1,720,966 research outputs found

    Basis Risk in Static versus Dynamic Longevity Risk Hedging

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    This paper provides a simple model for basis risk in a longevity framework, by separating common and idiosyncratic risk factors. Basis risk is captured by a single parameter, that measures the co-movement between the portfolio and the reference population. In this framework, the paper sets out the static, swap-based hedge for an annuity, and compares it with the dynamic, delta-based hedge, achieved using longevity bonds. We assume that the longevity intensity is distributed according to a CIR-type process and provide closed-form derivatives prices and hedges, also in the presence of an analogous CIR process for interest rate risk

    Going Beyond Counting First Authors in Author Co-citation Analysis

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    The 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

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    “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

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    We 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

    Modificazioni endocrino-metaboliche nella fase di transizione e nei primi mesi di lattazione: metabolismo proteico ed enzimi serici.

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    32 bufale allevate in 6 aziende dislocate tra le province di Latina e Frosinone sono state suddivise in 4 gruppi in base ai giorni di lattazione. Da ogni bufala sono stati prelevati campioni di sangue al fine di valutare il metabolismo proteico. I risultati hanno mostrato che nell'ultima fase della gravidanza il sovraccarico epatico riduce l'efficienza del ciclo dell'urea. Comunque i livelli ematici di azoto risultano elevati sia nelle aziende in cui il contenuto proteico della dieta era più elevato, sia nelle aziende in cui le diete erano caratterizzate da carenza proteica. In questo caso, infatti, gli animali utilizzavano proteina muscolare per il loro metabolismo come confermato dal trend di CPK

    Computerized image analysis in type trait evaluation of the Mediterranean dairy buffalo (Bubalus bubalis)

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    105 Mediterranean adult buffalo cows raised in the provinces of Caserta and Salerno were studied. For morphological appraisal a series of type traits were measured both by conventional measurement tools (Lydtin bar, tape measure) and by a computerised system of image analysis. Yellow markers were applied on the side regions of some buffaloes to make evident the extremity to be measured. No markers were applied for udder. Data from the two systems were practically overlapping for height records: at withers, pelvis and sternum, with high correlation coefficients, while to a lesser extent for width at pelvis and more for the udder, the percentage differences and correlations showed greater variability due to the objective trouble of skin pigmentation. The fact that in some cases the markers at the extremities of segments to be measured were not applied, may well have affected the above data

    Modificazioni endocrino-metaboliche nella fase di transizione e nei primi mesi di lattazione: metabolismo proteico ed enzimi serici.

    No full text
    32 bufale allevate in 6 aziende dislocate tra le province di Latina e Frosinone sono state suddivise in 4 gruppi in base ai giorni di lattazione. Da ogni bufala sono stati prelevati campioni di sangue al fine di valutare il metabolismo proteico. I risultati hanno mostrato che nell'ultima fase della gravidanza il sovraccarico epatico riduce l'efficienza del ciclo dell'urea. Comunque i livelli ematici di azoto risultano elevati sia nelle aziende in cui il contenuto proteico della dieta era più elevato, sia nelle aziende in cui le diete erano caratterizzate da carenza proteica. In questo caso, infatti, gli animali utilizzavano proteina muscolare per il loro metabolismo come confermato dal trend di CPK
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