Monte Carlo Methods for Insurance Risk Computation

In this paper we consider the problem of computing tail probabilities of the distribution of a random sum of positive random variables. We assume that the individual variables follow a reproducible natural exponential family (NEF) distribution, and that the random number has a NEF counting distribution with a cubic variance function. This specific modelling is supported by data of the aggregated claim distribution of an insurance company. Large tail probabilities are important as they reflect the risk of large losses, however, analytic or numerical expressions are not available. We propose several simulation algorithms which are based on an asymptotic analysis of the distribution of the counting variable and on the reproducibility property of the claim distribution. The aggregated sum is simulated efficiently by importancesampling using an exponential cahnge of measure. We conclude by numerical experiments of these algorithms.Comment: 26 pages, 4 figure

Indirect approach for estimation of forest degradation in non-intact dry forest:modelling biomass loss with Tweedie distributions

Abstract Background Implementation of REDD+ requires measurement and monitoring of carbon emissions from forest degradation in developing countries. Dry forests cover about 40 % of the total tropical forest area, are home to large populations, and hence often display high disturbance levels. They are susceptible to gradual but persistent degradation and monitoring needs to be low cost due to the low potential benefit from carbon accumulation per unit area. Indirect remote sensing approaches may provide estimates of subsistence wood extraction, but sampling of biomass loss produces zero-inflated continuous data that challenges conventional statistical approaches. We introduce the use of Tweedie Compound Poisson distributions from the exponential dispersion family with Generalized Linear Models (CPGLM) to predict biomass loss as a function of distance to nearest settlement in two forest areas in Tanzania. Results We found that distance to nearest settlement is a valid proxy variable for prediction of biomass loss from fuelwood collection (p < 0.001) and total subsistence wood extraction (p < 0.01). Biomass loss from commercial charcoal production did not follow a spatial pattern related to settlements. Conclusions Distance to nearest settlement seems promising as proxy variable for estimation of subsistence wood extraction in dry forests in Tanzania. Tweedie GLM provided valid parameters from the over-dispersed continuous biomass loss data with exact zeroes, and observations with zero biomass loss were successfully included in the model parameters

Oxygen: A Fundamental Property Regulating Pelagic Ecosystem Structure in the Coastal Southeastern Tropical Pacific

Background: In the southeastern tropical Pacific anchovy (Engraulis ringens) and sardine (Sardinops sagax) abundance have recently fluctuated on multidecadal scales and food and temperature have been proposed as the key parameters explaining these changes. However, ecological and paleoecological studies, and the fact that anchovies and sardines are favored differently in other regions, raise questions about the role of temperature. Here we investigate the role of oxygen in structuring fish populations in the Peruvian upwelling ecosystem that has evolved over anoxic conditions and is one of the world's most productive ecosystems in terms of forage fish. This study is particularly relevant given that the distribution of oxygen in the ocean is changing with uncertain consequences. Methodology/Principal Findings: A comprehensive data set is used to show how oxygen concentration and oxycline depth affect the abundance and distribution of pelagic fish. We show that the effects of oxygen on anchovy and sardine are opposite. Anchovy flourishes under relatively low oxygen conditions while sardine avoid periods/areas with low oxygen concentration and restricted habitat. Oxygen consumption, trophic structure and habitat compression play a fundamental role in fish dynamics in this important ecosystem. Conclusions/Significance: For the ocean off Peru we suggest that a key process, the need to breathe, has been neglected previously. Inclusion of this missing piece allows the development of a comprehensive conceptual model of pelagic fish populations and change in an ocean ecosystem impacted by low oxygen. Should current trends in oxygen in the ocean continue similar effects may be evident in other coastal upwelling ecosystems

Bluefin tuna larval indices in the western Mediterranean, ecological and analytycal sources of uncertainity

The main objective of this study is to provide the knowledge to design adequate sensitivity analyses on the assessment models used for the Eastern stock of Bluefin tuna. We analyze how different configuration for the same environmental variable (temperature in the mixed layer depth) and different modeling approaches (nonlinear Delta-log,delta-gamma, tweedy and bayesian) affects to the variability of the larval indices of the Eastern bluefin tuna from data collected in the Balearic Sea (Western Mediterranean). We also investigate the effects on the index caused from having differences in the total sampled area among years. We used these results to interpolate larval index values in years with not standard larval surveys but with some ichthyoplankton surveys available, and to propose a “revised version” of the index providing parameters of uncertainty

Neonicotinoid residues in UK honey despite European Union moratorium

Due to concerns over negative impacts on insect pollinators, the European Union has implemented a moratorium on the use of three neonicotinoid pesticide seed dressings for mass-flowering crops. We assessed the effectiveness of this policy in reducing the exposure risk to honeybees by collecting 130 samples of honey from bee keepers across the UK before (2014: N = 21) and after the moratorium was in effect (2015: N = 109). Neonicotinoids were present in about half of the honey samples taken before the moratorium, and they were present in over a fifth of honey samples following the moratorium. Clothianidin was the most frequently detected neonicotinoid. Neonicotinoid concentrations declined from May to September in the year following the ban. However, the majority of post-moratorium neonicotinoid residues were from honey harvested early in the year, coinciding with oilseed rape flowering. Neonicotinoid concentrations were correlated with the area of oilseed rape surrounding the hive location. These results suggest mass flowering crops may contain neonicotinoid residues where they have been grown on soils contaminated by previously seed treated crops. This may include winter seed treatments applied to cereals that are currently exempt from EU restrictions. Although concentrations of neonicotinoids were low (<2.0 ng g-1), and posed no risk to human health, they may represent a continued risk to honeybees through long-term chronic exposure

Effects of reindeer grazing and forestry on ground lichens in Finnish Lapland.

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Imperfect observations in ecological studies

Every ecological data set is the result of sampling the biota at sampling locations. Such samples are rarely a census of the biota at the sampling locations and so will inherently contain biases. It is crucial to account for the bias induced by sampling if valid inference on biodiversity quantities is to be drawn from the observed data. The literature on accounting for sampling effects is large, but most are dedicated to the specific type of inference required, the type of analysis performed and the type of survey undertaken. There is no general and systematic approach to sampling. Here, we explore the unification of modelling approaches to account for sampling. We focus on individuals in ecological communities as the fundamental sampling element, and show that methods for accounting for sampling at the species level can be equated to individual sampling effects. Particular emphasis is given to the case where the probability of observing an individual, when it is present at the site sampled, is less than one. We call these situations ‘imperfect observations’. The proposed framework is easily implemented in standard software packages. We highlight some practical benefits of this formal framework: the ability of predicting the true number of individuals using an expectation that conditions on the observed data, and designing appropriate survey plans accounting forPublisher PDFPeer reviewe

Fine-scale spatial variation of northern shrimp and Atlantic cod across three Norwegian fjord systems and implications for management

The spatial complexity of coastal ecosystems represents a challenge for the management of inshore resources. Here we compared two large fjord systems in northern Norway that have been closed for all bottom trawling for 50 years to a fjord with continuous shrimp fishery with bottom trawls. No significant differences were found between fjords with and without commercial trawling in population density and stock composition of northern shrimp (Pandalus borealis) and their main predator, Atlantic cod (Gadus morhua). Shrimp density was instead linked with bottom depth, while shrimp size and stage composition as well as cod density were explained by seasonal effects and shrimp density. For shrimp, a large degree of the observed variation was captured by spatial correlation that could not be explained by other covariates. The results underline the complex ecology in heavily structured coastal habitats and indicate that coastal shrimp dynamics are shaped by an interplay of multiple ecological and environmental drivers, possibly in concert with local genetic adaptations. The substantial fine-scale spatial variation adds to the challenges of assessing and managing fisheries resources in these fjord ecosystems. Because shrimp are an important forage species, notably as prey for cod, there are potential management conflicts between rebuilding cod stocks and reopening closed shrimp trawling areas.publishedVersio