Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

Accuracy in the experimental calorimetric study of the crystallization kinetics and predicitve transformation diagrams: Application to a Ga-Te amorphous alloy

The uncertainties inherent to experimental differential scanning calorimetric data are evaluated. A new procedure is developed to perform the kinetic analysis of continuous heating calorimetric data when the heat capacity of the sample changes during the crystallization. The accuracy of isothermal calorimetric data is analyzed in terms of the peak-to-peak noise of the calorimetric signal and base line drift typical of differential scanning calorimetry equipment. Their influence in the evaluation of the kinetic parameters is discussed. An empirical construction of the time-temperature and temperature heating rate transformation diagrams, grounded on the kinetic parameters, is presented. The method is applied to the kinetic study of the primary crystallization of Te in an amorphous alloy of nominal composition Ga20Te80, obtained by rapid solidification.

Phosphorus transformation in poultry litter and litter-treated Oxisol of Brazil assessed by 31P-NMR and wet chemical fractionation

Large quantities of poultry litter are being produced in Brazil, which contain appreciable amounts of phosphorus (P) that could be of environmental concern. To assess the immediate environmental threat, five poultry litters composed of diverse bedding material were incubated for 43 days under greenhouse conditions. The litters consisted of: coffee bean husk (CH); wood chips (WC); rice husk (RH); ground corn cobs (CC) and ground napier grass (NG) (Pennisetum purpureum Schum.), in which the change in forms of soluble P was evaluated using 31P NMR spectroscopy. On average, 80.2 and 19.8 % of the total P in the extract, respectively, accounted for the inorganic and organic forms before incubation and 48 % of the organic P was mineralized to inorganic P in 43 days of incubation. Wide variation in the organic P mineralization rate (from 82 % -WC to 4 % - NG) was observed among litters. Inorganic orthophosphate (99.9 %) and pyrophosphate (0.1 %) were the only inorganic P forms, whereas the organic P forms orthophosphate monoesters (76.3 %) and diester (23.7 %) were detected. Diester P compounds were mineralized almost completely in all litters, except in the CH litter, within the incubation period. Pyrophosphates contributed with less than 0.5% and remained unaltered during the incubation period. Wood-chip litter had a higher organic P (40 %) content and a higher diester: monoester ratio; it was therefore mineralized rapidly, within the first 15 days, achieving steady state by the 29th day. Distinct mineralization patterns were observed in the litter when incubated with a clayey Oxisol. The substantial decrease observed in the organic P fraction (Po) of the litter types followed the order: CH (45 %) > CC (25 %) > RH (13 %) ≈ NG (12 %) > WC (5 %), whereas the Pi fraction increased. Incubation of RH litter in soil slowed down the mineralization of organic P.

Poincar-Cartan integral invariant and canonical transformation for singular lagrangians

In this work we develop the canonical formalism for constrained systems with a finite number of degrees of freedom by making use of the PoincarCartan integral invariant method. A set of variables suitable for the reduction to the physical ones can be obtained by means of a canonical transformation. From the invariance of the PoincarCartan integral under canonical transformations we get the form of the equations of motion for the physical variables of the system.

Optical crop sensor for variable-rate nitrogen fertilization in corn: i - plant nutrition and dry matter production

Variable-rate nitrogen fertilization (VRF) based on optical spectrometry sensors of crops is a technological innovation capable of improving the nutrient use efficiency (NUE) and mitigate environmental impacts. However, studies addressing fertilization based on crop sensors are still scarce in Brazilian agriculture. This study aims to evaluate the efficiency of an optical crop sensor to assess the nutritional status of corn and compare VRF with the standard strategy of traditional single-rate N fertilization (TSF) used by farmers. With this purpose, three experiments were conducted at different locations in Southern Brazil, in the growing seasons 2008/09 and 2010/11. The following crop properties were evaluated: above-ground dry matter production, nitrogen (N) content, N uptake, relative chlorophyll content (SPAD) reading, and a vegetation index measured by the optical sensor N-Sensor® ALS. The plants were evaluated in the stages V4, V6, V8, V10, V12 and at corn flowering. The experiments had a completely randomized design at three different sites that were analyzed separately. The vegetation index was directly related to above-ground dry matter production (R² = 0.91; p<0.0001), total N uptake (R² = 0.87; p<0.0001) and SPAD reading (R² = 0.63; p<0.0001) and inversely related to plant N content (R² = 0.53; p<0.0001). The efficiency of VRF for plant nutrition was influenced by the specific climatic conditions of each site. Therefore, the efficiency of the VRF strategy was similar to that of the standard farmer fertilizer strategy at sites 1 and 2. However, at site 3 where the climatic conditions were favorable for corn growth, the use of optical sensors to determine VRF resulted in a 12 % increase in N plant uptake in relation to the standard fertilization, indicating the potential of this technology to improve NUE.

Optical crop sensor for variable-rate nitrogen fertilization in corn: II - indices of fertilizer efficiency and corn yield

Generally, in tropical and subtropical agroecosystems, the efficiency of nitrogen (N) fertilization is low, inducing a temporal variability of crop yield, economic losses, and environmental impacts. Variable-rate N fertilization (VRF), based on optical spectrometry crop sensors, could increase the N use efficiency (NUE). The objective of this study was to evaluate the corn grain yield and N fertilization efficiency under VRF determined by an optical sensor in comparison to the traditional single-application N fertilization (TSF). With this purpose, three experiments with no-tillage corn were carried out in the 2008/09 and 2010/11 growing seasons on a Hapludox in South Brazil, in a completely randomized design, at three different sites that were analyzed separately. The following crop properties were evaluated: aboveground dry matter production and quantity of N uptake at corn flowering, grain yield, and vegetation index determined by an N-Sensor® ALS optical sensor. Across the sites, the corn N fertilizer had a positive effect on corn N uptake, resulting in increased corn dry matter and grain yield. However, N fertilization induced lower increases of corn grain yield at site 2, where there was a severe drought during the growing period. The VRF defined by the optical crop sensor increased the apparent N recovery (NRE) and agronomic efficiency of N (NAE) compared to the traditional fertilizer strategy. In the average of sites 1 and 3, which were not affected by drought, VRF promoted an increase of 28.0 and 41.3 % in NAE and NRE, respectively. Despite these results, no increases in corn grain yield were observed by the use of VRF compared to TSF.

A new and simple variable-angle accessory for infrared specular reflectance

A simple, low-cost accessory (patent pending) with only two flat mirrors and a new variable-angle mechanism has been developed for infrared specular reflectance measurements. The system allows the angles of incidence to be varied continuously from 15° (near normal incidence) to 85° (near grazing angle) without losing the alignment of the accessory. The reflectivity of boron nitride thin films deposited on metallic substrates has been measured at different angles of incidence to demonstrate the utility of this accessory.

Bacterial bioassay for rapid and accurate analysis of arsenic in highly variable groundwater samples.

In this study, we report the first ever large-scale environmental validation of a microbial reporter-based test to measure arsenic concentrations in natural water resources. A bioluminescence-producing arsenic-inducible bacterium based on Escherichia coli was used as the reporter organism. Specific protocols were developed with the goal to avoid the negative influence of iron in groundwater on arsenic availability to the bioreporter cells. A total of 194 groundwater samples were collected in the Red River and Mekong River Delta regions of Vietnam and were analyzed both by atomic absorption spectroscopy (AAS) and by the arsenic bioreporter protocol. The bacterial cells performed well at and above arsenic concentrations in groundwater of 7 microg/L, with an almost linearly proportional increase of the bioluminescence signal between 10 and 100 microg As/L (r2 = 0.997). Comparisons between AAS and arsenic bioreporter determinations gave an overall average of 8.0% false negative and 2.4% false positive identifications for the bioreporter prediction at the WHO recommended acceptable arsenic concentration of 10 microg/L, which is far betterthan the performance of chemical field test kits. Because of the ease of the measurement protocol and the low application cost, the microbiological arsenic test has a great potential in large screening campaigns in Asia and in other areas suffering from arsenic pollution in groundwater resources.

Contracts, Reference Points, and Competition - Behavioral Effects of the Fundamental Transformation

In this paper we study the role of incomplete ex ante contracts for ex post trade. Previous experimental evidence indicates that a contract provides a reference point for entitlements when the terms are negotiated in a competitive market. We show that this finding no longer holds when the terms are determined in a non-competitive way. Our results imply that the presence of a "fundamental transformation" (i.e., the transition from a competitive market to a bilateral relationship) is important for a contract to become a reference point. To the best of our knowledge this behavioral aspect of the fundamental transformation has not been shown before.

Quantification of permanent and variable charges in reference soils of the State of Pernambuco, Brazil

The electrical charges in soil particles are divided into structural or permanent charges and variable charges. Permanent charges develop on the soil particle surface by isomorphic substitution. Variable charges arise from dissociation and association of protons (H+), protonation or deprotonation, and specific adsorption of cations and anions. The aim of this study was to quantify the permanent charges and variable charges of Reference Soils of the State of Pernambuco, Brazil. To do so, 24 subsurface profiles from different regions (nine in the Zona da Mata, eight in the Agreste, and seven in the Sertão) were sampled, representing approximately 80 % of the total area of the state. Measurements were performed using cesium chloride solution. Determination was made of the permanent charges and the charges in regard to the hydroxyl functional groups through selective ion exchange of Cs+ by Li+ and Cs+ by NH4+, respectively. All the soils analyzed exhibited variable cation exchange capacity, with proportions from 0.16 to 0.60 and an average of 0.40 when related to total cation exchange capacity.