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.

Suboptimal filtering and nonlinear time scale transformation for the analysis of multiexponential decays

Multiexponential decays may contain time-constants differing in several orders of magnitudes. In such cases, uniform sampling results in very long records featuring a high degree of oversampling at the final part of the transient. Here, we analyze a nonlinear time scale transformation to reduce the total number of samples with minimum signal distortion, achieving an important reduction of the computational cost of subsequent analyses. We propose a time-varying filter whose length is optimized for minimum mean square error

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.

Dramatic malignant progression of a pigmented villonodular synovitis of the knee after 27 years of multimodality treatment

Introduction: Pigmented villonodular synovitis (PVNS) is a rare benign tumour of the synovium, most commonly arising around the knee. Resection remains the treatment of choice. The diffuse variant of the disease is prone to local recurrence (30-50%). However distant dissemination is extremely rare. We report the case of a patient with massive loco-regional and late distant spread to the lungs of PVNS originating in the knee. Case report: A 69 yo women presented to our service 27 years ago with PVNS in her knee. Despite multible surgical resections, synoviorthesis and external beam radiotherapy, no local control was achieved. The disease spread in all thigh compartments. Due to the resistance to all convetional treatment modalities, isolated limb perfusion with TNFα and Melphalan was performed, without any effect on local control. After the disease was diagnosed in iliac lymph nodes, the patient was subjected to a systemic chemotherapy protocol with imitamib, which had to be abandoned, due to intolerance. Due to a giant lymphoedema of the entire limb, making up for a considerable part of the patient's body weight and in view of significant skin invasion, a hip disarticulation was performed. Finally, rapidly growing lung metastases appeared on CT scan, confirmed by core-needle biopsy. Palliative chemotherapy was initiated. Interestingly, histological analysis of the disease throughout the years remained consistent with classic benign PVNS. No sarcomatous dedifferentiation was observed, not even in the pulmonary lesions. Conclusion: PVNS is a benign tumour, with a high risk of local recurrence. Malignant behaviour, with loco-regional and distant metastases remains extremely rare. A histologically benign appearance does not exclude a clinically malignant behaviour with systemic spread.

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.