A priori ratemaking using bivariate poisson regression models

In automobile insurance, it is useful to achieve a priori ratemaking by resorting to gene- ralized linear models, and here the Poisson regression model constitutes the most widely accepted basis. However, insurance companies distinguish between claims with or without bodily injuries, or claims with full or partial liability of the insured driver. This paper exa- mines an a priori ratemaking procedure when including two di®erent types of claim. When assuming independence between claim types, the premium can be obtained by summing the premiums for each type of guarantee and is dependent on the rating factors chosen. If the independence assumption is relaxed, then it is unclear as to how the tari® system might be a®ected. In order to answer this question, bivariate Poisson regression models, suitable for paired count data exhibiting correlation, are introduced. It is shown that the usual independence assumption is unrealistic here. These models are applied to an automobile insurance claims database containing 80,994 contracts belonging to a Spanish insurance company. Finally, the consequences for pure and loaded premiums when the independence assumption is relaxed by using a bivariate Poisson regression model are analysed.

Urban image classification with semisupervised multiscale cluster kernels

This paper presents a semisupervised support vector machine (SVM) that integrates the information of both labeled and unlabeled pixels efficiently. Method's performance is illustrated in the relevant problem of very high resolution image classification of urban areas. The SVM is trained with the linear combination of two kernels: a base kernel working only with labeled examples is deformed by a likelihood kernel encoding similarities between labeled and unlabeled examples. Results obtained on very high resolution (VHR) multispectral and hyperspectral images show the relevance of the method in the context of urban image classification. Also, its simplicity and the few parameters involved make the method versatile and workable by unexperienced users.

Combining classification techniques to define topo-climatic landscapes

Landscape classification tackles issues related to the representation and analysis of continuous and variable ecological data. In this study, a methodology is created in order to define topo-climatic landscapes (TCL) in the north-west of Catalonia (north-east of the Iberian Peninsula). TCLs relate the ecological behaviour of a landscape in terms of topography, physiognomy and climate, which compound the main drivers of an ecosystem. Selected variables are derived from different sources such as remote sensing and climatic atlas. The proposed methodology combines unsupervised interative cluster classification with a supervised fuzzy classification. As a result, 28 TCLs have been found for the study area which may be differentiated in terms of vegetation physiognomy and vegetation altitudinal range type. Furthermore a hierarchy among TCLs is set, enabling the merging of clusters and allowing for changes of scale. Through the topo-climatic landscape map, managers may identify patches with similar environmental conditions and asses at the same time the uncertainty involved.

Models i formes de la pintura catalana del Barroc: el mirall de l'art francès

Estudi elaborat a partir d’una estada a l’Institut National d'Histoire de l'Art- Bibliothèque Nationale de France entre l'1 i el 31 de juliol de 2007. S’ha treballat en la recerca documental sobre les relacions artístiques entre França i Catalunya a l’Època Moderna. Els materials o fons documentals d’interès han estat dos: els fons gràfics d’estampes i gravats de la Bibliothèque Nationale, no tant en el sentit de consulta dels originals –que en alguna ocasió també- com sí en el la visualització de les vastíssimes fototeques, que ha permès a l’autor aplegar un bon nombre d’imatges que en el futur serviran per posar en relació la cultura figurativa francesa –sobretot de la pintura i de l’escultura, però també de la tractadística arquitectònica- amb la catalana de l’època, ja sigui per constatar les semblances com per fer notar les diferències en els usos dels models figuratius. S’ha buidat material bibliogràfic difícil de localitzar a Catalunya. Són publicacions referides a gravat, d’una banda, i a patrimoni artístic. Aquest darrer aspecte s’ha treballat des de dos vessants: en seguir notícies de la presència d’artistes catalans a França i viceversa, i en buscar dades sobre l’espoli d’obres d’art portat a terme a Catalunya durant el període napoleònic.

Microsatellites can be misleading: an empirical and simulation study.

It has been long recognized that highly polymorphic genetic markers can lead to underestimation of divergence between populations when migration is low. Microsatellite loci, which are characterized by extremely high mutation rates, are particularly likely to be affected. Here, we report genetic differentiation estimates in a contact zone between two chromosome races of the common shrew (Sorex araneus), based on 10 autosomal microsatellites, a newly developed Y-chromosome microsatellite, and mitochondrial DNA. These results are compared to previous data on proteins and karyotypes. Estimates of genetic differentiation based on F- and R-statistics are much lower for autosomal microsatellites than for all other genetic markers. We show by simulations that this discrepancy stems mainly from the high mutation rate of microsatellite markers for F-statistics and from deviations from a single-step mutation model for R-statistics. The sex-linked genetic markers show that all gene exchange between races is mediated by females. The absence of male-mediated gene flow most likely results from male hybrid sterility.

The Estimation of Technical Efficiency Effects Models with an Example Applied to the Thai Manufacturing Sector

This paper does two things. First, it presents alternative approaches to the standard methods of estimating productive efficiency using a production function. It favours a parametric approach (viz. the stochastic production frontier approach) over a nonparametric approach (e.g. data envelopment analysis); and, further, one that provides a statistical explanation of efficiency, as well as an estimate of its magnitude. Second, it illustrates the favoured approach (i.e. the ‘single stage procedure’) with estimates of two models of explained inefficiency, using data from the Thai manufacturing sector, after the crisis of 1997. Technical efficiency is modelled as being dependent on capital investment in three major areas (viz. land, machinery and office appliances) where land is intended to proxy the effects of unproductive, speculative capital investment; and both machinery and office appliances are intended to proxy the effects of productive, non-speculative capital investment. The estimates from these models cast new light on the five-year long, post-1997 crisis period in Thailand, suggesting a structural shift from relatively labour intensive to relatively capital intensive production in manufactures from 1998 to 2002.

UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?

Block factor methods offer an attractive approach to forecasting with many predictors. These extract the information in these predictors into factors reflecting different blocks of variables (e.g. a price block, a housing block, a financial block, etc.). However, a forecasting model which simply includes all blocks as predictors risks being over-parameterized. Thus, it is desirable to use a methodology which allows for different parsimonious forecasting models to hold at different points in time. In this paper, we use dynamic model averaging and dynamic model selection to achieve this goal. These methods automatically alter the weights attached to different forecasting models as evidence comes in about which has forecast well in the recent past. In an empirical study involving forecasting output growth and inflation using 139 UK monthly time series variables, we find that the set of predictors changes substantially over time. Furthermore, our results show that dynamic model averaging and model selection can greatly improve forecast performance relative to traditional forecasting methods.

Two different 3D biogeochemical models for the NW mediterranean sea: validation with Meris data and intercomparison

Report for the scientific sojourn carried out at the University of New South Wales from February to June the 2007. Two different biogeochemical models are coupled to a three dimensional configuration of the Princeton Ocean Model (POM) for the Northwestern Mediterranean Sea (Ahumada and Cruzado, 2007). The first biogeochemical model (BLANES) is the three-dimensional version of the model described by Bahamon and Cruzado (2003) and computes the nitrogen fluxes through six compartments using semi-empirical descriptions of biological processes. The second biogeochemical model (BIOMEC) is the biomechanical NPZD model described in Baird et al. (2004), which uses a combination of physiological and physical descriptions to quantify the rates of planktonic interactions. Physical descriptions include, for example, the diffusion of nutrients to phytoplankton cells and the encounter rate of predators and prey. The link between physical and biogeochemical processes in both models is expressed by the advection-diffusion of the non-conservative tracers. The similarities in the mathematical formulation of the biogeochemical processes in the two models are exploited to determine the parameter set for the biomechanical model that best fits the parameter set used in the first model. Three years of integration have been carried out for each model to reach the so called perpetual year run for biogeochemical conditions. Outputs from both models are averaged monthly and then compared to remote sensing images obtained from sensor MERIS for chlorophyll.

Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy

This paper develops methods for Stochastic Search Variable Selection (currently popular with regression and Vector Autoregressive models) for Vector Error Correction models where there are many possible restrictions on the cointegration space. We show how this allows the researcher to begin with a single unrestricted model and either do model selection or model averaging in an automatic and computationally efficient manner. We apply our methods to a large UK macroeconomic model.

The ghost of past species occurrence: improving species distribution models for presence-only data

1. Model-based approaches have been used increasingly in conservation biology over recent years. Species presence data used for predictive species distribution modelling are abundant in natural history collections, whereas reliable absence data are sparse, most notably for vagrant species such as butterflies and snakes. As predictive methods such as generalized linear models (GLM) require absence data, various strategies have been proposed to select pseudo-absence data. However, only a few studies exist that compare different approaches to generating these pseudo-absence data. 2. Natural history collection data are usually available for long periods of time (decades or even centuries), thus allowing historical considerations. However, this historical dimension has rarely been assessed in studies of species distribution, although there is great potential for understanding current patterns, i.e. the past is the key to the present. 3. We used GLM to model the distributions of three 'target' butterfly species, Melitaea didyma, Coenonympha tullia and Maculinea teleius, in Switzerland. We developed and compared four strategies for defining pools of pseudo-absence data and applied them to natural history collection data from the last 10, 30 and 100 years. Pools included: (i) sites without target species records; (ii) sites where butterfly species other than the target species were present; (iii) sites without butterfly species but with habitat characteristics similar to those required by the target species; and (iv) a combination of the second and third strategies. Models were evaluated and compared by the total deviance explained, the maximized Kappa and the area under the curve (AUC). 4. Among the four strategies, model performance was best for strategy 3. Contrary to expectations, strategy 2 resulted in even lower model performance compared with models with pseudo-absence data simulated totally at random (strategy 1). 5. Independent of the strategy model, performance was enhanced when sites with historical species presence data were not considered as pseudo-absence data. Therefore, the combination of strategy 3 with species records from the last 100 years achieved the highest model performance. 6. Synthesis and applications. The protection of suitable habitat for species survival or reintroduction in rapidly changing landscapes is a high priority among conservationists. Model-based approaches offer planning authorities the possibility of delimiting priority areas for species detection or habitat protection. The performance of these models can be enhanced by fitting them with pseudo-absence data relying on large archives of natural history collection species presence data rather than using randomly sampled pseudo-absence data.