Mean Square Error of Prediction in the Bornhuetter-Ferguson Claims Reserving Method

The prediction of adequate claims reserves is a major subject in actuarial practice and science. Due to their simplicity, the chain ladder (CL) and Bornhuetter-Ferguson (BF) methods are the most commonly used claims reserving methods in practice. However, in contrast to the CL method, no estimator for the conditional mean square error of prediction (MSEP) of the ultimate claim has been derived in the BF method until now, and as such, this paper aims to fill that gap. This will be done in the framework of generalized linear models (GLM) using the (overdispersed) Poisson model motivation for the use of CL factor estimates in the estimation of the claims development patter

Meteorological Observations for Renewable Energy Applications at Site 300

In early October 2010, two Laser and Detection Ranging (LIDAR) units (LIDAR-96 and LIDAR-97), a 3 m tall flux tower, and a 3 m tall meteorological tower were installed in the northern section of Site 300 (Figure 1) as a first step in development of a renewable energy testbed facility. This section of the SMS project is aimed at supporting that effort with continuous maintenance of atmospheric monitoring instruments capable of measuring vertical profiles of wind speed and wind direction at heights encountered by future wind power turbines. In addition, fluxes of energy are monitored to estimate atmospheric mixing and its effects on wind flow properties at turbine rotor disk heights. Together, these measurements are critical for providing an accurate wind resource characterization and for validating LLNL atmospheric prediction codes for future renewable energy projects at Site 300. Accurate, high-resolution meteorological measurements of wind flow in the planetary boundary layer (PBL) and surface-atmosphere energy exchange are required for understanding the properties and quality of available wind power at Site 300. Wind speeds at heights found in a typical wind turbine rotor disk ({approx} 40-140 m) are driven by the synergistic impacts of atmospheric stability, orography, and land-surface characteristics on the mean wind flow in the PBL and related turbulence structures. This section of the report details the maintenance and labor required in FY11 to optimize the meteorological instruments and ensure high accuracy of their measurements. A detailed look at the observations from FY11 is also presented. This portion of the project met the following milestones: Milestone 1: successful maintenance and data collection of LIDAR and flux tower instruments; Milestone 2: successful installation of solar power for the LIDAR units; and Milestone 3: successful implementation of remote data transmission for the LIDAR units

Evaporative Evolution of a Na-Cl-NO3-K-Ca-SO4-Mg-Si Brine at 95(degree)C: Experiments and Modeling relevant to Yucca Mountain, Nevada, USA

A synthetic Topopah Spring Tuff water representative of one type of pore water at Yucca Mountain, Nevada (USA) was evaporated at 95 C in a series of experiments to determine the geochemical controls for brines that may form on, and possibly impact upon the long-term integrity of waste containers and drip shields at the designated high-level, nuclear-waste repository. Solution chemistry, condensed vapor chemistry, and precipitate mineralogy were used to identify important chemical divides and to validate geochemical calculations of evaporating water chemistry using a high temperature Pitzer thermodynamic database. The water evolved towards a complex ''sulfate type'' brine that contained about 45 mol% Na, 40 mol% Cl, 9 mol% NO{sub 3}, 5 mol% K, and less than 1 mol% each of SO{sub 4}, Ca, Mg, {Sigma}CO{sub 2}(aq), F, and Si. All measured ions in the condensed vapor phase were below detection limits. The mineral precipitates identified were halite, anhydrite, bassanite, niter and nitratine. Trends in the solution composition and identification of CaSO{sub 4} solids suggest that fluorite, carbonate, sulfate, and magnesium-silicate precipitation control the aqueous solution composition of sulfate type waters by removing fluoride, calcium, and magnesium during the early stages of evaporation. In most cases, the high temperature Pitzer database, used by EQ3/6 geochemical code, sufficiently predicts water composition and mineral precipitation during evaporation. Predicted solution compositions are generally within a factor of two of the experimental values. The model predicts that sepiolite, bassanite, amorphous silica, calcite, halite and brucite are the solubility controlling mineral phases

Potential long-term chemical effects of diesel fuel emissions on a mining environment: A preliminary assessment based on data from a deep subsurface tunnel at Rainer Mesa, Nevada test site

The general purpose of the Yucca Mountain Site Characterization Project (YMSCP) Introduced Materials Task is to understand and predict potential long-term modifications of natural water chemistry related to the construction and operation of a radioactive waste repository that may significantly affect performance of the waste packages. The present study focuses on diesel exhaust. Although chemical information on diesel exhaust exists in the literature, it is either not explicit or incomplete, and none of it establishes mechanisms that might be used to predict long-term behavior. In addition, the data regarding microbially mediated chemical reactions are not well correlated with the abiotic chemical data. To obtain some of the required long-term information, we chose a historical analog: the U12n tunnel at Rainier Mesa, Nevada Test Site. This choice was based on the tunnel`s extended (30-year) history of diesel usage, its geological similarity to Yucca Mountain, and its availability. The sample site within the tunnel was chosen based on visual inspection and on information gathered from miners who were present during tunnel operations. The thick layer of dark deposit at that site was assumed to consist primarily of rock powder and diesel exhaust. Surface samples and core samples were collected with an intent to analyze the deposit and to measure potential migration of chemical components into the rock. X-ray diffraction (XRD), x-ray fluorescence (XRF), scanning electron microscopy (SEM) with energy dispersive spectra (EDS) analysis, secondary-ion mass spectrometry (SIMS), and Fourier transform infrared (FTIR) analysis were used to measure both spatial distribution and concentration for the wide variety of chemical components that were expected based on our literature survey

eSPC: An online data-analysis platform for molecular biophysics

All biological processes rely on the formation of protein–ligand, protein–peptide and protein–protein complexes. Studying the affinity, kinetics and thermodynamics of binding between these pairs is critical for understanding basic cellular mechanisms. Many different technologies have been designed for probing interactions between biomolecules, each based on measuring different signals (fluorescence, heat, thermophoresis, scattering and interference, among others). Evaluation of the data from binding experiments and their fitting is an essential step towards the quantification of binding affinities. Here, user-friendly online tools to analyze biophysical data from steady-state fluorescence spectroscopy, microscale thermophoresis and differential scanning fluorimetry experiments are presented. The modules of the data-analysis platform (https://spc.embl-hamburg.de/) contain classical thermodynamic models and clear user guidelines for the determination of equilibrium dissociation constants (Kd) and thermal unfolding parameters such as melting temperatures (Tm).Fil: Burastero, Osvaldo. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Departamento de Química Biológica; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Química Biológica de la Facultad de Ciencias Exactas y Naturales. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Química Biológica de la Facultad de Ciencias Exactas y Naturales; ArgentinaFil: Niebling, Stephan. Centre For Structural Systems Biology; Alemania. European Molecular Biology Laboratory Hamburg; AlemaniaFil: Defelipe, Lucas Alfredo. Centre For Structural Systems Biology; Alemania. European Molecular Biology Laboratory Hamburg; Alemania. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Günther, Christian. Centre For Structural Systems Biology; Alemania. European Molecular Biology Laboratory Hamburg; AlemaniaFil: Struve, Angelica. Centre For Structural Systems Biology; Alemania. European Molecular Biology Laboratory Hamburg; AlemaniaFil: Garcia Alai, Maria M.. Centre For Structural Systems Biology; Alemania. European Molecular Biology Laboratory Hamburg; Alemani

Brines formed by multi-salt deliquescence

The FY05 Waste Package Environment testing program at Lawrence Livermore National Laboratory focused on determining the temperature, relative humidity, and solution compositions of brines formed due to the deliquescence of NaCl-KNO{sub 3}-NaNO{sub 3} and NaCl-KNO{sub 3}-NaNO{sub 3}-Ca(NO{sub 3}){sub 2} salt mixtures. Understanding the physical and chemical behavior of these brines is important because they define conditions under which brines may react with waste canister surfaces. Boiling point experiments show that NaCl-KNO{sub 3}-NaNO{sub 3} and NaCl-KNO{sub 3}-NaNO{sub 3}-Ca(NO{sub 3}){sub 2} salt mixtures form brines that transform to hydrous melts that do not truly 'dry out' until temperatures exceed 300 and 400 C, respectively. Thus a conducting solution is present for these salt assemblages over the thermal history of the repository. The corresponding brines form at lower relative humidity at higher temperatures. The NaCl-KNO{sub 3}-NaNO{sub 3} salt mixture has a mutual deliquescence relative humidity (MDRH) of 25.9% at 120 C and 10.8% at 180 C. Similarly, the KNO{sub 3}-NaNO{sub 3} salt mixture has MDRH of 26.4% at 120 C and 20.0% at 150 C. The KNO{sub 3}-NaNO{sub 3} salt mixture salts also absorb some water (but do not appear to deliquesce) at 180 C and thus may also contribute to the transfer of electrons at interface between dust and the waste package surface. There is no experimental evidence to suggest that these brines will degas and form less deliquescent salt assemblages. Ammonium present in atmospheric and tunnel dust (as the chloride, nitrate, or sulfate) will readily decompose in the initial heating phase of the repository, and will affect subsequent behavior of the remaining salt mixture only through the removal of a stoichiometric equivalent of one or more anions. Although K-Na-NO{sub 3}-Cl brines form at high temperature and low relative humidity, these brines are dominated by nitrate, which is known to inhibit corrosion at lower temperature. Nitrate to chloride ratios of the NaCl-KNO{sub 3}-NaNO{sub 3} salt mixture are about NO{sub 3}:Cl = 19:1. The role of nitrate on corrosion at higher temperatures is addressed in a companion report (Dixit et al., 2005)

Double Chain Ladder and Bornhuetter-Ferguson

In this article we propose a method close to Double Chain Ladder (DCL) introduced by Martínez-Miranda, Nielsen, and Verrall (2012a). The proposed method is motivated by the potential lack of stability of the DCL method (and of the classical Chain ladder method [CLM] itself). We consider the implicit estimation of the underwriting year inflation in the CLM method and the explicit estimation of it in DCL. This may represent a weak point for DCL and CLM because the underwriting year inflation might be estimated with significant uncertainty. A key feature of the new method is that the underwriting year inflation can be estimated from the less volatile incurred data and then transferred into the DCL model. We include an empirical illustration that illustrates the differences between the estimates of the IBNR and RBNS cash flows from DCL and the new method. We also apply bootstrap estimation to approximate the predictive distributions

Sensor Acquisition for Water Utilities: Survey, Down Selection Process, and Technology List

The early detection of the biological and chemical contamination of water distribution systems is a necessary capability for securing the nation's water supply. Current and emerging early-detection technology capabilities and shortcomings need to be identified and assessed to provide government agencies and water utilities with an improved methodology for assessing the value of installing these technologies. The Department of Homeland Security (DHS) has tasked a multi-laboratory team to evaluate current and future needs to protect the nation's water distribution infrastructure by supporting an objective evaluation of current and new technologies. The LLNL deliverable from this Operational Technology Demonstration (OTD) was to assist the development of a technology acquisition process for a water distribution early warning system. The technology survey includes a review of previous sensor surveys and current test programs and a compiled database of relevant technologies. In the survey paper we discuss previous efforts by governmental agencies, research organizations, and private companies. We provide a survey of previous sensor studies with regard to the use of Early Warning Systems (EWS) that includes earlier surveys, testing programs, and response studies. The list of sensor technologies was ultimately developed to assist in the recommendation of candidate technologies for laboratory and field testing. A set of recommendations for future sensor selection efforts has been appended to this document, as has a down selection example for a hypothetical water utility