The Effect of Four-Lane to Three-Lane Conversion on the Number of Crashes and Crash Rates in Iowa Roads, June 2005

We analyze crash data collected by the Iowa Department of Transportation using Bayesian methods. The data set includes monthly crash numbers, estimated monthly traffic volumes, site length and other information collected at 30 paired sites in Iowa over more than 20 years during which an intervention experiment was set up. The intervention consisted in transforming 15 undivided road segments from four-lane to three lanes, while an additional 15 segments, thought to be comparable in terms of traffic safety-related characteristics were not converted. The main objective of this work is to find out whether the intervention reduces the number of crashes and the crash rates at the treated sites. We fitted a hierarchical Poisson regression model with a change-point to the number of monthly crashes per mile at each of the sites. Explanatory variables in the model included estimated monthly traffic volume, time, an indicator for intervention reflecting whether the site was a “treatment” or a “control” site, and various interactions. We accounted for seasonal effects in the number of crashes at a site by including smooth trigonometric functions with three different periods to reflect the four seasons of the year. A change-point at the month and year in which the intervention was completed for treated sites was also included. The number of crashes at a site can be thought to follow a Poisson distribution. To estimate the association between crashes and the explanatory variables, we used a log link function and added a random effect to account for overdispersion and for autocorrelation among observations obtained at the same site. We used proper but non-informative priors for all parameters in the model, and carried out all calculations using Markov chain Monte Carlo methods implemented in WinBUGS. We evaluated the effect of the four to three-lane conversion by comparing the expected number of crashes per year per mile during the years preceding the conversion and following the conversion for treatment and control sites. We estimated this difference using the observed traffic volumes at each site and also on a per 100,000,000 vehicles. We also conducted a prospective analysis to forecast the expected number of crashes per mile at each site in the study one year, three years and five years following the four to three-lane conversion. Posterior predictive distributions of the number of crashes, the crash rate and the percent reduction in crashes per mile were obtained for each site for the months of January and June one, three and five years after completion of the intervention. The model appears to fit the data well. We found that in most sites, the intervention was effective and reduced the number of crashes. Overall, and for the observed traffic volumes, the reduction in the expected number of crashes per year and mile at converted sites was 32.3% (31.4% to 33.5% with 95% probability) while at the control sites, the reduction was estimated to be 7.1% (5.7% to 8.2% with 95% probability). When the reduction in the expected number of crashes per year, mile and 100,000,000 AADT was computed, the estimates were 44.3% (43.9% to 44.6%) and 25.5% (24.6% to 26.0%) for converted and control sites, respectively. In both cases, the difference in the percent reduction in the expected number of crashes during the years following the conversion was significantly larger at converted sites than at control sites, even though the number of crashes appears to decline over time at all sites. Results indicate that the reduction in the expected number of sites per mile has a steeper negative slope at converted than at control sites. Consistent with this, the forecasted reduction in the number of crashes per year and mile during the years after completion of the conversion at converted sites is more pronounced than at control sites. Seasonal effects on the number of crashes have been well-documented. In this dataset, we found that, as expected, the expected number of monthly crashes per mile tends to be higher during winter months than during the rest of the year. Perhaps more interestingly, we found that there is an interaction between the four to three-lane conversion and season; the reduction in the number of crashes appears to be more pronounced during months, when the weather is nice than during other times of the year, even though a reduction was estimated for the entire year. Thus, it appears that the four to three-lane conversion, while effective year-round, is particularly effective in reducing the expected number of crashes in nice weather.

The world distribution of income (estimated from individual country distributions)

We estimate the world distribution of income by integrating individualincome distributions for 125 countries between 1970 and 1998. Weestimate poverty rates and headcounts by integrating the density functionbelow the $1/day and $2/day poverty lines. We find that poverty ratesdecline substantially over the last twenty years. We compute povertyheadcounts and find that the number of one-dollar poor declined by 235million between 1976 and 1998. The number of $2/day poor declined by 450million over the same period. We analyze poverty across different regionsand countries. Asia is a great success, especially after 1980. LatinAmerica reduced poverty substantially in the 1970s but progress stoppedin the 1980s and 1990s. The worst performer was Africa, where povertyrates increased substantially over the last thirty years: the number of$1/day poor in Africa increased by 175 million between 1970 and 1998,and the number of $2/day poor increased by 227. Africa hosted 11% ofthe world s poor in 1960. It hosted 66% of them in 1998. We estimatenine indexes of income inequality implied by our world distribution ofincome. All of them show substantial reductions in global incomeinequality during the 1980s and 1990s.

Temporal distribution of Aedes aegypti Linnaeus (Diptera, Culicidae), in a Hospital in Cuiabá, State of Mato Grosso, Brazil

This study aimed at registering and monitoring the presence of Aedes aegypti in the University Hospital Júlio Muller, Cuiabá-MT, as well as investigating the influence of temperature and rainfall on its temporal distribution and egg densities in ovitraps. The study was performed from April/2007 to March/2008, utilizing ovitraps with 10% of hay infusion and a wood paddle as an oviposition substrate. For surveillance, one ovitrap was placed in each of the 12 points distributed throughout the hospital. Ovitraps were collected monthly at the end of a 5-day installation period. After egg counting, wood paddles were immersed in water to allow larval eclosion for species identification through optical microscopy. Egg Density Index (EDI), Positive Ovitraps Index (POI), and Mean Number of Eggs (MNE) were used for data analysis. The presence of A. aegypti in the hospital was registered throughout the study period, except in July. The MNE was proportionally higher in the internal area (n= 8.47 eggs/paddle) when compared to the external area (n= 5.46 eggs/paddle), and was higher in September/October 2007 and January/February 2008. A significant increase in EDI, POI and MNE was registered in periods where the average temperature was higher, and the increase in POI was also concomitant with an increase in rainfall. The continuous presence of A. aegypti in the hospital throughout the study period, points out the need of including this mosquito in the arthropod control list in this environment. This is particularly important, considering that A. aegypti is an important vector of several arboviroses.

Spatial distribution of a spherical gall (Hymenoptera, Eulophidae) on Caryocar brasiliense (Caryocaraceae)

We obtained the first data on spatial distribution of a spherical galling insect (Hymenoptera, Eulophidae) at the Caryocar brasiliense Camb. (Caryocaraceae) tree level. This work was developed in two pastures in Montes Claros, Minas Gerais State, Brazil. The areas studied were: pasture 1 (in activity) and pasture 2 (abandoned pasture = savanna in recovery). We evaluated the distribution of spherical galls in: foliage orientation (slope), among leaves (border and interior of the tree crown), among leaflets (right, central, left), distal, median, and proximal as well as border, central area, and adjacent to the mid leaf vein of the leaflet, and difference between areas in 10 infested trees per area. The smaller number of spherical gall/leaflet was observed in pasture 1 than in pasture 2. More spherical galls were found on the northern in pasture 1, but in the pasture 2, the lower spherical galls were observed on the northeast than other slopes. The average number of spherical galls did not differ statistically among the three leaflets of C. brasiliense in pasture 2. However, in pasture 1, we observed highest number of spherical galls in the central leaflet. More spherical galls were found in the border than interior of the tree crown. The average number of spherical galls did not differ statistically among the longitudinal region on leaflet of C. brasiliense. The spherical gall insect preferred to colonize the leaf margin than the central portion or near mid vein on transversal regions on a leaflet.

The size and distribution of donations: Effects of numbers of potential recipients

Whereas much literature exists on choice overload, little is known about effects of numbers of alternatives in donation decisions. How do these affect both the size and distribution of donations? We hypothesize that donations are affected by the reputation of recipients and increase with their number, albeit at a decreasing rate. Allocations to recipients reflect different concepts of fairness equity and equality. Both may be employed but, since they differ in cognitive and emotional costs, numbers of recipients are important. Using a cognitive (emotional) argument, distributions become more uniform (skewed) as numbers increase. In a survey, respondents indicated how they would donate lottery winnings of 50 Euros. Results indicated that more was donated to NGO s that respondents knew better. Second, total donations increased with the number of recipients albeit at a decreasing rate. Third, distributions of donations became more skewed as numbers increased. We comment on theoretical and practical implications.

Population growth and within-plant distribution of the striped mealybug Ferrisia virgata (Cockerell) (Hemiptera, Pseudococcidae) on cotton

Population growth and within-plant distribution of the striped mealybug Ferrisia virgata (Cockerell) (Hemiptera, Pseudococcidae) on cotton. The striped mealybug, Ferrisia virgata (Cockerell) (Hemiptera, Pseudococcidae), is a widely distributed and polyphagous pest species, which naturally occurs on cotton plants in Brazil. This study evaluated the establishment and population growth as well as the within-plant distribution of F. virgata on four cotton cultivars: CNPA 7H (white fibers), BRS Verde, BRS Safira, and BRS Rubi (colored fibers). The experiment was conducted in a complete randomized design with four treatments (cultivars) and 18 replications of each. Thus, cotton plants of each cultivar were infested with 100 newly hatched nymphs of F. virgata. The number of adult female mealybugs and the total number of mealybugs per plant were quantified, respectively, at 25 and 50 days after infestation. The developmental and pre-reproductive periods were also determined. Furthermore, we verified the distribution of F. virgata on the plant parts at 25 and 50 days after infestation. Ferrisia virgata showed similar growth of 412-fold in the four cotton cultivars studied. Also, the nymphs were spread on infested leaves; the secondgeneration nymphs were spread and established in all plant parts. Our results characterize F. virgata as having much potential as an important cotton pest in Brazil.

The brown lacewings (Neuroptera, Hemerobiidae) of northwestern Turkey with new records, their spatio-temporal distribution and harbouring plants

The brown lacewings (Neuroptera, Hemerobiidae) of northwestern Turkey with new records, their spatio-temporal distribution and harbouring plants. The occurrence and spatio-temporal distribution of brown lacewing species (Neuroptera, Hemerobiidae) in Bursa province, northwestern Turkey, was investigated during 1999-2011. A total of 852 brown lacewing specimens of 20 species, including the genera of Hemerobius, Megalomus, Micromus, Sympherobius, and Wesmaelius were collected. Of these, 12 species were new records for northwestern Turkey while Sympherobius klapaleki is a new record for the Neuroptera fauna of Turkey. The most widespread species were Hemerobius handschini and Sympherobius pygmaeus with percent dominance values of 42.00 and 15.96%, respectively. Wesmaelius subnebulosus was the earliest emerging hemerobiid species and had the longest flight activity lasting from March to October. The species of southern origin characterized by the Mediterranean elements constituted 55% of the hemerobiid fauna and prevailed over the species of northern origin that belong to the Siberian centres. The total number of hemerobiid species reached a peak in July with captures of 15 species per month. There were 11, 13, 18 and 5 hemerobiid species occurring at altitudes between 1-500, 501-1000, 1001-1500 and 1500-2000 m, respectively. In addition, plant species harbouring hemerobiids are given for each species, and their association with the hemerobiid fauna is discussed.

Morphology, distribution and abundance of antennal sensilla of the oyster mushroom fly, Coboldia fuscipes (Meigen) (Diptera: Scatopsidae)

ABSTRACT We investigated the distribution, morphology and abundance of antennae sensilla of Coboldia fuscipes (Meigen) using scanning electron microscopy. Antennae of C. fuscipes consisted of scape, pedicel, and flagellum with eight flagellomeres. Antennal scape and pedicel had only one type of sensillum, i.e., sensilla chaetica. Significant differences were found between the number and distribution of these sensilla. Four types of morphologically distinct sensilla on the flagellum were identified, including sensilla chaetica, sensilla trichoidea, sensilla coeloconica, and sensilla basiconica (three subtypes). Significant differences were found in the abundance and distribution of sensilla among the antennal flagella and diverse flagellomeres in both sexes. Sensilla trichoidea is the most abundant of sensilla discovered on the antennal flagellum. Sensilla chaetica is the largest and longest sensilla among all the types of sensilla found on the antennal surface of C. fuscipes. Sensilla coeloconica is widely distributed all over the flagellum surface except for the first of female. Some significant differences in the abundance and distribution were also observed among sensilla basiconica of flagellum. The probable biological function of each sensillum type was deduced based on the basis of their structure. These results serve as important basis for further studies on the host location mechanism and mating behavior of C. fuscipes.

Unfolding nature "in silico" : overcoming practical and metodological limitations of species distribution models

Abstract : The existence of a causal relationship between the spatial distribution of living organisms and their environment, in particular climate, has been long recognized and is the central principle of biogeography. In turn, this recognition has led scientists to the idea of using the climatic, topographic, edaphic and biotic characteristics of the environment to predict its potential suitability for a given species or biological community. In this thesis, my objective is to contribute to the development of methodological improvements in the field of species distribution modeling. More precisely, the objectives are to propose solutions to overcome limitations of species distribution models when applied to conservation biology issues, or when .used as an assessment tool of the potential impacts of global change. The first objective of my thesis is to contribute to evidence the potential of species distribution models for conservation-related applications. I present a methodology to generate pseudo-absences in order to overcome the frequent lack of reliable absence data. I also demonstrate, both theoretically (simulation-based) and practically (field-based), how species distribution models can be successfully used to model and sample rare species. Overall, the results of this first part of the thesis demonstrate the strong potential of species distribution models as a tool for practical applications in conservation biology. The second objective this thesis is to contribute to improve .projections of potential climate change impacts on species distributions, and in particular for mountain flora. I develop and a dynamic model, MIGCLIM, that allows the implementation of dispersal limitations into classic species distribution models and present an application of this model to two virtual species. Given that accounting for dispersal limitations requires information on seed dispersal, distances, a general methodology to classify species into broad dispersal types is also developed. Finally, the M~GCLIM model is applied to a large number of species in a study area of the western Swiss Alps. Overall, the results indicate that while dispersal limitations can have an important impact on the outcome of future projections of species distributions under climate change scenarios, estimating species threat levels (e.g. species extinction rates) for a mountainous areas of limited size (i.e. regional scale) can also be successfully achieved when considering dispersal as unlimited (i.e. ignoring dispersal limitations, which is easier from a practical point of view). Finally, I present the largest fine scale assessment of potential climate change impacts on mountain vegetation that has been carried-out to date. This assessment involves vegetation from 12 study areas distributed across all major western and central European mountain ranges. The results highlight that some mountain ranges (the Pyrenees and the Austrian Alps) are expected to be more affected by climate change than others (Norway and the Scottish Highlands). The results I obtain in this study also indicate that the threat levels projected by fine scale models are less severe than those derived from coarse scale models. This result suggests that some species could persist in small refugias that are not detected by coarse scale models. Résumé : L'existence d'une relation causale entre la répartition des espèces animales et végétales et leur environnement, en particulier le climat, a été mis en évidence depuis longtemps et est un des principes centraux en biogéographie. Ce lien a naturellement conduit à l'idée d'utiliser les caractéristiques climatiques, topographiques, édaphiques et biotiques de l'environnement afin d'en prédire la qualité pour une espèce ou une communauté. Dans ce travail de thèse, mon objectif est de contribuer au développement d'améliorations méthodologiques dans le domaine de la modélisation de la distribution d'espèces dans le paysage. Plus précisément, les objectifs sont de proposer des solutions afin de surmonter certaines limitations des modèles de distribution d'espèces dans des applications pratiques de biologie de la conservation ou dans leur utilisation pour évaluer l'impact potentiel des changements climatiques sur l'environnement. Le premier objectif majeur de mon travail est de contribuer à démontrer le potentiel des modèles de distribution d'espèces pour des applications pratiques en biologie de la conservation. Je propose une méthode pour générer des pseudo-absences qui permet de surmonter le problème récurent du manque de données d'absences fiables. Je démontre aussi, de manière théorique (par simulation) et pratique (par échantillonnage de terrain), comment les modèles de distribution d'espèces peuvent être utilisés pour modéliser et améliorer l'échantillonnage des espèces rares. Ces résultats démontrent le potentiel des modèles de distribution d'espèces comme outils pour des applications de biologie de la conservation. Le deuxième objectif majeur de ce travail est de contribuer à améliorer les projections d'impacts potentiels des changements climatiques sur la flore, en particulier dans les zones de montagnes. Je développe un modèle dynamique de distribution appelé MigClim qui permet de tenir compte des limitations de dispersion dans les projections futures de distribution potentielle d'espèces, et teste son application sur deux espèces virtuelles. Vu que le fait de prendre en compte les limitations dues à la dispersion demande des données supplémentaires importantes (p.ex. la distance de dispersion des graines), ce travail propose aussi une méthode de classification simplifiée des espèces végétales dans de grands "types de disperseurs", ce qui permet ainsi de d'obtenir de bonnes approximations de distances de dispersions pour un grand nombre d'espèces. Finalement, j'applique aussi le modèle MIGCLIM à un grand nombre d'espèces de plantes dans une zone d'études des pré-Alpes vaudoises. Les résultats montrent que les limitations de dispersion peuvent avoir un impact considérable sur la distribution potentielle d'espèces prédites sous des scénarios de changements climatiques. Cependant, quand les modèles sont utilisés pour évaluer les taux d'extinction d'espèces dans des zones de montages de taille limitée (évaluation régionale), il est aussi possible d'obtenir de bonnes approximations en considérant la dispersion des espèces comme illimitée, ce qui est nettement plus simple d'un point dé vue pratique. Pour terminer je présente la plus grande évaluation à fine échelle d'impact potentiel des changements climatiques sur la flore des montagnes conduite à ce jour. Cette évaluation englobe 12 zones d'études réparties sur toutes les chaines de montages principales d'Europe occidentale et centrale. Les résultats montrent que certaines chaines de montagnes (les Pyrénées et les Alpes Autrichiennes) sont projetées comme plus sensibles aux changements climatiques que d'autres (les Alpes Scandinaves et les Highlands d'Ecosse). Les résultats obtenus montrent aussi que les modèles à échelle fine projettent des impacts de changement climatiques (p. ex. taux d'extinction d'espèces) moins sévères que les modèles à échelle large. Cela laisse supposer que les modèles a échelle fine sont capables de modéliser des micro-niches climatiques non-détectées par les modèles à échelle large.

Integrated Analysis of High-Resolution Gene Expression and Copy Number Profiling Identified Biallelic Deletion of CDKN2A/2B Tumor Suppressor Locus As the Most Frequent and Unique Genomic Abnormality in Diffuse Large B-Cell Lymphoma (DLBCL) with Strong Prognostic Value in Both GCB and ABC Subtypes and Not Overcome by a Dose-Intensive Immunochemotherapy Regimen Plus Rituximab. Results of a Prospective GELA Clinical Trial Program

Background and aim of the study: Genomic gains and losses play a crucial role in the development and progression of DLBCL and are closely related to gene expression profiles (GEP), including the germinal center B-cell like (GCB) and activated B-cell like (ABC) cell of origin (COO) molecular signatures. To identify new oncogenes or tumor suppressor genes (TSG) involved in DLBCL pathogenesis and to determine their prognostic values, an integrated analysis of high-resolution gene expression and copy number profiling was performed. Patients and methods: Two hundred and eight adult patients with de novo CD20+ DLBCL enrolled in the prospective multicentric randomized LNH-03 GELA trials (LNH03-1B, -2B, -3B, 39B, -5B, -6B, -7B) with available frozen tumour samples, centralized reviewing and adequate DNA/RNA quality were selected. 116 patients were treated by Rituximab(R)-CHOP/R-miniCHOP and 92 patients were treated by the high dose (R)-ACVBP regimen dedicated to patients younger than 60 years (y) in frontline. Tumour samples were simultaneously analysed by high resolution comparative genomic hybridization (CGH, Agilent, 144K) and gene expression arrays (Affymetrix, U133+2). Minimal common regions (MCR), as defined by segments that affect the same chromosomal region in different cases, were delineated. Gene expression and MCR data sets were merged using Gene expression and dosage integrator algorithm (GEDI, Lenz et al. PNAS 2008) to identify new potential driver genes. Results: A total of 1363 recurrent (defined by a penetrance > 5%) MCRs within the DLBCL data set, ranging in size from 386 bp, affecting a single gene, to more than 24 Mb were identified by CGH. Of these MCRs, 756 (55%) showed a significant association with gene expression: 396 (59%) gains, 354 (52%) single-copy deletions, and 6 (67%) homozygous deletions. By this integrated approach, in addition to previously reported genes (CDKN2A/2B, PTEN, DLEU2, TNFAIP3, B2M, CD58, TNFRSF14, FOXP1, REL...), several genes targeted by gene copy abnormalities with a dosage effect and potential physiopathological impact were identified, including genes with TSG activity involved in cell cycle (HACE1, CDKN2C) immune response (CD68, CD177, CD70, TNFSF9, IRAK2), DNA integrity (XRCC2, BRCA1, NCOR1, NF1, FHIT) or oncogenic functions (CD79b, PTPRT, MALT1, AUTS2, MCL1, PTTG1...) with distinct distribution according to COO signature. The CDKN2A/2B tumor suppressor locus (9p21) was deleted homozygously in 27% of cases and hemizygously in 9% of cases. Biallelic loss was observed in 49% of ABC DLBCL and in 10% of GCB DLBCL. This deletion was strongly correlated to age and associated to a limited number of additional genetic abnormalities including trisomy 3, 18 and short gains/losses of Chr. 1, 2, 19 regions (FDR < 0.01), allowing to identify genes that may have synergistic effects with CDKN2A/2B inactivation. With a median follow-up of 42.9 months, only CDKN2A/2B biallelic deletion strongly correlates (FDR p.value < 0.01) to a poor outcome in the entire cohort (4y PFS = 44% [32-61] respectively vs. 74% [66-82] for patients in germline configuration; 4y OS = 53% [39-72] vs 83% [76-90]). In a Cox proportional hazard prediction of the PFS, CDKN2A/2B deletion remains predictive (HR = 1.9 [1.1-3.2], p = 0.02) when combined with IPI (HR = 2.4 [1.4-4.1], p = 0.001) and GCB status (HR = 1.3 [0.8-2.3], p = 0.31). This difference remains predictive in the subgroup of patients treated by R-CHOP (4y PFS = 43% [29-63] vs. 66% [55-78], p=0.02), in patients treated by R-ACVBP (4y PFS = 49% [28-84] vs. 83% [74-92], p=0.003), and in GCB (4y PFS = 50% [27-93] vs. 81% [73-90], p=0.02), or ABC/unclassified (5y PFS = 42% [28-61] vs. 67% [55-82] p = 0.009) molecular subtypes (Figure 1). Conclusion: We report for the first time an integrated genetic analysis of a large cohort of DLBCL patients included in a prospective multicentric clinical trial program allowing identifying new potential driver genes with pathogenic impact. However CDKN2A/2B deletion constitutes the strongest and unique prognostic factor of chemoresistance to R-CHOP, regardless the COO signature, which is not overcome by a more intensified immunochemotherapy. Patients displaying this frequent genomic abnormality warrant new and dedicated therapeutic approaches.

Period-Luminosity-Colour distribution and classification of Galactic oxygen-rich LPVs I. Luminosity calibrations

The absolute K magnitudes and kinematic parameters of about 350 oxygen-rich Long-Period Variable stars are calibrated, by means of an up-to-date maximum-likelihood method, using HIPPARCOS parallaxes and proper motions together with radial velocities and, as additional data, periods and V-K colour indices. Four groups, differing by their kinematics and mean magnitudes, are found. For each of them, we also obtain the distributions of magnitude, period and de-reddened colour of the base population, as well as de-biased period-luminosity-colour relations and their two-dimensional projections. The SRa semiregulars do not seem to constitute a separate class of LPVs. The SRb appear to belong to two populations of different ages. In a PL diagram, they constitute two evolutionary sequences towards the Mira stage. The Miras of the disk appear to pulsate on a lower-order mode. The slopes of their de-biased PL and PC relations are found to be very different from the ones of the Oxygen Miras of the LMC. This suggests that a significant number of so-called Miras of the LMC are misclassified. This also suggests that the Miras of the LMC do not constitute a homogeneous group, but include a significant proportion of metal-deficient stars, suggesting a relatively smooth star formation history. As a consequence, one may not trivially transpose the LMC period-luminosity relation from one galaxy to the other.

The aggregate claims distribution of a life insurance portfolio with a pairwise positive dependence structure

The individual life model has always been considered as the one closest to the real situation of the total claims of a life insurance portfolio. It only makes the ¿nearly inevitable assumption¿ of independence of the lifelenghts of insured persons in the portfolio. Many clinical studies, however, have demonstrated positive dependence of paired lives such as husband and wife. In our opinion, it won¿t be unrealistic expecting a considerable number of married couples in any life insurance portfolio (e.g. life insurance contracts formalized at the time of signing a mortatge) and these dependences materially increase the values for the stop-loss premiums associated to the aggregate claims of the portfolio. Since the stop-loss order is the order followed by any risk averse decison maker, the simplifying hypothesis of independence constitute a real financial danger for the company, in the sense that most of their decisions are based on the aggregated claims distribution. In this paper, we will determine approximations for the distribution of the aggregate claims of a life insurance portfolio with some married couples and we will describe how to make safe decisions when we don¿t know exactly the dependence structure between the risks in each couple. Results in this paper are partly based on results in Dhaene and Goovaerts (1997)

Testing the bivariate distribution of daily equity returns using copulas: an application to the Spanish stock market

In this paper we deal with the identification of dependencies between time series of equity returns. Marginal distribution functions are assumed to be known, and a bivariate chi-square test of fit is applied in a fully parametric copula approach. Several families of copulas are fitted and compared with Spanish stock market data. The results show that the t-copula generally outperforms other dependence structures, and highlight the difficulty in adjusting a significant number of bivariate data series

Momentum distribution in nuclear matter and finite nuclei

A simple method is presented to evaluate the effects of short-range correlations on the momentum distribution of nucleons in nuclear matter within the framework of the Greens function approach. The method provides a very efficient representation of the single-particle Greens function for a correlated system. The reliability of this method is established by comparing its results to those obtained in more elaborate calculations. The sensitivity of the momentum distribution on the nucleon-nucleon interaction and the nuclear density is studied. The momentum distributions of nucleons in finite nuclei are derived from those in nuclear matter using a local-density approximation. These results are compared to those obtained directly for light nuclei like 16O.

Nonideal particle distributions from kinetic freeze-out models

In fluid dynamical models the freeze-out of particles across a three-dimensional space-time hypersurface is discussed. The calculation of final momentum distribution of emitted particles is described for freeze-out surfaces, with both spacelike and timelike normals, taking into account conservation laws across the freeze-out discontinuity.