Bayesian ratemaking procedure of crop insurance contracts with skewed distribution

Over the years, crop insurance programs became the focus of agricultural policy in the USA, Spain, Mexico, and more recently in Brazil. Given the increasing interest in insurance, accurate calculation of the premium rate is of great importance. We address the crop-yield distribution issue and its implications in pricing an insurance contract considering the dynamic structure of the data and incorporating the spatial correlation in the Hierarchical Bayesian framework. Results show that empirical (insurers) rates are higher in low risk areas and lower in high risk areas. Such methodological improvement is primarily important in situations of limited data.

Spatio-temporal modeling of agricultural yield data with an application to pricing crop insurance contracts

This article presents a statistical model of agricultural yield data based on a set of hierarchical Bayesian models that allows joint modeling of temporal and spatial autocorrelation. This method captures a comprehensive range of the various uncertainties involved in predicting crop insurance premium rates as opposed to the more traditional ad hoc, two-stage methods that are typically based on independent estimation and prediction. A panel data set of county-average yield data was analyzed for 290 counties in the State of Parana (Brazil) for the period of 1990 through 2002. Posterior predictive criteria are used to evaluate different model specifications. This article provides substantial improvements in the statistical and actuarial methods often applied to the calculation of insurance premium rates. These improvements are especially relevant to situations where data are limited.

Parametric and nonparametric statistical modelling of crop yield: implications for pricing crop insurance contracts

This article considers alternative methods to calculate the fair premium rate of crop insurance contracts based on county yields. The premium rate was calculated using parametric and nonparametric approaches to estimate the conditional agricultural yield density. These methods were applied to a data set of county yield provided by the Statistical and Geography Brazilian Institute (IBGE), for the period of 1990 through 2002, for soybean, corn and wheat, in the State of Paran. In this article, we propose methodological alternatives to pricing crop insurance contracts resulting in more accurate premium rates in a situation of limited data.

Crop rotation in center-pivot for phytonematode control: density variation, pathogenicity and crop loss estimation

Crop rotation in center-pivot for phytonematode control: density variation, pathogenicity and crop loss estimation A field study conducted over three consecutive years, on a farm using crop rotation system under center-pivot and infested with the nematodes Pratylenchus brachyurus, P. zeae, Meloidogyne incognita, Paratrichodorus minor, Helicotylenchus dihystera, Mesocriconema ornata and M. onoense, demonstrated that intensive crop systems provide conditions for the maintenance of high densities of polyphagous phytonematodes. Of the crops established on the farm (cotton, maize, soybean and cowpea), cotton and soybean suffered the most severe crop losses, caused respectively by M. incognita and P. brachyurus. Since maize is a good host for both nematodes, but tolerant of M. incognita, its exclusion from cropping system would be favorable to the performance of cotton, soybean and cowpea. Results from experiments carried out in controlled conditions confirmed the pathogenicity of P. brachyurus on cotton. Additional management with genetic resistance was useful in fields infested with M. incognita, although the soybean performance was affected by low resistance of the cultivars used for P. brachyurus. In conclusion, crop rotation must be carefully planned in areas infested with polyphagous nematodes, specifically in the case of occurrence of two or more major pathogenic nematodes.

Carbon and Nitrogen Dynamics in an Oxisol as Affected by Liming and Crop Residues under No-Till

The short-term effects of surface lime application and black oat (Avena strigosa Schreb.) residues, with or without N fertilization, were evaluated in a long-term no-till (NT) system on a sandy clay loam, a kaolinitic, thermic Typic Hapludox from the state of Parana, Brazil. The main plot treatments were: control and dolomitic lime applied on soil surface at 8 Mg ha(-1). Three treatments with crop residues were evaluated on the subplots: (i) fallow, (ii) black oat residues, and (iii) black oat residues aft er N fertilization at 180 kg ha(-1). Black oat dry biomass was not affected by the treatments during 3 yr. Surface liming increased soil pH, microbial biomass, microbial activity, and bacterial/fungal ratio at the soil surface (0-5 cm), resulting in increased amino acid turnover, water-soluble humic substances formation, and N mineralization and nitrification. While the application of black oat did increase the soil pH, overall it had much less effect on soil biological processes and C and N pools than did lime. We concluded that black oat cannot replace the need for lime to optimize crop production in these tropical NT systems. In the long term, however, black oat should aid in the amelioration of acidity and replenishment of soil organic C pools and should help reduce erosion. Overall, this study suggests that overapplication of inorganic fertilizer N may occur in some tropical NT systems. Further experiments are required in NT systems to investigate the use of slow-release N fertilizers in combination with lime and black oat as a mechanism to reduce acidification and promote sustainability.

Evapotranspiration and crop coefficients of seedless watermelon

The research was developed in Fortaleza, CE (latitude 3 degrees 43`S, longitude of 38 degrees 32`W and altitude of 19.5 m). It aimed to determine the Evapotranspiration and the crop coefficients for the different stadiums of seedless watermelon (Citrullus lanatus, Schrad), using the water balance method in drainage lysimeter. The experimental unit consisted of four located drainage lysimeter in an area of 600 m(2). The culture Evapotranspiration (ETc) was determined by the method of the water balance, in a volume of soil control with depth of 0.45 m, whose humidity was monitored by tensiometers. The reference Evapotranspiration (ETo) was estimated by the method of the class A pan. The crop coefficients were obtained from the rate between ETc and ETo in the different stages. The ETc presented growing values from the vegetative stage to the fruiting stage, dropping straight away in the mature stage. The maximum value of kc was observed in the fruiting stage.

Distinct conformational properties determined by implicit and explicit representation of protein-solvent interactions. An analytical and computer simulation study

In the protein folding problem, solvent-mediated forces are commonly represented by intra-chain pairwise contact energy. Although this approximation has proven to be useful in several circumstances, it is limited in some other aspects of the problem. Here we show that it is possible to achieve two models to represent the chain-solvent system. one of them with implicit and other with explicit solvent, such that both reproduce the same thermodynamic results. Firstly, lattice models treated by analytical methods, were used to show that the implicit and explicitly representation of solvent effects can be energetically equivalent only if local solvent properties are time and spatially invariant. Following, applying the same reasoning Used for the lattice models, two inter-consistent Monte Carlo off-lattice models for implicit and explicit solvent are constructed, being that now in the latter the solvent properties are allowed to fluctuate. Then, it is shown that the chain configurational evolution as well as the globule equilibrium conformation are significantly distinct for implicit and explicit solvent systems. Actually, strongly contrasting with the implicit solvent version, the explicit solvent model predicts: (i) a malleable globule, in agreement with the estimated large protein-volume fluctuations; (ii) thermal conformational stability, resembling the conformational hear resistance of globular proteins, in which radii of gyration are practically insensitive to thermal effects over a relatively wide range of temperatures; and (iii) smaller radii of gyration at higher temperatures, indicating that the chain conformational entropy in the unfolded state is significantly smaller than that estimated from random coil configurations. Finally, we comment on the meaning of these results with respect to the understanding of the folding process. (C) 2009 Elsevier B.V. All rights reserved.

XSophe-Sophe-XeprView (R). A computer simulation software suite (v. 1.1.3) for the analysis of continuous wave EPR spectra

The XSophe-Sophe-XeprView((R)) computer simulation software suite enables scientists to easily determine spin Hamiltonian parameters from isotropic, randomly oriented and single crystal continuous wave electron paramagnetic resonance (CW EPR) spectra from radicals and isolated paramagnetic metal ion centers or clusters found in metalloproteins, chemical systems and materials science. XSophe provides an X-windows graphical user interface to the Sophe programme and allows: creation of multiple input files, local and remote execution of Sophe, the display of sophelog (output from Sophe) and input parameters/files. Sophe is a sophisticated computer simulation software programme employing a number of innovative technologies including; the Sydney OPera HousE (SOPHE) partition and interpolation schemes, a field segmentation algorithm, the mosaic misorientation linewidth model, parallelization and spectral optimisation. In conjunction with the SOPHE partition scheme and the field segmentation algorithm, the SOPHE interpolation scheme and the mosaic misorientation linewidth model greatly increase the speed of simulations for most spin systems. Employing brute force matrix diagonalization in the simulation of an EPR spectrum from a high spin Cr(III) complex with the spin Hamiltonian parameters g(e) = 2.00, D = 0.10 cm(-1), E/D = 0.25, A(x) = 120.0, A(y) = 120.0, A(z) = 240.0 x 10(-4) cm(-1) requires a SOPHE grid size of N = 400 (to produce a good signal to noise ratio) and takes 229.47 s. In contrast the use of either the SOPHE interpolation scheme or the mosaic misorientation linewidth model requires a SOPHE grid size of only N = 18 and takes 44.08 and 0.79 s, respectively. Results from Sophe are transferred via the Common Object Request Broker Architecture (CORBA) to XSophe and subsequently to XeprView((R)) where the simulated CW EPR spectra (1D and 2D) can be compared to the experimental spectra. Energy level diagrams, transition roadmaps and transition surfaces aid the interpretation of complicated randomly oriented CW EPR spectra and can be viewed with a web browser and an OpenInventor scene graph viewer.

User guide for shock and blast simulation with the OctVCE code (version 3.5+), Department of Mechanical Engineering Report 2007/13

OctVCE is a cartesian cell CFD code produced especially for numerical simulations of shock and blast wave interactions with complex geometries. Virtual Cell Embedding (VCE) was chosen as its cartesian cell kernel as it is simple to code and sufficient for practical engineering design problems. This also makes the code much more ‘user-friendly’ than structured grid approaches as the gridding process is done automatically. The CFD methodology relies on a finite-volume formulation of the unsteady Euler equations and is solved using a standard explicit Godonov (MUSCL) scheme. Both octree-based adaptive mesh refinement and shared-memory parallel processing capability have also been incorporated. For further details on the theory behind the code, see the companion report 2007/12.

Flow and axial dispersion simulation for traveling axisymmetric Taylor vortices

Numerical experiments using a finite difference method were carried out to determine the motion of axisymmetric Taylor vortices for narrow-gap Taylor vortex flow. When a pressure gradient is imposed on the flow the vortices are observed to move with an axial speed of 1.16 +/- 0.005 times the mean axial flow velocity. The method of Brenner was used to calculate the long-time axial spread of material in the flow. For flows where there is no pressure gradient, the axial dispersion scales with the square root of the molecular diffusion, in agreement with the results of Rosen-bluth et al. for high Peclet number dispersion in spatially periodic flows with a roll structure. When a pressure gradient is imposed the dispersion increases by an amount approximately equal to 6.5 x 10(-4) (W) over bar(2)d(2)/D-m, where (W) over bar is the average axial velocity in the annulus, analogous to Taylor dispersion for laminar flow in an empty tube.

Erosion/productivity modelling of maize farming in the Philippine uplands part II: Simulation of alternative farming methods

A version of the Agricultural Production Systems Simulator (APSIM) capable of simulating the key agronomic aspects of intercropping maize between legume shrub hedgerows was described and parameterised in the first paper of this series (Nelson et al., this issue). In this paper, APSIM is used to simulate maize yields and soil erosion from traditional open-field farming and hedgerow intercropping in the Philippine uplands. Two variants of open-field farming were simulated using APSIM, continuous and fallow, for comparison with intercropping maize between leguminous shrub hedgerows. Continuous open-field maize farming was predicted to be unsustainable in the long term, while fallow open-field farming was predicted to slow productivity decline by spreading the effect of erosion over a larger cropping area. Hedgerow intercropping was predicted to reduce erosion by maintaining soil surface cover during periods of intense rainfall, contributing to sustainable production of maize in the long term. In the third paper in this series, Nelson et al. (this issue) use cost-benefit analysis to compare the economic viability of hedgerow intercropping relative to traditional open-field farming of maize in relatively inaccessible upland areas. (C) 1998 Elsevier Science Ltd. All rights reserved.

Flush air data system calibration using numerical simulation

The use of computational fluid dynamics simulations for calibrating a flush air data system is described, In particular, the flush air data system of the HYFLEX hypersonic vehicle is used as a case study. The HYFLEX air data system consists of nine pressure ports located flush with the vehicle nose surface, connected to onboard pressure transducers, After appropriate processing, surface pressure measurements can he converted into useful air data parameters. The processing algorithm requires an accurate pressure model, which relates air data parameters to the measured pressures. In the past, such pressure models have been calibrated using combinations of flight data, ground-based experimental results, and numerical simulation. We perform a calibration of the HYFLEX flush air data system using computational fluid dynamics simulations exclusively, The simulations are used to build an empirical pressure model that accurately describes the HYFLEX nose pressure distribution ol cr a range of flight conditions. We believe that computational fluid dynamics provides a quick and inexpensive way to calibrate the air data system and is applicable to a broad range of flight conditions, When tested with HYFLEX flight data, the calibrated system is found to work well. It predicts vehicle angle of attack and angle of sideslip to accuracy levels that generally satisfy flight control requirements. Dynamic pressure is predicted to within the resolution of the onboard inertial measurement unit. We find that wind-tunnel experiments and flight data are not necessary to accurately calibrate the HYFLEX flush air data system for hypersonic flight.

Simulation and optimization of heated, inviscid flows in scramjet ducts

A space-marching code for the simulation and optimization of inviscid supersonic flow in three dimensions is described. The now in a scramjet module with a relatively complex three-dimensional geometry is examined and wall-pressure estimates are compared with experimental data. Given that viscous effects are not presently included, the comparison is reasonable. The thermodynamic compromise of adding heat in a diverging combustor is also examined. The code is then used to optimize the shape of a thrust surface for a simpler (box-section) scramjet module in the presence of uniform and nonuniform heat distributions. The optimum two-dimensional profiles for the thrust surface are obtained via a perturbation procedure that requires about 30-50 now solutions. It is found that the final shapes are fairly insensitive to the details of the heat distribution.

The moderating role of task characteristics in determining responses to a stressful work simulation

Two experimental studies were conducted to examine whether the stress-buffering effects of behavioral control on work task responses varied as a function of procedural information. Study 1 manipulated low and high levels of task demands, behavioral control, and procedural information for 128 introductory psychology students completing an in-basket activity. ANOVA procedures revealed a significant three-way interaction among these variables in the prediction of subjective task performance and task satisfaction. It was found that procedural information buffered the negative effects of task demands on ratings of performance and satisfaction only under conditions of low behavioral control. This pattern of results suggests that procedural information may have a compensatory effect when the work environment is characterized by a combination of high task demands and low behavioral control. Study 2 (N = 256) utilized simple and complex versions of the in-basket activity to examine the extent to which the interactive relationship among task demands, behavioral control, and procedural information varied as a function of task complexity. There was further support for the stress-buffering role of procedural information on work task responses under conditions of low behavioral control. This effect was, however, only present when the in-basket activity was characterized by high task complexity, suggesting that the interactive relationship among these variables may depend on the type of tasks performed at work. Copyright (C) 1999 John Wiley & Sons, Ltd.