Double Chain Ladder and Bornhuetter-Ferguson

In this article we propose a method close to Double Chain Ladder (DCL) introduced by Martínez-Miranda, Nielsen, and Verrall (2012a). The proposed method is motivated by the potential lack of stability of the DCL method (and of the classical Chain ladder method [CLM] itself). We consider the implicit estimation of the underwriting year inflation in the CLM method and the explicit estimation of it in DCL. This may represent a weak point for DCL and CLM because the underwriting year inflation might be estimated with significant uncertainty. A key feature of the new method is that the underwriting year inflation can be estimated from the less volatile incurred data and then transferred into the DCL model. We include an empirical illustration that illustrates the differences between the estimates of the IBNR and RBNS cash flows from DCL and the new method. We also apply bootstrap estimation to approximate the predictive distributions

Bandwidth selection for kernel density estimation with length-biased data

Length-biased data are a particular case of weighted data, which arise in many situations: biomedicine, quality control or epidemiology among others. In this paper we study the theoretical properties of kernel density estimation in the context of length-biased data, proposing two consistent bootstrap methods that we use for bandwidth selection. Apart from the bootstrap bandwidth selectors we suggest a rule-of-thumb. These bandwidth selection proposals are compared with a least-squares cross-validation method. A simulation study is accomplished to understand the behaviour of the procedures in finite samples

Non-commutative integrable systems on bb-symplectic manifolds

In this paper we study non-commutative integrable systems on $b$-Poisson manifolds. One important source of examples (and motivation) of such systems comes from considering non-commutative systems on manifolds with boundary having the right asymptotics on the boundary. In this paper we describe this and other examples and we prove an action-angle theorem for non-commutative integrable systems on a $b$-symplectic manifold in a neighbourhood of a Liouville torus inside the critical set of the Poisson structure associated to the $b$-symplectic structure

Symbiont-mediated RNA interference in insects

RNA interference (RNAi) methods for insects are often limited by problems with double-stranded (ds) RNA delivery, which restricts reverse genetics studies and the development of RNAi-based biocides. We therefore delegated to insect symbiotic bacteria the task of: (i) constitutive dsRNA synthesis and (ii) trauma-free delivery. RNaseIII-deficient, dsRNA-expressing bacterial strains were created from the symbionts of two very diverse pest species: a long-lived blood-sucking bug, Rhodnius prolixus, and a short-lived globally invasive polyphagous agricultural pest, western flower thrips (Frankliniella occidentalis). When ingested, the manipulated bacteria colonized the insects, successfully competed with the wild-type microflora, and sustainably mediated systemic knockdown phenotypes that were horizontally transmissible. This represents a significant advance in the ability to deliver RNAi, potentially to a large range of non-model insects

Spherical and planar three-dimensional anti-de Sitter black holes

The technique of dimensional reduction was used in a recent paper (Zanchin et al, Phys. Rev. D66, 064022,(2002)) where a three-dimensional (3D) Einstein-Maxwell-Dilaton theory was built from the usual four-dimensional (4D) Einstein-Maxwell-Hilbert action for general relativity. Starting from a class of 4D toroidal black holes in asymptotically anti-de Sitter (AdS) spacetimes several 3D black holes were obtained and studied in such a context. In the present work we choose a particular case of the 3D action which presents Maxwell field, dilaton field and an extra scalar field, besides gravity field and a negative cosmological constant, and obtain new 3D static black hole solutions whose horizons may have spherical or planar topology. We show that there is a 3D static spherically symmetric solution analogous to the 4D Reissner-Nordstr\"om-AdS black hole, and obtain other new 3D black holes with planar topology. From the static spherical solutions, new rotating 3D black holes are also obtained and analyzed in some detail.Comment: 27 pages, uses "iopclass" files (Latex2e

Detection of very high energy gamma-ray emission from the gravitationally-lensed blazar QSO B0218+357 with the MAGIC telescopes

Context. QSO B0218+357 is a gravitationally lensed blazar located at a redshift of 0.944. The gravitational lensing splits the emitted radiation into two components, spatially indistinguishable by gamma-ray instruments, but separated by a 10-12 day delay. In July 2014, QSO B0218+357 experienced a violent flare observed by the Fermi-LAT and followed by the MAGIC telescopes. Aims. The spectral energy distribution of QSO B0218+357 can give information on the energetics of z ~ 1 very high energy gamma- ray sources. Moreover the gamma-ray emission can also be used as a probe of the extragalactic background light at z ~ 1. Methods. MAGIC performed observations of QSO B0218+357 during the expected arrival time of the delayed component of the emission. The MAGIC and Fermi-LAT observations were accompanied by quasi-simultaneous optical data from the KVA telescope and X-ray observations by Swift-XRT. We construct a multiwavelength spectral energy distribution of QSO B0218+357 and use it to model the source. The GeV and sub-TeV data, obtained by Fermi-LAT and MAGIC, are used to set constraints on the extragalactic background light. Results. Very high energy gamma-ray emission was detected from the direction of QSO B0218+357 by the MAGIC telescopes during the expected time of arrival of the trailing component of the flare, making it the farthest very high energy gamma-ray sources detected to date. The observed emission spans the energy range from 65 to 175 GeV. The combined MAGIC and Fermi-LAT spectral energy distribution of QSO B0218+357 is consistent with current extragalactic background light models. The broad band emission can be modeled in the framework of a two zone external Compton scenario, where the GeV emission comes from an emission region in the jet, located outside the broad line region.Comment: 11 pages, 6 figures, accepted for publication in A&

MAGIC Upper Limits for two Milagro-detected, Bright Fermi Sources in the Region of SNR G65.1+0.6

We report on the observation of the region around supernova remnant G65.1+0.6 with the stand-alone MAGIC-I telescope. This region hosts the two bright GeV gamma-ray sources 1FGL J1954.3+2836 and 1FGL J1958.6+2845. They are identified as GeV pulsars and both have a possible counterpart detected at about 35 TeV by the Milagro observatory. MAGIC collected 25.5 hours of good quality data, and found no significant emission in the range around 1 TeV. We therefore report differential flux upper limits, assuming the emission to be point-like (<0.1 deg) or within a radius of 0.3 deg. In the point-like scenario, the flux limits around 1 TeV are at the level of 3 % and 2 % of the Crab Nebula flux, for the two sources respectively. This implies that the Milagro emission is either extended over a much larger area than our point spread function, or it must be peaked at energies beyond 1 TeV, resulting in a photon index harder than 2.2 in the TeV band.Comment: 8 pages, 3 figures, 1 tabl

Upper limit for gamma-ray emission above 140 GeV from the dwarf spheroidal galaxy Draco

The nearby dwarf spheroidal galaxy Draco with its high mass to light ratio is one of the most auspicious targets for indirect dark matter searches. Annihilation of hypothetical DM particles can result in high-energy gamma-rays, e.g. from neutralino annihilation in the supersymmetric framework. With the MAGIC telescope a search for a possible DM signal originating from Draco was performed during 2007. The analysis of the data results in a flux upper limit of 1.1x10^-11 photons cm^-2 sec^-1 for photon energies above 140 GeV, assuming a point like source. Furthermore, a comparison with predictions from supersymmetric models is given. While our results do not constrain the mSUGRA phase parameter space, a very high flux enhancement can be ruled out.Comment: Accepted for publication by Astrophysical Journa