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.

The induced generalized OWA operator

[spa] Se presenta el operador OWA generalizado inducido (IGOWA). Es un nuevo operador de agregación que generaliza al operador OWA a través de utilizar las principales características de dos operadores muy conocidos como son el operador OWA generalizado y el operador OWA inducido. Entonces, este operador utiliza medias generalizadas y variables de ordenación inducidas en el proceso de reordenación. Con esta formulación, se obtiene una amplia gama de operadores de agregación que incluye a todos los casos particulares de los operadores IOWA y GOWA, y otros casos particulares. A continuación, se realiza una generalización mayor al operador IGOWA a través de utilizar medias cuasi-aritméticas. Finalmente, también se desarrolla un ejemplo numérico del nuevo modelo en un problema de toma de decisiones financieras.

The induced generalized OWA operator

[spa] Se presenta el operador OWA generalizado inducido (IGOWA). Es un nuevo operador de agregación que generaliza al operador OWA a través de utilizar las principales características de dos operadores muy conocidos como son el operador OWA generalizado y el operador OWA inducido. Entonces, este operador utiliza medias generalizadas y variables de ordenación inducidas en el proceso de reordenación. Con esta formulación, se obtiene una amplia gama de operadores de agregación que incluye a todos los casos particulares de los operadores IOWA y GOWA, y otros casos particulares. A continuación, se realiza una generalización mayor al operador IGOWA a través de utilizar medias cuasi-aritméticas. Finalmente, también se desarrolla un ejemplo numérico del nuevo modelo en un problema de toma de decisiones financieras.

How to assign a likelihood ratio in a footwear mark case: an analysis and discussion in the light of R v T

This article analyses and discusses issues that pertain to the choice of relevant databases for assigning values to the components of evaluative likelihood ratio procedures at source level. Although several formal likelihood ratio developments currently exist, both case practitioners and recipients of expert information (such as judiciary) may be reluctant to consider them as a framework for evaluating scientific evidence in context. The recent ruling R v T and ensuing discussions in many forums provide illustrative examples for this. In particular, it is often felt that likelihood ratio-based reasoning amounts to an application that requires extensive quantitative information along with means for dealing with technicalities related to the algebraic formulation of these approaches. With regard to this objection, this article proposes two distinct discussions. In a first part, it is argued that, from a methodological point of view, there are additional levels of qualitative evaluation that are worth considering prior to focusing on particular numerical probability assignments. Analyses will be proposed that intend to show that, under certain assumptions, relative numerical values, as opposed to absolute values, may be sufficient to characterize a likelihood ratio for practical and pragmatic purposes. The feasibility of such qualitative considerations points out that the availability of hard numerical data is not a necessary requirement for implementing a likelihood ratio approach in practice. It is further argued that, even if numerical evaluations can be made, qualitative considerations may be valuable because they can further the understanding of the logical underpinnings of an assessment. In a second part, the article will draw a parallel to R v T by concentrating on a practical footwear mark case received at the authors' institute. This case will serve the purpose of exemplifying the possible usage of data from various sources in casework and help to discuss the difficulty associated with reconciling the depth of theoretical likelihood ratio developments and limitations in the degree to which these developments can actually be applied in practice.

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.

Double folding with a density-dependent effective interaction and it s analytical approximation

The real part of the optical potential for heavy ion elastic scattering is obtained by double folding of the nuclear densities with a density-dependent nucleon-nucleon effective interaction which was successful in describing the binding, size, and nucleon separation energies in spherical nuclei. A simple analytical form is found to differ from the resulting potential considerably less than 1% all through the important region. This analytical potential is used so that only few points of the folding need to be computed. With an imaginary part of the Woods-Saxon type, this potential predicts the elastic scattering angular distribution in very good agreement with experimental data, and little renormalization (unity in most cases) is needed.

Magnetic field effect on quantum corrections to the low-temperature conductivity in mettalic perovskite oxides

The transport and magnetotransport properties of the metallic and ferromagnetic SrRuO3 (SRO) and the metallic and paramagnetic LaNiO3 (LNO) epitaxial thin films have been investigated in fields up to 55 T at temperatures down to 1.8 K . At low temperatures both samples display a well-defined resistivity minimum. We argue that this behavior is due to the increasing relevance of quantum corrections to the conductivity (QCC) as temperature is lowered; this effect being particularly relevant in these oxides due to their short mean free path. However, it is not straightforward to discriminate between contributions of weak localization and renormalization of electron-electron interactions to the QCC through temperature dependence alone. We have taken advantage of the distinct effect of a magnetic field on both mechanisms to demonstrate that in ferromagnetic SRO the weak-localization contribution is suppressed by the large internal field leaving only renormalized electron-electron interactions, whereas in the nonmagnetic LNO thin films the weak-localization term is relevant.

Invariant decomposition of the retarded electromagnetic field.

The integral representation of the electromagnetic two-form, defined on Minkowski space-time, is studied from a new point of view. The aim of the paper is to obtain an invariant criteria in order to define the radiative field. This criteria generalizes the well-known structureless charge case. We begin with the curvature two-form, because its field equations incorporate the motion of the sources. The gauge theory methods (connection one-forms) are not suited because their field equations do not incorporate the motion of the sources. We obtain an integral solution of the Maxwell equations in the case of a flow of charges in irrotational motion. This solution induces us to propose a new method of solving the problem of the nature of the retarded radiative field. This method is based on a projection tensor operator which, being local, is suited to being implemented on general relativity. We propose the field equations for the pair {electromagnetic field, projection tensor J. These field equations are an algebraic differential first-order system of oneforms, which verifies automatically the integrability conditions.

Stability of de Sitter spacetime under isotropic perturbations in semiclassical gravity

A spatially flat Robertson-Walker spacetime driven by a cosmological constant is nonconformally coupled to a massless scalar field. The equations of semiclassical gravity are explicitly solved for this case, and a self-consistent de Sitter solution associated with the Bunch-Davies vacuum state is found (the effect of the quantum field is to shift slightly the effective cosmological constant). Furthermore, it is shown that the corrected de Sitter spacetime is stable under spatially isotropic perturbations of the metric and the quantum state. These results are independent of the free renormalization parameters.

Self-similarity of complex networks and hidden metric spaces

We demonstrate that the self-similarity of some scale-free networks with respect to a simple degree-thresholding renormalization scheme finds a natural interpretation in the assumption that network nodes exist in hidden metric spaces. Clustering, i.e., cycles of length three, plays a crucial role in this framework as a topological reflection of the triangle inequality in the hidden geometry. We prove that a class of hidden variable models with underlying metric spaces are able to accurately reproduce the self-similarity properties that we measured in the real networks. Our findings indicate that hidden geometries underlying these real networks are a plausible explanation for their observed topologies and, in particular, for their self-similarity with respect to the degree-based renormalization.

Symmetries and fixed point stability of stochastic differential equations modeling self-organized criticality

A stochastic nonlinear partial differential equation is constructed for two different models exhibiting self-organized criticality: the Bak-Tang-Wiesenfeld (BTW) sandpile model [Phys. Rev. Lett. 59, 381 (1987); Phys. Rev. A 38, 364 (1988)] and the Zhang model [Phys. Rev. Lett. 63, 470 (1989)]. The dynamic renormalization group (DRG) enables one to compute the critical exponents. However, the nontrivial stable fixed point of the DRG transformation is unreachable for the original parameters of the models. We introduce an alternative regularization of the step function involved in the threshold condition, which breaks the symmetry of the BTW model. Although the symmetry properties of the two models are different, it is shown that they both belong to the same universality class. In this case the DRG procedure leads to a symmetric behavior for both models, restoring the broken symmetry, and makes accessible the nontrivial fixed point. This technique could also be applied to other problems with threshold dynamics.