Risk-adjusted performance indicators in life insurance

The paper approaches the potential of risk-adjusted performance indicators in life insurance, with special reference to a structured policy. The final issue is the computation of risk adjusted indicators as a tool to evaluate the portfolio given a policy structure. The computation of such indicator could be suitable for the appraisal of both portfolio optimization and potential profits of the structured policy. The selection tool is put into an asset and liability management decision making context, where the relationship between expected surplus and capital at risk are compared. The analysis is applied to a structured temporary annuity and is treated by means of Monte Carlo simulations

The double RGB in M 2: C, N, Sr and Ba abundances

The globular cluster M 2 has a photometrically detected double red giant branch (RGB) sequence. We investigate here the chemical differences between the two RGBs in order to gain insight in the star formation history of this cluster. The low-resolution spectra, covering the blue spectral range, were collected with the MODS spectrograph on the LBT, and analyzed via spectrum synthesis technique. The high quality of the spectra allows us to measure C, N, Ba, and Sr abundances relative to iron for 15 RGB stars distributed along the two sequences. We add to the MODS sample C and N measurements for 35 additional stars belonging to the blue RGB sequence, presented in Lardo et al. (2012). We find a clear separation between the two groups of stars in s-process elements as well as C and N content. Both groups display a C-N anti-correlation and the red RGB stars are on average richer in C and N with respect to the blue RGB. Our results reinforce the suggestion that M2 belongs to the family of globular clusters with complex star formation history, together with Omega Cen, NGC 1851, and M 22.Comment: 11 pages, 8 figures. Accepted for publication in MNRA

Conservação pós-colheita de melão Galia 'Solar King' a temperatura ambiente sob influência de 1 - MCP (1 - metilciclopropeno).

O objetivo deste trabalho foi avaliar o efeito de doses de 1-MCP (0, 100, 300 e 900 ppb) no comportamento respiratório e na qualidade pós-colheita de melão Galia 'Solar King', em temperatura ambiente (24,5 ± 0,9ºC e 86,4 ± 7,9%). O 1-MCP reduziu a atividade respiratória e atrasou o pico de produção de etileno mas não afetou o teor de sólidos solúveis totais, a acidez total titulável, o pH e a aparência externa. Contudo, a aparência interna dos frutos tratados foi melhor, principalmente na concentração de 300 ppb. Além da melhor aparência, aquela dose possibilitou atividade respiratória mais baixaSuplemento 2. Edição do 42 Congresso Brasileiro de Olericultura e 11 Congresso Latino Americano de Horticultura, Uberlândia, jul. 2002

The Gaia spectrophotometric standard stars survey -II. Instrumental effects of six ground-based observing campaigns

The Gaia SpectroPhotometric Standard Stars (SPSS) survey started in 2006, it was awarded almost 450 observing nights, and accumulated almost 100,000 raw data frames, with both photometric and spectroscopic observations. Such large observational effort requires careful, homogeneous, and automated data reduction and quality control procedures. In this paper, we quantitatively evaluate instrumental effects that might have a significant (i.e.,$\geq$1%) impact on the Gaia SPSS flux calibration. The measurements involve six different instruments, monitored over the eight years of observations dedicated to the Gaia flux standards campaigns: DOLORES@TNG in La Palma, EFOSC2@NTT and ROSS@REM in La Silla, [email protected] in Calar Alto, BFOSC@Cassini in Loiano, and [email protected] in San Pedro Martir. We examine and quantitatively evaluate the following effects: CCD linearity and shutter times, calibration frames stability, lamp flexures, second order contamination, light polarization, and fringing. We present methods to correct for the relevant effects, which can be applied to a wide range of observational projects at similar instruments.Comment: 16 pages, 13 figures, accepted for publication in Astron. Nach

Avaliação do amaciamento de melão Galia 'Solar King' tratado com 1-MCP (1-metilciclopropreno) através da firmeza da polpa e tomografia de RM.

Objetivou-se avaliar o efeito de doses de 1-MCP (0, 100, 300 e 900 ppb) sobre o amaciamento da polpa (firmeza e tomografia de RM) e a formação da região de abscisão do pedúnculo, durante o armazenamento (24,5 ± 0,9ºC e 86,4 ± 7,9%) de melão Galia 'Solar King'. O 1-MCP atrasou a evolução de ambas as variáveis. As melhores respostas foram obtidas com 300 e 900 ppb, recomendando-se a primeira como dose econômica

The identification of the optical companion to the binary millisecond pulsar J0610-2100 in the Galactic field

We have used deep V and R images acquired at the ESO Very Large Telescope to identify the optical companion to the binary pulsar PSR J0610-2100, one of the black-widow millisecond pulsars recently detected by the Fermi Gamma-ray Telescope in the Galactic plane. We found a faint star (V~26.7) nearly coincident (\delta r ~0".28) with the pulsar nominal position. This star is visible only in half of the available images, while it disappears in the deepest ones (those acquired under the best seeing conditions), thus indicating that it is variable. Although our observations do not sample the entire orbital period (P=0.28 d) of the pulsar, we found that the optical modulation of the variable star nicely correlates with the pulsar orbital period and describes a well defined peak (R~25.6) at \Phi=0.75, suggesting a modulation due to the pulsar heating. We tentatively conclude that the companion to PSR J0610-2100 is a heavily ablated very low mass star (~ 0.02Msun) that completely filled its Roche Lobe.Comment: 17 pages, 5 figures - Accepted for pubblication in Ap

The Timing of Nine Globular Cluster Pulsars

We have used the Robert C. Byrd Green Bank Telescope to time nine previously known pulsars without published timing solutions in the globular clusters M62, NGC 6544, and NGC 6624. We have full timing solutions that measure the spin, astrometric, and (where applicable) binary parameters for six of these pulsars. The remaining three pulsars (reported here for the first time) were not detected enough to establish solutions. We also report our timing solutions for five pulsars with previously published solutions, and find good agreement with past authors, except for PSR J1701-3006B in M62. Gas in this system is probably responsible for the discrepancy in orbital parameters, and we have been able to measure a change in the orbital period over the course of our observations. Among the pulsars with new solutions we find several binary pulsars with very low mass companions (members of the so-called "black widow" class) and we are able to place constraints on the mass-to-light ratio in two clusters. We confirm that one of the pulsars in NGC 6624 is indeed a member of the rare class of non-recycled pulsars found in globular clusters. We also have measured the orbital precession and Shapiro delay for a relativistic binary in NGC 6544. If we assume that the orbital precession can be described entirely by general relativity, which is likely, we are able to measure the total system mass (2.57190(73) M_sun) and companion mass (1.2064(20) M_sun), from which we derive the orbital inclination [sin(i) = 0.9956(14)] and the pulsar mass (1.3655(21) M_sun), the most precise such measurement ever obtained for a millisecond pulsar. The companion is the most massive known around a fully recycled pulsar.Comment: Published in ApJ; 33 pages, 5 figures, 7 table

SN 2002lt and GRB 021211: a SN/GRB Connection at z = 1

We present spectroscopic and photometric observations of the afterglow of GRB 021211 and the discovery of its associated supernova, SN 2002lt. The spectrum shows a broad feature (FWHM = 150 A), around 3770 A (in the rest-frame of the GRB), which we interpret as Ca H+K blueshifted by 14400 km/s. Potential sources of contamination due to the host galaxy and/or residuals of telluric absorption have been analyzed and ruled out. Overall, the spectrum shows a suggestive resemblance with the one of the prototypical type-Ic SN 1994I. This might indicate that GRBs are produced also by standard type-Ic supernovae.Comment: 6 pages, 5 color figures. Proceedings of the 2003 GRB Conference (Santa Fe, NM, 2003 Sep 8-12). Needs aipprocs LaTeX clas

Time-Series Photometry of Globular Clusters: M62 (NGC 6266), the Most RR Lyrae-Rich Globular Cluster in the Galaxy?

We present new time-series CCD photometry, in the B and V bands, for the moderately metal-rich ([Fe/H] ~ -1.3) Galactic globular cluster (GC) M62 (NGC 6266). The present dataset is the largest obtained so far for this cluster, and consists of 168 images per filter, obtained with the Warsaw 1.3m telescope at the Las Campanas Observatory (LCO) and the 1.3m telescope of the Cerro Tololo Inter-American Observatory (CTIO), in two separate runs over the time span of three months. The procedure adopted to detect the variable stars was the optimal image subtraction method (ISIS v2.2), as implemented by Alard. The photometry was performed using both ISIS and DAOPHOT/ALLFRAME. We have identified 245 variable stars in the cluster fields that have been analyzed so far, of which 179 are new discoveries. Of these variables, 133 are fundamental mode RR Lyrae stars (RRab), 76 are first overtone (RRc) pulsators, 4 are type II Cepheids, 25 are long-period variables (LPV), 1 is an eclipsing binary, and 6 are not yet well classified. Such a large number of RR Lyrae stars places M62 among the top two most RR Lyrae-rich (in the sense of total number of RR Lyrae stars present) GCs known in the Galaxy, second only to M3 (NGC 5272) with a total of 230 known RR Lyrae stars. Since this study covers most but not all of the cluster area, it is not unlikely that M62 is in fact the most RR Lyrae-rich GC in the Galaxy. In like vein, we were also able to detect the largest sample of LPV's known in a Galactic GC. We analyze a variety of Oosterhoff type indicators for the cluster, and conclude that M62 is an Oosterhoff type I system. This is in good agreement with the moderately high metallicity of the cluster, in spite of its predominantly blue horizontal branch morphology -- which is more typical of Oosterhoff type II systems. We thus conclude that metallicity plays a key role in defining Oosterhoff type. [abridged]Comment: 22 pages, 14 figures (emulateapj format). AJ, in pres

The optical companion to the binary millisecond pulsar J1824-2452H in the globular cluster M28

We report on the optical identification of the companion star to the eclipsing millisecond pulsar PSR J1824-2452H in the galactic globular cluster M28 (NGC 6626). This star is at only 0.2" from the nominal position of the pulsar and it shows optical variability (~ 0.25 mag) that nicely correlates with the pulsar orbital period. It is located on the blue side of the cluster main sequence, ~1.5 mag fainter than the turn-off point. The observed light curve shows two distinct and asymmetric minima, suggesting that the companion star is suffering tidal distortion from the pulsar. This discovery increases the number of non-degenerate MSP companions optically identified so far in globular clusters (4 out of 7), suggesting that these systems could be a common outcome of the pulsar recycling process, at least in dense environments where they can be originated by exchange interactions.Comment: accepted for publication on ApJ, 17 pages, 5 figure