869 resultados para Time-varying bond risk premia


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2000 Mathematics Subject Classification: 60J80

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The aim of the case study is to express the delayed repair time impact on the revenues and profit in numbers with the example of the outage of power plant units. Main steps of risk assessment: • creating project plan suitable for risk assessment • identification of the risk factors for each project activities • scenario-analysis based evaluation of risk factors • selection of the critical risk factors based on the results of quantitative risk analysis • formulating risk response actions for the critical risks • running Monte-Carlo simulation [1] using the results of scenario-analysis • building up a macro which creates the connection among the results of the risk assessment, the production plan and the business plan.

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The exponential growth of studies on the biological response to ocean acidification over the last few decades has generated a large amount of data. To facilitate data comparison, a data compilation hosted at the data publisher PANGAEA was initiated in 2008 and is updated on a regular basis (doi:10.1594/PANGAEA.149999). By January 2015, a total of 581 data sets (over 4 000 000 data points) from 539 papers had been archived. Here we present the developments of this data compilation five years since its first description by Nisumaa et al. (2010). Most of study sites from which data archived are still in the Northern Hemisphere and the number of archived data from studies from the Southern Hemisphere and polar oceans are still relatively low. Data from 60 studies that investigated the response of a mix of organisms or natural communities were all added after 2010, indicating a welcomed shift from the study of individual organisms to communities and ecosystems. The initial imbalance of considerably more data archived on calcification and primary production than on other processes has improved. There is also a clear tendency towards more data archived from multifactorial studies after 2010. For easier and more effective access to ocean acidification data, the ocean acidification community is strongly encouraged to contribute to the data archiving effort, and help develop standard vocabularies describing the variables and define best practices for archiving ocean acidification data.

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Peer reviewed

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Date of Acceptance: 10/07/2015 The Chief Scientist Office of the Scottish Government Health and Social Care Directorates funds HERU. The survey was jointly funded by NHS Health Scotland and the Glasgow Centre for Population Health. The views expressed in this paper are those of the authors only and not those of the funding bodies. The investigator team for the overall survey comprises David Walsh, Gerry McCartney, Sarah McCullough, Marjon van der Pol, Duncan Buchanan and Russell Jones.

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We would like to acknowledge and thank Frank Peel and Seb Turner for taking time to review this paper. Also thanks to Marguerite Fleming for perpetual encouragement. From: Richards, F. L., Richardson, N. J., Rippington, S. J., Wilson, R. W. & Bond, C. E. (eds) 2015. Industrial Structural Geology: Principles, Techniques and Integration. Geological Society, London,

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Peer reviewed

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Date of Acceptance: 10/07/2015 The Chief Scientist Office of the Scottish Government Health and Social Care Directorates funds HERU. The survey was jointly funded by NHS Health Scotland and the Glasgow Centre for Population Health. The views expressed in this paper are those of the authors only and not those of the funding bodies. The investigator team for the overall survey comprises David Walsh, Gerry McCartney, Sarah McCullough, Marjon van der Pol, Duncan Buchanan and Russell Jones.

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We would like to acknowledge and thank Frank Peel and Seb Turner for taking time to review this paper. Also thanks to Marguerite Fleming for perpetual encouragement. From: Richards, F. L., Richardson, N. J., Rippington, S. J., Wilson, R. W. & Bond, C. E. (eds) 2015. Industrial Structural Geology: Principles, Techniques and Integration. Geological Society, London,

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Acknowledgements The Interdisciplinary Chronic Disease Collaboration (ICDC) is funded through the Alberta Heritage Foundation for Medical Research (AHFMR) Inter-disciplinary Team Grants Program. AHFMR is now Alberta Innovates – Health Solutions (AI-HS). The funding agreement ensured the authors’ independence in designing the study, interpreting the data, writing, and publishing the report. The Chief Scientist Office of the Scottish Government Health and Social Care Directorates funds HERU. The views expressed in this paper are those of the authors only and not those of the funding bodies.

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BACKGROUND: The Philippines has a population of approximately 103 million people, of which 6.7 million live in schistosomiasis-endemic areas with 1.8 million people being at risk of infection with Schistosoma japonicum. Although the country-wide prevalence of schistosomiasis japonica in the Philippines is relatively low, the prevalence of schistosomiasis can be high, approaching 65% in some endemic areas. Of the currently available microscopy-based diagnostic techniques for detecting schistosome infections in the Philippines and elsewhere, most exhibit varying diagnostic performances, with the Kato-Katz (KK) method having particularly poor sensitivity for detecting low intensity infections. This suggests that the actual prevalence of schistosomiasis japonica may be much higher than previous reports have indicated.

METHODOLOGY/PRINCIPAL FINDINGS: Six barangay (villages) were selected to determine the prevalence of S. japonicum in humans in the municipality of Palapag, Northern Samar. Fecal samples were collected from 560 humans and examined by the KK method and a validated real-time PCR (qPCR) assay. A high S. japonicum prevalence (90.2%) was revealed using qPCR whereas the KK method indicated a lower prevalence (22.9%). The geometric mean eggs per gram (GMEPG) determined by the qPCR was 36.5 and 11.5 by the KK. These results, particularly those obtained by the qPCR, indicate that the prevalence of schistosomiasis in this region of the Philippines is much higher than historically reported.

CONCLUSIONS/SIGNIFICANCE: Despite being more expensive, qPCR can complement the KK procedure, particularly for surveillance and monitoring of areas where extensive schistosomiasis control has led to low prevalence and intensity infections and where schistosomiasis elimination is on the horizon, as for example in southern China.

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The long-term adverse effects on health associated with air pollution exposure can be estimated using either cohort or spatio-temporal ecological designs. In a cohort study, the health status of a cohort of people are assessed periodically over a number of years, and then related to estimated ambient pollution concentrations in the cities in which they live. However, such cohort studies are expensive and time consuming to implement, due to the long-term follow up required for the cohort. Therefore, spatio-temporal ecological studies are also being used to estimate the long-term health effects of air pollution as they are easy to implement due to the routine availability of the required data. Spatio-temporal ecological studies estimate the health impact of air pollution by utilising geographical and temporal contrasts in air pollution and disease risk across $n$ contiguous small-areas, such as census tracts or electoral wards, for multiple time periods. The disease data are counts of the numbers of disease cases occurring in each areal unit and time period, and thus Poisson log-linear models are typically used for the analysis. The linear predictor includes pollutant concentrations and known confounders such as socio-economic deprivation. However, as the disease data typically contain residual spatial or spatio-temporal autocorrelation after the covariate effects have been accounted for, these known covariates are augmented by a set of random effects. One key problem in these studies is estimating spatially representative pollution concentrations in each areal which are typically estimated by applying Kriging to data from a sparse monitoring network, or by computing averages over modelled concentrations (grid level) from an atmospheric dispersion model. The aim of this thesis is to investigate the health effects of long-term exposure to Nitrogen Dioxide (NO2) and Particular matter (PM10) in mainland Scotland, UK. In order to have an initial impression about the air pollution health effects in mainland Scotland, chapter 3 presents a standard epidemiological study using a benchmark method. The remaining main chapters (4, 5, 6) cover the main methodological focus in this thesis which has been threefold: (i) how to better estimate pollution by developing a multivariate spatio-temporal fusion model that relates monitored and modelled pollution data over space, time and pollutant; (ii) how to simultaneously estimate the joint effects of multiple pollutants; and (iii) how to allow for the uncertainty in the estimated pollution concentrations when estimating their health effects. Specifically, chapters 4 and 5 are developed to achieve (i), while chapter 6 focuses on (ii) and (iii). In chapter 4, I propose an integrated model for estimating the long-term health effects of NO2, that fuses modelled and measured pollution data to provide improved predictions of areal level pollution concentrations and hence health effects. The air pollution fusion model proposed is a Bayesian space-time linear regression model for relating the measured concentrations to the modelled concentrations for a single pollutant, whilst allowing for additional covariate information such as site type (e.g. roadside, rural, etc) and temperature. However, it is known that some pollutants might be correlated because they may be generated by common processes or be driven by similar factors such as meteorology. The correlation between pollutants can help to predict one pollutant by borrowing strength from the others. Therefore, in chapter 5, I propose a multi-pollutant model which is a multivariate spatio-temporal fusion model that extends the single pollutant model in chapter 4, which relates monitored and modelled pollution data over space, time and pollutant to predict pollution across mainland Scotland. Considering that we are exposed to multiple pollutants simultaneously because the air we breathe contains a complex mixture of particle and gas phase pollutants, the health effects of exposure to multiple pollutants have been investigated in chapter 6. Therefore, this is a natural extension to the single pollutant health effects in chapter 4. Given NO2 and PM10 are highly correlated (multicollinearity issue) in my data, I first propose a temporally-varying linear model to regress one pollutant (e.g. NO2) against another (e.g. PM10) and then use the residuals in the disease model as well as PM10, thus investigating the health effects of exposure to both pollutants simultaneously. Another issue considered in chapter 6 is to allow for the uncertainty in the estimated pollution concentrations when estimating their health effects. There are in total four approaches being developed to adjust the exposure uncertainty. Finally, chapter 7 summarises the work contained within this thesis and discusses the implications for future research.

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Respiratory syncytial virus (RSV) infection is the leading cause of hospitalisation for respiratory diseases among children under 5 years old. The aim of this study was to analyse RSV seasonality in the five distinct regions of Brazil using time series analysis (wavelet and Fourier series) of the following indicators: monthly positivity of the immunofluorescence reaction for RSV identified by virologic surveillance system, and rate of hospitalisations per bronchiolitis and pneumonia due to RSV in children under 5 years old (codes CID-10 J12.1, J20.5, J21.0 and J21.9). A total of 12,501 samples with 11.6% positivity for RSV (95% confidence interval 11 - 12.2), varying between 7.1 and 21.4% in the five Brazilian regions, was analysed. A strong trend for annual cycles with a stable stationary pattern in the five regions was identified through wavelet analysis of the indicators. The timing of RSV activity by Fourier analysis was similar between the two indicators analysed and showed regional differences. This study reinforces the importance of adjusting the immunisation period for high risk population with the monoclonal antibody palivizumab taking into account regional differences in seasonality of RSV.

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The aim of this study was to evaluate the microtensile bond strength (µTBS) of two substrates (enamel and dentin) considering two study factors: type of composite resin [methacrylate-based (Filtek Supreme) or silorane-based (Filtek LS)] and aging time (24 h or 3 months). Twenty human molars were selected and divided into 2 groups (n=10) considering two dental substrates, enamel or dentin. The enamel and dentin of each tooth was divided into two halves separated by a glass plate. Each tooth was restored using both tested composite resins following the manufacturer's instructions. The samples were sectioned, producing 4 sticks for each composite resin. Half of them were tested after 24 h and half after 3 months. µTBS testing was carried out at 0.05 mm/s. Data were analyzed by three-way ANOVA and Tukey's HSD tests at α=0.05. Significant differences between composite resins and substrates were found (p<0.05), but no statistically significant difference was found for aging time and interactions among study factors. The methacrylate-based resin showed higher µTBS than the silorane-based resin. The µTBS for enamel was significantly higher than for dentin, irrespective of the composite resin and storage time. Three months of storage was not sufficient time to cause degradation of the bonding interaction of either of the composite resins to enamel and dentin.