Mixture copulas and insurance applications

2018 ◽  
Vol 12 (2) ◽  
pp. 391-411
Author(s):  
Maissa Tamraz
Keyword(s):  
Joint Distribution ◽  
Stable Distribution ◽  
Random Variable ◽  
Fixed Time ◽  
Collective Model ◽  
Data Sets ◽  
New Model ◽  
Time Period ◽  
Insurance Data ◽  
Dependence Property

AbstractIn the classical collective model over a fixed time period of two insurance portfolios, we are interested, in this contribution, in the models that relate to the joint distributionFof the largest claim amounts observed in both insurance portfolios. Specifically, we consider the tractable model where the claim counting random variableNfollows a discrete-stable distribution with parameters (α,λ). We investigate the dependence property ofFwith respect to both parametersαandλ. Furthermore, we present several applications of the new model to concrete insurance data sets and assess the fit of our new model with respect to other models already considered in some recent contributions. We can see that our model performs well with respect to most data sets.

Utilization of remote sensing for estimation of scale of cutting and growing of forest zones

2017 ◽  
Vol 920 (2) ◽  
pp. 57-60
Author(s):  
F.E. Guliyeva
Keyword(s):  
Remote Sensing ◽  
Fixed Time ◽  
Time Interval ◽  
Time Points ◽  
Average Value ◽  
Time Period ◽  
Remote Estimation ◽  
The Given ◽  
Forest Cutting

The study of results of relevant works on remote sensing of forests has shown that the known methods of remote estimation of forest cuts and growth don’t allow to calculate the objective average value of forests cut volume during the fixed time period. The existing mathematical estimates are not monotonous and make it possible to estimate primitively the scale of cutting by computing the ratio of data in two fixed time points. In the article the extreme properties of the considered estimates for deforestation and reforestation models are researched. The extreme features of integrated averaged values of given estimates upon limitations applied on variables, characterizing the deforestation and reforestation processes are studied. The integrated parameter, making it possible to calculate the averaged value of estimates of forest cutting, computed for all fixed time period with a fixed step is suggested. It is shown mathematically that the given estimate has a monotonous feature in regard of value of given time interval and make it possible to evaluate objectively the scales of forest cutting.

Distribution of Consensus in a Broadcasting-based Consensus-forming Algorithm

2021 ◽  
Vol 48 (3) ◽  
pp. 91-96
Author(s):  
Shigeo Shioda
Keyword(s):  
Distribution Function ◽  
Probability Density Function ◽  
Closed Form ◽  
Probability Density ◽  
Infinite Number ◽  
Stable Distribution ◽  
Random Variable ◽  
Cauchy Distribution ◽  
Closed Form Expression ◽  
Form Expression

The consensus achieved in the consensus-forming algorithm is not generally a constant but rather a random variable, even if the initial opinions are the same. In the present paper, we investigate the statistical properties of the consensus in a broadcasting-based consensus-forming algorithm. We focus on two extreme cases: consensus forming by two agents and consensus forming by an infinite number of agents. In the two-agent case, we derive several properties of the distribution function of the consensus. In the infinite-numberof- agents case, we show that if the initial opinions follow a stable distribution, then the consensus also follows a stable distribution. In addition, we derive a closed-form expression of the probability density function of the consensus when the initial opinions follow a Gaussian distribution, a Cauchy distribution, or a L´evy distribution.

Seasonal variation of patulous Eustachian tube diagnoses using climatic and national health insurance data

2021 ◽  
pp. 1-7
Author(s):  
S Lee ◽  
S-W Choi ◽  
J Kim ◽  
H M Lee ◽  
S-J Oh ◽  
...  
Keyword(s):  
Relative Risk ◽  
Eustachian Tube ◽  
Climatic Factors ◽  
Data Sets ◽  
National Data ◽  
Health Insurance Data ◽  
Number Of Patients ◽  
Autumn And Winter ◽  
Insurance Data ◽  
Patulous Eustachian Tube

Abstract Objectives This study aimed to analyse if there were any associations between patulous Eustachian tube occurrence and climatic factors and seasonality. Methods The correlation between the monthly average number of patients diagnosed with patulous Eustachian tube and climatic factors in Seoul, Korea, from January 2010 to December 2016, was statistically analysed using national data sets. Results The relative risk for patulous Eustachian tube occurrence according to season was significantly higher in summer and autumn, and lower in winter than in spring (relative risk (95 per cent confidence interval): 1.334 (1.267–1.404), 1.219 (1.157–1.285) and 0.889 (0.840–0.941) for summer, autumn and winter, respectively). Temperature, atmospheric pressure and relative humidity had a moderate positive (r = 0.648), negative (r = –0.601) and positive (r = 0.492) correlation with the number of patulous Eustachian tube cases, respectively. Conclusion The number of patulous Eustachian tube cases was highest in summer and increased in proportion to changes in temperature and humidity, which could be due to physiological changes caused by climatic factors or diet trends.

Origins and Destinations – Social Security Claimant Dynamics

1998 ◽  
Vol 27 (3) ◽  
pp. 351-369 ◽  
Author(s):  
MICHAEL NOBLE ◽  
SIN YI CHEUNG ◽  
GEORGE SMITH
Keyword(s):  
The United States ◽  
Data Sets ◽  
Income Support ◽  
Data Set ◽  
Family Structures ◽  
Highly Educated ◽  
Lone Parents ◽  
Lone Mothers ◽  
Time Period ◽  
Short Time

This article briefly reviews American and British literature on welfare dynamics and examines the concepts of welfare dependency and ‘dependency culture’ with particular reference to lone parents. Using UK benefit data sets, the welfare dynamics of lone mothers are examined to explore the extent to which they inform the debates. Evidence from Housing Benefits data show that even over a relatively short time period, there is significant turnover in the benefits-dependent lone parent population with movement in and out of income support as well as movement into other family structures. Younger lone parents and owner-occupiers tend to leave the data set while older lone parents and council tenants are most likely to stay. Some owner-occupier lone parents may be relatively well off and on income support for a relatively short time between separation and a financial settlement being reached. They may also represent a more highly educated and highly skilled group with easier access to the labour market than renters. Any policy moves paralleling those in the United States to time limit benefit will disproportionately affect older lone parents.

scholarly journals Consistent satellite XCO<sub>2</sub> retrievals from SCIAMACHY and GOSAT using the BESD algorithm

2015 ◽  
Vol 8 (2) ◽  
pp. 1787-1832 ◽  
Author(s):  
J. Heymann ◽  
M. Reuter ◽  
M. Hilker ◽  
M. Buchwitz ◽  
O. Schneising ◽  
...  
Keyword(s):  
Carbon Cycle ◽  
Detailed Comparison ◽  
Mean Difference ◽  
Total Carbon ◽  
Retrieval Algorithm ◽  
Data Sets ◽  
Data Set ◽  
Time Period ◽  
Comparison Results ◽  
The Future

Abstract. Consistent and accurate long-term data sets of global atmospheric concentrations of carbon dioxide (CO2) are required for carbon cycle and climate related research. However, global data sets based on satellite observations may suffer from inconsistencies originating from the use of products derived from different satellites as needed to cover a long enough time period. One reason for inconsistencies can be the use of different retrieval algorithms. We address this potential issue by applying the same algorithm, the Bremen Optimal Estimation DOAS (BESD) algorithm, to different satellite instruments, SCIAMACHY onboard ENVISAT (March 2002–April 2012) and TANSO-FTS onboard GOSAT (launched in January 2009), to retrieve XCO2, the column-averaged dry-air mole fraction of CO2. BESD has been initially developed for SCIAMACHY XCO2 retrievals. Here, we present the first detailed assessment of the new GOSAT BESD XCO2 product. GOSAT BESD XCO2 is a product generated and delivered to the MACC project for assimilation into ECMWF's Integrated Forecasting System (IFS). We describe the modifications of the BESD algorithm needed in order to retrieve XCO2 from GOSAT and present detailed comparisons with ground-based observations of XCO2 from the Total Carbon Column Observing Network (TCCON). We discuss detailed comparison results between all three XCO2 data sets (SCIAMACHY, GOSAT and TCCON). The comparison results demonstrate the good consistency between the SCIAMACHY and the GOSAT XCO2. For example, we found a mean difference for daily averages of −0.60 ± 1.56 ppm (mean difference ± standard deviation) for GOSAT-SCIAMACHY (linear correlation coefficient r = 0.82), −0.34 ± 1.37 ppm (r = 0.86) for GOSAT-TCCON and 0.10 ± 1.79 ppm (r = 0.75) for SCIAMACHY-TCCON. The remaining differences between GOSAT and SCIAMACHY are likely due to non-perfect collocation (±2 h, 10° × 10° around TCCON sites), i.e., the observed air masses are not exactly identical, but likely also due to a still non-perfect BESD retrieval algorithm, which will be continuously improved in the future. Our overarching goal is to generate a satellite-derived XCO2 data set appropriate for climate and carbon cycle research covering the longest possible time period. We therefore also plan to extend the existing SCIAMACHY and GOSAT data set discussed here by using also data from other missions (e.g., OCO-2, GOSAT-2, CarbonSat) in the future.

A Method for Evaluating the Thermal Performance of Passenger Seats

2003 ◽  
Vol 217 (6) ◽  
pp. 449-459 ◽  
Author(s):  
E B Ratts ◽  
J W McElroy ◽  
W G Reed
Keyword(s):  
Thermal Performance ◽  
Thermal Energy ◽  
Water Source ◽  
Fixed Time ◽  
Test Method ◽  
Test Apparatus ◽  
Passenger Seat ◽  
Time Period ◽  
Seat Cushion ◽  
Heat And Moisture

In this paper, an experimental method to quantify the capability of an automotive seat to move heat and moisture away from the heat and water source is presented. To test the method, a test apparatus was constructed that generates heat and water vapour. The apparatus was placed on a seat cushion for a fixed time period. At the end of the period, heat and water transported were measured. These integrated values were used to quantify the seat's capability to move heat and moisture and ultimately to compare seats. By the impulse test method, the passenger seat had an effusivity of 94.7 W s1/2/m2 K. A non-ventilated seat transferred 5 W of thermal energy and an average of 0.36 g/min of water in 1800 s. A ventilated seat transferred 13.9 W of thermal energy and 0.70 g/min of water in 1800 s.

scholarly journals Interactive coupling of regional atmosphere with biosphere in the new generation regional climate system model REMO-iMOVE

2014 ◽  
Vol 7 (3) ◽  
pp. 1093-1114 ◽  
Author(s):  
C. Wilhelm ◽  
D. Rechid ◽  
D. Jacob
Keyword(s):  
Land Surface ◽  
Regional Climate ◽  
Regional Model ◽  
Horizontal Resolution ◽  
Soil Conditions ◽  
Data Sets ◽  
Vegetation Phenology ◽  
Land Surface Scheme ◽  
New Model ◽  
Surface Scheme

Abstract. The main objective of this study is the coupling of the regional climate model REMO with a new land surface scheme including dynamic vegetation phenology, and the evaluation of the new model version called REMO with interactive MOsaic-based VEgetation: REMO-iMOVE. First, we focus on the documentation of the technical aspects of the new model constituents and the coupling mechanism. The representation of vegetation in iMOVE is based on plant functional types (PFTs). Their geographical distribution is prescribed to the model which can be derived from different land surface data sets. Here, the PFT distribution is derived from the GLOBCOVER 2000 data set which is available on 1 km × 1 km horizontal resolution. Plant physiological processes like photosynthesis, respiration and transpiration are incorporated into the model. The vegetation modules are fully coupled to atmosphere and soil. In this way, plant physiological activity is directly driven by atmospheric and soil conditions at the model time step (two minutes to some seconds). In turn, the vegetation processes and properties influence the exchange of substances, energy and momentum between land and atmosphere. With the new coupled regional model system, dynamic feedbacks between vegetation, soil and atmosphere are represented at regional to local scale. In the evaluation part, we compare simulation results of REMO-iMOVE and of the reference version REMO2009 to multiple observation data sets of temperature, precipitation, latent heat flux, leaf area index and net primary production, in order to investigate the sensitivity of the regional model to the new land surface scheme and to evaluate the performance of both model versions. Simulations for the regional model domain Europe on a horizontal resolution of 0.44° had been carried out for the time period 1995–2005, forced with ECMWF ERA-Interim reanalyses data as lateral boundary conditions. REMO-iMOVE is able to simulate the European climate with the same quality as the parent model REMO2009. Differences in near-surface climate parameters can be restricted to some regions and are mainly related to the new representation of vegetation phenology. The seasonal and interannual variations in growth and senescence of vegetation are captured by the model. The net primary productivity lies in the range of observed values for most European regions. This study reveals the need for implementing vertical soil water dynamics in order to differentiate the access of plants to water due to different rooting depths. This gets especially important if the model will be used in dynamic vegetation studies.

Self-Controlled Practice Within a Fixed Time Period Facilitates the Learning of a Basketball Set Shot

2014 ◽  
Vol 2 (1) ◽  
pp. 9-15 ◽  
Author(s):  
Phillip G. Post ◽  
Jeffrey T. Fairbrother ◽  
Joao A. C. Barros ◽  
J. D. Kulpa
Keyword(s):  
Motor Learning ◽  
Instructional Support ◽  
Fixed Time ◽  
Relevant Information ◽  
Self Control ◽  
Time Period ◽  
Trial Basis ◽  
Practice Trials ◽  
Additional Support ◽  
Do So

Allowing self-control over various modes of instructional support has been shown to facilitate motor learning. Most research has examined factors that directly altered task-relevant information on a trial-to-trial basis (e.g., feedback). Recent research suggests that self-control (SC) effects extend to the manipulation of other types of factors (e.g., total number of practice trials completed). This research also illustrated that learners sometimes select a very small amount of practice when given latitude to do so. The purpose of the current study was to examine the effects of SC practice within a fixed time period on the learning of a basketball set shot. SC participants chose when to attempt each shot within two 15-min practice sessions, thereby controlling both the total number of shots taken and the spacing of shots. Yoked participants completed the same number of shots as their SC counterparts. Spacing of shots was also matched across groups. The SC group was more accurate and had higher form scores and longer preshot times during retention. These findings provided additional support for the generalizability of SC effects and extended prior research, showing that autonomy over total practice duration was not a prerequisite for the observed effects.

scholarly journals Intention, Principle, Outputs and Aims of the Experimental Pavilion Research of Building Envelopes Including Windows for Wooden Buildings

2017 ◽  
Vol 13 (1) ◽  
pp. 42-51 ◽  
Author(s):  
Daniela Štaffenová ◽  
Ján Rybárik ◽  
Miroslav Jakubčík
Keyword(s):  
Experimental Research ◽  
Climatic Conditions ◽  
Point Of View ◽  
Physical Parameters ◽  
Data Sets ◽  
Data Set ◽  
Building Envelopes ◽  
Climate Conditions ◽  
Time Period

AbstractThe aim of experimental research in the area of exterior walls and windows suitable for wooden buildings was to build special pavilion laboratories. These laboratories are ideally isolated from the surrounding environment, airtight and controlled by the constant internal climate. The principle of experimental research is measuring and recording of required physical parameters (e.g. temperature or relative humidity). This is done in layers of experimental fragment sections in the direction from exterior to interior, as well as in critical places by stable interior and real exterior climatic conditions. The outputs are evaluations of experimental structures behaviour during the specified time period, possibly during the whole year by stable interior and real exterior boundary conditions. The main aim of this experimental research is processing of long-term measurements of experimental structures and the subsequent analysis. The next part of the research consists of collecting measurements obtained with assistance of the experimental detached weather station, analysis, evaluation for later setting up of reference data set for the research locality, from the point of view of its comparison to the data sets from Slovak Hydrometeorological Institute (SHMU) and to localities with similar climate conditions. Later on, the data sets could lead to recommendations for design of wooden buildings.

scholarly journals Reporting time period matters: quantifying catch rates and exploring recall bias from fisher interviews in Thailand

2018 ◽  
Vol 75 (12) ◽  
pp. 2114-2122 ◽  
Author(s):  
Lindsay Aylesworth ◽  
Ting-Chun Kuo
Keyword(s):  
Fisheries Management ◽  
Data Sets ◽  
Multiple Time ◽  
Recall Bias ◽  
External Data ◽  
Time Period ◽  
The Status ◽  
The Mean ◽  
Catch Rates ◽  
Reported Data

Catch rates reported by fishers are commonly used to understand the status of a fishery, but the reliability of fisher-reported data is affected by how they recall such information. Recalling catch may be influenced by the choice of reporting time period. Using interview data from fishers in Thailand, we investigated (1) how the time period for which fishers report their catch rates (e.g., per day or month) correlates with annual catch estimates and (2) the potential of recall bias when fishers reported multiple catch rates. We found that the annual catch estimates of fishers who reported on a shorter time period (haul, day) were significantly higher than those reported on a longer time period (month, year). This trend held true when individual fishers reported over multiple time periods, suggesting recall bias. By comparing fisher reports with external data sets, we identified that the mean across all reports was most similar to other data sources, rather than any time period. Our research has strong implications in using fishers’ knowledge for fisheries management.

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