A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation

This paper analyses the impact of using different correlation assumptions between lines of business when estimating the risk-based capital reserve, the Solvency Capital Requirement -SCR-, under Solvency II regulations. A case study is presented and the SCR is calculated according to the Standard Model approach. Alternatively, the requirement is then calculated using an Internal Model based on a Monte Carlo simulation of the net underwriting result at a one-year horizon, with copulas being used to model the dependence between lines of business. To address the impact of these model assumptions on the SCR we conduct a sensitivity analysis. We examine changes in the correlation matrix between lines of business and address the choice of copulas. Drawing on aggregate historical data from the Spanish non-life insurance market between 2000 and 2009, we conclude that modifications of the correlation and dependence assumptions have a significant impact on SCR estimation.

Estudo do coeficiente de partição octanol-água de bifenilas policloradas (PCBs) utilizando parâmetros topológicos

A model based on chemical structure was developed for the accurate prediction of octanol/water partition coefficient (K OW) of polychlorinated biphenyls (PCBs), which are molecules of environmental interest. Partial least squares (PLS) was used to build the regression model. Topological indices were used as molecular descriptors. Variable selection was performed by Hierarchical Cluster Analysis (HCA). In the modeling process, the experimental K OW measured for 30 PCBs by thin-layer chromatography - retention time (TLC-RT) has been used. The developed model (Q² = 0,990 and r² = 0,994) was used to estimate the log K OW values for the 179 PCB congeners whose K OW data have not yet been measured by TLC-RT method. The results showed that topological indices can be very useful to predict the K OW.

Hankintaprosessin suorituskyvyn arviointi ja kehittäminen

Tämän työn tarkoituksena oli tarkastella kohdeorganisaation hankintaprosessin suorituskykyä. Tutkimuksen päämääränä oli tuottaa yritykselle sellaista tietoa ja arviointikriteerejä, joiden avulla yritys voi kehittää valmiuksiaan oman suorituskyvyn tehokkaampaan arviointiin tulevaisuudessa. Tutkielma tehtiin Skanska Oy:n osto-osastolle Helsinkiin. Tutkimuksen kohteeksi valittiin kausisopimusten hankintaprosessi epäsuorissa hankinnoissa, kotimaisilla markkinoilla. Keskitetyn kausisopimusten hankintaprosessin tarkoituksena on tuottaa yritykselle kilpailukykyisiä sopimuksia sekä saavuttaa prosessin parempi hallinta ja läpinäkyvyys. Tietoa tutkimuksen kohteena olevasta prosessista kerättiin haastatteluilla ja keskustelutuokioilla sekä yrityksen dokumenteista. Aineiston keräämisen kautta pyrittiin saamaan syvempi kuva prosessin toiminnasta, sen ongelmakohdista sekä niiden syistä ja seurauksista. Toisen tarkastelunäkökulman prosessin arvioinnille tarjosi läpimenoajan mittaaminen. Saatua aineistoa luokiteltiin vika- ja vaikutusanalyysiin pohjautuvalla mallilla sekä Monte Carlo – simulaatiomenetelmään perustuvalla ohjelmalla. Työn tuloksena esitetään tutkimuksen kohteena olevalle prosessille sopivia kehitystoimenpiteitä sekä suositeltavia prosessin mittaamisalueita.

Modelo de calibração da concentração de metilmetacrilato em solução aquosa utilizando espectroscopia de absorção no ultravioleta

Dilutions of methylmetacrylate ranging between 1 and 50 ppm were obtained from a stock solution of 1 ml of monomer in 100 ml of deionised water, and were analyzed by an absorption spectrophotometer in the UV-visible. Absorbance values were used to develop a calibration model based on the PLS, with the aim to determine new sample concentrations. The number of latent variables used was 6, with the standard errors of calibration and prediction found to be 0,048 ml/100 ml and 0,058 ml/100 ml. The calibration model was successfully used to calculate the concentration of monomer released in water, where complete dentures were kept for one hour after polymerization.

Estabilidade relativa de alcenos: análise dos critérios encontrados nos livros textos de graduação e uma proposta de explicação operacional para alcenos dissubstituídos

Despite of being used as thermodynamic criterion to rank alkene stability in a number of undergraduate textbooks, the heat of hydrogenation does not describe adequately the relative stability of disubstituted alkenes. In this work, both the heat of formation and the heat of combustion were used as thermodynamic criteria to rank correctly the stability of alkenes according to the degree of alkyl substitution and also in the disubstituted series (geminal > trans > cis). An operational model based on molecular orbital and valence bond representations of hyperconjugation is proposed to show how this effect can explain the order of stability of this class of compounds.

Interfaces com a indústria

Brazilian chemical industries face several problems regarding Research, Development and Innovation (RDI). The present paper shows that simple cooperation between chemical industries and university laboratories can be a way to overcome some of the present difficulties. The work carried out at LABOCAT has several industrial interfaces. It involves, among other areas of RDI, the development of anti-HIV-protease (and other virus-related-protease) drugs, the establishment of new (industrial) chemical processes and the implementation of industrial (biodiesel and related) plants. A model based on the present so called RHAE programme is proposed in which, parallel to the fellowship awards of this programme, financing participation of Brazilian Agencies would cover process development.

Non-thermal emission from microquasar/ISM interaction

Context. The interaction of microquasar jets with their environment can produce non-thermal radiation as in the case of extragalactic outflows impacting on their surroundings. Significant observational evidence of jet/medium interaction in galactic microquasars has been collected in the past few years, although little theoretical work has been done regarding the resulting non-thermal emission. Aims. In this work, we investigate the non-thermal emission produced in the interaction between microquasar jets and their environment, and the physical conditions for its production. Methods. We developed an analytical model based on those successfully applied to extragalactic sources. The jet is taken to be a supersonic and mildly relativistic hydrodynamical outflow. We focus on the jet/shocked medium structure in its adiabatic phase, and assume that it grows in a self-similar way. We calculate the fluxes and spectra of the radiation produced via synchrotron, inverse Compton, and relativistic bremsstrahlung processes by electrons accelerated in strong shocks. A hydrodynamical simulation is also performed to investigate further the jet interaction with the environment and check the physical parameters used in the analytical model. Results. For reasonable values of the magnetic field, and using typical values of the external matter density, the non-thermal particles could produce significant amounts of radiation at different wavelengths, although they do not cool primarily radiatively, but by adiabatic losses. The physical conditions of the analytical jet/medium interaction model are consistent with those found in the hydrodynamical simulation. Conclusions. Microquasar jet termination regions could be detectable at radio wavelengths for current instruments sensitive to ~arcminute scales. At X-ray energies, the expected luminosities are moderate, although the emitter is more compact than the radio one. The source may be detectable by XMM-Newton or Chandra, with 1-10 arcsec of angular resolution. The radiation at gamma-ray energies may be within the detection limits of the next generation of satellite and ground-based instruments.

Sähkönsiirtoyritysten kunnossapidon taloudellinen malli

Sähkönsiirtoyritysten kunnossapidon taloudellinen malli eli SKUTMA, on sähköverkkoyhtiöille suunniteltu luotettavuuspohjainen kunnossapitomalli, mikä priorisoi ja ajoittaa sähkönjakeluverkon komponenttien huolto- ja investointiajankohdat. Malli hyödyntää dynaamisen optimoinnin algoritmia kustannusminimien löytämiseksi tarkastelujaksolta ja simuloi komponenttien rappeutumasta rappeutumismallin avulla. Tässä diplomityössä on kehitetty kunnossapito-ohjelma SKUTMA-mallin pohjalta, minkä avulla tutkitaan mallin toimivuutta oikeilla johtolähdöillä ja sen hyödyntämistä sähköverkkojen kunnossapidon suunnittelussa. Työssä käydään läpi myös kunnossapitoohjelman laskenta metodiikkaa ja sen ominaisuuksia. Tämän työn lopputuloksena saadaan selkeä kuva mallin toiminnasta, käytettävyydestä ja jatkokehityspotentiaalista.

Indução assimétrica 1,5-Anti na adição de enolatos de boro de metilcetonas beta-oxigenadas a aldeídos

High levels of substrate-based 1,5-stereoinduction are obtained in the boron-mediated aldol reactions of beta-oxygenated methyl ketones with achiral and chiral aldehydes. Remote induction from the boron enolates gives the 1,5-anti adducts, with the enolate pi-facial selectivity critically dependent upon the nature of the beta-alkoxy protecting group. This 1,5-anti aldol methodology has been strategically employed in the total synthesis of several natural products. At present, the origin of the high level of 1,5-anti induction obtained with the boron enolates is unclear, although a model based on a hydrogen bonding between the alkoxy oxygen and the formyl hydrogen has been recently proposed.

Testausmenetelmien ja testauksen lähestymistapojen valintaperusteet kirjallisuudessa

Testaustapausten valitseminen on testauksessa tärkeää, koska kaikkia testaustapauksia ei voida testata aika- ja raharajoitteiden takia. Testaustapausten valintaan on paljon eri menetelmiä joista eniten esillä olevat ovat malleihin perustuva valinta, kombinaatiovalinta ja riskeihin perustuva valinta. Kaikkiin edellä mainittuihin menetelmiin testaustapaukset luodaan ohjelman spesifikaation perusteella. Malleihin perustuvassa menetelmässä käytetään hyväksi ohjelman toiminnasta olevia malleja, joista valitaan tärkeimmät testattavaksi. Kombinaatiotestauksessa testitapaukset on muodostettu ominaisuuspareina jolloin yhden parin testaamisesta päätellään kahden ominaisuuden toiminta. Kombinaatiotestaus on tehokas löytämään virheitä, jotka johtuvat yhdestä tai kahdesta tekijästä. Riskeihin perustuva testaus pyrkii arvioimaan ohjelman riskejä ja valitsemaan testitapaukset niiden perusteella. Kaikissa menetelmissä priorisointi on tärkeässä roolissa, jotta testauksesta saadaan riittävä luotettavuus ilman kustannusten nousua.

Modelagem termodinâmica por extração por solvente de metais divalentes em meio sulfato usando D2EHPA

The extraction of divalent metals (Mn2+, Ni2+, Co2+ and Cu2+) in the system MSO4 - H2SO4 - H2O - D2EHPA in isoparaffin (17/21) was studied by a thermodynamic model based on chemical equilibria with mass and charge balance equations. The activity coefficients of all solutes in the aqueous phase were calculated by Davies equation. By applying this model, the equilibrium concentrations of solutes were calculated from de concentration of divalent metals and pH. The predicted distribution coefficients for the divalents metals were in good agreement with experimental results.

Identificação de extratos etanólicos de madeiras utilizando seu espectro eletrônico de absorção e análise multivariada

The application of multivariate analysis to spectrophotometric (UV) data was explored for distinguishing extracts of cachaça woods commonly used in the manufacture of casks for aging cachaças (oak, cabreúva-parda, jatobá, amendoim and canela-sassafrás). Absorbances close to 280 nm were more strongly correlated with oak and jatobá woods, whereas absorbances near 230 nm were more correlated with canela-sassafrás and cabreúva-parda. A comparison between the spectrophotometric model and the model based on chromatographic (HPLC-DAD) data was carried out. The spectrophotometric model better explained the variance data (PC1 + PC2 = 91%) exhibiting potential as a routine method for checking aged spirits.

Cinética e caracterização de ramnolipídeos produzidos por Pseudomonas aeruginosa MSIC02 utilizando glicerol como fonte de carbono

Glycerol, a co-product of biodiesel production, was used as a carbon source for the kinetics studies and production of biosurfactants by P. aeruginosa MSIC02. The highest fermentative parameters (Y PX = 3.04 g g-1; Y PS = 0.189 g g-1, P B = 31.94 mg L-1 h-1 and P X = 10.5 mg L-1 h-1) were obtained at concentrations of 0.4% (w/v) NaNO3 and 2% (w/v) glycerol. The rhamnolipid exhibited 80% of emulsification on kerosene, surface tension of 32.5 mN m-1, CMC = 28.2 mg L-1, C20 (concentration of surfactant in the bulk phase that produces a reduction of 20 dyn/cm in the surface tension of the solvent) = 0.99 mg L-1, Γm (surface concentration excess) = 2.4 x 10-26 mol Å-2 and S (surface area) = 70.4 Ų molecule-1 with solutions containing 10% NaCl. A mathematical model based on logistic equation was considered to representing the process. Model parameters were estimated by non-linear regression method. This approach was able to give a good description of the process.

INNOVATIVE USE OF A TABLET DEVICE TO DELIVER INSTRUCTION IN UNDERGRADUATE CHEMISTRY LECTURES

This report describes a simple, inexpensive and highly effective instructional model based on the use of a tablet device to enable the real-time projection of the instructor's digitally handwritten annotations to teach chemistry in undergraduate courses. The projection of digital handwriting allows the instructor to build, present and adapt the class contents in a dynamic fashion and to save anything that is annotated or displayed on the screen for subsequent sharing with students after each session. This method avoids the loss of continuity and information that often occurs when instructors switch between electronic slides and white/chalk board during lessons. Students acknowledged that this methodology allows them to follow the instructor's cognitive process and the progressive development of contents during lectures as the most valuable aspect of the implemented instructional model.

Varastojen hallinta projektiohjautuvassa toimintaympäristössä

Varastoihin sitoutuu yrityksissä paljon arvokasta pääomaa ja varastojen hallinnan osaaminen on noussut yhdeksi kilpailueduksi liiketoiminnassa. Varastoinnilla pyritään suojautumaan puutetilanteilta ja ylläpitämään haluttu palveluaste. Tutkielmassa selvitetään case yrityksen varastojen hallinnan nykytila ja nostetaan esille varastojen hallinnan ongelmatilanteet. Työn tavoitteena on muodostaa organisaation johdolle kokonaiskuva case yrityksen varastoista ja varastoinnin nykytilasta. Työ toteutetaan tapaustutkimuksena, ja aineisto kerätään organisaation henkilökunnasta valituille henkilöille suoritetuilla haastatteluilla. Haastatteluilla saadaan selville varastojen hallinnan toimintamallit ja toiminnan ongelmakohdat varastopaikkakunnilla. Työn tuloksena muodostetaan kokonaiskuva yrityksen varastotoiminnoista ja saadaan selville ongelmien taustalla olevat syyt. Ongelmien perusteella luodaan malli kehitystyön etenemiselle. Lopuksi työssä esitetään toimenpide- ehdotuksia varastojen hallinnan toimintojen jatkokehittämiseen.