An Introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions

We present a real data set of claims amounts where costs related to damage are recorded separately from those related to medical expenses. Only claims with positive costs are considered here. Two approaches to density estimation are presented: a classical parametric and a semi-parametric method, based on transformation kernel density estimation. We explore the data set with standard univariate methods. We also propose ways to select the bandwidth and transformation parameters in the univariate case based on Bayesian methods. We indicate how to compare the results of alternative methods both looking at the shape of the overall density domain and exploring the density estimates in the right tail.

Generic super-exponential stability of invariant tori in Hamiltonian systems

In this article, we consider solutions starting close to some linearly stable invariant tori in an analytic Hamiltonian system and we prove results of stability for a super-exponentially long interval of time, under generic conditions. The proof combines classical Birkhoff normal forms and a new method to obtain generic Nekhoroshev estimates developed by the author and L. Niederman in another paper. We will mainly focus on the neighbourhood of elliptic fixed points, the other cases being completely similar.

Estimation of dynamic latent variable models using simulated nonparametric moments

Abstract. Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter. Because conditional moments are calculated using kernel smoothing rather than simple averaging, it is not necessary that the model be simulable subject to the conditioning information that is used to define the moment conditions. For this reason, the proposed estimator is applicable to general dynamic latent variable models. It is shown that as the number of simulations diverges, the estimator is consistent and a higher-order expansion reveals the stochastic difference between the infeasible GMM estimator based on the same moment conditions and the simulated version. In particular, we show how to adjust standard errors to account for the simulations. Monte Carlo results show how the estimator may be applied to a range of dynamic latent variable (DLV) models, and that it performs well in comparison to several other estimators that have been proposed for DLV models.

Thevetia peruviana (Family: Apocynaceae) in the control of slug and snail pests

An aqueous extract prepared from Kernels of the fruit of Thevetia peruviana (Pers.) Schumann (Family : Apocynaceae) was found under experimental conditions, to be toxic ti the slug Laevicaulis alte (Férussac) and the snail Achatina fulica Bowdich, the important agrihorticultural pests of Indo-Pacific countries. Concentrations as low as 1% (w/v) killed all the slugs exposed in less than 981.00 (± SD 22.76) min, and 2% of the extract killed 100% of the slugs L. alte and 50%, 50% and 30% of the snail A. fulica in between 92.34 (± SD 6.63) - 321.33 (± SD 4.14) and 271.20 (± SD 17.54) - 298.26 (± SD 16.69) min respectively. The most effective concentration of the extract was 20%; it killed 100% of exposed slugs and snails within a short time (40-50 and 90-1440 min respectively) when the extract was exposed on the soil in experimental trays or when it was applied to potato slices offered as food to the gastropods.

Generic Nekhoroshev theory without small divisors

In this article, we present a new approach of Nekhoroshev theory for a generic unperturbed Hamiltonian which completely avoids small divisors problems. The proof is an extension of a method introduced by P. Lochak which combines averaging along periodic orbits with simultaneous Diophantine approximation and uses geometric arguments designed by the second author to handle generic integrable Hamiltonians. This method allows to deal with generic non-analytic Hamiltonians and to obtain new results of generic stability around linearly stable tori.

The L-Type Ca+ and KATP channels may contribute to pacing-induced protection against anoxia-reoxygenation in the embryonic heart model.

L-Type Ca(2+) and K(ATP) Channels in Pacing-Induced Cardioprotection. AIMS: The L-type Ca(2+) channel, the sarcolemmal (sarcK(ATP)), and mitochondrial K(ATP) (mitoK(ATP)) channels are involved in myocardial preconditioning. We aimed at determining to what extent these channels can also participate in pacing-induced cardioprotection. METHODS: Hearts of 4-day-old chick embryos were paced in ovo during 12 hour using asynchronous intermittent ventricular stimulation at 110% of the intrinsic rate. Sham operated and paced hearts were then submitted in vitro to anoxia (30 minutes) and reoxygenation (60 minutes). These hearts were exposed to L-type Ca(2+) channel agonist Bay-K-8644 (BAY-K) or blocker verapamil, nonselective K(ATP) channel antagonist glibenclamide (GLIB), mitoK(ATP) channel agonist diazoxide (DIAZO), or antagonist 5-hydroxydecanoate. Electrocardiogram, electromechanical delay (EMD) reflecting excitation-contraction (E-C) coupling, and contractility were determined. RESULTS: Under normoxia, heart rate, QT duration, conduction, EMD, and ventricular shortening were similar in sham and paced hearts. During reoxygenation, arrhythmias ceased earlier and ventricular EMD recovered faster in paced hearts than in sham hearts. In sham hearts, BAY-K (but not verapamil), DIAZO (but not 5-hydroxydecanoate) or GLIB accelerated recovery of ventricular EMD, reproducing the pacing-induced protection. By contrast, none of these agents further ameliorated recovery of the paced hearts. CONCLUSION: The protective effect of chronic asynchronous pacing at near physiological rate on ventricular E-C coupling appears to be associated with subtle activation of L-type Ca(2+) channel, inhibition of sarcK(ATP) channel, and/or opening of mitoK(ATP) channel.

Monophyletic origin of multiple clonal lineages in an asexual fish (Poecilia formosa).

Despite the advantage of avoiding the costs of sexual reproduction, asexual vertebrates are very rare and often considered evolutionarily disadvantaged when compared to sexual species. Asexual species, however, may have advantages when colonizing (new) habitats or competing with sexual counterparts. They are also evolutionary older than expected, leaving the question whether asexual vertebrates are not only rare because of their 'inferior' mode of reproduction but also because of other reasons. A paradigmatic model system is the unisexual Amazon molly, Poecilia formosa, that arose by hybridization of the Atlantic molly, Poecilia mexicana, as the maternal ancestor, and the sailfin molly, Poecilia latipinna, as the paternal ancestor. Our extensive crossing experiments failed to resynthesize asexually reproducing (gynogenetic) hybrids confirming results of previous studies. However, by producing diploid eggs, female F(1) -hybrids showed apparent preadaptation to gynogenesis. In a range-wide analysis of mitochondrial sequences, we examined the origin of P. formosa. Our analyses point to very few or even a single origin(s) of its lineage, which is estimated to be approximately 120,000 years old. A monophyletic origin was supported from nuclear microsatellite data. Furthermore, a considerable degree of genetic variation, apparent by high levels of clonal microsatellite diversity, was found. Our molecular phylogenetic evidence and the failure to resynthesize the gynogenetic P. formosa together with the old age of the species indicate that some unisexual vertebrates might be rare not because they suffer the long-term consequences of clonal reproduction but because they are only very rarely formed as a result of complex genetic preconditions necessary to produce viable and fertile clonal genomes and phenotypes ('rare formation hypothesis').

Tritordeum, wheat and triticale yield components under multi-local mediterranean drought conditions

The species x location interaction was of great importance in explaining the behaviour of genetic material. The study presented here shows, for the first time, the performance, under field conditions of the new tritordeum species, compared to wheat and triticale in a wide range of Mediterranean countries (Spain, Lebanon and Tunisia). The results obtained revealed that despite the diversity of environmental conditions, the main differences in yield were due to genotypes, especially to differences between species. The multi-local study with different growth conditions revealed important information about the water availability effect on yield. In the lowest yielding environments (Tunisia rainfed), Tritordeum and triticale yields were equivalent. However under better growth conditions (Spain), tritordeum yield was shown to be lower than wheat and triticale. Interestingly, when water limitation was extended during the pre-anthesis period, differences in tritordeum versus wheat-triticale yield rate were larger than when water stress occurred during anthesis. These variations were explained by the fact that kernel weight has been found as the limiting factor for yield determination in tritordeum, and a delay in the anthesis date may have been the cause for the low kernel weight and low yield under Mediterranean drought conditions. Such differences in yield between tritordeum and wheat or triticale could be explained by the fact that tritordeum is a relatively new species and far fewer resources have been devoted to its improvement when compared to wheat and triticale. Our results suggest that breeding efforts should be directed to an earlier anthesis date and a longer grain filling period. tritordeum proved to have possibilities to be grown under drought environments as a new crop, since its performance was quite close to wheat and triticale. Besides, it has qualitative added values that may improve farmers' income per unit land.

The New Institutions of Transatlantic Aviation

This article focuses on the institutions of transatlantic aviation since 1945, and aims at extracting from this historical process topical policy implications. Using the methodology of an analytic narrative, we describe and explain the creation of the international cartel institutions in the 1940s, their operation throughout the 1950s and 60s, their increasing vulnerability in the 1970s, and then the progressive liberalization of the whole system. Our analytic narrative has a natural end, marked by the signing of an Open Skies Agreement between the US and the EU in 2007. We place particular explanatory power on (a) the progressive liberalization of the US domestic market, and (b) the active role of the European Commission in Europe. More specifically, we explain these developments using two frameworks. First, a “political limit pricing” model, which seemed promising, then failed, and then seemed promising again because it failed. Second, a strategic bargaining model inspired by Susanne Schmidt’s analysis of how the European Commission uses the threat of infringement proceedings to force member governments into line and obtain the sole negotiating power in transatlantic aviation.

Analyzing complexity in foreign language monologic oral production in a CLIL context

The study tested three analytic tools applied in SLA research (T-unit, AS-unit and Idea-unit) against FL learner monologic oral data. The objective was to analyse their effectiveness for the assessment of complexity of learners' academic production in English. The data were learners' individual productions gathered during the implementation of a CLIL teaching sequence on Natural Sciences in a Catalan state secondary school. The analysis showed that only AS-unit was easily applicable and highly effective in segmenting the data and taking complexity measures

Desarrollo de software para el procesado numérico en tarjetas gráficas

Debido al gran número de transistores por mm2 que hoy en día podemos encontrar en las GPU convencionales, en los últimos años éstas se vienen utilizando para propósitos generales gracias a que ofrecen un mayor rendimiento para computación paralela. Este proyecto implementa el producto sparse matrix-vector sobre OpenCL. En los primeros capítulos hacemos una revisión de la base teórica necesaria para comprender el problema. Después veremos los fundamentos de OpenCL y del hardware sobre el que se ejecutarán las librerías desarrolladas. En el siguiente capítulo seguiremos con una descripción del código de los kernels y de su flujo de datos. Finalmente, el software es evaluado basándose en comparativas con la CPU.

Evolutionary and convergence stability for continuous phenotypes in finite populations derived from two-allele models.

The evolution of a quantitative phenotype is often envisioned as a trait substitution sequence where mutant alleles repeatedly replace resident ones. In infinite populations, the invasion fitness of a mutant in this two-allele representation of the evolutionary process is used to characterize features about long-term phenotypic evolution, such as singular points, convergence stability (established from first-order effects of selection), branching points, and evolutionary stability (established from second-order effects of selection). Here, we try to characterize long-term phenotypic evolution in finite populations from this two-allele representation of the evolutionary process. We construct a stochastic model describing evolutionary dynamics at non-rare mutant allele frequency. We then derive stability conditions based on stationary average mutant frequencies in the presence of vanishing mutation rates. We find that the second-order stability condition obtained from second-order effects of selection is identical to convergence stability. Thus, in two-allele systems in finite populations, convergence stability is enough to characterize long-term evolution under the trait substitution sequence assumption. We perform individual-based simulations to confirm our analytic results.

Diagnosi ambiental de les fonts naturals de la zona nord-occidental del Vallès Oriental: el fenomen "garrafaire"

Aquest treball analitza un total de sis fonts naturals situades a la zona nord-occidental del Vallès Oriental amb l’objectiu de determinar-ne la seva freqüentació i en especial centrar-se en el fenomen “garrafaire”. S’ha elaborat un mètode de recompte d’usuaris, s’ha analitzat l’aigua a nivell físico-químic i microbiològic i s’ha portat a terme un sistema de caracterització ambiental d’aquestes fonts. La freqüentació és elevada a quatre de les sis fonts estudiades, de les que només tres són utilitzades habitualment per “garrafaires”. El volum d’ús d’aquestes fonts contrasta amb el control analític de la qualitat de l’aigua, per part de l’administració, que és inexistent en quatre d’elles i insuficient a les restants. La confiança per part dels usuaris cap a la qualitat de l’aigua també difereix dels resultats de les analítiques realitzades, en que l’aigua ha estat qualificada com a no apta per al consum humà en totes elles, exceptuant una única analítica d’una font que ha resultat apta per al consum humà. En conseqüència, caldria un pla de control i seguiment de la qualitat de l’aigua almenys en 4 de les fonts analitzades.

Estimation of parametric and nonparametric models for univariate claim severity distributions - an approach using R

This paper presents an analysis of motor vehicle insurance claims relating to vehicle damage and to associated medical expenses. We use univariate severity distributions estimated with parametric and non-parametric methods. The methods are implemented using the statistical package R. Parametric analysis is limited to estimation of normal and lognormal distributions for each of the two claim types. The nonparametric analysis presented involves kernel density estimation. We illustrate the benefits of applying transformations to data prior to employing kernel based methods. We use a log-transformation and an optimal transformation amongst a class of transformations that produces symmetry in the data. The central aim of this paper is to provide educators with material that can be used in the classroom to teach statistical estimation methods, goodness of fit analysis and importantly statistical computing in the context of insurance and risk management. To this end, we have included in the Appendix of this paper all the R code that has been used in the analysis so that readers, both students and educators, can fully explore the techniques described