PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING

This paper addresses the task of modeling severity losses using segmentation when the data distribution does not fall into the usual regression frameworks. This situation is not uncommon in lines of business such as third-party liability insurance, where heavy-tails and multimodality often hamper a direct statistical analysis. We propose to use regression models based on phase-type distributions, regressing on their underlying inhomogeneous Markov intensity and using an extension of the expectation–maximization algorithm. These models are interpretable and tractable in terms of multistate processes and generalize the proportional hazards specification when the dimension of the state space is larger than 1. We show that the combination of matrix parameters, inhomogeneity transforms, and covariate information provides flexible regression models that effectively capture the entire distribution of loss severities.

Quantile Process with Applications : Chirp Signal Model

<p>The parameters in the well-known chirp signal model controls the frequency fluctuations of the signals, and consequently, the estimation of the parameters has received considerable attention in the literature of statistical signal processing. In the same spirit with a broader view, this article investigates the quantile estimator of parameters involved in the chirp signal model, which enables us to provide basic features of the entire distribution of the signals. In the course of this study, we establish the limiting behaviour of the associated stochastic process, which we call quantile process. As the applications of this result, we obtain the limiting distributions of various quantile based measures of descriptive statistics, which give us summarized features of the fluctuations of the signals in various senses. Finally, along with extensive simulation study, the practicability of the proposed methodology is shown on a few benchmark real datasets closely related with various chirp signal models.<br></p>

Quantile Process with Applications : Chirp Signal Model

<p>The parameters in the well-known chirp signal model controls the frequency fluctuations of the signals, and consequently, the estimation of the parameters has received considerable attention in the literature of statistical signal processing. In the same spirit with a broader view, this article investigates the quantile estimator of parameters involved in the chirp signal model, which enables us to provide basic features of the entire distribution of the signals. In the course of this study, we establish the limiting behaviour of the associated stochastic process, which we call quantile process. As the applications of this result, we obtain the limiting distributions of various quantile based measures of descriptive statistics, which give us summarized features of the fluctuations of the signals in various senses. Finally, along with extensive simulation study, the practicability of the proposed methodology is shown on a few benchmark real datasets closely related with various chirp signal models.<br></p>

How is the distribution of psychological distress changing over time? Who is driving these changes? Analysis of the 1958 and 1970 British birth cohorts

Aims The main objective of this study was to investigate distributional shifts underlying observed age and cohort differences in mean levels of psychological distress in the 1958 and 1970 British birth cohorts. Methods This study used data from the 1958 and 1970 British birth cohorts (n = 24,707). Psychological distress was measured by the Malaise Inventory at ages 23, 33, 42 and 50 in the 1958 cohort and 26, 34, 42 and 46–48 in the 1970 cohort. Results The shifts in the distribution across age appear to be mainly due to changing proportion of those with moderate symptoms, except for midlife (age 42–50) when we observed polarisation in distress— an increase in proportions of people with no symptoms and multiple symptoms. The elevated levels of distress in the 1970 cohort, compared with the 1958 cohort, appeared to be due to an increase in the proportion of individuals with both moderate and high symptoms. For instance, at age 33/34 42.3% endorsed at least two symptoms in the 1970 cohort vs 24.7% in 1958, resulting in a shift in the entire distribution of distress towards the more severe end of the spectrum. Conclusions Our study demonstrates the importance of studying not only mean levels of distress over time, but also the underlying shifts in its distribution. Due to the large dispersion of distress scores at any given measurement occasion, understanding the underlying distribution provides a more complete picture of population trends.

Changes in the genetic composition of Myzus persicae nicotianae populations in Chile and frequency of insecticide resistance mutations

Myzus persicae is a cosmopolitan aphid that is highly polyphagous and an important agricultural pest. The subspecies M. persicae nicotianae has been described for highly specialized phenotypes adapted to tobacco (Nicotiana tabacum). In Chile, the population of M. persicae nicotianae was originally composed of a single red genotype that did not possess insecticide resistance mutations. However, in the last decade, variation in the colour of tobacco aphids has been observed in the field. To determine whether this variation stems from the presence of new genotypes, sampling was carried out across the entire distribution of tobacco cultivation regions in Chile. The aphids collected were genotyped, and the frequency of kdr (L1014F), super-kdr (M918T), modification of acetylcholinesterase (MACE) and nicotinic acetylcholine receptor β subunit (nAChRβ) mutations associated with insecticide resistance was determined. A total of 16 new genotypes of M. persicae nicotianae were detected in Chile: four of them possessed the MACE mutation, and none of them possessed the kdr, super-kdr or nAChRβ mutation. The previously described red genotype was not detected in any of the sampled fields over two seasons. These results raise questions about the mechanisms underlying changes in the genetic structure of M. persicae nicotianae populations in Chile. Future research aimed at addressing these questions could provide new insight into aphid evolution and agricultural practices.

Phylogenetic relationships based on morphological data and taxonomy of the genus Salvadora Baird & Girard, 1853 (Reptilia, Colubridae)

The genus Salvadora has not been subjected to a modern phylogenetic analysis. Described in 1853, its taxonomic history is complex and confusing. In this study, we evaluate the monophyly of the genus and present the first phylogenetic hypothesis based on an analysis of 66 qualitative and quantitative morphological characters of over 1000 specimens representing all described taxa across their entire distribution. Morphological characters were processed in Fast Morphology for subsequent phylogenetic analysis in PAUP under the maximum parsimony criterion. We obtained a single tree in which Salvadora appears as a monophyletic group with two clearly defined geographic species groups: a southern mexicana group and a northern grahamiae group. Based on our phylogenetic hypothesis, we evaluate the taxonomic status of all described taxa. Additionally, we include a diagnosis for all species, distribution maps, and an illustrated dichotomous taxonomic key of the genus.

Non-decreasing Quantile Function Network with Efficient Exploration for Distributional Reinforcement Learning

Although distributional reinforcement learning (DRL) has been widely examined in the past few years, there are two open questions people are still trying to address. One is how to ensure the validity of the learned quantile function, the other is how to efficiently utilize the distribution information. This paper attempts to provide some new perspectives to encourage the future in-depth studies in these two fields. We first propose a non-decreasing quantile function network (NDQFN) to guarantee the monotonicity of the obtained quantile estimates and then design a general exploration framework called distributional prediction error (DPE) for DRL which utilizes the entire distribution of the quantile function. In this paper, we not only discuss the theoretical necessity of our method but also show the performance gain it achieves in practice by comparing with some competitors on Atari 2600 Games especially in some hard-explored games.

Localities and sites of the neglected umbellifer Physospermum verticillatum (Apiaceae) on Mt. Slavnik in southwestern Slovenia / Nahajališča in rastišča prezrte kobulnice Physospermum verticillatum (Apiaceae) na Slavniku v jugozahodni Sloveniji

On the shady (northern) slopes of Mt. Slavnik (Slavnik mountains, Čičarija, SW Slovenia) we identified Physospermum verticillatum (Apiaceae), a species whose northernmost known sites in its entire distribution area had until then been in the Croatian part of Čičarija near the border with Slovenia (Žbevnica near Dane). It occurs mainly in beech stands from the association Seslerio autumnalis-Fagetum, frequently in smaller gaps, on forest edges and road banks, where it occurs in fringe communities (Calamintho grandiflorae-Physospermetum verticillatinom. prov.), at elevations spanning 800 m to 1000 m. The plants are vital, most of them develop flowers and fruit. Although it is justified to assume that it may occur elsewhere in the Slovenian part of Čičarija, we propose it be classified in the Red List as rare. Key words: flora, Physospermum verticillatum, vegetation, Seslerio autumnalis-Fagetum, Čičarija, Istria, Slovenia Izvleček Na osojnih (severnih) pobočjih Slavnika (Slavniško hribovje, Čičarija, jugozahodna Slovenija) smo našli vrsto Physospermum verticillatum(Apiaceae), ki je do zdaj imela najbolj severna znana nahajališča v svojem celotnem arealu v hrvaškem delu Čičarije blizu meje s Slovenijo (Žbevnica pri Danah). Raste predvsem v bukovih sestojih iz asociacije Seslerio autumnalis-Fagetum, pogosto v manjših vrzelih, tudi na gozdnem robu in cestni brežini, tam v robnih združbah (Calamintho grandiflorae-Physospermetum verticillatinom. prov.), na nadmorski višini od 800 m do 1000 m. Rastline so vitalne, večinoma cvetijo in plodijo. Kljub temu in upravičeni domnevi, da v slovenskem delu Čičarije lahko raste tudi drugod, jo predlagamo kot redko za uvrstitev na rdeči seznam. Ključne besede: flora, Physospermum verticillatum, vegetacija, Seslerio autumnalis-Fagetum, Čičarija, Istra, Slovenija

New localities of Adiantum capillus-veneris and Moehringia villosa in the southern Julian Alps / Nova nahajališča vrst Adiantum capillus-veneris in Moehringia villosa v južnih Julijskih Alpah

The article describes new localities of two rare species of conservationimportance of Slovenian flora in the southern Julian Alps (the Tolmin-Bohinj and Krn Mts.). The stands of the Mediterranean species Adiantum capillus-venerisin Kneška Grapa gorge under Mt. Masovnik (Kneške Ravne) at elevations 570–600 m are assigned to the new variant Eucladio-Adiantetum hymenostylietosum recurvirostrivar. Astrantia carniolica. Moehringia villosa,an endemic species of European conservation importance, has its northwesternmost locality in its entire distribution range at Curk waterfall in the spring area of the Kozjak under Mt. Krnčica, where it occurs in the stands of the variant Campanulo carnicae-Moehringietum villosaevar. Paederota lutea. Key words: flora, vegetation, Adiantum capillus-veneris, Moehringia villosa, Natura 2000, Triglav National park, Slovenia Izvleček Opisujemo nova nahajališča dveh redkih in varstveno pomembnih vrst slovenske flore v južnih Julijskih Alpah (Tolminsko-Bohinjsko in Krnsko pogorje). Sestoje mediteranske vrste Adiantum capillus-venerisv Kneški grapi pod Masovnikom (Kneške Ravne) na nadmorski višini približno 570–600 m uvrščamo v novo varianto Eucladio-Adiantetum hymenostylietosum recurvirostrivar. Astrantia carniolica. Endemit in evropsko varstveno pomembna vrsta Moehringia villosaima pri slapu Curk v povirju Kozjaka pod Krnčico, kjer uspeva v sestojih variante Campanulo carnicae-Moehringietum villosaevar. Paederota luteado zdaj najbolj severozahodno nahajališče v celotnem območju razširjenosti. Ključne besede: flora, vegetacija, Adiantum capillus-veneris, Moehringia villosa, Natura 2000, Triglavski narodni park, Slovenija