1,720,990 research outputs found
Backtesting the Bayesian Bornhuetter-Ferguson method against traditional approaches in claims reserving
Full text linkEvaluation of claims reserve is a paramount process for non-life insurance company. To this end, several deterministic and stochastic methodologies have been provided in the literature. Therefore, the validation of the models on actual data and the comparison of these models appropriateness is nowadays a crucial question. We focus here on different Bornhuetter-Ferguson methodologies and we backtest the behavior of these models using the well-known dataset made available in [22]. The aim is to test both the ability of different models to well predict future losses as well as to evaluate the effects of different priors on the results. Additionally, we test the uncertainty of the predictions by comparing the coefficient of variation
A lattice study of electromagnetic decays of vector-mesons
No full textWe present a lattice study of electromagnetic decays of vector mesons V into pseudoscalar mesons P, relevant to radiative decays V --> P-gamma and conversion decays V --> Pl + l-. The form factor f(q)(q2), associated with the electromagnetic current of the quark q, has been computed using Wilson fermions in the quenched approximation. The computations have been performed by averaging the results over 15 gauge configurations, generated by the Metropolis algorithm, at beta = 6.0, on a 20 X 10(2) x 40 lattice. By extrapolating linearly the form factor to q2 = 0. We have obtained f(u)(0) = 2.2 +/- 0.3 GeV-1 for a massless quark and f(s)(0) = 1.8 +/- 0.2 GeV-1 for a strange quark, in remarkable agreement with the experimental values, f(u)(0) = 2.32 +/- 0.08 GeV-1 and f(s)(0) = 1.84 +/- 0.06 GeV-1. A larger value of f(u)(0) is obtained from the vector meson dominance model. We have also estimated the partial widths for the conversion decays using both a linear dependence on q2 of the form factor and the vector meson dominance predictions
Improved Renormalization of Lattice Operators: A Critical Reappraisal
No full textWe systematically examine various proposals which aim at increasing the accuracy in the determination of the renormalization of two-fermion lattice operators. We concentrate on three finite quantities which are particularly suitable for our study: the renormalization constants of the vector and axial currents and the ratio of the renormalization constants of the scalar and pseudoscalar densities. We calculate these quantities in boosted perturbation theory, with several running boosted couplings, at the "optimal" scale q*. We find that the results of boosted perturbation theory are usually (but not always) in better agreement with non-perturbative determinations of the renormalization constants than those obtained with standard perturbation theory. The finite renormalization constants of two-fermion lattice operators are also obtained non-perturbatively, using Ward Identities, both with the Wilson and the tree-level Clover improved actions, at fixed cutoff (=6.4 and 6.0 respectively). In order to amplify finite cutoff effects, the quark masses (in lattice units) are varied in a large interval 0<am<1. We find that discretization effects are always large with the Wilson action, despite our relatively small value of the lattice spacing ( GeV). With the Clover action discretization errors are significantly reduced at small quark mass, even though our lattice spacing is larger ( GeV). However, these errors remain substantial in the heavy quark region. We have implemented a proposal for reducing O(am) effects, which consists in matching the lattice quantities to their continuum counterparts in the free theory. We find that this approach still leaves appreciable, mass dependent, discretization effects.We systematically examine various proposals which aim at increasing the accuracy in the determination of the renormalization of two-fermion lattice operators. We concentrate on three finite quantities which are particularly suitable for our study: the renormalization constants of the vector and axial currents and the ratio of the renormalization constants of the scalar and pseudoscalar densities. We calculate these quantities in boosted perturbation theory, with several running boosted couplings, at the "optimal" scale q*. We find that the results of boosted perturbation theory are usually (but not always) in better agreement with non-perturbative determinations of the renormalization constants than those obtained with standard perturbation theory. The finite renormalization constants of two-fermion lattice operators are also obtained non-perturbatively, using Ward Identities, both with the Wilson and the tree-level Clover improved actions, at fixed cutoff (=6.4 and 6.0 respectively). In order to amplify finite cutoff effects, the quark masses (in lattice units) are varied in a large interval 0<am<1. We find that discretization effects are always large with the Wilson action, despite our relatively small value of the lattice spacing ( GeV). With the Clover action discretization errors are significantly reduced at small quark mass, even though our lattice spacing is larger ( GeV). However, these errors remain substantial in the heavy quark region. We have implemented a proposal for reducing O(am) effects, which consists in matching the lattice quantities to their continuum counterparts in the free theory. We find that this approach still leaves appreciable, mass dependent, discretization effects
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dependence of the current renormalization-constants on the quark mass
No full textWe study the behaviour of the vector and axial curr:ent renormalisation constants Z(V) and Z(A) as a function of the quark mass, m(q). We show that sizeable O(am(q)) and O(g(0)(2)am(q)) systematic effects are present in the Wilson and Clover cases respectively. We find that the prescription of Kronfeld, Lepage and Mackenzie for correcting these artefacts is not always successful
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