Spatial copula modeling of extreme crop insurance claims in Brazil

We use robustly estimated spatial R-vine copula models to assess spatial dependencies among extreme crop insurance claims. A truthful predictive model for simultaneous extreme losses is derived based on the linear structure found between copula parameters and distances between groups. Findings are compared to those from classical estimation of pair-copulas. Univariate fits of the excess-losses are based on the Generalized Pareto distribution. The dependence implied by the spatial component is captured by the Gumbel copulas in Tree 1, whereas a few atypical points are handled by robust inference which reveals that the influence of joint multivariate extreme outliers can not be neglected. Our findings are useful for crop insurance firms as well as for local authorities trying to minimize the effects of the natural disasters.Neste artigo utilizamos modelos de cópulas R-vine espaciais e estimação robusta para acessar as dependências entre os seguros relacionados à ocorrência de eventos extremos afetando as colheitas. Um modelo preditivo bastante eficiente para perdas extremas simultâneas é derivado com base na estrutura linear encontrada entre os parâmetros da cópula e as distâncias entre os grupos. Os achados são comparados com os da estimativa clássica de pair-copulas. Os ajustes univariados das perdas em excesso são feitos utilizando-se a distribuição generalizada de Pareto. A dependência espacial é capturada pelas cópulas tipo Gumbel na Árvore 1, enquanto alguns poucos pontos atípicos detectados pela inferência robusta revelam que a influência de extremos multivariados não pode ser negligenciada. Nossas descobertas são úteis para empresas de seguros agrícolas, bem como para autoridades locais que tentam minimizar os efeitos dos desastres naturais

Conformal prediction for frequency-severity modeling

We present a nonparametric model-agnostic framework for building prediction intervals of insurance claims, with finite sample statistical guarantees, extending the technique of split conformal prediction to the domain of two-stage frequency-severity modeling. The effectiveness of the framework is showcased with simulated and real datasets. When the underlying severity model is a random forest, we extend the two-stage split conformal prediction procedure, showing how the out-of-bag mechanism can be leveraged to eliminate the need for a calibration set and to enable the production of prediction intervals with adaptive width

Faint solar analogs: at the limit of no reddening

The flux distribution of solar analogs is required for calculating the spectral albedo of Solar System bodies such as asteroids and trans-Neptunian objects. Ideally a solar analog should be comparably faint as the target of interest, but only few analogs fainter than V = 9 were identified so far. Only atmospheric parameters equal to solar guarantee a flux distribution equal to solar as well, while only photometric colors equal to solar do not. Reddening is also a factor to consider when selecting faint analog candidates. We implement the methodology for identifying faint analogs at the limit of precision allowed by current spectroscopic surveys. We quantify the precision attainable for the atmospheric parameters effective temperature ($T_{eff}$), metallicity ([Fe/H]), surface gravity (log $g$) when derived from moderate low resolution (R=8000) spectra with S/N $\sim 100$. We calibrated $T_{eff}$ and [Fe/H] as functions of equivalent widths of spectral indices by means of the PCA regression. We derive log $g$, mass, radius, and age from the atmospheric parameters, Gaia parallaxes and evolutionary tracks. We obtained $T_{eff}$/[Fe/H]/log $g$ with precision of 97 K/0.06 dex/0.05 dex. We identify five solar analogs with $V\sim10.5$ (located at $\sim135$ pc): HIP 991, HIP 5811, HIP 69477, HIP 55619 and HIP 61835. Other six stars have $T_{eff}$ close to solar but slightly lower [Fe/H]. Our analogs show no evidence of reddening but for four stars, which present $E(B-V) \geq 0.06$ mag, translating to at least a 200 K decrease in photometric $T_{eff}$.Comment: Paper accepted. Fundamental parameters of the solar analogs are in Table

Effects of ventilation strategy on distribution of lung inflammatory cell activity

Introduction: Leukocyte infiltration is central to the development of acute lung injury, but it is not known how mechanical ventilation strategy alters the distribution or activation of inflammatory cells. We explored how protective (vs. injurious) ventilation alters the magnitude and distribution of lung leukocyte activation following systemic endotoxin administration. Methods: Anesthetized sheep received intravenous endotoxin (10 ng/kg/min) followed by 2 h of either injurious or protective mechanical ventilation (n = 6 per group). We used positron emission tomography to obtain images of regional perfusion and shunting with infused 13N[nitrogen]-saline and images of neutrophilic inflammation with 18F-fluorodeoxyglucose (18F-FDG). The Sokoloff model was used to quantify 18F-FDG uptake (Ki), as well as its components: the phosphorylation rate (k3, a surrogate of hexokinase activity) and the distribution volume of 18F-FDG (Fe) as a fraction of lung volume (Ki = Fe × k3). Regional gas fractions (fgas) were assessed by examining transmission scans. Results: Before endotoxin administration, protective (vs. injurious) ventilation was associated with a higher ratio of partial pressure of oxygen in arterial blood to fraction of inspired oxygen (PaO2/FiO2) (351 ± 117 vs. 255 ± 74 mmHg; P < 0.01) and higher whole-lung fgas (0.71 ± 0.12 vs. 0.48 ± 0.08; P = 0.004), as well as, in dependent regions, lower shunt fractions. Following 2 h of endotoxemia, PaO2/FiO2 ratios decreased in both groups, but more so with injurious ventilation, which also increased the shunt fraction in dependent lung. Protective ventilation resulted in less nonaerated lung (20-fold; P < 0.01) and more normally aerated lung (14-fold; P < 0.01). Ki was lower during protective (vs. injurious) ventilation, especially in dependent lung regions (0.0075 ± 0.0043/min vs. 0.0157 ± 0.0072/min; P < 0.01). 18F-FDG phosphorylation rate (k3) was twofold higher with injurious ventilation and accounted for most of the between-group difference in Ki. Dependent regions of the protective ventilation group exhibited lower k3 values per neutrophil than those in the injurious ventilation group (P = 0.01). In contrast, Fe was not affected by ventilation strategy (P = 0.52). Lung neutrophil counts were not different between groups, even when regional inflation was accounted for. Conclusions: During systemic endotoxemia, protective ventilation may reduce the magnitude and heterogeneity of pulmonary inflammatory cell metabolic activity in early lung injury and may improve gas exchange through its effects predominantly in dependent lung regions. Such effects are likely related to a reduction in the metabolic activity, but not in the number, of lung-infiltrating neutrophils

Characterization of Dengue Virus Type 2: New Insights on the 2010 Brazilian Epidemic

Dengue viruses (DENV) serotypes 1, 2, and 3 have been causing yearly outbreaks in Brazil. In this study, we report the re-introduction of DENV2 in the coast of São Paulo State. Partial envelope viral genes were sequenced from eighteen patients with dengue fever during the 2010 epidemic. Phylogenetic analysis showed this strain belongs to the American/Asian genotype and was closely related to the virus that circulated in Rio de Janeiro in 2007 and 2008. The phylogeny also showed no clustering by clinical presentation, suggesting that the disease severity could not be explained by distinct variants or genotypes. The time of the most recent common ancestor of American/Asian genotype and the São Paulo and Rio de Janeiro (SP/RJ) monophyletic cluster was estimated to be around 40 and 10 years, respectively. Since this virus was first identified in Brazil in 2007, we suggest that it was already circulating in the country before causing the first documented outbreak. This is the first description of the 2010 outbreak in the State of São Paulo, Brazil, and should contribute to efforts to control and monitor the spread of DENVs in endemic areas