Some positive dependence notions, with applications in actuarial sciences.

The paper is devoted to the study of several notions of positive dependence among risks, namely association, linear positive quadrant dependence, positive orthant dependence and conditional increasingness in sequence. Various examples illustrate the usefulness of these notions in an actuarial context.Dependence; Applications; Actuarial; Science;

Does positive dependence between individual risks increase stop-loss premiums?.

Actuaries intuitively feel that positive correlations between individual risks reveal a more dangerous situation compared to independence. The purpose of this short note is to formalize this natural idea. Specifically, it is shown that the sum of risks exhibiting a weak form of dependence known as positive cumulative dependence is larger in convex order than the corresponding sum under the theoretical independence assumption.Dependence; Risk;

A new eclipsing binary system with a pulsating component detected by CoRoT

We report the discovery of CoRoT 102980178 (R.A.= 06:50:12.10, Dec.= -02:41:21.8, J2000) an Algol-type eclipsing binary system with a pulsating component (oEA). It was identified using a publicly available 55 day long monochromatic lightcurve from the CoRoT initial run dataset (exoplanet field). Eleven consecutive 1.26m deep total primary and the equal number of 0.25m deep secondary eclipses (at phase 0.50) were observed. The following light elements for the primary eclipse were derived: HJD_MinI= 2454139.0680 + 5.0548d x E. The lightcurve modeling leads to a semidetached configuration with the photometric mass ratio q=0.2 and orbital inclination i=85 deg. The out-of-eclipse lightcurve shows ellipsoidal variability and positive O'Connell effect as well as clear 0.01m pulsations with the dominating frequency of 2.75 c/d. The pulsations disappear during the primary eclipses, which indicates the primary (more massive) component to be the pulsating star. Careful frequency analysis reveals the second independent pulsation frequency of 0.21 c/d and numerous combinations of these frequencies with the binary orbital frequency and its harmonics. On the basis of the CoRoT lightcurve and ground based multicolor photometry, we favor classification of the pulsating component as a gamma Doradus type variable, however, classification as an SPB star cannot be excluded.Comment: 16 pages, 7 figures, 3 tables, accepted to Communications in Asteroseismolog

Biogeography And Diversification Of Rhegmatorhina (Aves: Thamnophilidae): Implications For The Evolution Of Amazonian Landscapes During The Quaternary

Aim: To test the importance of alternative diversification drivers and biogeographical processes for the evolution of Amazonian upland forest birds through a densely sampled analysis of diversification of the endemic Amazonian genus Rhegmatorhina at multiple taxonomic and temporal scales. Location: Amazonia. Taxon: Antbirds (Thamnophilidae). Methods: We sequenced four mtDNA and nuclear gene regions of 120 individuals from 50 localities representing all recognized species and subspecies of the genus. We performed molecular phylogenetic analyses using both gene tree and species tree methods, molecular dating analysis and estimated population demographic history and gene flow. Results: Dense sampling throughout the distribution of Rhegmatorhina revealed that the main Amazonian rivers delimit the geographic distribution of taxa as inferred from mtDNA lineages. Molecular phylogenetic analyses resulted in a strongly supported phylogenetic hypothesis for the genus, with two main clades currently separated by the Madeira River. Molecular dating analysis indicated diversification during the Quaternary. Reconstruction of recent demographic history of populations revealed a trend for population expansion in eastern Amazonia and stability in the west. Estimates of gene flow corroborate the possibility that migration after divergence had some influence on the current patterns of diversity. Main Conclusions: Based on broad-scale sampling, a clarification of taxonomic boundaries, and strongly supported phylogenetic relationships, we confirm that, first, mitochondrial lineages within this upland forest Amazonian bird genus agree with spatial patterns known for decades based on phenotypes, and second, that most lineages are geographically delimited by the large Amazonian rivers. The association between past demographic changes related to palaeoclimatic cycles and the historically varying strength and size of rivers as barriers to dispersal may be the path to the answer to the long-standing question of identifying the main drivers of Amazonian diversification

Intercomparison of carbonate chemistry measurements on a cruise in northwestern European shelf seas

Four carbonate system variables were measured in surface waters during a cruise aimed at investigating ocean acidification impacts traversing northwestern European shelf seas in the summer of 2011. High-resolution surface water data were collected for partial pressure of carbon dioxide (pCO2; using two independent instruments) and pH using the total pH scale (pHT), in addition to discrete measurements of total alkalinity and dissolved inorganic carbon. We thus overdetermined the carbonate system (four measured variables, two degrees of freedom), which allowed us to evaluate the level of agreement between the variables on a cruise whose main aim was not intercomparison, and thus where conditions were more representative of normal working conditions. Calculations of carbonate system variables from other measurements generally compared well with direct observations of the same variables (Pearson’s correlation coefficient always greater than or equal to 0.94; mean residuals were similar to the respective accuracies of the measurements). We therefore conclude that four of the independent data sets of carbonate chemistry variables were of high quality. A diurnal cycle with a maximum amplitude of 41 μatm was observed in the difference between the pCO2 values obtained by the two independent analytical pCO2 systems, and this was partly attributed to irregular seawater flows to the equilibrator and partly to biological activity inside the seawater supply and one of the equilibrators. We discuss how these issues can be addressed to improve carbonate chemistry data quality on future research cruises