Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

Effects of Exemestane and Tamoxifen Treatment on Bone Texture Analysis Assessed by TBS in Comparison With Bone Mineral Density Assessed by DXA in Women With Breast Cancer.

We performed an analysis of a substudy of the randomized Tamoxifen Exemestane Adjuvant Multinational trial to determine the effects of exemestane (EXE) and tamoxifen (TAM) adjuvant treatment on bone mineral density (BMD) measured by dual-energy X-ray absorptiometry compared with the trabecular bone score, a novel grey-level texture measurement that correlates with 3-dimensional parameters of bone texture in postmenopausal women with hormone receptor-positive breast cancer for the first time. In total, 36 women were randomized to receive TAM (n = 17) or EXE (n = 19). Patients receiving TAM showed a mean increase of BMD in lumbar spine from baseline of 1.0%, 1.5%, and 1.9% and in trabecular bone score of 2.2%, 3.5%, and 3.3% at 6-, 12-, and 24-mo treatment, respectively. Conversely, patients receiving EXE showed a mean decrease from baseline in lumbar spine BMD of -2.3%, -3.6%, and -5.3% and in trabecular bone score of -0.9%, -1.7%, and -2.3% at 6-, 12-, and 24-mo treatment, respectively. Changes in trabecular bone score from baseline at spine were also significantly different between EXE and TAM: p = 0.05, 0.007, and 0.006 at 6, 12, and 24mo, respectively. TAM induced an increase in BMD and bone texture analysis, whereas EXE resulted in decreases. The results were independent from each other.

Flux and composition of settling particles across the continental margin of the Gulf of Lion: the role of dense shelf water cascading

Settling particles were collected using sediment traps deployed along three transects in the Lacaze-Duthiers and Cap de Creus canyons and the adjacent southern open slope from October 2005 to October 2006. The settling material was analyzed to obtain total mass fluxes and main constituent contents (organic matter, opal, calcium carbonate, and siliciclastics). Cascades of dense shelf water from the continental shelf edge to the lower continental slope occurred from January to March 2006. They were traced through strong negative near-bottom temperature anomalies and increased current speeds, and generated two intense pulses of mass fluxes in January and March 2006. This oceanographic phenomenon appeared as the major physical forcing of settling particles at almost all stations, and caused both high seasonal variability in mass fluxes and important qualitative changes in settling material. Fluxes during the dense shelf water cascading (DSWC) event ranged from 90.1 g m(-2) d(-1) at the middle Cap de Creus canyon (1000 m) to 3.2 g m(-2) d(-1) at the canyon mouth (1900 m). Fractions of organic matter, opal and calcium carbonate components increased seaward, thus diminishing the siliciclastic fraction. Temporal variability of the major components was larger in the canyon mouth and open slope sites, due to the mixed impact of dense shelf water cascading processes and the pelagic biological production. Results indicate that the cascading event remobilized and homogenized large amounts of material down canyon and southwardly along the continental slope contributing to a better understanding of the off-shelf particle transport and the internal dynamics of DSWC events.

Barrier for the reaction X20+ + X20+ -> X402+ in alkali-metal clusters related to electron density at the bond midpoint of the supermolecule (X20+)2

Using the extended Thomas-Fermi version of density-functional theory (DFT), calculations are presented for the barrier for the reaction Na20++Na20+¿Na402+. The deviation from the simple Coulomb barrier is shown to be proportional to the electron density at the bond midpoint of the supermolecule (Na20+)2. An extension of conventional quantum-chemical studies of homonuclear diatomic molecular ions is then effected to apply to the supermolecular ions of the alkali metals. This then allows the Na results to be utilized to make semiquantitative predictions of position and height of the maximum of the fusion barrier for other alkali clusters. These predictions are confirmed by means of similar DFT calculations for the K clusters.

Current-density-functional approach to large quantum dots in intense magnetic fields

Within current-density-functional theory, we have studied a quantum dot made of 210 electrons confined in a disk geometry. The ground state of this large dot exhibits some features as a function of the magnetic field (Beta) that can be attributed in a clear way to the formation of compressible and incompressible states of the system. The orbital and spin angular momenta, the total energy, ionization and electron chemical potentials of the ground state, as well as the frequencies of far-infrared edge modes are calculated as a function of Beta, and compared with available experimental and theoretical results.

Spin and density longitudinal response of quantum dots in the time-dependent local-spin-density approximation

The longitudinal dipole response of a quantum dot has been calculated in the far-infrared regime using local-spin-density-functional theory. We have studied the coupling between the collective spin and density modes as a function of the magnetic field. We have found that the spin dipole mode and single-particle excitations have a sizable overlap, and that the magnetoplasmon modes can be excited by the dipole spin operator if the dot is spin polarized. The frequency of the dipole spin edge mode presents an oscillation which is clearly filling factor (v) related. We have found that the spin dipole mode is especially soft for even-n values. Results for selected numbers of electrons and confining potentials are discussed.

Density-functional calculations of magnetoplasmons in quantum rings

We have studied the structure and dipole charge-density response of nanorings as a function of the magnetic field using local-spin-density-functional theory. Two small rings consisting of 12 and 22 electrons confined by a positively charged background are used to represent the cases of narrow and wide rings. The results are qualitatively compared with experimental data existing on microrings and on antidots. A smaller ring containing five electrons is also analyzed to allow for a closer comparison with a recent experiment on a two-electron quantum ring.

Wave-vector dependence of spin and density multipole excitations in quantum dots

We have employed time-dependent local-spin density-functional theory to analyze the multipole spin and charge density excitations in GaAs-AlxGa1-xAs quantum dots. The on-plane transferred momentum degree of freedom has been taken into account, and the wave-vector dependence of the excitations is discussed. In agreement with previous experiments, we have found that the energies of these modes do not depend on the transferred wave vector, although their intensities do. Comparison with a recent resonant Raman scattering experiment [C. Schüller et al., Phys. Rev. Lett. 80, 2673 (1998)] is made. This allows us to identify the angular momentum of several of the observed modes as well as to reproduce their energies

Vertically coupled quantum dots in the local spin-density functional theory

We have investigated the structure of double quantum dots vertically coupled at zero magnetic field within local-spin-density functional theory. The dots are identical and have a finite width, and the whole system is axially symmetric. We first discuss the effect of thickness on the addition spectrum of one single dot. Next we describe the structure of coupled dots as a function of the interdot distance for different electron numbers. Addition spectra, Hund's rule, and molecular-type configurations are discussed. It is shown that self-interaction corrections to the density-functional results do not play a very important role in the calculated addition spectra

Method to estimate soil macroporosity and microporosity based on sand content and bulk density

Macroporosity is often used in the determination of soil compaction. Reduced macroporosity can lead to poor drainage, low root aeration and soil degradation. The aim of this study was to develop and test different models to estimate macro and microporosity efficiently, using multiple regression. Ten soils were selected within a large range of textures: sand (Sa) 0.07-0.84; silt 0.03-0.24; clay 0.13-0.78 kg kg-1 and subjected to three compaction levels (three bulk densities, BD). Two models with similar accuracy were selected, with a mean error of about 0.02 m³ m-3 (2 %). The model y = a + b.BD + c.Sa, named model 2, was selected for its simplicity to estimate Macro (Ma), Micro (Mi) or total porosity (TP): Ma = 0.693 - 0.465 BD + 0.212 Sa; Mi = 0.337 + 0.120 BD - 0.294 Sa; TP = 1.030 - 0.345 BD 0.082 Sa; porosity values were expressed in m³ m-3; BD in kg dm-3; and Sa in kg kg-1. The model was tested with 76 datum set of several other authors. An error of about 0.04 m³ m-3 (4 %) was observed. Simulations of variations in BD as a function of Sa are presented for Ma = 0 and Ma = 0.10 (10 %). The macroporosity equation was remodeled to obtain other compaction indexes: a) to simulate maximum bulk density (MBD) as a function of Sa (Equation 11), in agreement with literature data; b) to simulate relative bulk density (RBD) as a function of BD and Sa (Equation 13); c) another model to simulate RBD as a function of Ma and Sa (Equation 16), confirming the independence of this variable in relation to Sa for a fixed value of macroporosity and, also, proving the hypothesis of Hakansson & Lipiec that RBD = 0.87 corresponds approximately to 10 % macroporosity (Ma = 0.10 m³ m-3).

Density modes in spherical 4He shells

We compute the density-fluctuation spectrum of spherical 4HeN shells adsorbed on the outer surface of Cn fullerenes. The excitation spectrum is obtained within the random-phase approximation, with particle-hole elementary excitations and effective interaction extracted from a density-functional description of the shell structure. The presence of one or two solid helium layers adjacent to the adsorbing fullerene is phenomenologically accounted for. We illustrate our results for a selection of numbers of adsorbed atoms on C20, C60, and C120. The hydrodynamical model that has proven successful to describe helium excitations in the bulk and in restricted geometries permits to perform a rather exhaustive analysis of various fluid spherical systems, namely, spheres, cavities, free bubbles, and bound shells of variable size.