Prediction of individual automobile RBNS claim reserves in the context of Solvency II

Automobile bodily injury (BI) claims remain unsettled for a long time after the accident. The estimation of an accurate reserve for Reported But Not Settled (RBNS) claims is therefore vital for insurers. In accordance with the recommendation included in the Solvency II project (CEIOPS, 2007) a statistical model is here implemented for RBNS reserve estimation. Lognormality on empirical compensation cost data is observed for different levels of BI severity. The individual claim provision is estimated by allocating the expected mean compensation for the predicted severity of the victim’s injury, for which the upper bound is also computed. The BI severity is predicted by means of a heteroscedastic multiple choice model, because empirical evidence has found that the variability in the latent severity of injured individuals travelling by car is not constant. It is shown that this methodology can improve the accuracy of RBNS reserve estimation at all stages, as compared to the subjective assessment that has traditionally been made by practitioners.

Eliminating Software Failures - A Literature Survey

Software faults are expensive and cause serious damage, particularly if discovered late or not at all. Some software faults tend to be hidden. One goal of the thesis is to figure out the status quo in the field of software fault elimination since there are no recent surveys of the whole area. Basis for a structural framework is proposed for this unstructured field, paying attention to compatibility and how to find studies. Bug elimination means are surveyed, including bug knowhow, defect prevention and prediction, analysis, testing, and fault tolerance. The most common research issues for each area are identified and discussed, along with issues that do not get enough attention. Recommendations are presented for software developers, researchers, and teachers. Only the main lines of research are figured out. The main emphasis is on technical aspects. The survey was done by performing searches in IEEE, ACM, Elsevier, and Inspect databases. In addition, a systematic search was done for a few well-known related journals from recent time intervals. Some other journals, some conference proceedings and a few books, reports, and Internet articles have been investigated, too. The following problems were found and solutions for them discussed. Quality assurance is testing only is a common misunderstanding, and many checks are done and some methods applied only in the late testing phase. Many types of static review are almost forgotten even though they reveal faults that are hard to be detected by other means. Other forgotten areas are knowledge of bugs, knowing continuously repeated bugs, and lightweight means to increase reliability. Compatibility between studies is not always good, which also makes documents harder to understand. Some means, methods, and problems are considered method- or domain-specific when they are not. The field lacks cross-field research.

Tracing the Origin and Spread of Agriculture in Europe

The origins of early farming and its spread to Europe have been the subject of major interest for some time. The main controversy today is over the nature of the Neolithic transition in Europe: the extent to which the spread was, for the most part, indigenous and animated by imitatio (cultural diffusion) or else was driven by an influx of dispersing populations (demic diffusion). We analyze the spatiotemporal dynamics of the transition using radiocarbon dates from 735 early Neolithic sites in Europe, the Near East, and Anatolia. We compute great-circle and shortest-path distances from each site to 35 possible agricultural centers of origin—ten are based on early sites in the Middle East and 25 arehypothetical locations set at 58 latitude/longitude intervals. We perform a linear fit of distance versus age (and viceversa) for each center. For certain centers, high correlation coefficients (R . 0.8) are obtained. This implies that a steady rate or speed is a good overall approximation for this historical development. The average rate of the Neolithic spread over Europe is 0.6–1.3 km/y (95% confidence interval). This is consistent with the prediction of demic diffusion(0.6–1.1 km/y). An interpolative map of correlation coefficients, obtained by using shortest-path distances, shows thatthe origins of agriculture were most likely to have occurred in the northern Levantine/Mesopotamian area

Minimization of the experimental workload for the prediction of pollutants propagation in rivers. Mathematical modelling and knowledge re-use

The present thesis in focused on the minimization of experimental efforts for the prediction of pollutant propagation in rivers by mathematical modelling and knowledge re-use. Mathematical modelling is based on the well known advection-dispersion equation, while the knowledge re-use approach employs the methods of case based reasoning, graphical analysis and text mining. The thesis contribution to the pollutant transport research field consists of: (1) analytical and numerical models for pollutant transport prediction; (2) two novel techniques which enable the use of variable parameters along rivers in analytical models; (3) models for the estimation of pollutant transport characteristic parameters (velocity, dispersion coefficient and nutrient transformation rates) as functions of water flow, channel characteristics and/or seasonality; (4) the graphical analysis method to be used for the identification of pollution sources along rivers; (5) a case based reasoning tool for the identification of crucial information related to the pollutant transport modelling; (6) and the application of a software tool for the reuse of information during pollutants transport modelling research. These support tools are applicable in the water quality research field and in practice as well, as they can be involved in multiple activities. The models are capable of predicting pollutant propagation along rivers in case of both ordinary pollution and accidents. They can also be applied for other similar rivers in modelling of pollutant transport in rivers with low availability of experimental data concerning concentration. This is because models for parameter estimation developed in the present thesis enable the calculation of transport characteristic parameters as functions of river hydraulic parameters and/or seasonality. The similarity between rivers is assessed using case based reasoning tools, and additional necessary information can be identified by using the software for the information reuse. Such systems represent support for users and open up possibilities for new modelling methods, monitoring facilities and for better river water quality management tools. They are useful also for the estimation of environmental impact of possible technological changes and can be applied in the pre-design stage or/and in the practical use of processes as well.

Simultaneous spectrophotometric determination of ezetimibe and simvastatin in pharmaceutical preparations using chemometric techniques

Two spectrophotometric methods are described for the simultaneous determination of ezetimibe (EZE) and simvastatin (SIM) in pharmaceutical preparations. The obtained data was evaluated by using two different chemometric techniques, Principal Component Regression (PCR) and Partial Least-Squares (PLS-1). In these techniques, the concentration data matrix was prepared by using the mixtures containing these drugs in methanol. The absorbance data matrix corresponding to the concentration data matrix was obtained by the measurements of absorbances in the range of 240 - 300 nm in the intervals with Δλ = 1 nm at 61 wavelengths in their zero order spectra, then, calibration or regression was obtained by using the absorbance data matrix and concentration data matrix for the prediction of the unknown concentrations of EZE and SIM in their mixture. The procedure did not require any separation step. The linear range was found to be 5 - 20 µg mL-1 for EZE and SIM in both methods. The accuracy and precision of the methods were assessed. These methods were successfully applied to a pharmaceutical preparation, tablet; and the results were compared with each other.

Application of GA-PLS and GA-KPLS calculations for the prediction of the retention indices of essential oils

Genetic algorithm and partial least square (GA-PLS) and kernel PLS (GA-KPLS) techniques were used to investigate the correlation between retention indices (RI) and descriptors for 117 diverse compounds in essential oils from 5 Pimpinella species gathered from central Turkey which were obtained by gas chromatography and gas chromatography-mass spectrometry. The square correlation coefficient leave-group-out cross validation (LGO-CV) (Q²) between experimental and predicted RI for training set by GA-PLS and GA-KPLS was 0.940 and 0.963, respectively. This indicates that GA-KPLS can be used as an alternative modeling tool for quantitative structure-retention relationship (QSRR) studies.

Effect of population densities of Heterodera glycines race 3 on leaf area, photosynthesis and yield of soybean

The effect of Heterodera glycines on photosynthesis, leaf area and yield of soybean (Glycine max) was studied in two experiments carried out under greenhouse condition. Soybean seeds were sown in 1.5 l (Experiment 1) or 5.0 l (Experiment 2) clay pots filled with a mixture of field soil + sand (1:1) sterilized with methyl bromide. Eight days after sowing, seedlings were thinned to one per pot, and one day later inoculated with 0; 1.200; 3.600; 10.800; 32.400 or 97.200 J2 juveniles of H. glycines. Experiment 1 was carried out during the first 45 days of the inoculation while Experiment 2 was conducted during the whole cycle of the crop. Measurements of photosynthetic rate, stomatic conductance, chlorophyll fluorescence, leaf color, leaf area, and chlorophyll leaf content were taken at ten-day intervals throughout the experiments. Data on fresh root weight, top dry weight, grain yield, number of eggs/gram of roots, and nematode reproduction factor were obtained at the end of the trials. Each treatment was replicated ten times. There was a marked reduction in both photosynthetic rate and chlorophyll content, as well as an evident yellowing of the leaves of the infected plants. Even at the lowest Pi, the effects of H. glycines on the top dry weight or grain yield were quite severe. Despite the parasitism, soybean yield was highly correlated with the integrated leaf area and, accordingly, the use of this parameter was suggested for the design of potential damage prediction models that include physiological aspects of nematode-diseased plants.

Models and applications for risk assessment and prediction of Asian soybean rust epidemics

Asian rust of soybean [Glycine max (L.) Merril] is one of the most important fungal diseases of this crop worldwide. The recent introduction of Phakopsora pachyrhizi Syd. & P. Syd in the Americas represents a major threat to soybean production in the main growing regions, and significant losses have already been reported. P. pachyrhizi is extremely aggressive under favorable weather conditions, causing rapid plant defoliation. Epidemiological studies, under both controlled and natural environmental conditions, have been done for several decades with the aim of elucidating factors that affect the disease cycle as a basis for disease modeling. The recent spread of Asian soybean rust to major production regions in the world has promoted new development, testing and application of mathematical models to assess the risk and predict the disease. These efforts have included the integration of new data, epidemiological knowledge, statistical methods, and advances in computer simulation to develop models and systems with different spatial and temporal scales, objectives and audience. In this review, we present a comprehensive discussion on the models and systems that have been tested to predict and assess the risk of Asian soybean rust. Limitations, uncertainties and challenges for modelers are also discussed.

Natural history of celiac disease-associated antibodies and progression to overt disease in children at increased genetic risk

Background: Celiac disease is a lifelong, gluten-sensitive, autoimmune-mediated chronic enteropathy, tightly associated with risk alleles at the HLA class II genes. Aims: This study was carried out as a part of the population-based Type 1 Diabetes Prediction and Prevention (DIPP) Project. The first aim was to study the natural history of celiac disease-associated antibodies before the diagnosis of celiac disease was made. The second aim was to describe when and in which order celiac disease-associated and type 1 diabetes-associated antibodies appeared in children with genetic risk for both diseases. Subjects and Methods: Antibodies against tissue transglutaminase (TGA) and other celiac disease-associated antibodies were measured in serum samples collected at 3- to 12-month intervals of children at genetic risk for celiac disease who participated in the DIPP project. Celiac disease was confirmed by duodenal biopsy. Type 1 diabetes-associated antibodies were measured in all samples that had been collected. Overt disease was diagnosed according to World Health Organization criteria. Follow-up continued until a diagnosis of type 1 diabetes or until the end of a defined follow-up period. Results: TGA appeared in children at genetic risk for celiac disease only after the first year of life, but anti-gliadin antibodies often emerged significantly earlier, at age 6 months. The data show that spontaneous disappearance of celiac disease-associated antibodies, transient or persisting, is a common phenomenon, at least in prepubertal children. In children with genetic susceptibility to type 1 diabetes and celiac disease, celiac disease-associated antibodies usually develop earlier than the type 1 diabetes-associated antibodies. Conclusions: The transient nature of celiac disease-associated antibodies emphasizes the significance of establishing seropositivity repeatedly in screening detected celiac disease before gastroscopy and duodenal biopsy are considered and emphasized the importance of duodenal biopsy for diagnosing celiac disease.

Comparação de taxas de erosão em estradas florestais estimadas pelo modelo WEPP (Water Erosion Prediction Project) modificado em relção a medições experimentais

O objetivo do trabalho foi testar o modelo WEPP (Water Erosion Prediction Project), através de comparações entre volume de enxurrada e perda de solo observados experimentalmente, provenientes dos segmentos de estradas florestais submetidas à chuva natural com inclinações de 1 e 7% e comprimentos de rampa de 20 e 40 m, e aqueles preditos pelo aplicativo, visando o desenvolvimento de um modelo brasileiro de predição de erosão em estradas florestais. Na determinação da quantidade do material erodido foram instalados tambores coletores, com capacidade de 209,25 litros, localizados na parte inferior das estradas, onde foram inseridas tubulações de PVC de 2 polegadas para coleta dos sedimentos provenientes da estrada propriamente dita. Nos tambores coletores foram feitos orifícios nivelados e perfeitamente iguais, posicionados a 0,65 m do fundo do primeiro e a 0,60 m do fundo do segundo, que funcionaram como um divisor Geib. Nas parcelas de 20 e 40 m de comprimento foram feitos cinco e sete orifícios, respectivamente, no primeiro e segundo tambores. O terceiro tambor foi utilizado para coletar o excedente da enxurrada proveniente do segundo tambor. Os tambores foram ligados em série, através de cano PVC de 2 polegadas. Os dados de volume e intensidade de precipitação diária foram obtidos com a instalação de pluviômetro e pluviógrafo no local. O período de coleta de dados foi de um ano, concentrando-se na época das chuvas. Posteriormente, os arquivos de clima, precipitação, solo, inclinação e comprimento do segmento foram introduzidos e adaptados ao modelo de predição de erosão WEPP com o propósito de testá-lo, visando a confecção de um modelo apropriado às condições brasileiras.

Growth and yield prediction using the modified Buckman model

A model to manage even-aged stands was developed using a modification of the Buckman model. Data from Eucalyptus urophylla and Eucalyptus cloeziana stands located in the Northern region of Minas Gerais State, Brazil were used in the formulation of the system. The proposed model generated precise and unbiased estimates in non-thinned stands.

DYNAMICS AND PREDICTION OF DIAMETRIC STRUCTURE IN TWO ATLANTIC FOREST FRAGMENTS IN NORTHEASTERN BRAZIL

ABSTRACT Monitoring analyses aim to understand the processes that drive changes in forest structure and, along with prediction studies, may assist in the management planning and conservation of forest remnants. The objective of this study was to analyze the forest dynamics in two Atlantic rainforest fragments in Pernambuco, Brazil, and to predict their future forest diameter structure using the Markov chain model. We used continuous forest inventory data from three surveys in two forest fragments of 87 ha (F1) and 388 ha (F2). We calculated the annual rates of mortality and recruitment, the mean annual increment, and the basal area for each of the 3-year periods. Data from the first and second surveys were used to project the third inventory measurements, which were compared to the observed values in the permanent plots using chi-squared tests (a = 0.05). In F1, a decrease in the number of individuals was observed due to mortality rates being higher than recruitment rates; however, there was an increase in the basal area. In this fragment, the fit to the Markov model was adequate. In F2, there was an increase in both the basal area and the number of individuals during the 6-year period due to the recruitment rate exceeding the mortality rate. For this fragment, the fit of the model was unacceptable. Hence, for the studied fragments, the demographic rates influenced the stem density more than the floristic composition. Yet, even with these intense dynamics, both fragments showed active growth.