Estimation of parametric and nonparametric models for univariate claim severity distributions - an approach using R

This paper presents an analysis of motor vehicle insurance claims relating to vehicle damage and to associated medical expenses. We use univariate severity distributions estimated with parametric and non-parametric methods. The methods are implemented using the statistical package R. Parametric analysis is limited to estimation of normal and lognormal distributions for each of the two claim types. The nonparametric analysis presented involves kernel density estimation. We illustrate the benefits of applying transformations to data prior to employing kernel based methods. We use a log-transformation and an optimal transformation amongst a class of transformations that produces symmetry in the data. The central aim of this paper is to provide educators with material that can be used in the classroom to teach statistical estimation methods, goodness of fit analysis and importantly statistical computing in the context of insurance and risk management. To this end, we have included in the Appendix of this paper all the R code that has been used in the analysis so that readers, both students and educators, can fully explore the techniques described

Estimation of Genetic Divergence and Gene Flow between Culex pipiens and Culex quinquefasciatus (Diptera: Culicidae) in Argentina

Allele frequencies at seven polymorphic loci controlling the synthesis of enzymes were analyzed in six populations of Culex pipiens L. and Cx. quinquefasciatus Say. Sampling sites were situated along a north-south line of about 2,000 km in Argentina. The predominant alleles at Mdh, Idh, Gpdh and Gpi loci presented similar frequencies in all the samples. Frequencies at the Pgm locus were similar for populations pairs sharing the same geographic area. The loci Cat and Hk-1 presented significant geographic variation. The latter showed a marked latitudinal cline, with a frequency for allele b ranging from 0.99 in the northernmost point to 0.04 in the southernmost one, a pattern that may be explained by natural selection (FST = 0.46; p < 0.0001) on heat sensitive alleles. The average value of FST (0.088) and Nm (61.12) indicated a high gene flow between adjacent populations. A high correlation was found between genetic and geographic distance (r = 0.83; p < 0.001). The highest genetic identity (IN = 0.988) corresponded to the geographically closest samples from the central area. In one of these localities Cx. quinquefasciatus was predominant and hybrid individuals were detected, while in the other, almost all the specimens were identified as Cx. pipiens. To verify the fertility between Cx. pipiens and Cx. quinquefasciatus from the northern- and southernmost populations, experimental crosses were performed. Viable egg rafts were obtained from both reciprocal crosses. Hatching ranged from 76.5 to 100%. The hybrid progenies were fertile through two subsequent generations

Restriction site-associated DNA sequencing, genotyping error estimation and de novo assembly optimization for population genetic inference.

Restriction site-associated DNA sequencing (RADseq) provides researchers with the ability to record genetic polymorphism across thousands of loci for nonmodel organisms, potentially revolutionizing the field of molecular ecology. However, as with other genotyping methods, RADseq is prone to a number of sources of error that may have consequential effects for population genetic inferences, and these have received only limited attention in terms of the estimation and reporting of genotyping error rates. Here we use individual sample replicates, under the expectation of identical genotypes, to quantify genotyping error in the absence of a reference genome. We then use sample replicates to (i) optimize de novo assembly parameters within the program Stacks, by minimizing error and maximizing the retrieval of informative loci; and (ii) quantify error rates for loci, alleles and single-nucleotide polymorphisms. As an empirical example, we use a double-digest RAD data set of a nonmodel plant species, Berberis alpina, collected from high-altitude mountains in Mexico.

Hydrocarbon biomarkers in the Topla-Mezica zinc-lead deposits, northern Karavanke/Drau Range, Slovenia: Paleoenvironment at the site of ore formation

The Mississippi Valley-type zinc and lead deposits at Topla (250,150 metric tons (t) of ore grading 1.0 wt % Zn and 3.3 wt % Pb) and Mezica (19 million metric tons (Mt) of ore grading 5.3 wt % Pb and 2.7 wt % Zn) occur within the Middle to Upper Triassic platform carbonate rocks of the northern Karavanke/Drau Range geotectonic units of the Eastern Alps, Slovenia. The ore and host rocks of these deposits have been investigated by a combination of inorganic and organic geochemical methods to determine major, trace, and rare earth element (REE) concentrations, hydrocarbon distribution, and stable isotope ratios of carbonates, kerogen, extractable organic matter, and individual hydrocarbons. These data combined with sedimentological evidence provide insight into the paleoenvironmental conditions at the site of ore formation. The carbonate isotope composition, the REE patterns, and the distribution of hydrocarbon biomarkers (normal alkanes and steranes) suggest a marine depositional environment. At Topla, a relatively high concentration of redox sensitive trace elements (V, Mo, U) in the host dolostones and REE patterns parallel to that of the North American shale composite suggest that sediments were deposited in a reducing environment. Anoxic conditions enhanced the preservation of organic matter and resulted in relatively higher total organic carbon contents (up to 0.4 wt %). The isotopic composition of the kerogen (delta C-13(kerogon) = -29.4 to -25.0 parts per thousand, delta N-15(kerogen) = -.13.6 to 6.8 parts per thousand) suggests that marine algae and/or bacteria were the main source of organic carbon with a very minor contribution from detrital continental plants and a varying degree of alteration. Extractable organic matter from Topla ore is generally depleted in C-13 compared to the associated kerogen, which is consistent with an indigenous source of the bitumens. The mineralization correlates with delta N-15(kerogen) values around 0 per mil, C-13 depleted kerogen, C-13 enriched n-heptadecane, and relatively high concentrations of bacteria] hydrocarbon biomarkers, indicating a high cyanobacterial biomass at the site of ore formation. Abundant dissimilatory sulfate-reducing bacteria, feeding on the cyanobacterial remains, led to accumulation of biogenic H2S in the pore water of the sediments. This biogenic H2S was mainly incorporated into sedimentary organic matter and diagenetic pyrite. Higher bacterial activity at the ore site also is indicated by specific concentration ratios of hydrocarbons, which are roughly correlated with total Pb plus Zn contents. This correlation is consistent with mixing of hydrothermal metal-rich, fluids and local bacteriogenic sulfide sulfur. The new geochemical data provide supporting evidence that Topla is a low-temperature Mississippi Valley-type deposit formed in an anoxic supratidal saline to hypersaline environment. A laminated cyanobacterial mat, with abundant sulfate-reducing bacteria was the main site of sulfate reduction.

A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation

This paper analyses the impact of using different correlation assumptions between lines of business when estimating the risk-based capital reserve, the Solvency Capital Requirement (SCR), under Solvency II regulations. A case study is presented and the SCR is calculated according to the Standard Model approach. Alternatively, the requirement is then calculated using an Internal Model based on a Monte Carlo simulation of the net underwriting result at a one-year horizon, with copulas being used to model the dependence between lines of business. To address the impact of these model assumptions on the SCR we conduct a sensitivity analysis. We examine changes in the correlation matrix between lines of business and address the choice of copulas. Drawing on aggregate historical data from the Spanish non-life insurance market between 2000 and 2009, we conclude that modifications of the correlation and dependence assumptions have a significant impact on SCR estimation.

La llengua de l'enemic com a llengua pròpia: cultures translatives del paisatge indígena nord-americà

This research paper seeks to bring into view the present-day situation of Native-American narrative in English. It is divided into four chapters. The first deals with the emergence of what we might call a Native-American narrative style and its evolution from 1900 up until its particularly forceful expression in 1968 with the appearance of N. Scott Momaday’s novel House Made of Dawn. To trace this evolution, we follow the chronology set forth by Paula Gunn Allen in her anthology Voice of the Turtle: American Indian Literature 1900-1970. In the second chapter we hear various voices from contemporary Native-American literary production as we follow Simon J. Ortiz’s anthology Speaking for the Generations: Native Writers on Writing. Noteworthy among these are Leslie Marmon Silko and Gloria Bird, alongside new voices such as those of Esther G. Belin and Daniel David Moses, and closing with Guatemalan-Mayan Victor D. Montejo, exiled in the United States. These writers’ contributions gravitate around two fundamental notions: the interdependence between human beings and the surrounding landscape, and the struggle for survival, which of necessity involves the deconstruction of the (post-)colonial subject. The third chapter deals with an anthology of short stories and poems by present-day Native-American women writers, edited by Joy Harjo and Gloria Bird and entitled Reinventing the Enemy’s Language: Contemporary Native Women’s Writings of North America. It too exemplifies personal and cultural reaffirmation on a landscape rich in ancestral elements, but also where one’s own voice takes shape in the language which, historically, is that of the enemy. In the final chapter we see how translation studies provide a critical perspective and fruitful reflection on the literary production of Native-American translative cultures, where a wide range of writers struggle to bring about the affirmative deconstruction of the colonialised subject. Thus there comes a turnaround in the function of the “enemy’s language,” giving rise also to the question of cultural incommensurability.

Seroprevalence of Trypanosoma cruzi Infection in Students at the Seven-Fourteen Age Range, Londrina, PR, Brazil, in 1995

Seropositivity for Chagas disease was evaluated in 834 children aged between 7 and 14 from the Municipal Teaching System in the district of Londrina, State of Paraná. A seroprevalence rate of 0.1% was found through the use of an indirect immunofluorescent test and an enzyme-linked immunosorbent assay. This low rate of seroprevalence provides evidence that the vectorial transmission of Chagas disease has been eliminated in Londrina. The main reason for the elimination of vectorial transmission of Trypanosoma cruzi infection, as evaluated by serological tests, may be a remarkable change in the economic structure of the northern region of Paraná in the 1960's. At that time coffee production was almost completely replaced by soy beans, wheat and grazing in the rural areas. This change deeply affected the rural ecology and caused an exodus of the population from rural to urban areas as well as a decrease in the total number of the population of that region. The measures introduced for controlling the disease through the Program of Chagas Disease Control established by the Fundação Nacional de Saúde of the Brazilian Ministry of Health, certainly, had a positive impact on the reduction of American trypanosomiasis prevalence in the area under study. However, it does not seem that this was the most relevant factor responsible for the elimination of vectorial transmission of Chagas disease in Londrina.

Oligo-Miocene extensional tectonics and fluid flow across the Northern Snake Range detachment system, Nevada

The Northern Snake Range (Nevada) represents a spectacular example of a metamorphic core complex and exposes a complete section from the mylonitic footwall into the hanging wall of a fossil detachment system. Paired geochronological and stable isotopic data of mylonitic quartzite within the detachment footwall reveal that ductile deformation and infiltration of meteoric fluids occurred between 27 and 23 Ma. Ar-40/Ar-39 ages display complex recrystallization-cooling relationships but decrease systematically from 26.9 +/- 0.2 Ma at the top to 21.3 +/- 0.2 Ma at the bottom of footwall mylonite. Hydrogen isotope (delta D) values in white mica are very low (-150 to -145 %) within the top 80-90 m of detachment footwall, in contrast to values obtained from the deeper part of the section where values range from -77 to -64 %, suggesting that time-integrated interaction between rock and meteoric fluid was restricted to the uppermost part of the mylonitic footwall. Pervasive mica-water hydrogen isotope exchange is difficult to reconcile with models of Ar-40 loss during mylonitization solely by volume diffusion. Rather, we interpret the Ar-40/Ar-39 ages of white mica with low-delta D values to date syn-mylonitic hydrogen and argon isotope exchange, and we conclude that the hydrothermal system of the Northern Snake Range was active during late Oligocene (27-23 Ma) and has been exhumed by the combined effects of ductile strain, extensional detachment faulting, and erosion.

The nature of the Cr-C bond: direct estimation of aromaticity in Fischer carbenes

Report for the scientific sojourn at the the Philipps-Universität Marburg, Germany, from september to december 2007. For the first, we employed the Energy-Decomposition Analysis (EDA) to investigate aromaticity on Fischer carbenes as it is related through all the reaction mechanisms studied in my PhD thesis. This powerful tool, compared with other well-known aromaticity indices in the literature like NICS, is useful not only for quantitative results but also to measure the degree of conjugation or hyperconjugation in molecules. Our results showed for the annelated benzenoid systems studied here, that electron density is more concentrated on the outer rings than in the central one. The strain-induced bond localization plays a major role as a driven force to keep the more substituted ring as the less aromatic. The discussion presented in this work was contrasted at different levels of theory to calibrate the method and ensure the consistency of our results. We think these conclusions can also be extended to arene chemistry for explaining aromaticity and regioselectivity reactions found in those systems.In the second work, we have employed the Turbomole program package and density-functionals of the best performance in the state of art, to explore reaction mechanisms in the noble gas chemistry. Particularly, we were interested in compounds of the form H--Ng--Ng--F (where Ng (Noble Gas) = Ar, Kr and Xe) and we investigated the relative stability of these species. Our quantum chemical calculations predict that the dixenon compound HXeXeF has an activation barrier for decomposition of 11 kcal/mol which should be large enough to identify the molecule in a low-temperature matrix. The other noble gases present lower activation barriers and therefore are more labile and difficult to be observable systems experimentally.

Solvency Capital estimation and Risk Measures

This paper examines why a financial entity’s solvency capital estimation might be underestimated if the total amount required is obtained directly from a risk measurement. Using Monte Carlo simulation we show that, in some instances, a common risk measure such as Value-at-Risk is not subadditive when certain dependence structures are considered. Higher risk evaluations are obtained for independence between random variables than those obtained in the case of comonotonicity. The paper stresses, therefore, the relationship between dependence structures and capital estimation.

Assessment of adult formulas for glomerular filtration rate estimation in children.

BACKGROUND: Estimated glomerular filtration rate (eGFR) is an important diagnostic instrument in clinical practice. The National Kidney Foundation-Kidney Disease Quality Initiative (NKF-KDOQI) guidelines do not recommend using formulas developed for adults to estimate GFR in children; however, studies confirming these recommendations are scarce. The aim of our study was to evaluate the accuracy of the new Chronic Kidney Disease Epidemiology Collaboration (CKD-EPI) formula, the Modification of Diet in Renal Disease (MDRD) formula, and the Cockcroft-Gault formula in children with various stages of chronic kidney disease (CKD). METHODS: A total of 550 inulin clearance (iGFR) measurements for 391 children were analyzed. The cohort was divided into three groups: group 1, with iGFR >90 ml/min/1.73 m(2); group 2, with iGFR between 60 and 90 ml/min/1.73 m(2); group 3, with iGFR of <60 ml/min/1.73 m(2). RESULTS: All formulas overestimate iGFR with a significant bias (p < 0.001), present poor accuracies, and have poor Spearman correlations. For an accuracy of 10 %, only 11, 6, and 27 % of the eGFRs are accurate when using the MDRD, CKD-EPI, and Cockcroft-Gault formulas, respectively. For an accuracy of 30 %, these formulas do not reach the NKF-KDOQI guidelines for validation, with only 25, 20, and 70 % of the eGFRs, respectively, being accurate. CONCLUSIONS: Based on our results, the performances of all of these formulas are unreliable for eGFR in children across all CKD stages and cannot therefore be applied in the pediatric population group.

Small todents fleas from the bubonic plague focus located in the Serra dos Órgãos Mountain Range, State of Rio de Janeiro, Brazil

Eleven species of fleas were collected from 601 small rodents, from November 1995 to October 1997, in areas of natural focus of bubonic plague, including the municipalities of Nova Friburgo, Sumidouro and Teresópolis, State of Rio de Janeiro, Brazil. Among 924 fleas collected, Polygenis (Polygenis) rimatus (Rhopalopsyllidae) was the predominant species regarding the frequency, representing 41.3% (N:382), followed by P. (Neopolygenis) pradoi, representing 20% (N:185) and Craneopsylla minervaminerva (Stephanocircidae), representing 18.9% (N:175). The host Akodon cursor harbored 47.9% of these fleas. Other six host species were infested by 52.1% of the remaining fleas. Fleas were found on hosts and in places within the focus not previously reported by the literature.

Clinical manifestations in patients with SOS1 mutations range from Noonan syndrome to CFC syndrome.

Noonan syndrome (NS) and cardio-facio-cutaneous (CFC) syndrome are autosomal dominant disorders characterized by heart defects, facial dysmorphism, ectodermal abnormalities, and mental retardation. There is a significant clinical overlap between NS and CFC syndrome, but ectodermal abnormalities and mental retardation are more frequent in CFC syndrome. Mutations in PTPN11 and KRAS have been identified in patients with NS and those in KRAS, BRAF and MAP2K1/2 have been identified in patients with CFC syndrome, establishing a new role of the RAS/MAPK pathway in human development. Recently, mutations in the son of sevenless gene (SOS1) have also been identified in patients with NS. To clarify the clinical spectrum of patients with SOS1 mutations, we analyzed 24 patients with NS, including 3 patients in a three-generation family, and 30 patients with CFC syndrome without PTPN11, KRAS, HRAS, BRAF, and MAP2K1/2 (MEK1/2) mutations. We identified two SOS1 mutations in four NS patients, including three patients in the above-mentioned three-generation family. In the patients with a CFC phenotype, three mutations, including a novel three amino-acid insertion, were identified in one CFC patient and two patients with both NS and CFC phenotypes. These three patients exhibited ectodermal abnormalities, such as curly hair, sparse eyebrows, and dry skin, and two of them showed mental retardation. Our results suggest that patients with SOS1 mutations range from NS to CFC syndrome.