Claim watching and individual claims reserving using classification and regression trees

We present an approach to individual claims reserving and claim watching in general insurance based on classification and regression trees (CART). We propose a compound model consisting of a frequency section, for the prediction of events concerning reported claims, and a severity section, for the prediction of paid and reserved amounts. The formal structure of the model is based on a set of probabilistic assumptions which allow the provision of sound statistical meaning to the results provided by the CART algorithms. The multiperiod predictions required for claims reserving estimations are obtained by compounding one-period predictions through a simulation procedure. The resulting dynamic model allows the joint modeling of the case reserves, which usually yields useful predictive information. The model also allows predictions under a double-claim regime, i.e., when two different types of compensation can be required by the same claim. Several explicit numerical examples are provided using motor insurance data. For a large claims portfolio we derive an aggregate reserve estimate obtained as the sum of individual reserve estimates and we compare the result with the classical chain-ladder estimate. Backtesting exercises are also proposed concerning event predictions and claim-reserve estimates

The SO(N) principal chiral field on a half-line

We investigate the integrability of the SO(N) principal chiral model on a half-line, and find that mixed Dirichlet/Neumann boundary conditions (as well as pure Dirichlet or Neumann) lead to infinitely many conserved charges classically in involution. We use an anomaly-counting method to show that at least one non-trivial example survives quantization, compare our results with the proposed reflection matrices, and, based on these, make some preliminary remarks about expected boundary bound-states.Comment: 7 pages, Late

Contribuições do núcleo interinstitucional de agroecologia de Jaguariúna/SP em processos participativos de desenvolvimento rural sustentável.

Resumo: Neste relato apresentamos a experiência da construção de conhecimento agroecológico, desenvolvida na Embrapa Meio Ambiente, Jaguariúna-SP, realizada a partir de 2008. O trabalho contempla a criação e o desenvolvimento de um Núcleo de Agroecologia, interinstitucional e transdiciplinar, composto por pesquisadores, técnicos e agricultores. O objetivo do núcleo é promover, de forma participativa, ações para a evolução do processo de transição agroecológica regional e a construção do conhecimento agroecológico, a partir da identificação das questões limitantes do processo e da integração entre agentes de desenvolvimento regional e agricultores. Os membros do núcleo interinstitucional gerenciam uma área demonstrativa, denominada Sítio Agroecológico, utilizada para demonstrar concretamente conceitos e conhecimentos dos processos ecológicos nos sistemas produtivos, pela implantação, manutenção e monitoramento de unidades de observação. O Sítio configura-se como um elemento integrador do núcleo inteinstitucional, já que ao promover a troca de experiências entre os membros a partir do exercício prático e presencial de atividades em campo

Efeito residual da aplicação do lodo de esgoto em milho (Zea mays L).

Este trabalho teve como objetivo avaliar o efeito residual da aplicação de lodo de esgoto na produtividade do milho (Zea mays L). O experimento iniciou-se em 1999 e a partir de então foram feitas várias aplicações ao solo de lodos oriundos da Estação de Tratamento de Barueri e de Franca. O delineamento foi de blocos ao acaso, com três repetições, e os seguintes tratamentos: controle, sem adição de lodo ou de fertilizantes, fertilização mineral completa, dose 1 do lodo de Franca, dose 2 do lodo de Franca, dose 1 do lodo de Barueri e dose 2 do lodo de Barueri. A dose 1 de lodo foi calculada baseando-se na recomendação de N pela cultura. A dose 2 foi o dobro da dose 1. As avaliações deste trabalho foram feitas no ano agrícola 2007/2008, quando somente o lodo de Franca foi aplicado. Apesar da não aplicação do lodo de Barueri os rendimentos do milho neste tratamento foram similares ao do tratamento com fertilização mineral. A aplicação do lodo de Franca produziu os maiores rendimentos e retornou mais N ao solo por meio dos restos vegetais. Os resultados demonstraram que aplicações anuais de lodo podem levar a perdas de N para o ambiente e que os efeitos residuais do lodo deveriam ser considerados no cálculo de recomendação daquele composto, quando se utiliza os requerimentos da planta em nitrogênio

Stochastic Perturbations in Vortex Tube Dynamics

A dual lattice vortex formulation of homogeneous turbulence is developed, within the Martin-Siggia-Rose field theoretical approach. It consists of a generalization of the usual dipole version of the Navier-Stokes equations, known to hold in the limit of vanishing external forcing. We investigate, as a straightforward application of our formalism, the dynamics of closed vortex tubes, randomly stirred at large length scales by gaussian stochastic forces. We find that besides the usual self-induced propagation, the vortex tube evolution may be effectively modeled through the introduction of an additional white-noise correlated velocity field background. The resulting phenomenological picture is closely related to observations previously reported from a wavelet decomposition analysis of turbulent flow configurations.Comment: 16 pages + 2 eps figures, REVTeX

Pyrolysis of Olive Stone for Energy Purposes

Abstract Pyrolysis of biomass is a promising technology for the production of distributed and renewable energy on small and micro-scale since it produces a gas with relatively high calorific value, which can be burned in an internal combustion engine or in a microturbine; pyrolysis also generates by products (char and tar) which can be used to provide energy to the process or for cogeneration purposes. This research is aimed at the exploitation of waste from agricultural production processes, in particular olive mill wastes whose management has critical environmental and disposal costs; the yields of pyrogas, tar and char obtained from the pyrolysis of olive stone in a batch reactor was measured. Pyrogas produced is sampled through a line for the sampling of condensable substances in accordance with existing regulations, CEN/TS 15439, and once purified from water vapor and tars is analyzed with micro-GC. The data collected is used to perform mass and energy balances and to determine the content of tars and the Low Heating Value (LHV) of the gas produced

Special Theory of Relativity through the Doppler Effect

We present the special theory of relativity taking the Doppler effect as the starting point, and derive several of its main effects, such as time dilation, length contraction, addition of velocities, and the mass-energy relation, and assuming energy and momentum conservation, we discuss how to introduce the 4-momentum in a natural way. We also use the Doppler effect to explain the "twin paradox", and its version on a cylinder. As a by-product we discuss Bell's spaceship paradox, and the Lorentz transformation for arbitrary velocities in one dimension.Comment: 20 pages, 1 figur

Prediction of Elevated Temperature Flexural Strength of Lightweight Foamed Concrete Strengthened with Polypropylene Fibre and Fly Ash

This paper focuses on an experimental investigation and statistical analysis of elevated temperature flexural strengths of lightweight foamed concrete (LFC) strengthened with polypropylene fiber (PF) and fly ash (FA) up to 600°C. Five mixes of LFC with 600, 800, 1000, 1200 and 1400 kg/m³ densities were made and tested in current exploration. Two mixes were casted by substituting 15% and 30% of cement content with FA and in other two series; PF was added to LFC mix, correspondingly by 0.2% and 0.4% of binder volume, one controlled mixture without additives was also fabricated. From the experimental results, it can be concluded that the lessening of LFC flexural strength exposed to elevated temperature may be mainly due to the formation of micro cracks at temperature exceeding 93°C since the flexural strength is unfavourably influenced by formation of cracks so that a rigorous strength loss was experiential at 600°C and the flexural strength was only about 40% of its original value. In order to predict the flexural strength of LFC at high temperatures, some existing models applied for normal strength concrete have been considered. The most consistent model for predicting flexural strength of LFC strengthened with PF and FA and also LFC made by ordinary Portland Cement CEM1 at elevated temperature is Li and Guo prediction model. Keywords: foamed concrete, flexural strength, bending strength, elevated temperature, polypropylene fiber, fly as

Supersymmetric WZW σ\sigma Model on Full and Half Plane

We study classical integrability of the supersymmetric U(N) $\sigma$ model with the Wess-Zumino-Witten term on full and half plane. We demonstrate the existence of nonlocal conserved currents of the model and derive general recursion relations for the infinite number of the corresponding charges in a superfield framework. The explicit form of the first few supersymmetric charges are constructed. We show that the considered model is integrable on full plane as a concequence of the conservation of the supersymmetric charges. Also, we study the model on half plane with free boundary, and examine the conservation of the supersymmetric charges on half plane and find that they are conserved as a result of the equations of motion and the free boundary condition. As a result, the model on half plane with free boundary is integrable. Finally, we conclude the paper and some features and comments are presented.Comment: 12 pages. submitted to IJMP