bluuebunny/crossref_metadata_2025_split huggingface dataset:
A tandem mass spectrometry method based on selected ions detects low‐abundance phenolics in black tea – theatridimensins as products of the oxidative cascade
Authors: Verloop Annewieke J. W. , Vincken Jean‐Paul , Gruppen Harry 
Published: July 2016

RationaleMixtures of phenolics are widespread in plant‐derived food products, for instance black tea. Detailed compositional analysis of phenolics present is important for quality control. Characterization of low‐abundance compounds often requires extensive purification; hence, the need for rapid screening methods to annotate compounds in complex mixtures without extensive sample preparation. Opportunities of ultra‐high performance liquid chromatography/tandem mass spectrometry (UHPLC/MS) as tool in a rapid screening method are discussed for black tea analysis, with the two‐step‐oxidation product theatridimensin (T3D) as example.MethodsThree MS screening methods were compared for their ability to tentatively annotate two‐step‐oxidation products in black teas without the need for prior fractionation: (i) full MS; (ii) tandem mass spectrometry (MS/MS) on selected ions; and (iii) selected reaction monitoring (SRM), in combination with post‐analysis extracted ion chromatography. A model system of theaflavin (TF), epicatechin (EC) and tyrosinase was used to prepare the two‐step‐oxidation product T3D, consisting of three oligomerized catechin subunits. Commercial teas were screened for the occurrence of T3Ds.ResultsThe MS2 fragmentation pattern of T3D was compared with that of an isomeric catechin trimer from black tea, TFsEC. MS2 signature fragments were found to distinguish the two isomers, i.e. m/z 617 for T3D and m/z 563 for TFsEC. The MS screening methods, MS/MS on selected ions and SRM, both enabled monitoring MS2 data of compounds present in low abundance. The former provided the most complete MS2 data set, which facilitated the discovery of another isomer, i.e. theaflavate A. T3Ds, TFsECs, and theaflavate A could be tentatively annotated in all tested tea samples.ConclusionsWhen exploring black tea for the occurrence of two‐step‐oxidation products, the use of MS/MS on selected ions combined with extracted ion chromatography proved to be the most suitable. The occurrence of T3Ds and T3Dgs in various black teas was shown for the first time and the ‘oxidative cascade hypothesis’ was extended with novel oxidation products. Copyright © 2016 John Wiley & Sons, Ltd.
A constant false alarm rate frame detector for satellite‐based automatic identification system
Authors: Zhou Haosu , Wang Jianxin , Zhang Peixin , Ban Tian 
Published: July 2016

SummaryFrame detection is an important step in satellite‐based automatic identification system for its contributions in verifying the presence of automatic identification system signal before frame synchronization. In this paper, a constant false alarm rate frame detector is proposed, which exploits the feature implied in the training sequence, to realize frame detection in the presence of additive white Gaussian noise and frequency offset. False alarm probability is related with a threshold, which is independent of the signal and noise. For fixed false alarm probability, the relationship between detection performance and Eb/N0 is analyzed. Simulations prove that the proposed detector outperforms the detector based on cyclic autocorrelation when message collisions exist. Copyright © 2016 John Wiley & Sons, Ltd.
Superconducting parameter determination for (Co0.5Zn0.5Fe2O4)
x
/Cu0.5Tl0.5-1223 composite
Authors: Barakat M. Me. , Al-Sayyed N. , Awad R. , Abou-Aly A. I. 
Published: July 2016

Abstract
The addition of magnetic Co0.5Zn0.5Fe2O4 nanoparticles to the superconducting Cu0.5Tl0.5-1223 phase has been used to investigate the electrical resistivity behavior of the composite above the superconducting transition temperature T
c. This was studied according to the opening of spin gap and fluctuation conductivity. The results indicated that the pseudogap temperature (T*) and superconducting fluctuation temperature (T
scf) change by increasing the addition of Co0.5Zn0.5Fe2O4 nanoparticles. It was found that T* is related to hole carrier concentration P and it also depends on the antiferromagnetic fluctuation affected by magnetic nanoparticles. The excess-conductivity analysis showed four different fluctuation regions started from high temperature up to T
c, and they were denoted by short wave (sw), two-dimensional (2D), three-dimensional (3D), and critical (cr) fluctuations. The crossover temperature between 3D and 2D (T
3D–2D) in the mean field region was decreased by increasing the addition of Co0.5Zn0.5Fe2O4 nanoparticles, in accordance with the decrease in T
scf with x. The coherence length at 0 K along c-axis ξ
c(0), effective layer thickness of the 2D system d, and inter-layer coupling strength J were estimated as a function of Co0.5Zn0.5Fe2O4 nanoparticle addition. Moreover, the thermodynamics, lower and upper critical magnetic fields, as well as critical current density have been calculated from the Ginzburg number N
G. It was found that the low concentration of Co0.5Zn0.5Fe2O4 nanoparticles up to x = 0.08 wt% improves the superconducting parameters of Cu0.5Tl0.5-1223 phase. On the contrary, these parameters were deteriorated for (Co0.5Zn0.5Fe2O4)
x
/Cu0.5Tl0.5-1223 composite with x > 0.08 wt%.
AN ITERATIVITY CONDITION FOR THE MEAN-VALUE PRINCIPLE UNDER CUMULATIVE PROSPECT THEORY
Authors: Kaluszka Marek , Krzeszowiec Michał 
Published: July 2016

AbstractIn this paper, we present the full characterization of the iterativity condition for the mean-value principle under the cumulative prospect theory. It turns out that the premium principle is iterative for exactly six pairs of probability distortion functions. Some of the corresponding premium principles are the classical mean-value principle, essential infimum or essential supremum of the random loss. Moreover, from the proof of the main theorem of this paper, it follows that the iterativity of the mean-value principle is equivalent to the iterativity of the generalized Choquet integral.
When relative clause extraposition is the right choice, it’s easier
Authors: FRANCIS ELAINE J. , MICHAELIS LAURA A. 
Published: July 2016

abstractIn one type of Relative Clause Extraposition (RCE) in English, a subject-modifying relative clause occurs in a displaced position following the matrix VP, as in: Some options were considered that allow for more flexibility. Although RCE incurs a discontinuous dependency and is relatively infrequent in discourse, previous corpus and acceptability judgment studies have shown that speakers prefer RCE over adjacent ordering when the RC is long in relation to the VP, the subject NP is indefinite, and the main verb is passive/presentative (Francis, 2010; Francis & Michaelis, 2014; Walker, 2013). The current study is the first to relate these conditional preferences to online measures of production. For a spoken production task that required speakers to construct sentences based on visual cues, results showed that the same factors that modulate choice of structure – VP length, RC length, and definiteness of the subject NP – also modulate voice initiation time. That is, when the sentential context warrants a particular structure, that structure becomes easier to produce. Following the approach of MacDonald (2013), we explain these findings in terms of two production biases, one of which favors early placement of shorter, more accessible phrases and the other of which promotes rapid retrieval from memory of the most frequently used subtypes of a construction.
Confucian Ritual and Sacred Kingship: Why the Emperors Did not Rule Japan
Authors: Paramore Kiri 
Published: July 2016

AbstractThis article examines the political role of Confucian ritual in early Japanese history. New research on early Chinese ritual has recast it as a deliberately transformative social tool, a manufactured “as if” realm in which ideal relations are played out in full knowledge of their disjunction with the real world, in an attempt to order it. This article uses this understanding of ritual to analyze Confucianism in the practice of sacred kingship in early Japan, and by contrast in Tang China. I reexamine a number of well-known primary sources of early Japanese history in comparison with parallel Chinese sources of the Tang dynasty. Placing that comparison within the context of new developments in the historiography of China, Korea, and Japan, I argue that Confucianism's comparatively weak ritual positioning in Japan disabled its capacity to legitimate imperial rule there. The early Japanese state thus lacked one of the primary ritual tools employed in other parts of premodern East Asia to legitimate the power of new emperors and kings. I thus unpack one component in a wider process of East Asian cultural reproduction, which in the case of Japan contributed to the emergence of a state ultimately not ruled through imperial institutions or the emperor for most of its premodern history. The bifurcation of ritual and political power in sacred kingship, a seemingly geographically and temporally widespread phenomenon currently studied in various global histories, is explained in this article in terms of complex processes of cultural reproduction and transmission.
Serbia's Anti-Bureaucratic Revolution as Manipulation? A Cultural Alternative to the Elite-Centric Approach
Authors: Grdešić Marko 
Published: July 2016

AbstractWhy did nationalism and socialism combine during Serbia's “anti-bureaucratic revolution”? This article critiques the elite-centric approach prevalent in the literature and suggests a cultural argument instead. Three interconnected “elective affinities” brought nationalism and socialism together and separated them from a weak liberal alternative: (1) the emergence of bureaucracy as a “floating signifier”; (2) the search for enemies and a predilection for conspiracy theories; and (3) anti-intellectualism with special emphasis on the search for “one truth.” The elite-centric approach is assessed by looking at actors who, if the thesis is correct, should have been the least likely adopters of nationalist ideas.
‘You can Spend Time. . .But not Necessarily be Bonding with Them’: Australian Fathers’ Constructions and Enactments of Infant Bonding
Authors: BRADY MICHELLE , STEVENS EMILY , COLES LAETITIA , ZADOROZNYJ MARIA , MARTIN BILL 
Published: July 2016

AbstractGovernments are increasingly implementing policies that encourage early father-infant bonding. However, to date, research has not systematically examined fathers’ perspectives and experiences of early bonding. Using a social constructionist embodiment perspective we argue that paternal bonding is best conceived as a process of repeated, embodied performances that are shaped by gendered parenting discourses. Drawing on 100 semi-structured interviews with a diverse group of Australian fathers of young infants, we argue that most men believe they are capable of developing early strong bonds. They assume that bonding is a product of spending sufficient time with a child, irrespective of the parent's gender. In contrast, a sizable minority of fathers assert that physiology means fathers are ‘largely useless’ to very young infants, and tend to remain distant in the early months. We conclude that social policies promoting early paternal bonding must engage with and challenge gendered/physiological discourses.
On growth of homology torsion in amenable groups
Authors: KAR ADITI , KROPHOLLER PETER , NIKOLOV NIKOLAY 
Published: July 2016

AbstractSuppose an amenable group G is acting freely on a simply connected simplicial complex $\~{X}$ with compact quotient X. Fix n ≥ 1, assume $H_n(\~{X}, \mathbb{Z}) = 0$ and let (Hi) be a Farber chain in G. We prove that the torsion of the integral homology in dimension n of $\~{X}/H_i$ grows subexponentially in [G : Hi]. This fails if X is not compact. We provide the first examples of amenable groups for which torsion in homology grows faster than any given function. These examples include some solvable groups of derived length 3 which is the minimal possible.
Estimation of Stop Loss Premium in Fire Insurance
Authors: Welten C. P. 
Published: July 2016

The estimation of stop loss premiums can be based on some knowledge about the distribution function of the sum of all claims in a year (assuming that the stop loss insurance relates to a period of one calender year). Generally speaking there are two methods to obtain this knowledge about the distribution function.1. The first method is to construct a distribution function from data concerning:a. the distribution function of the number of claims per year, taking into account the variability of the parameter(s) of this distribution function.b. the distribution function of the insured sums.c. the distribution function of partial claims.d. the correlation between the insured sum and the probability of occurring of a claim.e. the probability of contagion.2. The second method is to derive a distribution function from the year's totals of claims over a long series of years, expressed in e.g: units of the totals of insured sums in that years.In practice it is often difficult to find a useful basis to apply one of these methods. Data concerning the distribution function of the number of claims per year, of the insured sums, and of partial claims are mostly available, but often nothing is known about the correlation between the insured sum and the probability of occurring of a claim.The second method is mostly not applicable because, if the year's totals of claims over a long series of, by preference recent, years are available, these data often turn out to be heterogeneous or to be correlated with time. If, in that case, only the data of the most recent years are used, the number of these data is often a too small basis for the construction of a distribution function.
On automobile insurance ratemaking
Authors: Jung Jan 
Published: July 2016

Suppose that an automobile insurance plan is characterized by a double classification. The risks are thus divided into classes, i = 1, 2, …, p (e.g. defined by use of car and age of operator), and groups j = 1, 2, …, q (e.g. defined by licence and by accidents during the last three years). The experience of the company is described by the observed “relative loss ratios” rij and some measure of exposure nij. A general model, often used, is that the rij: s are observations of random variables with the expected values gij = g(αi, βj), where the relativities αi are parameters representing the classes i and the relativities βj represent the influence of the groups j. One of the ratemaker's problems is to find a realistic function g(α, β) and to obtain estimates ai of αi and bj of βj.In their paper “Two Studies in Automobile Insurance Rate-making” (ASTIN Bulletin Vol. I, Part IV, page 192-217) Robert Bailey and LeRoy Simon have thoroughly analyzed this problem for private passenger automobiles in Canada. They have principally studied three different types of the function g(α β), namely g(α β) = αβ (Method 2), g(α β) = α + β (Method 3) and g(α β) = 3αβ— 2 (Method 4). The authors show in an appendix, that the variance of rij is approximately g(αi βj)/Knij where K ≅ 0.005 for the Canadian data. They estimate the relativities αi and βj; by making χ2 = K. Σnij(rij — gij)2/gij a minimum. For the Canadian material, the “method 4” agrees best with the observations. This method gives an observed χ2 value of about 8 for 11 degrees of freedom.
Utilisation pratique de la methode de simulation dans l'assurance „non life”
Authors: Franckx  , D'Hooge  , Gennart  
Published: July 2016

Les colloques successifs d'Astin ent eu le mérite de clarifier certaines idées théoriques importantes. En invitant au colloque d'Arnhem les actuaires á penser aux méthodes de Monte Carlo, les organisateurs ont forcément orienté les recherches vers le domaine des applications. Car simuler, c'est á. dire établir des résultats conformes á un processus aléatoire bien déterminé, suppose á priori que les données numériques d'introduction (ou de définition) ont été fixées.Nous ne reprendrons pas les principes de la méthode de simulation, ils sont donnés de maniére magistrale dans “Notes on operations research 1959” du centre de recherche opérationnelle du Massachusetts Institute of Technology. Le chapitre II, portant titre „Simulation of Random processes” rédigé par Herbert P. Galliher donne un exposé complet du probléme. Nous renvoyons á cette référence.Parmi les idées que l'on doit retenir, car elle est d'application dans tous les domaines, nous citons „Never simulate a single numerical problem;always simulate several of a class of problems”.Dans le domaine non life, cet aspect est fondamental. Ce qui y fait défaut, ce sont des algorithmes généraux de résolution numériques. Une des difficultés majeures rencontrées par les actuaires a été et est encore le calcul effectif des convolutions. Ceux qui ont établi cette note se sont posé la question de savoir si la méthode de Monte Carlo ne pouvait fournir un procédé:— évitant les convolutions.— suffisamment général pour être applicable à une classe de risques arbitraire.— donnant comme sous-produit des éléments intéressant aussi bien les théoriciens que les praticiens.
Dynamic decision problems in an insurance company
Authors: Borch Karl 
Published: July 2016

1.1. — In this paper we shall consider some of the decisions which have to be made in the normal course of business in an insurance company. We shall see that the “right” decisions can be found only when the problems are analysed in their proper dynamic context.As examples of the decision problems which we shall study, we can mention the following:(i) What premium rates should be quoted on the insurance contracts, which the company offers to the public?(ii) How much should the company spend to promote the sale of its policies?(iii) When should the company refuse to underwrite a proposed insurance contract?(iv) How shall the company reinsure its portfolio of insurance contracts?(v) What reserve funds should an insurance company keep?(vi) How shall the company's funds be invested?Any actuary will be familiar with such problems, and he will probably feel that these problems cannot be satisfactorily solved with the methods offered by the classical actuarial theory.1.2. — In some earlier papers [I] and [2] it has been argued that such problems can best be solved in the frame work of utility theory. As an illustration we shall take Problem (iii) in the preceding paragraph, and consider an insurance company in the following situation:(i) The company has a capital S.(ii) The company holds a portfolio of insurance contracts which will lead to a total payment of x to settle claims. F1(x) is the distribution of the variate x.
The Future of ASTIN
Authors: Bühlmann Hans 
Published: July 2016

My assistants at ETH have a wall calendar—not with the usual pictures of Swiss mountains, hills and lakes, but with “quotations for intelligent people”. Recently, the quotation for the week read as follows: “Even the future is no longer what it used to be in the past”.Observe that also in this supposedly intelligent approach it seems impossible to speak about the future without referring to the past. I shall not deviate from this rule. Of course, my task is greatly simplified by the fact that Paul Johansen has just entertained you in a charming way about the past 25 years of ASTIN and the earlier endeavors leading to the foundation of ASTIN.In the year 1693, Edmond Halley constructed the first mortality table based on mortality data from Breslau which he had obtained through the intervention of Leibniz. This can be regarded as the starting point of actuarial science. In my opinion it can however not be considered as the starting point of the actuarial profession. Why? Yes, Halley's table was used for some eighty years because subsequent information coincided with his estimate of mortality. Yes, De Moivre, in his classic textbook of 1725, performed ingenious calculations of annuities, based on the same table. Yes, Süssmilch published the first basic and substantial work of demography in 1741 but—here comes the big but—no government (and nobody else sold annuity insurance at that time) made use of the available scientific method to calculate annuities. Perhaps the first statistical results to be taken seriously were the Northampton tables of 1780, devised by Richard Price. Incidentally, this date coincides reasonably well with the first valuation by William Morgan in 1786. Hence, I think that either of these dates may be taken, at the earliest, as the start of the actuarial profession, a profession being by definition a dedicated group of people accepted by society for the performance of a particular skill. Let me make my point explicit: We have historical evidence of the existence of actuarial science about 90 years prior to the emergence of the actuarial profession.
A Multivariate Model of the Total Claims Process
Authors: Cummins J. David , Wiltbank Laurel J. 
Published: July 2016

Much of the risk theory literature deals with the total claims distribution where pk = the probability of k claims and S(x) is the distribution function of severity. Both pk and S(x) are univariate probability distributions. Thus, F(x) can be interpreted as a model of claims from one class of policies or as an aggregate model where pk and S(x) represent mixed probability distributions from a heterogeneous portfolio of policies. An alternative approach to modelling total claims in the latter case would be to recognize explicitly that total claims are the result of the interaction of multivariate processes. In the most general case, total claims arise from a multivariate accident process where each accident triggers multivariate claims frequency and severity processes.The purpose of this article is to present a multivariate model of total claims and to develop the cumulant generating function of this distribution. Such a model is superior to the traditional model in two respects: (1) It permits explicit recognition of shifts in the overall portfolio composition. Applications of the traditional model, in contrast, rely on the assumption that the portfolio composition is relatively constant over time. (2) It facilitates the evaluation of the effects of reinsurance on the total claims distribution when the reinsurance arrangements are not the same in different segments of the portfolio.