753 resultados para Clayton Copula


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Currently, no standard mix design procedure is available for CIR-emulsion in Iowa. The CIR-foam mix design process developed during the previous phase is applied for CIR-emulsion mixtures with varying emulsified asphalt contents. Dynamic modulus test, dynamic creep test, static creep test and raveling test were conducted to evaluate the short- and long-term performance of CIR-emulsion mixtures at various testing temperatures and loading conditions. A potential benefit of this research is a better understanding of CIR-emulsion material properties in comparison with those of CIR-foam material that would allow for the selection of the most appropriate CIR technology and the type and amount of the optimum stabilization material. Dynamic modulus, flow number and flow time of CIR-emulsion mixtures using CSS-1h were generally higher than those of HFMS-2p. Flow number and flow time of CIR-emulsion using RAP materials from Story County was higher than those from Clayton County. Flow number and flow time of CIR-emulsion with 0.5% emulsified asphalt was higher than CIR-emulsion with 1.0% or 1.5%. Raveling loss of CIR-emulsion with 1.5% emulsified was significantly less than those with 0.5% and 1.0%. Test results in terms of dynamic modulus, flow number, flow time and raveling loss of CIR-foam mixtures are generally better than those of CIR-emulsion mixtures. Given the limited RAP sources used for this study, it is recommended that the CIR-emulsion mix design procedure should be validated against several RAP sources and emulsion types.

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Dans cette thèse on s’intéresse à la modélisation de la dépendance entre les risques en assurance non-vie, plus particulièrement dans le cadre des méthodes de provisionnement et en tarification. On expose le contexte actuel et les enjeux liés à la modélisation de la dépendance et l’importance d’une telle approche avec l’avènement des nouvelles normes et exigences des organismes réglementaires quant à la solvabilité des compagnies d’assurances générales. Récemment, Shi et Frees (2011) suggère d’incorporer la dépendance entre deux lignes d’affaires à travers une copule bivariée qui capture la dépendance entre deux cellules équivalentes de deux triangles de développement. Nous proposons deux approches différentes pour généraliser ce modèle. La première est basée sur les copules archimédiennes hiérarchiques, et la deuxième sur les effets aléatoires et la famille de distributions bivariées Sarmanov. Nous nous intéressons dans un premier temps, au Chapitre 2, à un modèle utilisant la classe des copules archimédiennes hiérarchiques, plus précisément la famille des copules partiellement imbriquées, afin d’inclure la dépendance à l’intérieur et entre deux lignes d’affaires à travers les effets calendaires. Par la suite, on considère un modèle alternatif, issu d’une autre classe de la famille des copules archimédiennes hiérarchiques, celle des copules totalement imbriquées, afin de modéliser la dépendance entre plus de deux lignes d’affaires. Une approche avec agrégation des risques basée sur un modèle formé d’une arborescence de copules bivariées y est également explorée. Une particularité importante de l’approche décrite au Chapitre 3 est que l’inférence au niveau de la dépendance se fait à travers les rangs des résidus, afin de pallier un éventuel risque de mauvaise spécification des lois marginales et de la copule régissant la dépendance. Comme deuxième approche, on s’intéresse également à la modélisation de la dépendance à travers des effets aléatoires. Pour ce faire, on considère la famille de distributions bivariées Sarmanov qui permet une modélisation flexible à l’intérieur et entre les lignes d’affaires, à travers les effets d’années de calendrier, années d’accident et périodes de développement. Des expressions fermées de la distribution jointe, ainsi qu’une illustration empirique avec des triangles de développement sont présentées au Chapitre 4. Aussi, nous proposons un modèle avec effets aléatoires dynamiques, où l’on donne plus de poids aux années les plus récentes, et utilisons l’information de la ligne corrélée afin d’effectuer une meilleure prédiction du risque. Cette dernière approche sera étudiée au Chapitre 5, à travers une application numérique sur les nombres de réclamations, illustrant l’utilité d’un tel modèle dans le cadre de la tarification. On conclut cette thèse par un rappel sur les contributions scientifiques de cette thèse, tout en proposant des angles d’ouvertures et des possibilités d’extension de ces travaux.

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Thesis (Ph.D.)--University of Washington, 2016-08

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Les méthodes classiques d’analyse de survie notamment la méthode non paramétrique de Kaplan et Meier (1958) supposent l’indépendance entre les variables d’intérêt et de censure. Mais, cette hypothèse d’indépendance n’étant pas toujours soutenable, plusieurs auteurs ont élaboré des méthodes pour prendre en compte la dépendance. La plupart de ces méthodes émettent des hypothèses sur cette dépendance. Dans ce mémoire, nous avons proposé une méthode d’estimation de la dépendance en présence de censure dépendante qui utilise le copula-graphic estimator pour les copules archimédiennes (Rivest etWells, 2001) et suppose la connaissance de la distribution de la variable de censure. Nous avons ensuite étudié la consistance de cet estimateur à travers des simulations avant de l’appliquer sur un jeu de données réelles.

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Personal exposure and possible cancer risk to formaldehyde and acetaldehyde were appraised in 8 work places at a university in Brazil. Levels of formaldehyde measured ranged from 22.5 to 161.5 g·m 3 and from 18.3 to 91.2 g·m 3 for acetaldehyde. The personal exposure, expressed as the potential dose in indoor air, was calculated to range from 129.8 to 930.4 g·day 1 (low exposure) and 183.9 to 1318.1 g·day 1 (medium exposure) for formaldehyde and 105.5 to 525.3 g·day 1 (low exposure) and 149.5 to 744.2 g·day 1 (medium exposure) for acetaldehyde. The indoor/outdoor ratio showed the existence of indoor sources of the compounds which were mainly in practical classes and research laboratories. The highest formaldehyde and acetaldehyde levels were found where chemical reagents were manipulated. Relating the levels found to the permissible limit given by the US OSHA showed there was no particular risk although some formaldehyde levels did exceed the lower exposure limit of the US agency NIOSH. Any cancer risk would be highest for female technicians and teaching researchers.

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Oculo-auriculo-vertebral spectrum (OAVS, OMIM 164 210) is a developmental disorder primarily involving structures derived from the first and second pharyngeal arches during embryogenesis. The phenotype is clinically heterogeneous and is typically characterised by abnormal development of the ear, mandible anomalies and defects of the vertebral column. OAVS may occur as a multiple congenital abnormality, and associated findings include anomalies of the eye, brain, heart, kidneys and other organs and systems. Both genetic and environmental factors are thought to contribute to this craniofacial condition, however, the mechanisms are still poorly understood. Here, we present a review of the literature on OAVS, discussing what is known about the aetiology, candidate loci, possible mechanisms and the range of clinical features that characterise this condition. We also comment on some important aspects of recurrence risk counselling to aid clinical management.

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Dissertação (mestrado)—Universidade de Brasília, Instituto de Ciências Exatas, Departamento de Estatística, 2015.

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Dissertação (mestrado)—Universidade de Brasília, Faculdade de Agronomia e Medicina Veterinária, 2016.

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Nell’articolo sono raccolte e discusse le varianti con εἰμί più participio individuate nei testimoni della tradizione testuale del Pentateuco dei LXX; sono considerate anche le varianti con γίνομαι ma solo quelle concerneti il predicato nominale. La finalità è di osservare se vi siano tracce dell’affermazione della perifrasi nelle varianti, eventuali concentrazioni di frequenza insieme a sfumature d’uso, con particolare attenzione alla datazione dei testimoni dove appaiono. Un paragrafo è riservato anche alle varianti di costruzioni con predicato nominale (copula + aggettivo) rispetto a un verbo finito.

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Interstitial compounds of titanium have been mainly studied due to the large range of properties acquired when C, N, O and H atoms are added. In this work, surfaces of TiCxNy were produced by thermochemical treatments assisted by plasma with different proportions of Ar + N2 + CH4 gas mixture. The Ar gas flow was fixed in 4 sccm, varying only N2 and CH4 gas flows. During the thermochemical treatment, the plasma was monitored by Optical Emission Spectroscopy (OES) for the investigation of the influence of active species. After treatments, C and N concentration profile, crystalline and amorphous phases were analyzed by Nuclear Reaction (NRA). Besides tribomechanical properties of the Ti surface were studied through the nanohardness measurements and friction coefficient determination. The worn areas were evaluated by profilometry and Scanning Electronic Microscope (SEM) in order to verify the wear mechanism present in each material. It has been seen which the properties like nanohardness and friction coefficient have strong relation with luminous intensity of species of the plasma, suggesting a using of this characteristic as a parameter of process

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Plasma diagnostics by Optical Emission Spectroscopy were performed for electrical discharge in three gas mixture respecting the combinations z N2 y Ar x H2, z N2 y Ar x O2 e z N2 y Ar x CH4, in which the indexes z and y systematically vary from 1 to 4 and x varies from 0 to 4, every one has dimension SCCM, resulting in 80 combinations. From the all obtained spectrums, the species CH (387,1 nm), N2+ (391,4 nm), Hβ (486,1 nm), Hα (656,3 nm), Ar (750,4 nm), O (777,4 nm) e O (842,6 nm) were analyzed because of their abundance and importance on the kinetic of reaction from the plasma to surface, besides their high dependences on the gases flows. Particularly interesting z, y and x combinations were chosen in order to study the influence of active species on the surface modification during the thermochemical treatment. From the mixtures N2 Ar O2 e N2 Ar CH4 were chosen three peculiar proportions which presented luminous intensity profile with unexpected maximum or minimum values, denominated as plasma anomaly. Those plasma concentrations were utilized as atmosphere of titanium treatment maintaining constant the control parameters pressure and temperature. It has been verified a relation among luminous intensity associated to N2+ and roughness, nanohardness and O atoms diffusion into the crystalline lattice of treated titanium and it has been seen which those properties becomes more intense precisely in the higher points found in the optical profile associated to the N2+ specie. Those parameters were verified for the mixture which involved O2 gas. For the mixture which involves CH4 gas, the relation was determinate by roughness, number of nitrogen and carbon atoms diffused into the titanium structure which presented direct proportionality with the luminous intensity referent to the N2+ and CH. It has been yet studied the formation of TiCN phases on the surface which presented to be essentially directly proportional to the increasing of the CH specie and inversely proportional to the increasing of the specie N2+

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1990

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1989

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1989