A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process

In this article we propose a bootstrap test for the probability of ruin in the compound Poisson risk process. We adopt the P-value approach, which leads to a more complete assessment of the underlying risk than the probability of ruin alone. We provide second-order accurate P-values for this testing problem and consider both parametric and nonparametric estimators of the individual claim amount distribution. Simulation studies show that the suggested bootstrap P-values are very accurate and outperform their analogues based on the asymptotic normal approximatio

A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process

In this article we propose a bootstrap test for the probability of ruin in the compound Poisson risk process. We adopt the P-value approach, which leads to a more complete assessment of the underlying risk than the probability of ruin alone. We provide second-order accurate P-values for this testing problem and consider both parametric and nonparametric estimators of the individual claim amount distribution. Simulation studies show that the suggested bootstrap P-values are very accurate and outperform their analogues based on the asymptotic normal approximatio

Wissensmanagement im projektorientierten ARIS-Netzwerk (Akademische Raumfahrt-Initiative Schweiz)

Die projektorientierte ARIS-Organisation hat seit ihrer Gründung kontinuierlich, ohne ein eindeutiges Konzept Wissensmanagement betrieben. Infolgedessen ist es zu Vorfällen von missglücktem Wissensmanagement und -transfer gekommen, wodurch der Bedarf nach einem systematischen Konzept, das die strategische Ausrichtung und Vision von ARIS unterstützt, deutlich geworden ist. Somit wird in dieser Bachelorarbeit untersucht, weshalb und wie Wissensmanagement in projektorientierten Organisationen durchgeführt wird, welche Ansätze, Methoden und Prozesse hierfür erforderlich sind und wie ein solches Wissensmanagement für die ARIS Organisation aufgebaut werden sollte. Zur Beantwortung der Fragestellung ist zunächst wissenschaftliche Literatur hinzugezogen worden. Darauf basierend sind fünf qualitative Interviews mit Experten aus der Praxis und eine Unternehmensanalyse der NASA durchgeführt worden. Zusätzlich sind vier qualitative und eine quantitative Umfrage mit 47 ARIS-Mitgliedern durchgeführt worden, um zu erfassen, wie das heutige Wissensmanagement der Organisation funktioniert. Schlussendlich ist es möglich gewesen, basierend auf den gewonnenen Erkenntnissen ein neues Wissensmanagementkonzept für die ARIS zu erstellen. Die Ergebnisse zeigen, dass ein funktionierendes Wissensmanagement in einer Organisation Wettbewerbsvorteile gegenüber anderen Organisationen generieren kann. Mit der richtigen Verwaltung des Wissens können Zeit und Geld eingespart sowie qualitativ hochwertigere Projekte durchgeführt werden. Weiter zeigt sich, dass die Unternehmen der Experten sowie die NASA ähnliche Ansätze, Methoden und Prozesse nutzen. Dazu zählen Kick-offs und Lessons Learned, aber auch speziell angepasste Formate, z. B. regelmässige Pause-and-Learn-Sessions. Auf Grundlage dieser Ergebnisse ist ein neues Wissensmanagementkonzept für ARIS entlang eines klaren Schemas erstellt worden. Dabei sind neue Massnahmen erarbeitet worden, z. B. die Einführung eines Chief Knowledge Officers, einer Projektmethodologie oder eines Pause-and-Learn-Prozesses. Weiter ist es möglich gewesen, bestehende kritische Wissenstransferpfade zu verbessern, z. B. die Dokumentation und die Kick-off und Debriefing-Events. Das neue Wissensmanagementkonzept soll der Organisation ARIS ermöglichen, langfristig und strategisch auf dem gewonnenen Wissen aufzubauen. Das exakt an die ARIS angepasste Konzept erlaubt aber keine gleichwertige Anwendung in weiteren projektorientierten Organisationen. Jedoch können die gewonnenen Erkenntnisse diesen Organisationen eine Hilfestellung beim Aufbau des eigenen Wissensmanagements sein. Zudem bietet die Arbeit Anlass für weitere Forschung, bei welcher das zukünftige Wissensmanagementkonzept innerhalb von ARIS geprüft und Verbesserungen vorgenommen werden

Using feature vectors to detect frog calls in wireless sensor networks

A method for detecting vocalization of giant barred frogs (Mixophyes iteratus) in noisy audio is proposed. Audio recordings from remote wireless sensor nodes were segmented into individual sounds and from each sound a small set of features was extracted. Feature vectors were compared to those of example calls using a Euclidean distance formula as a detection system. The system achieved a sensitivity of 0.85 with specificity of 0.92 when distinguishing M. iteratus calls from other species’ calls and sensitivity of 0.88 with specificity 0.82 against background noise

Event dependence in U.S. executions

Since 1976, the United States has seen over 1,400 judicial executions, and these have been highly concentrated in only a few states and counties. The number of executions across counties appears to fit a stretched distribution. These distributions are typically reflective of self-reinforcing processes where the probability of observing an event increases for each previous event. To examine these processes, we employ two-pronged empirical strategy. First, we utilize bootstrapped Kolmogorov-Smirnov tests to determine whether the pattern of executions reflect a stretched distribution, and confirm that they do. Second, we test for event-dependence using the Conditional Frailty Model. Our tests estimate the monthly hazard of an execution in a given county, accounting for the number of previous executions, homicides, poverty, and population demographics. Controlling for other factors, we find that the number of prior executions in a county increases the probability of the next execution and accelerates its timing. Once a jurisdiction goes down a given path, the path becomes self-reinforcing, causing the counties to separate out into those never executing (the vast majority of counties) and those which use the punishment frequently. This finding is of great legal and normative concern, and ultimately, may not be consistent with the equal protection clause of the U.S. Constitution

Developmental expression of claudins in the mammary gland

Claudins are a large family of membrane proteins whose classic function is to regulate the permeability of tight junctions in epithelia. They are tetraspanins, with four alpha-helices crossing the membrane, two extracellular loops, a short cytoplasmic N-terminus and a longer and more variable C-terminus. The extracellular ends of the helices are known to undergo side-to-side (cis) interactions that allow the formation of claudin polymers in the plane of the membrane. The extracellular loops also engage in head-to-head (trans) interactions thought to mediate the formation of tight junctions. However, claudins are also present in intracellular structures, thought to be vesicles, with less well-characterized functions. Here, we briefly review our current understanding of claudin structure and function followed by an examination of changes in claudin mRNA and protein expression and localization through mammary gland development. Claudins-1, 3, 4, 7, and 8 are the five most prominent members of the claudin family in the mouse mammary gland, with varied abundance and intracellular localization during the different stages of post-pubertal development. Claudin-1 is clearly localized to tight junctions in mammary ducts in non-pregnant non-lactating animals. Cytoplasmic puncta that stain for claudin-7 are present throughout development. During pregnancy claudin-3 is localized both to the tight junction and basolaterally while claudin-4 is found only in sparse puncta. In the lactating mouse both claudin-3 and claudin-8 are localized at the tight junction where they may be important in forming the paracellular barrier. At involution and under challenge by lipopolysaccharide claudins -1, -3, and -4 are significantly upregulated. Claudin-3 is still colocalized with tight junction molecules but is also distributed through the cytoplasm as is claudin-4. These largely descriptive data provide the essential framework for future mechanistic studies of the function and regulation of mammary epithelial cell claudins

Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods

We analyze the insurer risk under the compound Poisson risk process perturbed by a Wiener process with infinite time horizon. In the first part of this article, we consider the capital required to have fixed probability of ruin as a measure of risk and then a coherent extension of it, analogous to the tail value at risk. We show how both measures of risk can be efficiently computed by the saddlepoint approximation. We also show how to compute the stabilities of these measures of risk with respect to variations of probability of ruin. In the second part of this article, we are interested in the computation of the probability of ruin due to claim and the probability of ruin due to oscillation. We suggest a computational method based on upper and lower bounds of the probability of ruin and we compare it to the saddlepoint and to the Fast Fourier transform methods. This alternative method can be used to evaluate the proposed measures of risk and their stabilities with heavy-tailed individual losses, where the saddlepoint approximation cannot be used. The numerical accuracy of all proposed methods is very high and therefore these measures of risk can be reliably used in actuarial risk analysis

Slocum gliders provide accurate near real-time estimates of baleen whale presence from human-reviewed passive acoustic detection information

© The Author(s), 2020. This article is distributed under the terms of the Creative Commons Attribution License. The definitive version was published in Baumgartner, M. F., Bonnell, J., Corkeron, P. J., Van Parijs, S. M., Hotchkin, C., Hodges, B. A., Thornton, J. B., Mensi, B. L., & Bruner, S. M. Slocum gliders provide accurate near real-time estimates of baleen whale presence from human-reviewed passive acoustic detection information. Frontiers in Marine Science, 7, (2020):100, doi:10.3389/fmars.2020.00100.Mitigating the effects of human activities on marine mammals often depends on monitoring animal occurrence over long time scales, large spatial scales, and in real time. Passive acoustics, particularly from autonomous vehicles, is a promising approach to meeting this need. We have previously developed the capability to record, detect, classify, and transmit to shore information about the tonal sounds of baleen whales in near real time from long-endurance ocean gliders. We have recently developed a protocol by which a human analyst reviews this information to determine the presence of marine mammals, and the results of this review are automatically posted to a publicly accessible website, sent directly to interested parties via email or text, and made available to stakeholders via a number of public and private digital applications. We evaluated the performance of this system during two 3.75-month Slocum glider deployments in the southwestern Gulf of Maine during the spring seasons of 2015 and 2016. Near real-time detections of humpback, fin, sei, and North Atlantic right whales were compared to detections of these species from simultaneously recorded audio. Data from another 2016 glider deployment in the same area were also used to compare results between three different analysts to determine repeatability of results both among and within analysts. False detection (occurrence) rates on daily time scales were 0% for all species. Daily missed detection rates ranged from 17 to 24%. Agreement between two trained novice analysts and an experienced analyst was greater than 95% for fin, sei, and right whales, while agreement was 83–89% for humpback whales owing to the more subjective process for detecting this species. Our results indicate that the presence of baleen whales can be accurately determined using information about tonal sounds transmitted in near real-time from Slocum gliders. The system is being used operationally to monitor baleen whales in United States, Canadian, and Chilean waters, and has been particularly useful for monitoring the critically endangered North Atlantic right whale throughout the northwestern Atlantic Ocean.Funding for this project was provided by the Environmental Security Technology Certification Program of the U.S. Department of Defense and the U.S. Navy’s Living Marine Resources Program