bluuebunny/crossref_metadata_2025_split huggingface dataset:
Actuarial Applications of a Hierarchical Insurance Claims Model
Authors: Frees Edward W. , Shi Peng , Valdez Emiliano A. 
Published: June 2009

AbstractThis paper demonstrates actuarial applications of modern statistical methods that are applied to detailed, micro-level automobile insurance records. We consider 1993-2001 data consisting of policy and claims files from a major Singaporean insurance company. A hierarchical statistical model, developed in prior work (Frees and Valdez (2008)), is fit using the micro-level data. This model allows us to study the accident frequency, loss type and severity jointly and to incorporate individual characteristics such as age, gender and driving history that explain heterogeneity among policyholders.Based on this hierarchical model, one can analyze the risk profile of either a single policy (micro-level) or a portfolio of business (macro-level). This paper investigates three types of actuarial applications. First, we demonstrate the calculation of the predictive mean of losses for individual risk rating. This allows the actuary to differentiate prices based on policyholder characteristics. The nonlinear effects of coverage modifications such as deductibles, policy limits and coinsurance are quantified. Moreover, our flexible structure allows us to “unbundle” contracts and price more primitive elements of the contract, such as coverage type. The second application concerns the predictive distribution of a portfolio of business. We demonstrate the calculation of various risk measures, including value at risk and conditional tail expectation, that are useful in determining economic capital for insurance companies. Third, we examine the effects of several reinsurance treaties. Specifically, we show the predictive loss distributions for both the insurer and reinsurer under quota share and excess-of-loss reinsurance agreements. In addition, we present an example of portfolio reinsurance, in which the combined effect of reinsurance agreements on the risk characteristics of ceding and reinsuring company are described.
Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends
Authors: Cai Jun , Feng Runhuan , Willmot Gordon E. 
Published: June 2009

AbstractThe paper incorporates liquid reserves, interest and dividends in the compound Poisson surplus model. When an insurer's surplus is below a certain level, it is kept as liquid reserves. As the surplus attains the level, the excess of the surplus above the level will earn interest at a constant interest rate. If the surplus continues to surpass a higher level, the excess of the surplus above this higher level will be paid out as dividends to the insurer's shareholders at a constant dividend rate or by the threshold strategy. The lower and higher levels are called the liquid reserve level and the threshold level, respectively.This paper is to discuss the interactions of the liquid reserve level, the interest rate, the threshold level, and the dividend rate in the proposed risk model by studying the expected discounted penalty function and the expected present value of dividends paid up to the time of ruin. We derive expressions for the solutions to both quantities via the approach of integro-differential equation systems. We show that the dividend-penalty identity (Gerber et al. 2006, ASTIN Bulletin) still holds for the threshold strategy with liquid reserves and interest. We illustrate these results by deriving explicit solutions to the probability of ultimate ruin under the threshold strategy when claim sizes are exponentially distributed. In the end, we also discuss the impact of the liquid reserve level, the interest rate, the threshold level, and the dividend rate on the ruin probability by numerical examples.
Prosecutorial Discretion in Mutual Fund Settlement Negotiations, 2003-7
Authors: Zitzewitz Eric W 
Published: June 2009

Abstract
This paper examines the negotiated settlements of 20 market timing and late trading cases, comparing the restitution obtained for shareholders with an estimate of shareholder dilution. This restitution ratio varies from 0.04 to 5, or from 0.1 to 10 if penalties are included. While some of this variation is explained by differences in the defendants' conduct, controlling for this, settlement negotiations that involved New York as well as the Security and Exchange Commission (SEC) resulted in restitution ratios that were higher by a factor of 5-10. An analysis that uses the firms' headquarters location and customers' state of residence as instruments for New York's involvement suggests that this difference is causal, and not the result of New York involving itself in cases likely to lead to large settlements. Given the much larger staff and institutional expertise of the SEC, it is likely that these differences in outcomes are due to differences in effective aggressiveness, not prosecutorial resources. Differences in aggressiveness are consistent with popular conceptions of the regulators' career concerns, as well as with theories of industry focus and regulatory capture.
Lignicolous fungi from northern Serbia as natural sources of antioxidants
Authors: Karaman Maja , Mimica-Dukic Neda , Matavuly Milan 
Published: June 2009

AbstractAs a result of an interest in natural derived metabolites, lignicolous fungi have taken on great importance in biochemical investigations. In the present study, antioxidative screening analyses have included in vitro testing of different extracts (aqueous, methanol, chloroform) of four fungal species using three different assays: Fe2+/ascorbate-induced lipid peroxidation by TBA assay, the neutralisation of OH· radicals and the radical scavenging capacity with the DPPHk]assay. TLC analysis confirmed the existance of phenolics in the extracts, but also indicates the presence of some other compounds. The obtained results indicate that MeOH extracts manifested a degree of activity higher than that of CHCl3 extracts. With respect to antioxidative activity, the extracts can be ranged in the following declining order: G. lucidum, G. applanatum, M. giganteus and F. velutipes. These results suggest that analyzed fungi are of potential interest as sources of strong natural antioxidants that could be used in the food industries and nutrition.
Investigation of the Thickening Efficiency of HEUR on the Behavior of Two Different Latex Types
Authors: Barmar M. , Barikani M. 
Published: June 2009

Abstract
A hydrophobically modified ethoxylated urethane (HEUR) as a thickener was synthesized using poly (ethylene glycol), Dicyclohexylmethane diisocyanate (H12MDI) and cethyl alcohol via step growth polymerization technique. The molecular weight of the thickener was determined by GPC, and its behavior in aqueous solution was studied. The steady shear experiments were carried out by mixture of the synthesized thickener with two resins. These resins had different nature; one with hydrophilic and the other with both hydrophilic and hydrophobic segmental structure. The result showed the type of resin can be effective in the thickening efficiency of HEUR thickener.
Optimization of the Thickness of PET Bottles during Stretch Blow Molding by Using a Mesh-free (Numerical) Method
Authors: Cosson B. , Chevalier L. , Yvonnet J. 
Published: June 2009

Abstract
The stretch-blow molding process of polyethylene terephthalate (PET) bottles generates some important modifications in the mechanical properties of the material. Considering, the process temperature (T > Tg) that is usually used, the material exhibits a very high viscosity and involves a strain hardening effect associated with the microstructure evolution. An anisotropic viscoplastic model coupled with induced properties, identified from experimental results of uniaxial and biaxial tensile tests previously published by Chevalier and Marco (2006), is presented in a first part of the paper. Secondly, we perform a numerical simulation to simulate the free inflation of a preform under an internal pressure with different parameters. Because the final strains are up to 300 to 400%, it generates important distortion of node distribution and we chose to use the mesh-free Constrained Natural Elements Method (C-NEM) for numerical simulation. The final goal is to use these simulations in order to fit the best parameter set leading to a quasi-homogeneous distribution of the thickness along the bottle. Homogeneous thickness implies homogeneous biaxial stretching and more uniform induced properties for the final bottle and this is an important industrial goal.
Experimental Investigation and Flow Modeling of Slippage Induced by Additives in Polyolefins in a Modular Co-rotating Twin Screw Extruder
Authors: Ban K. , Bumm S. H. , White J. L. 
Published: June 2009

Abstract
Experimental and simulation studies of flow of a slipping polymer melt in a co-rotating twin screw extruder are presented. The experiments involve a wide range of polyolefins (polyethylene, isotactic polypropylene, isotactic polybutene-1, isotactic poly 4 methylpentene-1, and a cyclopolyolefin) with an octadecanoic acid additive. Mooney's capillary method is used to prove the occurrence and magnitude of slippage. In the twin screw extruder experiments, the die pressure is reduced for the compounds with octadecanoic acid compared to the neat polyolefins. Screw characteristic curves

(

Q

vs
.

dp

dx

)

were determined experimentally for both the polyolefin compounds and the neat polyolefins. These were found to be rather close. We modeled flow of a slipping non-Newtonian(power law) fluid in a screw channel and calculated screw characteristic curves. These were found to be close to our experimental observations.
Structural and Rheological Properties as a Function of Mixing Energy for Polymer/Layered Silicate Nanocomposites
Authors: Médéric P. , Aubry T. , Razafinimaro T. 
Published: June 2009

Abstract
Polyamide/organoclay nanocomposites have been prepared via direct melt intercalation in an internal mixer at 2.5% volume fraction, under various processing conditions. The influence of the melt mixing conditions on the structure and on the oscillatory and steady shear rheological properties of PA-12 layered silicate nanocomposites has been studied. Both structural properties and melt state material properties of nanocomposites were shown to exhibit similar trends when studied as a function of the specific mixing energy. Low frequency storage and loss moduli, but also yield stress and low-shear first normal stress difference were shown to increase up to a critical value of this specific mixing energy, and to level off above this value.
Utilizing Processing Parameters for Evaluating Polymer Viscosity during Plastication in Injection Molding
Authors: Dubay R. , Zhang D. , Hernandez J. M. 
Published: June 2009

Abstract
This paper investigates the viscosity behavior of melt polymer during the plastication stage in an injection molding machine (IMM). The objective of this paper is to develop theoretical viscosity-based models for evaluating and predicting the bulk viscosity of the melt polymer near the tip of the screw during the plastication stage. The uniqueness of these models is that they include the effects of material properties and machine processing parameters, such as screw rotational speed, hydraulic back pressure, barrel pressure drop, melt pressure and melt temperature. Several open loop tests were conducted on an industrial IMM in order to quantify process parameter effects on the plastication cycle. The derived model was used to predict bulk viscosity using the open loop tests data. The viscosity-based models in this work will be used for developing future optimal controllers for controlling the polymer viscosity during the plastication stage of the injection molding cycle.
Electrochemical Studies on Speciation of Cadmium(II) in ppb Level by Complexation with Ethylenediamine in Aqueous Media
Authors: Nahar Nurun , Ramim Anshaya , Abser M Nurul 
Published: June 2009

The speciation of cadmium(II) in ppb level by complexation with ethylenediamine (EN) has been investigated by differential pulse anodic stripping voltammetry (DPASV) using thin mercury film coated glassy carbon electrode (TMFGCE). The overall work has been carried out at constant ionic strength of 0.01 mol dm-3 (NaNO3) at ambient temperature. The pH was kept constant at 8.81 ± 0.10 by the addition of borate buffer. The stability constants of different species of cadmium(II) with ethylenediamine have been calculated from the variation of peak potential and diffusion current of simple and complexed metal ions under the present experimental conditions. The logarithmic values of overall stability constants: log β1, log β2 and log β3 (βi = [CdLi]/[Cd2+][L]i where i = 1, 2 and 3) have been found to be 5.01, 8.9 and 11.1 for CdL, CdL2 and CdL3, respectively (charges were omitted for simplicity). The stability constants of cadmium complexes and hydrolysis constants of cadmium indicate that five different species of cadmium (Cd2+, CdOH+, CdL, CdL2 and CdL3) co-exist at ligand concentrations up to 5×10-4 mole dm-3 under the present experimental conditions. The results obtained by this method is applied to study the cadmium speciation in river water on the basis of competitive ligand exchange equilibrium. Key words: Speciation, Complexation, Aqueous media, DPASV, Mercury film electrode. doi: 10.3329/bjsir.v44i1.2709 Bangladesh J. Sci. Ind. Res. 44(1), 1-10, 2009
Studies on Black Iron Oxide Pigment. Part-II: Effect of Preparation Parameter on Particle Size and Microstructure of Ferrosoferric Oxide
Authors: Neger AJM Tahuran , Ahmed Aftabuddin , Parvin Sufia , Alam AM Shafiqul 
Published: June 2009

This paper deals with the effect of preparation parameter on particle size and microstructure of the prepared ferrosoferric oxide. 10 prepared samples (from 23 samples) and one standard sample (Bayferrox 318 standard 88) collected from BAYER, Germany was selected for this study. X-ray diffraction, petrographic microscopy, scanning electron microscope and particle size analyzer were used to characterize the phase present, particle size and shape of the particle. It is observed from X-ray diffraction that all these samples mainly contain Fe3O4 phase. The shape of the particle is found to be round and agglomerated. The average particle diameter of highest portion of pigment in the peak region is ranged from 12.25μ to 17.32μ, which is very similar to the standard sample (17.32μ). Sample number 9, which was prepared with ferrous sulphate, hydrochloric acid, sodium nitrate and ammonium hydroxide at a molar ratio 1:1.74:0.16:4.07 and standard sample contain narrow high peak in their particle size distribution curve. Another observation is that, experimental parameter, though have some effect on particle size but have no effect on microstructure. Key words: Black iron oxide, Pigment, Particle size, Microstructure, Ferrosoferric oxide. doi: 10.3329/bjsir.v44i1.2711 Bangladesh J. Sci. Ind. Res. 44(1), 31-40, 2009
Chemical and Physical Analyses of Selected Cement Samples in Nigerian Market
Authors: Faleye FJ , Ogunnubi S , Olaofe O 
Published: June 2009

The chemical and physical analysis of Diamond, Pure Chem, Dangote and Elephant cements in Nigerian market have been carried out by analysis of metal oxides (A12O3, SiO2, CaO, etc.), physical characteristics of the samples (setting time, loss on ignition, insoluble residue, specific surface area, etc.) and important factors for predicting effectiveness of the cement samples.The mean value of CaO, SiO2, K2O, and A12O3 were 61.45 ± 0.22 and 5.57 ± 0.38 with percentage coefficient of variance as 2.15, 0.92, 53.66 and 6.82, respectively. Dangote had the least CaO (59.60%), insoluble residue (4.70) and setting time (195 sec) while pure chem had the highest specific surface area of 412 m2/kg with Diamond having the least percentage loss on ignition of 5.50. The mean values for time saturation factor, silica ratio, free lime and alumina ratio were 90.10 ± 3.02, 2.23 ± 0.10, 169.00 ± 0.13 and ± 0.79 respectively. The coefficient of variation suggests that there were no significant differences between all these factors except free lime. Pure chem has a free lime value of 2.28 which is highly significance compared with others. An empirical equation has been suggested to predict the variation of the compressive strength against time, which agrees very well with the experimental results. Key words: Cement, Diamond, Dangote, Metal oxide, Pure Chem and Quality paramaters. doi: 10.3329/bjsir.v44i1.2712 Bangladesh J. Sci. Ind. Res. 44(1), 41-50, 2009
Effect of Mulching Material on the Yield and Quality of Potato Varieties Under No Tillage Condition of Ganges Tidal Flood Plain Soil
Authors: Razzaque MA , Ali MA 
Published: June 2009

The field experiment was carried out during rabi season of 1999-2000 to 2000-2001 with five recommended potato varieties viz. Heera, Dhera, Diamant, Chamak and Cardinal along with two types of mulching materials viz rice straw and water hyacinth to find out suitable variety (ies) and mulching material(s) for obtaining higher yield under no tillage condition. Heera produced highest yield under both rice straw (19.45 t/ha) and water hyacinth (23.15 t/ha) mulch. Rest of the variety performed more or less similar in both cases. Both Heera and Dhera seemed to be suitable for cultivation in no tillage condition. Key Words: Potato varieties, Mulching material, Yield and Quality. doi: 10.3329/bjsir.v44i1.2713 Bangladesh J. Sci. Ind. Res. 44(1), 51-56, 2009
Speciation Analysis of Nickel in the Soils of Tejgaon Industrial Area of Bangladesh
Authors: Chamon AS , Mondol MN , Faiz B , Rahman MH , Elahi SF 
Published: June 2009

The main focus of the study is Tejgaon industrial area which is located within the Dhaka City Corporation and about 5 km north of the city centre. The industries around the study area like battery, chemical manufacturing, electrical and electronic, metal finishing, mining, paint and dye, textiles, pharmaceuticals, pesticides, etc, discharge heavy metals like Ni with their effluents and wastes. At Tejgaon soil the minimum pH value was 5.3 and the maximum 7.6 (at 26°C). High buffering capacity resulting from high soil organic matter content (4.87-11.55%) probably influenced soil pH. Electrical conductivity (EC) (25-551 μS/cm) and organic matter (OM) (4.87-11.55%) contents were also influenced by the industrial wastes and effluents of the factories. In the wet season, the average Ni concentration in different soil fractions was 1.69, 4.16, 13.21 and 93.12 mg kg-1 in water-soluble, NH4OAc extractable, DTPAextractable and total fractions respectively. Comparing wet season and dry season sampling data, total Ni concentrations in different locations were higher in the dry season and the mean concentration of total Ni was 223.89 mg kg-1, which was more than 4 times higher than the tolerable limit. Concentrations of total Ni in different locations during wet season were found above the natural background level with few exceptions. Ni concentration in the group of tolerable level was 21% (>022-=50 mg kg-1) and 75% (=50 mg kg-1) soil samples were found in the group of in excess of tolerable level during wet season. During dry season, 11% of Ni (=50 mg kg-1) samples were in the normal range and 89% (>50 mg kg-1) soil samples were found in the group of in excess of tolerable level. Ni concentration during dry season samples in different extraction i.e in NH4OAc extractable, DTPA extractable and in total fraction was found to decrease with distance away from the disposal point source due to dilution of the effluent and water. The decreasing tendency with distance indicates the accumulation of metals by the industrial operations. Key words: Speciation,Tejgaon soil, Industrial area, Nickel. doi: 10.3329/bjsir.v44i1.2717 Bangladesh J. Sci. Ind. Res. 44(1), 87-108, 2009
Endoparasitic Infection in Laboratory Rat Strain, Long-Evans (<i>Rattus norvegicus</i> Berkenhout, 1769)
Authors: Muznebin Farhana , Khanum Hamida , Nessa Zaibun , Islam Dipa 
Published: June 2009

In the present study, five helminth parasite species from two taxonomic groups were identified from Long-Evans (Rattus norvegicus Berkenhout, 1769). The cestodes were Vampirolepis nana Siebold, Hymenolepis diminuta Rud and nematodes were Citellina dispar Prendel, Heterakis spumosa Schneider and Syphacia muris Yamaguti. C. dispar is a new finding in Bangladesh. The highest prevalence of H. diminuta was recorded but the highest intensity was recorded in V. nana. The prevalence and intensity of V. nana was 56.25% and 65.11±13.23; H. dimisnuta was 72.92% and 4.37±0.89; C. dispar was 62.50% and 19.63 ±2.10; H. spumosa was 66.67% and 9.06±1.85; and S. muris was 64.58% and 24.65±2.60 respectively. Differences in prevalence and intensity due to sexes and seasons were also evaluated. Key words: Cestodes, Nematodes, Helminth, Prevalence, Intensity. doi: 10.3329/bjsir.v44i1.2718 Bangladesh J. Sci. Ind. Res. 44(1), 109-116, 2009
Response of NPK Fertilizer on the Incidence of Pod Borer, <i>Helicoverpa Armigera</i> (Hubner) and Grain Yield of Chickpea
Authors: Hossain M Altab , Prodhan MZH , Haque M Azizul 
Published: June 2009

Different dose of NPK fertilizer had shown both negative and positive influence on pod borer damage. In general, application of low to moderate doses of NPK reduced pod borer damage. Application of higher doses NPK increased pod borer damage compared to untreated control. Pod borer damage reduction by low to moderate doses of NPK fertilizer application ranged from 3.10 to 14.22%. The highest pod damage reduction (14.22%) was found in 20-20-20 kg NPK/ha followed by 40-20-20 kg NPK/ha (14.00%) and 20-40-20 kg NPK/ha (12.42%). While, pod borer damage was increased by higher dose levels of NPK fertilizer application which ranged from 4.34 to 15.81 %. Manuring with NPK fertilizer in chickpea increased grain yield upto 34.62%. The highest yield (1750kg/ha) was obtained from 20- 40-20 kg NPK/ha, which was statistically identical among levels of NPK application except 20-20-20 kg NPK/ha. The lowest yield (1300kg/ha) was recorded from control treatment. The highest marginal benefit cost ratio (4.35) computed from the manurial combination 40-20-20 kg NPK/ha followed by 20- 40-20 kg NPK/ha (MBCR 3.73) Manurial combination 40-20-20 kg NPK/ha was found most profitable followed by 20-40-20 kg NPK/ha in considering pod borer damage and yield in chickpea cultivation. Key words : Chickpea, Pod borer, NPK Fertilizer and Yield doi: 10.3329/bjsir.v44i1.2720 Bangladesh J. Sci. Ind. Res. 44(1), 117-124, 2009
Spirituality and Support for Family Presence During Invasive Procedures and Resuscitations in Adults
Authors: Baumhover Nancy , Hughes Linda 
Published: June 2009

Background Many health care professionals believe that they provide holistic care. The role of spirituality, a known variable of holism, has not been explored in relation to the support among health care professionals for family presence during invasive procedures and resuscitative efforts in adults.Objective To determine the relationship between spirituality of health care professionals and their support for family presence during invasive procedures and resuscitative efforts in adults.Methods In this descriptive correlational study, 108 participants (physicians, physician assistants, and nurses) completed the Howden Spirituality Assessment Scale and a survey to measure their support for family presence.Results A significant positive relationship was found between spirituality and support for family presence during resuscitative efforts in adults (r = 0.24, P = .05) and a significant negative correlation was found between support for family presence and the age of the health care professional (r = − 0.27, P = .01). No significant correlations were found between any of the study variables and invasive procedures in adults.Conclusions Adopting a more holistic perspective may support family presence, especially during resuscitative efforts in adults. Allowing the option for patients’ families to remain present promotes holistic family-centered care.