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 note on the stop-loss preservin property of Wang's premium principle.

A desirable property for a premium principle is that it preserves stop-loss order. In this paper, we present a simple proof for the stop-loss preserving property of Wang's class of premium principles, in the case that the distribution functions involved have only finitely many crossing points.Principles; Distribution; Functions;

Photospheric activity, rotation and magnetic interaction in LHS 6343 A

Context. The Kepler mission has recently discovered a brown dwarf companion transiting one member of the M4V+M5V visual binary system LHS 6343 AB with an orbital period of 12.71 days. Aims. The particular interest of this transiting system lies in the synchronicity between the transits of the brown dwarf C component and the main modulation observed in the light curve, which is assumed to be caused by rotating starspots on the A component. We model the activity of this star by deriving maps of the active regions that allow us to study stellar rotation and the possible interaction with the brown dwarf companion. Methods. An average transit profile was derived, and the photometric perturbations due to spots occulted during transits are removed to derive more precise transit parameters. We applied a maximum entropy spot model to fit the out-of-transit optical modulation as observed by Kepler during an uninterrupted interval of 500 days. It assumes that stellar active regions consist of cool spots and bright faculae whose visibility is modulated by stellar rotation. Results. Thanks to the extended photometric time series, we refine the determination of the transit parameters and find evidence of spots that are occulted by the brown dwarf during its transits. The modelling of the out-of-transit light curve of LHS 6343 A reveals several starspots rotating with a slightly longer period than the orbital period of the brown dwarf, i.e., 13.13 +- 0.02 days. No signature attributable to differential rotation is observed. We find evidence of a persistent active longitude on the M dwarf preceding the sub- companion point by 100 deg and lasting for at least 500 days. This can be relevant for understanding how magnetic interaction works in low-mass binary and star-planet systems.Comment: 14 pages, 16 figure

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

Long-lived protoplanetary disks in multiple systems: the VLA view of HD 98800

The conditions and evolution of protoplanetary disks in multiple systems can be considerably different from those around single stars, which may have important consequences for planet formation. We present Very Large Array (VLA) 8.8 mm (34 GHz) and 5 cm (6 GHz) observations of the quadruple system HD 98800, which consists of two spectroscopic binary systems (Aa-Ab, Ba-Bb). The Ba-Bb pair is surrounded by a circumbinary disk, usually assumed to be a debris disk given its $\sim$10 Myr age and lack of near infrared excess. The VLA 8.8 mm observations resolve the disk size (5-5.5 au) and its inner cavity ($\approx$3 au) for the first time, making it one of the smallest disks known. Its small size, large fractional luminosity, and millimeter spectral index consistent with blackbody emission support the idea that HD 98800 B is a massive, optically thick ring which may still retain significant amounts of gas. The disk detection at 5 cm is compatible with free-free emission from photoionized material. The diskless HD 98800 A component is also detected, showing partial polarization at 5 cm compatible with non-thermal chromospheric activity. We propose that tidal torques from Ba-Bb and A-B have stopped the viscous evolution of the inner and outer disk radii, and the disk is evolving via mass loss through photoevaporative winds. This scenario can explain the properties and longevity of HD 98800 B as well as the lack of a disk around HD 98800 A, suggesting that planet formation could have more time to proceed in multiple systems than around single stars in certain system configurations.Comment: 14 pages, 4 figures, 3 tables; Submitted to ApJ May 14 2018; Accepted to ApJ August 3 2018. This version fixes a mistake in the reported position angle. The order of the figures has been changed to match that of the references in the tex

Doppler-beaming in the Kepler light curve of LHS 6343 A

Context. Kepler observations revealed a brown dwarf eclipsing the M-type star LHS 6343 A with a period of 12.71 days. In addition, an out-of-eclipse light modulation with the same period and a relative semi-amplitude of 2 x 10^-4 was observed showing an almost constant phase lag to the eclipses produced by the brown dwarf. In a previous work, we concluded that this was due to the light modulation induced by photospheric active regions in LHS 6343 A. Aims. In the present work, we prove that most of the out-of-eclipse light modulation is caused by the Doppler-beaming induced by the orbital motion of the primary star. Methods. We introduce a model of the Doppler-beaming for an eccentric orbit and also considered the ellipsoidal effect. The data were fitted using a Bayesian approach implemented through a Monte Carlo Markov chain method. Model residuals were analysed by searching for periodicities using a Lomb-Scargle periodogram. Results. For the first seven quarters of Kepler observations and the orbit previously derived from the radial velocity measurements, we show that the light modulation of the system outside eclipses is dominated by the Doppler-beaming effect. A period search performed on the residuals shows a significant periodicity of 42.5 +- 3.2 days with a false-alarm probability of 5 x 10^-4, probably associated with the rotational modulation of the primary component.Comment: 6 pages, 7 figure

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

The effect of activity on stellar temperatures and radii

Recent analyses of low-mass eclipsing binary stars have unveiled a significant disagreement between the observations and the predictions of stellar structure models. Results show that theoretical models underestimate the radii and overestimate the effective temperatures of low-mass stars but yield luminosities that accord with observations. A hypothesis based upon the effects of stellar activity was put forward to explain the discrepancies. In this paper we study the existence of the same trend in single active stars and provide a consistent scenario to explain systematic differences between active and inactive stars in the H-R diagram reported earlier. The analysis is done using single field stars of spectral types late-K and M and computing their bolometric magnitudes and temperatures through infrared colours and spectral indices. The properties of the stars in samples of active and inactive stars are compared statistically to reveal systematic differences. After accounting for a number of possible bias effects, active stars are shown to be cooler than inactive stars of similar luminosity therefore implying a larger radius as well, in proportions that are in excellent agreement with those found from eclipsing binaries. The present results generalise the existence of strong radius and temperature dependences on stellar activity to the entire population of low-mass stars, regardless of their membership in close binary systems.Comment: 8 pages, 6 figures, accepted for publication in A&