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.

A unique Permian-Triassic boundary section from the Neotethyan Hawasina Basin, Central Oman Mountains

In the Wadi Wasit area (Central Oman Mountains), Dienerian breccias are widespread. These breccias consist mostly of Guadalupian reefal blocks, often dolomitised, and some rare small-sized blocks of lowermost Triassic bivalve-bearing limestones. A unique block, with a size of about 200 m(3), including Permian and earliest Triassic faunas has been studied in detail. The so-called Wadi Wasit block consists of three major lithological units. A basal unstratified grey limestone is rich in various reef-building organisms (rugose corals, calcareous sponges, stromatoporoids) and has been dated as Middle Permian. It is disconformably overlain by well- and thin-bedded light grey to yellowish coloured limestones rich in molluscs. Two major lithologies (Coquina Limestone respectively Bioclastic Limestone unit) characterise the shelly limestones, their contact seems gradual. These two units are well-dated; they are of Griesbachian age and contain three conodont zones, the Parvus Zone, the Staeschei Zone and the Sosioensis Zone, and two ammonoid zones, the Ophiceras tibeticum Zone and an 'unnamed interval'. The third unit consists of a grey marly limestone containing Neospathodus kummeli (basal Dienerian). It is the first record of well-dated basal Triassic sediments in the Arabian Peninsula. The Coquina Limestone is dominated by the bivalve Promyalina with some Claraia and Eumorphotis. This bivalve association is interpreted as a pioneering opportunistic assemblage. Towards the top of the Bioclastic Limestone unit, the faunal diversity increases and contains probably more than 20 taxa of bivalves, microgastropods, crinoids, brachiopods, ammonoids, echinoid spines, ostracods and conodonts. The generic diversity of this biofacies exceeds by far any other Griesbachian assemblage known. Our data give new evidence for the geodynamical history for the distal carbonate shelf bordering the Hawasina Basin. A break in the sedimentation characterises the Late Permian. The basal Triassic shows a steady transgression and the breccias may record a distinct gravitational collapse of platform margins linked with sea-level low stand at the end of Induan time (late Dienerian-basal Smithian). delta(13)C(carb) isotopic analyses were performed and yield typical Permian values of around 4parts per thousand for the Reefal Limestone, with a strong negative shift across the Permian-Triassic boundary. During the Griesbachian values shift positively from 0.5 to 3.1parts per thousand parallel to an increase in faunal diversity and probably primary productivity. The detailed faunal analysis and the discovery of an unexpected diversity give,us a new understanding of the recovery of the Early Triassic marine ecosystem.

Comparison of estimation methods of soil strength in five soils

In agriculture, the soil strength is used to describe the susceptibility to deformation by pressure caused by agricultural machine. The purpose of this study was to compare different methods for estimating the inherent soil strength and to identify their suitability for the evaluation of load support capacity, compaction susceptibility and root growth. The physical, chemical, mineralogical and intrinsic strength properties of seven soil samples, collected from five sampling pits at different locations in Brazil, were measured. Four clay (CS) and three sandy clay loam (SCL) soils were used. The clay soils were collected on a farm in Santo Ângelo, RS (28 º 16 ' 16 '' S; 54 º 13 ' 11 '' W 290 m); A and B horizons at the Universidade Federal de Lavras, Lavras, MG (21 º 13 ' 47 '' S; 44 º 58 ' 6'' W; 918 m) and on the farm Sygenta, in Uberlandia, MG (18 º 58 ' 37 '' S; 48 º 12 ' 05 '' W 866 m). The sandy clay loam soils were collected in Aracruz, ES (19 º 47 ' 10 '' S; 40 º 16 ' 29 '' W 81 m), and on the farm Xavier, Lavras, MG (21 º 13 ' 24 '' S; 45 º 05 ' 00 '' W; 844 m). Soil strength was estimated based on measurements of: (a) a pneumatic consolidometer, (b) manual pocket (non-rotating) penetrometer; and (c) automatic (rotating) penetrometer. The results of soil strength properties were similar by the three methods. The soil structure had a significant influence on soil strength. Results of measurements with both the manual pocket and the electric penetrometer were similar, emphasizing the influence of soil texture. The data showed that, to enhance the reliability of predictions of preconsolidation pressure by penetrometers, it is better to separate the soils into the different classes, rather than analyze them jointly. It can be concluded that the consolidometer method, although expensive, is the best when evaluations of load support capacity and compaction susceptibility of soil samples are desired.

Majority carrier capture cross section determination in the large deep trap concentration cases

A method to determine the thermal cross section of a deep level from capacitance measurements is reported. The results enable us to explain the nonexponential behavior of the capacitance versus capture time when the trap concentration is not negligible with respect to that of the shallow one, and the Debye tail effects are taken into account. A figure of merit for the nonexponential behavior of the capture process is shown and discussed for different situations of doping and applied bias. We have also considered the influence of the position of the trap level"s energy on the nonexponentiality of the capture transient. The experimental results are given for the gold acceptor level in silicon and for the DX center in Al0.55 Ga0.45As, which are in good agreement with the developed theory.

Estimation of water retention and availability in soils of Rio Grande do Sul

Dispersed information on water retention and availability in soils may be compiled in databases to generate pedotransfer functions. The objectives of this study were: to generate pedotransfer functions to estimate soil water retention based on easily measurable soil properties; to evaluate the efficiency of existing pedotransfer functions for different geographical regions for the estimation of water retention in soils of Rio Grande do Sul (RS); and to estimate plant-available water capacity based on soil particle-size distribution. Two databases were set up for soil properties, including water retention: one based on literature data (725 entries) and the other with soil data from an irrigation scheduling and management system (239 entries). From the literature database, pedotransfer functions were generated, nine pedofunctions available in the literature were evaluated and the plant-available water capacity was calculated. The coefficient of determination of some pedotransfer functions ranged from 0.56 to 0.66. Pedotransfer functions generated based on soils from other regions were not appropriate for estimating the water retention for RS soils. The plant-available water content varied with soil texture classes, from 0.089 kg kg-1 for the sand class to 0.191 kg kg-1 for the silty clay class. These variations were more related to sand and silt than to clay content. The soils with a greater silt/clay ratio, which were less weathered and with a greater quantity of smectite clay minerals, had high water retention and plant-available water capacity.

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.

Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

Pursuant to Section 1 of House File 466

Pursuant to Section 1 of House File 466 of the 81' General Assembly, the Iowa Department of Transportation (DOT) is required to report to the Legislative Council regarding the progress of the building project for the Motor Vehicle Division and to inform the General Assembly of any significant delays or unanticipated expenditures. The Motor Vehicle Division building project has been completed and $293,753 was reverted. This will serve as the Iowa DOT's final report and will fulfill the requirements of HF 466.

Code Section 307.46(2) - Use of Reversion Report

Pursuant to Iowa Code Section 307.46(2), I submit the following report on the use of reversions. The Iowa Department of Transportation spent $498,703 of the Fiscal Year 2010 Road Use Tax Fund/Primary Road Fund budget reversion in Fiscal Year 2011 for desktop, server and network software, information technology professional services and computer equipment.

Optimal estimation of two-qubit pure-state entanglement

We present optimal measuring strategies for an estimation of the entanglement of unknown two-qubit pure states and of the degree of mixing of unknown single-qubit mixed states, of which N identical copies are available. The most general measuring strategies are considered in both situations, to conclude in the first case that a local, although collective, measurement suffices to estimate entanglement, a nonlocal property, optimally.

High-momentum proton removal from 16 O and the (e,e'p) cross section

The cross section for the removal of high-momentum protons from 16O is calculated for high missing energies. The admixture of high-momentum nucleons in the 16O ground state is obtained by calculating the single-hole spectral function directly in the finite nucleus with the inclusion of short-range and tensor correlations induced by a realistic meson-exchange interaction. The presence of high-momentum nucleons in the transition to final states in 15N at 60¿100 MeV missing energy is converted to the coincidence cross section for the (e,e¿p) reaction by including the coupling to the electromagnetic probe and the final state interactions of the outgoing proton in the same way as in the standard analysis of the experimental data. Detectable cross sections for the removal of a single proton at these high missing energies are obtained which are considerably larger at higher missing momentum than the corresponding cross sections for the p-wave quasihole transitions. Cross sections for these quasihole transitions are compared with the most recent experimental data available.