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.

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.

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.

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.

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.

Draft prediction models for soil engaging tines in two soils of Rio Grande do Sul, Brazil

The draft forces of soil engaging tines and theoretical analysis compared to existing mathematical models, have yet not been studied in Rio Grande do Sul soils. From the existing models, those which can get the closest fitting draft forces to real measure on field have been established for two of Rio Grande do Sul soils. An Albaqualf and a Paleudult were evaluated. From the studied models, those suggested by Reece, so called "Universal Earthmoving Equation", Hettiaratchi and Reece, and Godwin and Spoor were the best fitting ones, comparing the calculated results with those measured "in situ". Allowing for the less complexity of Reece's model, it is suggested that this model should be used for modeling draft forces prediction for narrow tines in Albaqualf and Paleudut.

Characterization of soil parameters of two soils of Rio Grande do Sul in modeling the prediction of tractive effort

The interaction between the soil and tillage tool can be examined using different parameters for the soil and the tool. Among the soil parameters are the shear stress, cohesion, internal friction angle of the soil and the pre-compression stress. The tool parameters are mainly the tool geometry and depth of operation. Regarding to the soils of Rio Grande do Sul there are hardly any studies and evaluations of the parameters that have importance in the use of mathematical models to predict tensile loads. The objective was to obtain parameters related to the soils of Rio Grande do Sul, which are used in soil-tool analysis, more specifically on mathematical models that allow the calculation of tractive effort for symmetric and narrow tools. Two of the main soils of Rio Grande do Sul, an Albaqualf and a Paleudult were studied. Equations that relate the cohesion, internal friction angle of the soil, adhesion, soil-tool friction angle and pre-compression stress as a function of water content in the soil were obtained, leading to important information for use of mathematical models for tractive effort calculation.