Mack's estimator motivated by large exposure asymptotics in a compound Poisson setting

The distribution-free chain ladder of Mack justified the use of the chain ladder predictor and enabled Mack to derive an estimator of conditional mean squared error of prediction for the chain ladder predictor. Classical insurance loss models, i.e. of compound Poisson type, are not consistent with Mack's distribution-free chain ladder. However, for a sequence of compound Poisson loss models indexed by exposure (e.g. number of contracts), we show that the chain ladder predictor and Mack's estimator of conditional mean squared error of prediction can be derived by considering large exposure asymptotics. Hence, quantifying chain ladder prediction uncertainty can be done with Mack's estimator without relying on the validity of the model assumptions of the distribution-free chain ladder

Approximations of multi-period liability values by simple formulas

This paper is motivated by computational challenges arising in multi-period valuation in insurance. Aggregate insurance liability cashflows typically correspond to stochastic payments several years into the future. However, insurance regulation requires that capital requirements are computed for a one-year horizon, by considering cashflows during the year and end-of-year liability values. This implies that liability values must be computed recursively, backwards in time, starting from the year of the most distant liability payments. Solving such backward recursions with paper and pen is rarely possible, and numerical solutions give rise to major computational challenges. The aim of this paper is to provide explicit and easily computable expressions for multi-period valuations that appear as limit objects for a sequence of multi-period models that converge in terms of conditional weak convergence. Such convergence appears naturally if we consider large insurance portfolios such that the liability cashflows, appropriately centered and scaled, converge weakly as the size of the portfolio tends to infinity

Gibbsianness of locally thinned random fields

We consider the locally thinned Bernoulli field on ℤ d, which is the lattice version of the Type-I Matérn hardcore process in Euclidean space. It is given as the lattice field of occupation variables, obtained as image of an i.i.d. Bernoulli lattice field with occupation probability p, under the map which removes all particles with neighbors, while keeping the isolated particles. We prove that the thinned measure has a Gibbsian representation and provide control on its quasilocal dependence, both in the regime of small p, but also in the regime of large p, where the thinning transformation changes the Bernoulli measure drastically. Our methods rely on Dobrushin uniqueness criteria, disagreement percolation arguments [46], and cluster expansion

Spurenelementkonzentrationen und biologische Aktivität in NaWaRo-Biogasfermentern

In der Arbeit wurden Zielkonzentrationen für essentielle Spurenelemente in NaWaRo-Biogasfermentern ermittelt. Dafür wurde zunächst eine Methode zur Quantifizierbarkeit der Substratumsatzleistung der Fermenterbiologie entwickelt und diese anschließend auf über 70 Fermenterproben angewandt. Es konnte nachgewiesen werden, dass die Methode eine Bewertung der Fermenterprobe hinsichtlich der biologischen Aktivität ermöglicht. Statistische Zusammenhänge zwischen der Spurenelementversorgung und der Abbauleistung der Fermenterbiologie wurden zur Definition von Zielkonzentrationen herangezogen

The LabTogo-Project

A joint project between West African Science Service Center on Climate Change and Adapted Land Use (WASCAL), the University of Lomé and the German Biomass Research Center (Deutsches Biomasseforschungszentrum; DBFZ) was initiated in 2020. The project aims at evaluating alternative and regenerative energy sources for rural areas and creating the basis for successful implementation. In three different work packages, therefore, biomass potentials should be quantified, technologies should be examined with regard to their suitability and - in the case of biogas application - a research structure, pilot biogas laboratory, should be created that is necessary to enable the sustainable implementation of technologies

Hybridization as a threat in climate relict Nuphar pumila (Nymphaeaceae)

Field studies and conceptual work on hybridization-mediated extinction risk in climate relicts are extremely rare. Nuphar pumila (Nymphaeaceae) is one of the most emblematic climate relicts in Europe with few isolated populations in the Alpine arc. The extent of introgression with related lowland and generalist species Nupharlutea has never been studied using molecular methods. All biogeographical regions where N.pumila naturally occurs in the neighbourhood of the Alpine arc were sampled and studied using nuclear microsatellite markers. Furthermore, we used forward-in-time simulations and Approximate Bayesian Computation to check whether an introgression scenario fits with the observed admixture patterns and estimated the demographic parameters associated with this process. Our study confirms ongoing hybridization between N.pumila and N.lutea and validates it by the use of population models. More than 40 % of investigated N.pumila individuals were admixed and hybrids were found in over 60 % of studied populations. The introgression is bidirectional and is most likely a result of very recent gene flow. Our work provides strong evidence for rapid extinction risk and demographic swamping between specialized climatic relicts and closely related generalists. The remaining pure populations of N.pumila are rare in the Alpine arc and deserve high conservation priority

Influence of Enzyme Additives on the Rheological Properties of Digester Slurry and on Biomethane Yield

The use of enzyme additives in anaerobic digestion facilities has increased in recent years. According to the manufacturers, these additives should increase or accelerate the biogas yield and reduce the viscosity of the digester slurry. Such effects were confirmed under laboratory conditions. However, it has not yet been possible to quantify these effects in practice, partly because valid measurements on large-scale plants are expensive and challenging. In this research, a new enzyme product was tested under full-scale conditions. Two digesters were operated at identic process parameters—one digester was treated with an enzyme additive and a second digester was used as reference. A pipe viscometer was designed, constructed and calibrated and the rheological properties of the digester slurry were measured. Non-Newtonian flow behavior was modelled by using the Ostwald–de Baer law. Additionally, the specific biomethane yield of the feedstock was monitored to assess the influence of the enzyme additive on the substrate degradation efficiency. The viscosity measurements revealed a clear effect of the added enzyme product. The consistency factor K was significantly reduced after the enzyme application. There was no observable effect of enzyme application on the substrate degradation efficiency or specific biomethane yield

Olefin Epoxidation Catalyzed by Titanium-Salalen Complexes: Synergistic H2O2 Activation by Dinuclear Ti Sites, Ligand H-Bonding, and pi-Acidity

Titanium-salalen complexes have recently solved a long-standing problem in homogeneous epoxidation catalysis by enabling the selective catalytic epoxidation of terminal, nonconjugated olefins with hydrogen peroxide. In this work, we disclose the mechanism of this intriguing catalyst system, based on XRD analyses, kinetic studies, and NMR elucidation of intermediate structures, complemented by DFT computations. Titanium-salalen catalysts are typically prepared/stored as bis-mu-oxo or mu-oxo-mu-peroxo dimers. Under reaction conditions, while the mu-oxo bridged catalyst dimers remain intact, the epoxidation occurs through an octahedral, yet altered, coordination geometry of the homochiral monomeric subunits. This catalytically active coordination mode is accessed by a slow pre-equilibrium, involving uptake of hydrogen peroxide, and subsequent rearrangement of the coordination sphere of the dinuclear complex. This configuration allows a three-pronged electrophilic activation of hydrogen peroxide, which enables oxygen transfer by the joint action of (i) the Lewis acidic titanium center, (ii) H-bond donation by the ligand's NH, and (iii) mu-chalcogen interaction with the ligand's pentafluorophenyl moieties. This efficient activation of H2O2 by a dinuclear site parallels recent findings on the active sites of the industrial heterogeneous titanium silicalite TS-1 catalyst