Individual claims reserving using the Aalen--Johansen estimator

We propose an individual claims reserving model based on the conditional Aalen--Johansen estimator, as developed in Bladt and Furrer (2023b). In our approach, we formulate a multi-state problem, where the underlying variable is the individual claim size, rather than time. The states in this model represent development periods, and we estimate the cumulative density function of individual claim costs using the conditional Aalen--Johansen method as transition probabilities to an absorbing state. Our methodology reinterprets the concept of multi-state models and offers a strategy for modeling the complete curve of individual claim costs. To illustrate our approach, we apply our model to both simulated and real datasets. Having access to the entire dataset enables us to support the use of our approach by comparing the predicted total final cost with the actual amount, as well as evaluating it in terms of the continuously ranked probability score, as discussed in Gneiting and A. E. Raftery (2007

Soil characterization for shallow landslides modeling: a case study in the Northern Apennines (Central Italy)

In this paper, we present preliminary results of the IPL project No. 198 \u201cMulti-scale rainfall triggering models for Early Warning of Landslides (MUSE).\u201d In particular, we perform an assessment of the geotechnical and hydrological parameters affecting the occurrence of landslides. The aim of this study is to improve the reliability of a physically based model high resolution slope stability simulator (HIRESSS) for the forecasting of shallow landslides. The model and the soil characterization have been tested in Northern Tuscany (Italy), along the Apennine chain, an area that is historically affected by shallow landslides. In this area, the main geotechnical and hydrological parameters controlling the shear strength and permeability of soils have been determined by in situ measurements integrated by laboratory analyses. Soil properties have been statistically characterized to provide more refined input data for the slope stability model. Finally, we have tested the ability of the model to predict the occurrence of shallow landslides in response to an intense meteoric precipitation

Individual fitness is decoupled from coarse‐scale probability of occurrence in North American trees

Habitat suitability estimated with probability of occurrence in species distribution models (SDMs) is used in conservation to identify geographic areas that are most likely to harbor individuals of interest. In theory, probability of occurrence is coupled with individual fitness so that individuals have higher fitness at the centre of their species environmental niche than at the edges, which we here define as 'fitness‐centre' hypothesis. However, such relationship is uncertain and has been rarely tested across multiple species. Here, we quantified the relationship between coarse‐scale probability of occurrence projected with SDMs and individual fitness in 66 tree species native of North America. We used 1) field data of individuals' growth rate (height and diameter standardized by age) available from the United States Forest Inventory Analysis plots; and 2) common garden data collected from 23 studies reporting individual growth rate, survival, height and diameter of individuals originated from different provenances in United States and Canada. We show 'fitness–centre' relationships are rare, with only 12% and 11% of cases showing a significant positive correlation for field and common garden data, respectively. Furthermore, we found the 'fitness–centre' relationship is not affected by the precision of the SDMs and it does not depend upon dispersal ability and climatic breath of the species. Thus, although the 'fitness–centre' relationship is supported by theory, it does not hold true in nearly any species. Because individual fitness plays a relevant role in buffering local extinction and range contraction following climatic changes and biotic invasions, our results encourage conservationists not to assume the 'fitness–centre' relationship when modelling species distribution

Replicating and extending chain-ladder via an age-period-cohort structure on the claim development in a run-off triangle

This paper introduces yet another stochastic model replicating chain-ladder estimates and furthermore considers extensions that add flexibility to the modeling. In its simplest form, the proposed model replicates the chain-ladder's development factors using a GLM model with averaged hazard rates running in reversed development time as response. This is in contrast to the existing reserving literature within the GLM framework where claim amounts are modeled as response. Modeling the averaged hazard rate corresponds to modeling the claim development and is arguably closer to the actual chain-ladder algorithm. Furthermore, since exposure does not need to be modeled, the model only has half the number of parameters compared to when modeling the claim amounts. This lesser complexity can be used to easily introduce model extensions that may better fit the data. We provide a new R-package, $\texttt{clmplus}$, where the models are implemented and can be fed with run-off triangles. We conduct an empirical study on 30 publicly available run-off triangles making a case for the benefit of having $\texttt{clmplus}$ in the actuary's toolbox

1871(1875) Quirico Filopanti Studio per la Scuola-officina Italiana (da far nascere a Bologna utilizzando il lascito Aldini) trascrizione e commento di Pier Gabriele Molari

Fra le carte di Filopanti, conservate nella Biblioteca dell’Università di Bologna, vi è lo studio per la Scuola-officina Italiana da far nascere a Bologna. Filopanti espone lo studio nel 1871 a una Commissione costituita per capire come utilizzare il lascito Aldini. Lo studio cade inascoltato e quindi Filopanti lo ripresenta nel 1875, addirittura ampliandolo. Lo studio si legge tutto d’un fiato e piace riportare subito le impressioni, così come si ricordano, per poi, come Filopanti insegna, rileggerlo adagio e capirne lo schema che permetterà di assimilarlo e mandarlo a mente

Percepção do profissional de saúde sobre o atendimento de pacientes com quadros de somatização no serviço de emergência hospitalar

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