Considerações radiodosimétricas da braquiterapia ocular com iodo-125 e rutênio/ródio-106

OBJETIVO: Analisar, por meio de um modelo computacional da região ocular, as características da distribuição da dose utilizando placas contendo iodo-125 e rutênio/ródio-106. MATERIAIS E MÉTODOS: Foi utilizado um modelo computacional de voxels da região ocular incluindo os diversos tecidos, com a placa posicionada sobre a esclera. O código Monte Carlo foi utilizado para simular a irradiação. A distribuição da dose é apresentada por curvas de isodoses. RESULTADOS: As simulações computacionais apresentam a distribuição da dose no interior do bulbo e nas estruturas externas. Os resultados permitem comparar a distribuição espacial das doses geradas por partículas beta e por fótons. As simulações mostram que a aplicação de sementes de iodo-125 implica alta dose no cristalino, enquanto o rutênio/ródio-106 produz alta dose na superfície da esclera. CONCLUSÃO: A dose no cristalino depende da espessura do tumor, da posição e do diâmetro da placa, e do radionuclídeo utilizado. No presente estudo, a fonte de rutênio/ródio-106 é recomendada para tumores de dimensões reduzidas. A irradiação com iodo-125 gera doses maiores no cristalino do que a irradiação com rutênio/ródio-106. O valor máximo de dose no cristalino corresponde a 12,75% do valor máximo de dose com iodo-125 e apenas 0,005% para rutênio/ródio-106.

Eye lens monitoring for interventional radiology personnel: dosemeters, calibration and practical aspects of H p (3) monitoring. A 2015 review.

A thorough literature review about the current situation on the implementation of eye lens monitoring has been performed in order to provide recommendations regarding dosemeter types, calibration procedures and practical aspects of eye lens monitoring for interventional radiology personnel. Most relevant data and recommendations from about 100 papers have been analysed and classified in the following topics: challenges of today in eye lens monitoring; conversion coefficients, phantoms and calibration procedures for eye lens dose evaluation; correction factors and dosemeters for eye lens dose measurements; dosemeter position and influence of protective devices. The major findings of the review can be summarised as follows: the recommended operational quantity for the eye lens monitoring is H p (3). At present, several dosemeters are available for eye lens monitoring and calibration procedures are being developed. However, in practice, very often, alternative methods are used to assess the dose to the eye lens. A summary of correction factors found in the literature for the assessment of the eye lens dose is provided. These factors can give an estimation of the eye lens dose when alternative methods, such as the use of a whole body dosemeter, are used. A wide range of values is found, thus indicating the large uncertainty associated with these simplified methods. Reduction factors from most common protective devices obtained experimentally and using Monte Carlo calculations are presented. The paper concludes that the use of a dosemeter placed at collar level outside the lead apron can provide a useful first estimate of the eye lens exposure. However, for workplaces with estimated annual equivalent dose to the eye lens close to the dose limit, specific eye lens monitoring should be performed. Finally, training of the involved medical staff on the risks of ionising radiation for the eye lens and on the correct use of protective systems is strongly recommended.

Simulação computacional de um feixe de fótons de 6 MV em diferentes meios heterogêneos utilizando o código PENELOPE

OBJETIVO: Utilizar o código PENELOPE e desenvolver geometrias onde estão presentes heterogeneidades para simular o comportamento do feixe de fótons nessas condições. MATERIAIS E MÉTODOS: Foram feitas simulações do comportamento da radiação ionizante para o caso homogêneo, apenas água, e para os casos heterogêneos, com diferentes materiais. Consideraram-se geometrias cúbicas para os fantomas e geometrias em forma de paralelepípedos para as heterogeneidades com a seguinte composição: tecido simulador de osso e pulmão, seguindo recomendações da International Commission on Radiological Protection, e titânio, alumínio e prata. Definiram-se, como parâmetros de entrada: a energia e o tipo de partícula da fonte, 6 MV de fótons; a distância fonte-superfície de 100 cm; e o campo de radiação de 10x 10 cm². RESULTADOS: Obtiveram-se curvas de percentual de dose em profundidade para todos os casos. Observou-se que em materiais com densidade eletrônica alta, como a prata, a dose absorvida é maior em relação à dose absorvida no fantoma homogêneo, enquanto no tecido simulador de pulmão a dose é menor. CONCLUSÃO: Os resultados obtidos demonstram a importância de se considerar heterogeneidades nos algoritmos dos sistemas de planejamento usados no cálculo da distribuição de dose nos pacientes, evitando-se sub ou superdosagem dos tecidos próximos às heterogeneidades.

Uncertainty evaluation in activity measurements using ionization chambers

Pressurized re-entrant (or 4 pi) ionization chambers (ICs) connected to current-measuring electronics are used for activity measurements of photon emitting radionuclides and some beta emitters in the fields of metrology and nuclear medicine. As a secondary method, these instruments need to be calibrated with appropriate activity standards from primary or direct standardization. The use of these instruments over 50 years has been well described in numerous publications, such as the Monographie BIPM-4 and the special issue of Metrologia on radionuclide metrology (Ratel 2007 Metrologia 44 S7-16, Schrader1997 Activity Measurements With Ionization Chambers (Monographie BIPM-4) Schrader 2007 Metrologia 44 S53-66, Cox et al 2007 Measurement Modelling of the International Reference System (SIR) for Gamma-Emitting Radionuclides (Monographie BIPM-7)). The present work describes the principles of activity measurements, calibrations, and impurity corrections using pressurized ionization chambers in the first part and the uncertainty analysis illustrated with example uncertainty budgets from routine source-calibration as well as from an international reference system (SIR) measurement in the second part.

Análise da distribuição espacial de dose absorvida em próton terapia ocular

OBJETIVO: Propõe-se avaliar os perfis de dose em profundidade e as distribuições espaciais de dose para protocolos de radioterapia ocular por prótons, a partir de simulações computacionais em código nuclear e modelo de olho discretizado em voxels. MATERIAIS E MÉTODOS: As ferramentas computacionais empregadas foram o código Geant4 (GEometry ANd Tracking) Toolkit e o SISCODES (Sistema Computacional para Dosimetria em Radioterapia). O Geant4 é um pacote de software livre, utilizado para simular a passagem de partículas nucleares com carga elétrica através da matéria, pelo método de Monte Carlo. Foram executadas simulações computacionais reprodutivas de radioterapia por próton baseada em instalações pré-existentes. RESULTADOS: Os dados das simulações foram integrados ao modelo de olho através do código SISCODES, para geração das distribuições espaciais de doses. Perfis de dose em profundidade reproduzindo o pico de Bragg puro e modulado são apresentados. Importantes aspectos do planejamento radioterápico com prótons são abordados, como material absorvedor, modulação, dimensões do colimador, energia incidente do próton e produção de isodoses. CONCLUSÃO: Conclui-se que a terapia por prótons, quando adequadamente modulada e direcionada, pode reproduzir condições ideais de deposição de dose em neoplasias oculares.

Estudo comparativo de dosimetria computacional entre modelos homogêneos e um modelo voxel em mamografia: uma discussão de aplicações em testes de constância e cálculo de dose glandular em pacientes

OBJETIVO: Comparar dados de dosimetria e fluência de fótons entre diferentes modelos de mama, discutindo as aplicações em testes de constância e estudos dosimétricos aplicados à mamografia. MATERIAIS E MÉTODOS: Foram simulados diferentes modelos homogêneos e um modelo antropomórfico de mama tipo voxel, sendo contabilizadas: a dose total absorvida no modelo, a dose absorvida pelo tecido glandular/material equivalente, e a dose absorvida e a fluência de fótons em diferentes profundidades dos modelos. Uma câmara de ionização simulada coletou o kerma de entrada na pele. As combinações alvo-filtro estudadas foram Mo-30Mo e Mo-25Rh, para diferentes potenciais aceleradores de 26 kVp até 34 kVp. RESULTADOS: A dose glandular normalizada, comparada ao modelo voxel, resultou em diferenças entre -15% até -21% para RMI, -10% para PhantomMama e 10% para os modelos Barts e Keithley. A variação dos valores da camada semirredutora entre modelos foi geralmente inferior a 10% para todos os volumes sensíveis. CONCLUSÃO: Para avaliar a dose glandular normalizada e a dose glandular, em mamas médias, recomenda-se o modelo de Dance. Os modelos homogêneos devem ser utilizados para realizar testes de constância em dosimetria, mas eles não são indicados para estimar a dosimetria em pacientes reais

Seismic characterization of heterogeneous sedimentary and fractured rocks based on Biot's theory of poroelasticity

Understanding and quantifying seismic energy dissipation, which manifests itself in terms of velocity dispersion and attenuation, in fluid-saturated porous rocks is of considerable interest, since it offers the perspective of extracting information with regard to the elastic and hydraulic rock properties. There is increasing evidence to suggest that wave-induced fluid flow, or simply WIFF, is the dominant underlying physical mechanism governing these phenomena throughout the seismic, sonic, and ultrasonic frequency ranges. This mechanism, which can prevail at the microscopic, mesoscopic, and macroscopic scale ranges, operates through viscous energy dissipation in response to fluid pressure gradients and inertial effects induced by the passing wavefield. In the first part of this thesis, we present an analysis of broad-band multi-frequency sonic log data from a borehole penetrating water-saturated unconsolidated glacio-fluvial sediments. An inherent complication arising in the interpretation of the observed P-wave attenuation and velocity dispersion is, however, that the relative importance of WIFF at the various scales is unknown and difficult to unravel. An important generic result of our work is that the levels of attenuation and velocity dispersion due to the presence of mesoscopic heterogeneities in water-saturated unconsolidated clastic sediments are expected to be largely negligible. Conversely, WIFF at the macroscopic scale allows for explaining most of the considered data while refinements provided by including WIFF at the microscopic scale in the analysis are locally meaningful. Using a Monte-Carlo-type inversion approach, we compare the capability of the different models describing WIFF at the macroscopic and microscopic scales with regard to their ability to constrain the dry frame elastic moduli and the permeability as well as their local probability distribution. In the second part of this thesis, we explore the issue of determining the size of a representative elementary volume (REV) arising in the numerical upscaling procedures of effective seismic velocity dispersion and attenuation of heterogeneous media. To this end, we focus on a set of idealized synthetic rock samples characterized by the presence of layers, fractures or patchy saturation in the mesocopic scale range. These scenarios are highly pertinent because they tend to be associated with very high levels of velocity dispersion and attenuation caused by WIFF in the mesoscopic scale range. The problem of determining the REV size for generic heterogeneous rocks is extremely complex and entirely unexplored in the given context. In this pilot study, we have therefore focused on periodic media, which assures the inherent self- similarity of the considered samples regardless of their size and thus simplifies the problem to a systematic analysis of the dependence of the REV size on the applied boundary conditions in the numerical simulations. Our results demonstrate that boundary condition effects are absent for layered media and negligible in the presence of patchy saturation, thus resulting in minimum REV sizes. Conversely, strong boundary condition effects arise in the presence of a periodic distribution of finite-length fractures, thus leading to large REV sizes. In the third part of the thesis, we propose a novel effective poroelastic model for periodic media characterized by mesoscopic layering, which accounts for WIFF at both the macroscopic and mesoscopic scales as well as for the anisotropy associated with the layering. Correspondingly, this model correctly predicts the existence of the fast and slow P-waves as well as quasi and pure S-waves for any direction of wave propagation as long as the corresponding wavelengths are much larger than the layer thicknesses. The primary motivation for this work is that, for formations of intermediate to high permeability, such as, for example, unconsolidated sediments, clean sandstones, or fractured rocks, these two WIFF mechanisms may prevail at similar frequencies. This scenario, which can be expected rather common, cannot be accounted for by existing models for layered porous media. Comparisons of analytical solutions of the P- and S-wave phase velocities and inverse quality factors for wave propagation perpendicular to the layering with those obtained from numerical simulations based on a ID finite-element solution of the poroelastic equations of motion show very good agreement as long as the assumption of long wavelengths remains valid. A limitation of the proposed model is its inability to account for inertial effects in mesoscopic WIFF when both WIFF mechanisms prevail at similar frequencies. Our results do, however, also indicate that the associated error is likely to be relatively small, as, even at frequencies at which both inertial and scattering effects are expected to be at play, the proposed model provides a solution that is remarkably close to its numerical benchmark. -- Comprendre et pouvoir quantifier la dissipation d'énergie sismique qui se traduit par la dispersion et l'atténuation des vitesses dans les roches poreuses et saturées en fluide est un intérêt primordial pour obtenir des informations à propos des propriétés élastique et hydraulique des roches en question. De plus en plus d'études montrent que le déplacement relatif du fluide par rapport au solide induit par le passage de l'onde (wave induced fluid flow en anglais, dont on gardera ici l'abréviation largement utilisée, WIFF), représente le principal mécanisme physique qui régit ces phénomènes, pour la gamme des fréquences sismiques, sonique et jusqu'à l'ultrasonique. Ce mécanisme, qui prédomine aux échelles microscopique, mésoscopique et macroscopique, est lié à la dissipation d'énergie visqueuse résultant des gradients de pression de fluide et des effets inertiels induits par le passage du champ d'onde. Dans la première partie de cette thèse, nous présentons une analyse de données de diagraphie acoustique à large bande et multifréquences, issues d'un forage réalisé dans des sédiments glaciaux-fluviaux, non-consolidés et saturés en eau. La difficulté inhérente à l'interprétation de l'atténuation et de la dispersion des vitesses des ondes P observées, est que l'importance des WIFF aux différentes échelles est inconnue et difficile à quantifier. Notre étude montre que l'on peut négliger le taux d'atténuation et de dispersion des vitesses dû à la présence d'hétérogénéités à l'échelle mésoscopique dans des sédiments clastiques, non- consolidés et saturés en eau. A l'inverse, les WIFF à l'échelle macroscopique expliquent la plupart des données, tandis que les précisions apportées par les WIFF à l'échelle microscopique sont localement significatives. En utilisant une méthode d'inversion du type Monte-Carlo, nous avons comparé, pour les deux modèles WIFF aux échelles macroscopique et microscopique, leur capacité à contraindre les modules élastiques de la matrice sèche et la perméabilité ainsi que leur distribution de probabilité locale. Dans une seconde partie de cette thèse, nous cherchons une solution pour déterminer la dimension d'un volume élémentaire représentatif (noté VER). Cette problématique se pose dans les procédures numériques de changement d'échelle pour déterminer l'atténuation effective et la dispersion effective de la vitesse sismique dans un milieu hétérogène. Pour ce faire, nous nous concentrons sur un ensemble d'échantillons de roches synthétiques idéalisés incluant des strates, des fissures, ou une saturation partielle à l'échelle mésoscopique. Ces scénarios sont hautement pertinents, car ils sont associés à un taux très élevé d'atténuation et de dispersion des vitesses causé par les WIFF à l'échelle mésoscopique. L'enjeu de déterminer la dimension d'un VER pour une roche hétérogène est très complexe et encore inexploré dans le contexte actuel. Dans cette étude-pilote, nous nous focalisons sur des milieux périodiques, qui assurent l'autosimilarité des échantillons considérés indépendamment de leur taille. Ainsi, nous simplifions le problème à une analyse systématique de la dépendance de la dimension des VER aux conditions aux limites appliquées. Nos résultats indiquent que les effets des conditions aux limites sont absents pour un milieu stratifié, et négligeables pour un milieu à saturation partielle : cela résultant à des dimensions petites des VER. Au contraire, de forts effets des conditions aux limites apparaissent dans les milieux présentant une distribution périodique de fissures de taille finie : cela conduisant à de grandes dimensions des VER. Dans la troisième partie de cette thèse, nous proposons un nouveau modèle poro- élastique effectif, pour les milieux périodiques caractérisés par une stratification mésoscopique, qui prendra en compte les WIFF à la fois aux échelles mésoscopique et macroscopique, ainsi que l'anisotropie associée à ces strates. Ce modèle prédit alors avec exactitude l'existence des ondes P rapides et lentes ainsi que les quasis et pures ondes S, pour toutes les directions de propagation de l'onde, tant que la longueur d'onde correspondante est bien plus grande que l'épaisseur de la strate. L'intérêt principal de ce travail est que, pour les formations à perméabilité moyenne à élevée, comme, par exemple, les sédiments non- consolidés, les grès ou encore les roches fissurées, ces deux mécanismes d'WIFF peuvent avoir lieu à des fréquences similaires. Or, ce scénario, qui est assez commun, n'est pas décrit par les modèles existants pour les milieux poreux stratifiés. Les comparaisons des solutions analytiques des vitesses des ondes P et S et de l'atténuation de la propagation des ondes perpendiculaires à la stratification, avec les solutions obtenues à partir de simulations numériques en éléments finis, fondées sur une solution obtenue en 1D des équations poro- élastiques, montrent un très bon accord, tant que l'hypothèse des grandes longueurs d'onde reste valable. Il y a cependant une limitation de ce modèle qui est liée à son incapacité à prendre en compte les effets inertiels dans les WIFF mésoscopiques quand les deux mécanismes d'WIFF prédominent à des fréquences similaires. Néanmoins, nos résultats montrent aussi que l'erreur associée est relativement faible, même à des fréquences à laquelle sont attendus les deux effets d'inertie et de diffusion, indiquant que le modèle proposé fournit une solution qui est remarquablement proche de sa référence numérique.

Generalization transitions in Hidden-Layer neural networks for third-order feature discrimination

Stochastic learning processes for a specific feature detector are studied. This technique is applied to nonsmooth multilayer neural networks requested to perform a discrimination task of order 3 based on the ssT-block¿ssC-block problem. Our system proves to be capable of achieving perfect generalization, after presenting finite numbers of examples, by undergoing a phase transition. The corresponding annealed theory, which involves the Ising model under external field, shows good agreement with Monte Carlo simulations.

Estudo da dose nos exames de tomografia computadorizada abdominal em um equipamento de 6 cortes

OBJETIVO: Determinar a dose efetiva recebida nos exames de tomografia computadorizada abdominal e estudar a influência das características dos pacientes na dose recebida. MATERIAIS E MÉTODOS: Foram realizadas medições dos valores de dose com uma câmara de ionização em objetos simuladores, de forma a verificar se os valores obtidos estavam de acordo com os valores apresentados pelo equipamento de tomografia computadorizada e se estes não ultrapassavam os níveis de referência de dose recomendados. Posteriormente, foram medidos os valores de dose recebida pelos pacientes, com autonomia física, nos exames de tomografia computadorizada abdominal (n = 100) e a relação existente com as suas características antropométricas. Por último, foi simulada a dose nos órgãos por meio do método de Monte Carlo utilizando o software de simulação CT-Expo V 1.5, e estudado o efeito do controle automático de exposição nestes exames. RESULTADOS: As principiais características com influência direta na dose são a massa corporal, o perímetro abdominal e o índice de massa corporal do paciente, cuja relação é linear e positiva. CONCLUSÃO: A dose de radiação recebida nos exames abdominais depende de algumas características dos pacientes, sendo importante ajustar os parâmetros de aquisição às suas dimensões.

A web-based tool to aid the identification of chemicals potentially posing a health risk through percutaneous exposure

Occupational hygiene practitioners typically assess the risk posed by occupational exposure by comparing exposure measurements to regulatory occupational exposure limits (OELs). In most jurisdictions, OELs are only available for exposure by the inhalation pathway. Skin notations are used to indicate substances for which dermal exposure may lead to health effects. However, these notations are either present or absent and provide no indication of acceptable levels of exposure. Furthermore, the methodology and framework for assigning skin notation differ widely across jurisdictions resulting in inconsistencies in the substances that carry notations. The UPERCUT tool was developed in response to these limitations. It helps occupational health stakeholders to assess the hazard associated with dermal exposure to chemicals. UPERCUT integrates dermal quantitative structure-activity relationships (QSARs) and toxicological data to provide users with a skin hazard index called the dermal hazard ratio (DHR) for the substance and scenario of interest. The DHR is the ratio between the estimated 'received' dose and the 'acceptable' dose. The 'received' dose is estimated using physico-chemical data and information on the exposure scenario provided by the user (body parts exposure and exposure duration), and the 'acceptable' dose is estimated using inhalation OELs and toxicological data. The uncertainty surrounding the DHR is estimated with Monte Carlo simulation. Additional information on the selected substances includes intrinsic skin permeation potential of the substance and the existence of skin notations. UPERCUT is the only available tool that estimates the absorbed dose and compares this to an acceptable dose. In the absence of dermal OELs it provides a systematic and simple approach for screening dermal exposure scenarios for 1686 substances.

Aplicativo para dosimetria interna usando a distribuição biocinética de fótons baseada em imagens de medicina nuclear

Objetivo: Este artigo apresenta uma forma de se obterem estimativas de dose em pacientes submetidos a tratamentos radioterápicos a partir da análise das regiões de interesse em imagens de medicina nuclear. Materiais e Métodos: Foi desenvolvido o software denominado DoRadIo (Dosimetria das Radiações Ionizantes), que recebe as informações sobre os órgãos fontes e o órgão alvo e retorna resultados gráficos e numéricos. As imagens de medicina nuclear utilizadas foram obtidas de catálogos disponibilizados por físicos médicos. Nas simulações utilizaram-se modelos computacionais de exposição constituídos por fantomas de voxels acoplados ao código Monte Carlo EGSnrc. O software foi desenvolvido no Microsoft Visual Studio 2010 com o modelo de projeto Windows Presentation Foundation e a linguagem de programação C#. Resultados: Da aplicação das ferramentas foram obtidos: o arquivo para otimização das simulações Monte Carlo utilizando o EGSnrc, a organização e compactação dos resultados dosimétricos com todas as fontes, a seleção das regiões de interesse, a contagem da intensidade dos tons de cinza nas regiões de interesse, o arquivo das fontes ponderadas e, finalmente, todos os resultados gráficos e numéricos. Conclusão: A interface de usuários pode ser adaptada para uso em clínicas de medicina nuclear como ferramenta computacional auxiliar na estimativa da atividade administrada.

Balloon-based adjuvant radiotherapy in breast cancer: comparison between 99mTc and HDR 192Ir

Abstract Objective: To perform a comparative dosimetric analysis, based on computer simulations, of temporary balloon implants with 99mTc and balloon brachytherapy with high-dose-rate (HDR) 192Ir, as boosts to radiotherapy. We hypothesized that the two techniques would produce equivalent doses under pre-established conditions of activity and exposure time. Materials and Methods: Simulations of implants with 99mTc-filled and HDR 192Ir-filled balloons were performed with the Siscodes/MCNP5, modeling in voxels a magnetic resonance imaging set related to a young female. Spatial dose rate distributions were determined. In the dosimetric analysis of the protocols, the exposure time and the level of activity required were specified. Results: The 99mTc balloon presented a weighted dose rate in the tumor bed of 0.428 cGy.h-1.mCi-1 and 0.190 cGyh-1.mCi-1 at the balloon surface and at 8-10 mm from the surface, respectively, compared with 0.499 and 0.150 cGyh-1.mCi-1, respectively, for the HDR 192Ir balloon. An exposure time of 24 hours was required for the 99mTc balloon to produce a boost of 10.14 Gy with 1.0 Ci, whereas only 24 minutes with 10.0 Ci segments were required for the HDR 192Ir balloon to produce a boost of 5.14 Gy at the same reference point, or 10.28 Gy in two 24-minutes fractions. Conclusion: Temporary 99mTc balloon implantation is an attractive option for adjuvant radiotherapy in breast cancer, because of its availability, economic viability, and similar dosimetry in comparison with the use of HDR 192Ir balloon implantation, which is the current standard in clinical practice.

Modeling reaction kinetics and mass transfer in ozonation in water solutions

This dissertation is based on four articles dealing with modeling of ozonation. The literature part of this considers some models for hydrodynamics in bubble column simulation. A literature review of methods for obtaining mass transfer coefficients is presented. The methods presented to obtain mass transfer are general models and can be applied to any gas-liquid system. Ozonation reaction models and methods for obtaining stoichiometric coefficients and reaction rate coefficients for ozonation reactions are discussed in the final section of the literature part. In the first article, ozone gas-liquid mass transfer into water in a bubble column was investigated for different pH values. A more general method for estimation of mass transfer and Henry’s coefficient was developed from the Beltrán method. The ozone volumetric mass transfer coefficient and the Henry’s coefficient were determined simultaneously by parameter estimation using a nonlinear optimization method. A minor dependence of the Henry’s law constant on pH was detected at the pH range 4 - 9. In the second article, a new method using the axial dispersion model for estimation of ozone self-decomposition kinetics in a semi-batch bubble column reactor was developed. The reaction rate coefficients for literature equations of ozone decomposition and the gas phase dispersion coefficient were estimated and compared with the literature data. The reaction order in the pH range 7-10 with respect to ozone 1.12 and 0.51 the hydroxyl ion were obtained, which is in good agreement with literature. The model parameters were determined by parameter estimation using a nonlinear optimization method. Sensitivity analysis was conducted using object function method to obtain information about the reliability and identifiability of the estimated parameters. In the third article, the reaction rate coefficients and the stoichiometric coefficients in the reaction of ozone with the model component p-nitrophenol were estimated at low pH of water using nonlinear optimization. A novel method for estimation of multireaction model parameters in ozonation was developed. In this method the concentration of unknown intermediate compounds is presented as a residual COD (chemical oxygen demand) calculated from the measured COD and the theoretical COD for the known species. The decomposition rate of p-nitrophenol on the pathway producing hydroquinone was found to be about two times faster than the p-nitrophenol decomposition rate on the pathway producing 4- nitrocatechol. In the fourth article, the reaction kinetics of p-nitrophenol ozonation was studied in a bubble column at pH 2. Using the new reaction kinetic model presented in the previous article, the reaction kinetic parameters, rate coefficients, and stoichiometric coefficients as well as the mass transfer coefficient were estimated with nonlinear estimation. The decomposition rate of pnitrophenol was found to be equal both on the pathway producing hydroquinone and on the path way producing 4-nitrocathecol. Comparison of the rate coefficients with the case at initial pH 5 indicates that the p-nitrophenol degradation producing 4- nitrocathecol is more selective towards molecular ozone than the reaction producing hydroquinone. The identifiability and reliability of the estimated parameters were analyzed with the Marcov chain Monte Carlo (MCMC) method. @All rights reserved. No part of the publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior permission of the author.

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.