Forward transition rates

The idea of forward rates stems from interest rate theory. It has natural connotations to transition rates in multi-state models. The generalization from the forward mortality rate in a survival model to multi-state models is non-trivial and several definitions have been proposed. We establish a theoretical framework for the discussion of forward rates. Furthermore, we provide a novel definition with its own logic and merits and compare it with the proposals in the literature. The definition turns the Kolmogorov forward equations inside out by interchanging the transition probabilities with the transition intensities as the object to be calculated.Comment: Revision of manuscript. The manuscript now contains a section on 'Forward-thinking and actuarial practice'. Furthermore, we have corrected typos and re-written certain sentences to improve readability and accurac

Dynamics of state-wise prospective reserves in the presence of non-monotone information

In the presence of monotone information, the stochastic Thiele equation describing the dynamics of state-wise prospective reserves is closely related to the classic martingale representation theorem. When the information utilized by the insurer is non-monotone, the classic martingale theory does not apply. By taking an infinitesimal approach, we derive a generalized stochastic Thiele equation that allows for information discarding. En passant, we solve some open problems for the classic case of monotone information. The results and their implication in practice are illustrated via examples where information is discarded upon and after stochastic retirement

Quantum statistics of interacting dimer spin systems

The compound TlCuCl3 represents a model system of dimerized quantum spins with strong interdimer interactions. We investigate the triplet dispersion as a function of temperature by inelastic neutron scattering experiments on single crystals. By comparison with a number of theoretical approaches we demonstrate that the description of Troyer, Tsunetsugu, and Wurtz [Phys. Rev. B 50, 13 515 (1994)] provides an appropriate quantum statistical model for dimer spin systems at finite temperatures, where many-body correlations become particularly important

A selective view of climatological data and likelihood estimation

This article gives a narrative overview of what constitutes climatological data and their typical features, with a focus on aspects relevant to statistical modeling. We restrict the discussion to univariate spatial fields and focus on maximum likelihood estimation. To address the problem of enormous datasets, we study three common approximation schemes: tapering, direct misspecification, and composite likelihood for Gaussian and nonGaussian distributions. We focus particularly on the so-called 'sinh-arcsinh distribution', obtained through a specific transformation of the Gaussian distribution. Because it has flexible marginal distributions - possibly skewed and/or heavy-tailed - it has a wide range of applications. One appealing property of the transformation involved is the existence of an explicit inverse transformation that makes likelihood-based methods straightforward. We describe a simulation study illustrating the effects of the different approximation schemes. To the best of our knowledge, a direct comparison of tapering, direct misspecification, and composite likelihood has never been made previously, and we show that direct misspecification is inferior. In some metrics, composite likelihood has a minor advantage over tapering. We use the estimation approaches to model a high-resolution global climate change field. All simulation code is available as a Docker container and is thus fully reproducible. Additionally, the present article describes where and how to get various climate datasets. (c) 2022 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY-NC-ND licens

Präoperative Nüchternzeiten: Sicht der Patienten

Zusammenfassung: Hintergrund: Mit dem Ziel der subjektiven perioperativen Qualitätsverbesserung scheint es wünschenswert, die präoperativen Nüchternzeiten im Rahmen der als sicher geltenden Grenzen so kurz als möglich zu halten. Diese Maßnahmen sollten mit einer messbaren Verminderung von präoperativem Hunger und Durst einhergehen und v.a. in einer Verbesserung der präoperativen Befindlichkeit resultieren. Welchen Einfluss Durst und Hunger aus Patientensicht auf den präoperativen Komfort haben, ist jedoch weit gehend unbekannt. Ziel dieser Studie war es, das Ausmaß der Beeinträchtigung der Patienten durch eine traditionelle Nüchternheitsregelung abzuschätzen. Patienten und Methoden: Ein Kollektiv von 412Patienten der "American-Society-of-Anesthesiologists"- (ASA-)RisikoklassenI und II, das sich einem kleineren chirurgischen Eingriff unterzog, wurde mithilfe eines Fragebogens zum Ausmaß und Stellenwert von präoperativem Durst und Hunger befragt. Ergebnisse: Es hatten 33% der Patienten mäßigen oder starken Durst, 19% mäßigen bis starken Hunger. Von den Befragten möchten 47% vor der Operation noch trinken, 72% hätten gern noch ein leichtes Frühstück eingenommen. Die mittlere Nüchternzeit war 12,8±3,4h für Flüssigkeiten und 15,5±4,4h für Essen. Durst wurde von 3,3% und Hunger von 0,8% der Patienten als Hauptgrund für die Beeinträchtigung des präoperativen Wohlbefindens genannt. Das lange Warten (8,5%), Nervosität (6,5%) und Angst (4,8%) wurden am häufigsten genannt. Die Antworten waren unabhängig von der Zeitdauer der präoperativen Nüchternheit. Schlussfolgerung: Der Patientenkomfort ist durch eine traditionelle Nüchternheitsregelung beeinträchtigt, und Minimierung der präoperativen Nüchternzeiten wird von den Patienten gewünscht. Anstrengungen mit dem Ziel der Reduktion von präoperativer Angst und Nervosität bergen jedoch zusätzliches großes Potenzial für eine Steigerung der perioperativen Behandlungsqualität aus Sicht der Patiente

Molecular footprints of the Holocene retreat of dwarf birch in Britain

© 2014 The Authors. Molecular Ecology Published by John Wiley & Sons Ltd. This is an open access article under the terms of the Creative Commons Attribution License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited

Finite-size and pressure effects in YBa_2Cu_4O_8 probed by magnetic field penetration depth measurements

We explore the combined pressure and finite-size effects on the in-plane penetration depth \lambda_{ab} in YBa_2Cu_4O_8. Even though this cuprate is stoichiometric the finite-size scaling analysis of \lambda_{ab}^{-2}(T) uncovers the granular nature and reveals domains with nanoscale size L_{c} along the c-axis. L_{c} ranges from 33.2 Angstrom to 28.9 Angstrom at pressures from 0.5 to 11.5 kbar. These observations raise serious doubts on the existence of a phase coherent macroscopic superconducting state in cuprate superconductors.Comment: 7 pages, 6 figure