Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance

In this paper, we present a stochastic model for disability insurance contracts. The model is based on a discrete time non-homogeneous semi-Markov process (DTNHSMP) to which the backward recurrence time process is introduced. This permits a more exhaustive study of disability evolution and a more efficient approach to the duration problem. The use of semi-Markov reward processes facilitates the possibility of deriving equations of the prospective and retrospective mathematical reserves. The model is applied to a sample of contracts drawn at random from a mutual insurance company.

Review of the Freeing Order Processes in Northern Ireland (pdf 369 kb)

Review of the Freeing Order Processes in Northern Ireland

Arrested kinetic Li isotope fractionation at the margin of the llimaussaq complex, South Greenland: Evidence for open-system processes during final cooling of peralkaline igneous rocks

Li contents [Li] and isotopic composition (delta Li-7) of mafic minerals (mainly amphibole and clinopyroxene) from the alkaline to peralkaline Ilimaussaq plutonic complex, South Greenland, track the behavior of Li and its isotopes during magmatic differentiation and final cooling of an alkaline igneous system. [Li] in amphibole increase from < 10 ppm in Caamphiboles of the least differentiated unit to >3000 ppm in Na-amphiboles of the highly evolved units. In contrast, [Li] in clinopyroxene are comparatively low (<85 ppm) and do not vary systematically with differentiation. The distribution of Li between amphibole and pyroxene is controlled by the major element composition of the minerals (Ca-rich and Na-rich, respectively) and changes in oxygen fugacity (due to Li incorporation via coupled substitution with ferric iron) during magmatic differentiation. delta(7) Li values of all minerals span a wide range from + 17 to - 8 parts per thousand, with the different intrusive units of the complex having distinct Li isotopic systematics. Amphiboles, which dominate the Li budget of whole-rocks from the inner part of the complex, have constant delta Li-7 of + 1.8 +/- 2.2 parts per thousand (2 sigma, n = 15). This value reflects a homogeneous melt reservoir and is consistent with their mantle derivation, in agreement with published O and Nd isotopic data. Clinopyroxenes of these samples are consistently lighter, with Delta Li-7(amph-cpx). as large as 8 parts per thousand and are thus not in Li isotope equilibrium. These low values probably reflect late-stage diffusion of Li into clinopyroxene during final cooling of the rocks, thus enriching the clinopyroxene in 6 Li. At the margin of the complex delta(7) Li in the syenites increases systematically, from +2 to high values of + 14 parts per thousand. This, coupled with the observed Li isotope systematics of the granitic country rocks, reflects post-magmatic open-system processes occurring during final cooling of the intrusion. Although the shape and magnitude of the Li isotope and elemental profiles through syenite and country rock are suggestive of diffusion-driven isotope fractionation, they cannot be modeled by one-dimensional diffusive transport and point to circulation of a fluid having a high 67 Li value (possibly seawater) along the chilled contact. In all, this study demonstrates that Li isotopes can be used to identify complex fluid- and diffusion-governed processes taking place during the final cooling of such rocks. (c) 2007 Elsevier B.V All rights reserved.

Nitric oxide as a regulator of inflammatory processes

Nitric oxide (NO) plays an important role in mediating many aspects of inflammatory responses. NO is an effector molecule of cellular injury, and can act as an anti-oxidant. It can modulate the release of various inflammatory mediators from a wide range of cells participating in inflammatory responses (e.g., leukocytes, macrophages, mast cells, endothelial cells, and platelets). It can modulate blood flow, adhesion of leukocytes to the vascular endothelium and the activity of numerous enzymes, all of which can have an impact on inflammatory responses. In recent years, NO-releasing drugs have been developed, usually as derivatives of other drugs, which exhibit very powerful anti-inflammatory effects.

Application of compositional data analysis to geochemical data of marine sediments

In an earlier investigation (Burger et al., 2000) five sediment cores near the RodriguesTriple Junction in the Indian Ocean were studied applying classical statistical methods(fuzzy c-means clustering, linear mixing model, principal component analysis) for theextraction of endmembers and evaluating the spatial and temporal variation ofgeochemical signals. Three main factors of sedimentation were expected by the marinegeologists: a volcano-genetic, a hydro-hydrothermal and an ultra-basic factor. Thedisplay of fuzzy membership values and/or factor scores versus depth providedconsistent results for two factors only; the ultra-basic component could not beidentified. The reason for this may be that only traditional statistical methods wereapplied, i.e. the untransformed components were used and the cosine-theta coefficient assimilarity measure.During the last decade considerable progress in compositional data analysis was madeand many case studies were published using new tools for exploratory analysis of thesedata. Therefore it makes sense to check if the application of suitable data transformations,reduction of the D-part simplex to two or three factors and visualinterpretation of the factor scores would lead to a revision of earlier results and toanswers to open questions . In this paper we follow the lines of a paper of R. Tolosana-Delgado et al. (2005) starting with a problem-oriented interpretation of the biplotscattergram, extracting compositional factors, ilr-transformation of the components andvisualization of the factor scores in a spatial context: The compositional factors will beplotted versus depth (time) of the core samples in order to facilitate the identification ofthe expected sources of the sedimentary process.Kew words: compositional data analysis, biplot, deep sea sediments

Compositional amalgamations and balances: a critical approach

The amalgamation operation is frequently used to reduce the number of parts of compositional data but it is a non-linear operation in the simplex with the usual geometry,the Aitchison geometry. The concept of balances between groups, a particular coordinate system designed over binary partitions of the parts, could be an alternative to theamalgamation in some cases. In this work we discuss the proper application of bothconcepts using a real data set corresponding to behavioral measures of pregnant sows

Using self organizing maps on compositional data

Self-organizing maps (Kohonen 1997) is a type of artificial neural network developedto explore patterns in high-dimensional multivariate data. The conventional versionof the algorithm involves the use of Euclidean metric in the process of adaptation ofthe model vectors, thus rendering in theory a whole methodology incompatible withnon-Euclidean geometries.In this contribution we explore the two main aspects of the problem:1. Whether the conventional approach using Euclidean metric can shed valid resultswith compositional data.2. If a modification of the conventional approach replacing vectorial sum and scalarmultiplication by the canonical operators in the simplex (i.e. perturbation andpowering) can converge to an adequate solution.Preliminary tests showed that both methodologies can be used on compositional data.However, the modified version of the algorithm performs poorer than the conventionalversion, in particular, when the data is pathological. Moreover, the conventional ap-proach converges faster to a solution, when data is \well-behaved".Key words: Self Organizing Map; Artificial Neural networks; Compositional data