezaei 2008) distributions The hazard function of our class can be increasing decreasing and upside down bathtub shaped among others while the hazard function of an EPS distribution is only decreasing We obtain several properties of the WPS distributions such as moments order statistics estimation by maximum likelihood and inference for a large sample Furthermore the EM algorithm is also used to determine the maximum likelihood estimates of the parameters and we discuss maximum entropy characterizations under suitable constraints Special distributions are studied in some detail Applications to two real data sets are given to show the flexibility and potentiality of the new class of distributions (C) 2010 Elsevier B V All rights reserved

Radionuclide concentrations in raw and purified phosphoric acids from Brazil and their processing wastes: implications for radiation exposures

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Annual and short-term variability in primary productivity by phytoplankton and correlated abiotic factors in the Jurumirim Reservoir (São Paulo, Brazil)

A variabilidade anual da produção fotossintética (PP) pelo fitoplâncton na zona da barragem da Represa de Jurumirim (São Paulo, Brasil) foi medida após um estudo no período de três anos sucessivos, com o objetivo de identificar padrões recorrentes e suas causas. Medidas da variabilidade da PP em escala diária foram obtidas em dois períodos do ano (estações seca e chuvosa). Nenhum padrão recorrente foi verificado nos dados de PP, visto não haver relação de sua variabilidade com nenhum fator hidrológico (precipitação, nível e vazão de água e washout) nem, aparentemente, com as condições nutritivas da água. A análise de componentes principais revelou que a PP e a taxa de assimilação foram mais elevadas na época do ano em que o conteúdo de PO4(3-) e N-NH4+ foi mais baixo e quando as razões Z EU/Z MIX foram mais elevadas. A produtividade primária/área pode ser estimada pela razão entre a produtividade volumétrica máxima e o coeficiente de extinção vertical da luz. Entretanto, a biomassa integrada na Z EU foi um pobre preditor da produtividade primária/área. Nenhuma correlação foi encontrada entre a temperatura da água com a produtividade primária (por área e volumétrica máxima). em conseqüência, o estudo da PP em três anos sucessivos mostrou que o padrão de variabilidade é tipicamente caótico. em relação às medidas de curta duração, maior PP foi encontrada na estação seca do que na chuvosa. em ambos os períodos, a variabilidade da PP (por área) foi de aproximadamente 35-40%. O padrão foi atribuído não somente à variação na concentração dos nutrientes mas também à magnitude de penetração de luz na água associado ao regime de circulação. Um comentário sobre a relação entre produção primária pelo fitoplâncton com produção pesqueira é também apresentada.

Importantes características de chuva para a conservação do solo e da água no município de São Manuel (SP)

Os modelos matemáticos preditivos da erosão do solo, como a Equação Universal de Perda de Solo (EUPS), são de muita valia no planejamento de uso agrícola da terra. Tal equação, desenvolvida para estimar as perdas médias anuais de solo esperadas em dado local, para determinado sistema de manejo, apresenta como variáveis os fatores erosividade da chuva (R), erodibilidade do solo (K), comprimento do declive (L), grau do declive (S), cobertura e manejo (C) e práticas conservacionistas de suporte (P). Com o objetivo de contribuir para o planejamento conservacionista de uso do solo local, foi estimado, de forma simplificada, o fator erosividade da chuva (R) da EUPS para o município de São Manuel (SP), para uma série pluviométrica contínua de 49 anos de dados de chuva diária. Além disso, foram também calculados o período de retorno, a freqüência de ocorrência dos índices de erosividade anuais e as quantidades máximas diárias das chuvas necessárias para o dimensionamento mais adequado de canais de terraços agrícolas em nível. O valor calculado do fator R foi de 7.487 MJ mm ha-1 h-1 ano-1, esperado ocorrer no local, pelo menos, uma vez a cada 2,33 anos, com uma probabilidade de 42,92 %. Observou-se uma concentração de 81,48 % do valor total deste fator no semestre de outubro a março, indicando que, potencialmente, as maiores perdas anuais de solo por erosão são esperadas neste período. Os valores anuais do índice EI30, esperados para os períodos de retorno de 2, 5, 10, 20, 50 e 100 anos, foram de 7.216, 8.675, 9.641, 10.568, 11.768 e 12.667 MJ mm ha-1 h-1 ano-1, respectivamente. Com relação às quantidades máximas de chuva diária, para os mesmos períodos de retorno, os valores foram de 73, 98, 115, 131, 151 e 167 mm, respectivamente.

The annual testicular cycle of the domestic quail (Coturnix coturnix japonica)

A morphometric study was conducted on the testis of the domestic quail Coturnix coturnix japonica to determine testicular kinetics. We investigated the variability along the year of testicular parameters such as seminiferous tubule diameter, germinal epithelium height and amount of meiotic figures of maturing spermatids in the seminiferous epithelium and of sperm in the tubular lumen. The results of morphometric analysis showed the occurrence of an annual testicular cycle defined by four distinct phases: a resting phase (at the end of summer), a recrudescence phase (in the fall), a proliferative phase (at the end of winter and beginning of spring), and a regression phase (spring and summer). We also observed that the testes of adult quails present elevated and maximal spermatogenic activity in fall-winter (short-day period) and at the beginning of spring, respectively, and lower values in spring and summer (long-day periods), with minimum values at the end of summer.

Residual and annual potassic fertilization for soybeans

There is a lack of long-term research on potassium fertilization for soybean in the tropical and subtropical soils of Brazil and the residual effect of the fertilizer has generally not been considered. An experiment was conducted in plots that had been fertilized with 0, 40, 80, 160 and 240 kg ha(-1) of K2O for 3 years on a Dark Red Latosol, loamy sand (Acrortox). The effects of annual or residual fertilization with those rates of K were studied for three additional years. Potassium was supplied as potassium chloride or potassium sulphate. Soil and leaf samples were taken annually. There was a residual effect of the nutrient, which provided for high yields up to the 3rd year with the highest rate of K. In order to maintain the K contents of the soil in the medium range and obtain at least 90% of the maximum grain yield, an annual application of 80 kg ha(-1) of K2O was necessary, irrespectively of the source. The highest soybean yields were always associated with K levels above 15 mg kg(-1) in the leaves and 1.2 mmol(c) dm(-3) in the soil.

Intraoral schwannomas: Presentation of a series of 12 cases

Introduction: Schwannomas are benign and not very frequent tumors of the peripheral nerves, derived from the nerve supporting Schwann cells. Study Design: Data were collected on the clinical manifestations (sex, age), location, size and symptonts of the lesions as well as the evolution time and the initial (presumption) diagnosis. Results: Twelve patients were documented, with a mean age of 29,5 ± 12,1 years (range 16-50) and a balanced gender distribution. The mean duration of the lesions was 42,17± 45,3 months. The lesion located in the floor of the mouth was the largest tumor, measuring about 4 cm in maximum diameter, while the average size of the 12 schwannomas was 2.04± 1.1 cm. Conclusion: We present 12 oral schwannomas diagnosed and treated over a period of 10 years. © Medicina Oral S. L. C.I.F. B 96689336 - eISSN: 1989-5488.

Potencial solar das radiações global, difusa e direta em Botucatu

Pós-graduação em Agronomia (Energia na Agricultura) - FCA