936 resultados para Natural Catastrophe, Property Insurance, Loss Distribution, Truncated Data, Ruin Probability


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Clay mineral-rich sedimentary formations are currently under investigation to evaluate their potential use as host formations for installation of deep underground disposal facilities for radioactive waste (e.g. Boom Clay (BE), Opalinus Clay (CH), Callovo-Oxfordian argillite (FR)). The ultimate safety of the corresponding repository concepts depends largely on the capacity of the host formation to limit the flux towards the biosphere of radionuclides (RN) contained in the waste to acceptably low levels. Data for diffusion-driven transfer in these formations shows extreme differences in the measured or modelled behaviour for various radionuclides, e. g. between halogen RN (Cl-36, I-129) and actinides (U-238,U-235, Np-237, Th-232, etc.), which result from major differences between RN of the effects on transport of two phenomena: diffusion and sorption. This paper describes recent research aimed at improving understanding of these two phenomena, focusing on the results of studies carried out during the EC Funmig IP on clayrocks from the above three formations and from the Boda formation (HU). Project results regarding phenomena governing water, cation and anion distribution and mobility in the pore volumes influenced by the negatively-charged surfaces of clay minerals show a convergence of the modelling results for behaviour at the molecular scale and descriptions based on electrical double layer models. Transport models exist which couple ion distribution relative to the clay-solution interface and differentiated diffusive characteristics. These codes are able to reproduce the main trends in behaviour observed experimentally, e.g. D-e(anion) < D-e(HTO) < D-e(cation) and D-e(anion) variations as a function of ionic strength and material density. These trends are also well-explained by models of transport through ideal porous matrices made up of a charged surface material. Experimental validation of these models is good as regards monovalent alkaline cations, in progress for divalent electrostatically-interacting cations (e.g. Sr2+) and still relatively poor for 'strongly sorbing', high K-d cations. Funmig results have clarified understanding of how clayrock mineral composition, and the corresponding organisation of mineral grain assemblages and their associated porosity, can affect mobile solute (anions, HTO) diffusion at different scales (mm to geological formation). In particular, advances made in the capacity to map clayrock mineral grain-porosity organisation at high resolution provide additional elements for understanding diffusion anisotropy and for relating diffusion characteristics measured at different scales. On the other hand, the results of studies focusing on evaluating the potential effects of heterogeneity on mobile species diffusion at the formation scale tend to show that there is a minimal effect when compared to a homogeneous property model. Finally, the results of a natural tracer-based study carried out on the Opalinus Clay formation increase confidence in the use of diffusion parameters measured on laboratory scale samples for predicting diffusion over geological time-space scales. Much effort was placed on improving understanding of coupled sorption-diffusion phenomena for sorbing cations in clayrocks. Results regarding sorption equilibrium in dispersed and compacted materials for weakly to moderately sorbing cations (Sr2+, Cs+, Co2+) tend to show that the same sorption model probably holds in both systems. It was not possible to demonstrate this for highly sorbing elements such as Eu(III) because of the extremely long times needed to reach equilibrium conditions, but there does not seem to be any clear reason why such elements should not have similar behaviour. Diffusion experiments carried out with Sr2+, Cs+ and Eu(III) on all of the clayrocks gave mixed results and tend to show that coupled diffusion-sorption migration is much more complex than expected, leading generally to greater mobility than that predicted by coupling a batch-determined K-d and Ficks law based on the diffusion behaviour of HTO. If the K-d measured on equivalent dispersed systems holds as was shown to be the case for Sr, Cs (and probably Co) for Opalinus Clay, these results indicate that these cations have a D-e value higher than HTO (up to a factor of 10 for Cs+). Results are as yet very limited for very moderate to strongly sorbing species (e.g. Co(II), Eu(III), Cu(II)) because of their very slow transfer characteristics. (C) 2011 Elsevier Ltd. All rights reserved.

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Motivation: Array CGH technologies enable the simultaneous measurement of DNA copy number for thousands of sites on a genome. We developed the circular binary segmentation (CBS) algorithm to divide the genome into regions of equal copy number (Olshen {\it et~al}, 2004). The algorithm tests for change-points using a maximal $t$-statistic with a permutation reference distribution to obtain the corresponding $p$-value. The number of computations required for the maximal test statistic is $O(N^2),$ where $N$ is the number of markers. This makes the full permutation approach computationally prohibitive for the newer arrays that contain tens of thousands markers and highlights the need for a faster. algorithm. Results: We present a hybrid approach to obtain the $p$-value of the test statistic in linear time. We also introduce a rule for stopping early when there is strong evidence for the presence of a change. We show through simulations that the hybrid approach provides a substantial gain in speed with only a negligible loss in accuracy and that the stopping rule further increases speed. We also present the analysis of array CGH data from a breast cancer cell line to show the impact of the new approaches on the analysis of real data. Availability: An R (R Development Core Team, 2006) version of the CBS algorithm has been implemented in the ``DNAcopy'' package of the Bioconductor project (Gentleman {\it et~al}, 2004). The proposed hybrid method for the $p$-value is available in version 1.2.1 or higher and the stopping rule for declaring a change early is available in version 1.5.1 or higher.

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In biostatistical applications interest often focuses on the estimation of the distribution of a time-until-event variable T. If one observes whether or not T exceeds an observed monitoring time at a random number of monitoring times, then the data structure is called interval censored data. We extend this data structure by allowing the presence of a possibly time-dependent covariate process that is observed until end of follow up. If one only assumes that the censoring mechanism satisfies coarsening at random, then, by the curve of dimensionality, typically no regular estimators will exist. To fight the curse of dimensionality we follow the approach of Robins and Rotnitzky (1992) by modeling parameters of the censoring mechanism. We model the right-censoring mechanism by modeling the hazard of the follow up time, conditional on T and the covariate process. For the monitoring mechanism we avoid modeling the joint distribution of the monitoring times by only modeling a univariate hazard of the pooled monitoring times, conditional on the follow up time, T, and the covariates process, which can be estimated by treating the pooled sample of monitoring times as i.i.d. In particular, it is assumed that the monitoring times and the right-censoring times only depend on T through the observed covariate process. We introduce inverse probability of censoring weighted (IPCW) estimator of the distribution of T and of smooth functionals thereof which are guaranteed to be consistent and asymptotically normal if we have available correctly specified semiparametric models for the two hazards of the censoring process. Furthermore, given such correctly specified models for these hazards of the censoring process, we propose a one-step estimator which will improve on the IPCW estimator if we correctly specify a lower-dimensional working model for the conditional distribution of T, given the covariate process, that remains consistent and asymptotically normal if this latter working model is misspecified. It is shown that the one-step estimator is efficient if each subject is at most monitored once and the working model contains the truth. In general, it is shown that the one-step estimator optimally uses the surrogate information if the working model contains the truth. It is not optimal in using the interval information provided by the current status indicators at the monitoring times, but simulations in Peterson, van der Laan (1997) show that the efficiency loss is small.

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In biostatistical applications, interest often focuses on the estimation of the distribution of time T between two consecutive events. If the initial event time is observed and the subsequent event time is only known to be larger or smaller than an observed monitoring time, then the data is described by the well known singly-censored current status model, also known as interval censored data, case I. We extend this current status model by allowing the presence of a time-dependent process, which is partly observed and allowing C to depend on T through the observed part of this time-dependent process. Because of the high dimension of the covariate process, no globally efficient estimators exist with a good practical performance at moderate sample sizes. We follow the approach of Robins and Rotnitzky (1992) by modeling the censoring variable, given the time-variable and the covariate-process, i.e., the missingness process, under the restriction that it satisfied coarsening at random. We propose a generalization of the simple current status estimator of the distribution of T and of smooth functionals of the distribution of T, which is based on an estimate of the missingness. In this estimator the covariates enter only through the estimate of the missingness process. Due to the coarsening at random assumption, the estimator has the interesting property that if we estimate the missingness process more nonparametrically, then we improve its efficiency. We show that by local estimation of an optimal model or optimal function of the covariates for the missingness process, the generalized current status estimator for smooth functionals become locally efficient; meaning it is efficient if the right model or covariate is consistently estimated and it is consistent and asymptotically normal in general. Estimation of the optimal model requires estimation of the conditional distribution of T, given the covariates. Any (prior) knowledge of this conditional distribution can be used at this stage without any risk of losing root-n consistency. We also propose locally efficient one step estimators. Finally, we show some simulation results.

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Constructing a 3D surface model from sparse-point data is a nontrivial task. Here, we report an accurate and robust approach for reconstructing a surface model of the proximal femur from sparse-point data and a dense-point distribution model (DPDM). The problem is formulated as a three-stage optimal estimation process. The first stage, affine registration, is to iteratively estimate a scale and a rigid transformation between the mean surface model of the DPDM and the sparse input points. The estimation results of the first stage are used to establish point correspondences for the second stage, statistical instantiation, which stably instantiates a surface model from the DPDM using a statistical approach. This surface model is then fed to the third stage, kernel-based deformation, which further refines the surface model. Handling outliers is achieved by consistently employing the least trimmed squares (LTS) approach with a roughly estimated outlier rate in all three stages. If an optimal value of the outlier rate is preferred, we propose a hypothesis testing procedure to automatically estimate it. We present here our validations using four experiments, which include 1 leave-one-out experiment, 2 experiment on evaluating the present approach for handling pathology, 3 experiment on evaluating the present approach for handling outliers, and 4 experiment on reconstructing surface models of seven dry cadaver femurs using clinically relevant data without noise and with noise added. Our validation results demonstrate the robust performance of the present approach in handling outliers, pathology, and noise. An average 95-percentile error of 1.7-2.3 mm was found when the present approach was used to reconstruct surface models of the cadaver femurs from sparse-point data with noise added.

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OBJECTIVE: To describe the electronic medical databases used in antiretroviral therapy (ART) programmes in lower-income countries and assess the measures such programmes employ to maintain and improve data quality and reduce the loss of patients to follow-up. METHODS: In 15 countries of Africa, South America and Asia, a survey was conducted from December 2006 to February 2007 on the use of electronic medical record systems in ART programmes. Patients enrolled in the sites at the time of the survey but not seen during the previous 12 months were considered lost to follow-up. The quality of the data was assessed by computing the percentage of missing key variables (age, sex, clinical stage of HIV infection, CD4+ lymphocyte count and year of ART initiation). Associations between site characteristics (such as number of staff members dedicated to data management), measures to reduce loss to follow-up (such as the presence of staff dedicated to tracing patients) and data quality and loss to follow-up were analysed using multivariate logit models. FINDINGS: Twenty-one sites that together provided ART to 50 060 patients were included (median number of patients per site: 1000; interquartile range, IQR: 72-19 320). Eighteen sites (86%) used an electronic database for medical record-keeping; 15 (83%) such sites relied on software intended for personal or small business use. The median percentage of missing data for key variables per site was 10.9% (IQR: 2.0-18.9%) and declined with training in data management (odds ratio, OR: 0.58; 95% confidence interval, CI: 0.37-0.90) and weekly hours spent by a clerk on the database per 100 patients on ART (OR: 0.95; 95% CI: 0.90-0.99). About 10 weekly hours per 100 patients on ART were required to reduce missing data for key variables to below 10%. The median percentage of patients lost to follow-up 1 year after starting ART was 8.5% (IQR: 4.2-19.7%). Strategies to reduce loss to follow-up included outreach teams, community-based organizations and checking death registry data. Implementation of all three strategies substantially reduced losses to follow-up (OR: 0.17; 95% CI: 0.15-0.20). CONCLUSION: The quality of the data collected and the retention of patients in ART treatment programmes are unsatisfactory for many sites involved in the scale-up of ART in resource-limited settings, mainly because of insufficient staff trained to manage data and trace patients lost to follow-up.

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Utilizing remote sensing methods to assess landscape-scale ecological change are rapidly becoming a dominant force in the natural sciences. Powerful and robust non-parametric statistical methods are also actively being developed to compliment the unique characteristics of remotely sensed data. The focus of this research is to utilize these powerful, robust remote sensing and statistical approaches to shed light on woody plant encroachment into native grasslands--a troubling ecological phenomenon occurring throughout the world. Specifically, this research investigates western juniper encroachment within the sage-steppe ecosystem of the western USA. Western juniper trees are native to the intermountain west and are ecologically important by means of providing structural diversity and habitat for many species. However, after nearly 150 years of post-European settlement changes to this threatened ecosystem, natural ecological processes such as fire regimes no longer limit the range of western juniper to rocky refugia and other areas protected from short fire return intervals that are historically common to the region. Consequently, sage-steppe communities with high juniper densities exhibit negative impacts, such as reduced structural diversity, degraded wildlife habitat and ultimately the loss of biodiversity. Much of today's sage-steppe ecosystem is transitioning to juniper woodlands. Additionally, the majority of western juniper woodlands have not reached their full potential in both range and density. The first section of this research investigates the biophysical drivers responsible for juniper expansion patterns observed in the sage-steppe ecosystem. The second section is a comprehensive accuracy assessment of classification methods used to identify juniper tree cover from multispectral 1 m spatial resolution aerial imagery.

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Agroforestry parklands represent a vast majority of the agricultural landscape under subsistent-oriented farming in semi-arid West Africa. Parklands are characterized by the growth of well- maintained trees (e.g., shea) on cultivated fields as a result of both environmental and human influences. Shea (Vitellaria paradoxa) provides a cultural and economic benefit to the local people of Ghana, especially women. Periods between traditional fallow rotation systems have reduced recently due to agricultural development and a demand for higher production. As a result, shea trees, which regenerate during fallow periods, has decreased over the landscape. The aim of this study was to determine beneficial spatial distributions of V. paradoxa to maintain high yields of staple crops, and how management of V. paradoxa will differ between male and female farmers as a result of farmer based needs and use of shea. Vegetation growth and grain yield of maize (Zea mays) associated with individual trees, clumped trees, and open fields were measured. Soil moisture and light availability were also measured to determine how V. paradoxa affected resource availability of maize in either clumped or scattered distributions of V. paradoxa. As expected, light availability increased as measurement locations moved farther away from all trees. However, soil moisture was actually greater under trees in clumps than under individual trees. Maize stalk height and cob length showed no difference between clumped and single trees at each measurement location. Grain yield per plot and per cob increased as measurement locations moved farther from single trees, but was actually greater near clumped trees that in the open field subplots. Cob length and maize stalk height increased with greater light availability, but grain yield per cob or per plot showed no relationship with light, but were not affected by soil moisture. Conversely, grain yield increased with increasing soil moisture, but had no relationship with light availability. Initial farming capital is the largest constraint to female farmers; therefore the collection of shea can help provide women with added income that could meet their specific farming needs. Our data indicate that overall effects of maintaining clumped distributions of V. paradoxa provided beneficial microclimates for staple crops when compared to single trees. It is recommended that male and female farmers allow shea to grow in clumped spatial distributions rather than maintaining scattered, individual trees.

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Information is widely regarded as one of the key concepts of modern society. The production, distribution and use of information are some of the key aspects of modern economies. Driven by technological progress information has become a good in its own right. This established an information economy and challenged the law to provide an apt framework suitable to promote the production of information, enable its distribution and efficient allocation, and deal with the risks inherent in information technology. Property rights are a major component of such a framework. However, information as an object of property rights is not limited to intellectual property but may also occur as personality aspects or even tangible property. Accordingly, information as property can be found in the area of intellectual property, personality protection and other property rights. This essay attempts to categorize three different types of information that can be understood as a good in the economic sense and an object in the legal sense: semantic information, syntactic information and structural information. It shows how legal ownership of such information is established by different subjective rights. In addition the widespread debate regarding the justification of intellectual property rights is demonstrated from the wider perspective of informational property in general. Finally, in light of current debates, this essay explores whether “data producers” shall have a new kind of property right in data.