bluuebunny/crossref_metadata_2025_split huggingface dataset:
Factors Affecting Regional Variation in Growth of Channel Catfish
Authors: Durham Bart W. , Pope Kevin L. , Wilde Gene R. 
Published: February 2005

Abstract
We related the length at age of channel catfish Ictalurus punctatus, an indirect measure of growth, to three climatic and five morphoedaphic variables in 144 Texas reservoirs. Growth of channel catfish ages 3 through 6 was negatively related to longitude, a factor that explained as much as 34% of the variation in length at age. Channel catfish length at age was not significantly related to latitude, conductivity, morphoedaphic index, mean depth, and maximum depth in all age-classes. Among age-7 channel catfish, length at age was positively related to reservoir area, which explained 35% of the variation in growth. A quadratic model for growing-season length explained 7–17% of the variation in length at age in all age-classes. Overall, length at age for channel catfish was greatest in reservoirs with intermediate growing seasons (approximately 270 d in length) and was lower when the growing-season length was either longer or shorter. Our results provide the first evidence that the length of growing season on a statewide or regional scale may affect the growth of channel catfish.
Morphology and Aging Precision of Statoliths from Larvae of Columbia River Basin Lampreys
Authors: Meeuwig Michael H. , Bayer Jennifer M. 
Published: February 2005

Abstract
The general morphology and precision associated with age determination of statoliths from larval Pacific lampreys Lampetra tridentata and western brook lampreys L. richardsoni found within the Columbia River basin were examined. Significant positive correlations were observed between the size of left and right statoliths from individuals. Principal components analysis indicated an allometric relationship between lamprey length and statolith size as well as a potential species grouping based on these measurements. Discriminant analysis was able to correctly classify more than 94% of Pacific lampreys and 92% of western brook lampreys based on lamprey length and statolith size, and Pacific lamprey statoliths tended to be larger than western brook lamprey statoliths for lampreys of a given size. Reader bias in age estimates of statoliths was greater for older lampreys. Multiple independent age readings of both statoliths from individual lampreys indicated that the overall average percent error was 16.7% for Pacific lampreys and 33.0% for western brook lampreys. Within-individual average percent error ranged from 5.1% to 20.1% among species and readers. Within-reader average percent error ranged from 6.4% to 17.8% among species and readers. The average percent error observed in this study was greater than that observed in studies of other species of lampreys; however, statoliths that were ambiguous or difficult to read were not excluded from this study. In general, the modal separation of age-groups observed in length-frequency distributions for lampreys is poor, as seen in this study; therefore, statolith-based ages may verify or provide better estimates of population age structure. These data demonstrate that estimates of precision are necessary before management actions founded on statolith-based age structure determination are implemented.
Intrapopulation Variation in Egg Lipid and Fatty Acid Composition and Embryo Viability in a Naturally Spawning Walleye Population from an Inland Reservoir
Authors: Czesny Sergiusz , Rinchard Jacques , Dabrowski Konrad 
Published: February 2005

Abstract
The objective of the study was to evaluate the variation in embryo viability within a population of walleye Sander vitreus from an inland reservoir throughout the spawning season. Egg size, egg lipid content, and fatty acid composition were used as criteria to evaluate egg quality. Additionally, we sought to verify whether any particular size-class of females produces superior-quality eggs or whether the time of spawning (early, middle, or late) has an effect on egg quality. Seventy-seven ovulating walleye females (total length, 465–885 mm) were captured in Salt Fork Reservoir, Ohio, throughout the spawning season. Although egg diameter after water hardening varied among females (1.85–2.38 mm), egg size did not correlate with female length (P &gt; 0.05). Average egg lipid content was 12.0 ± 1.3% (mean ± SD) of wet weight and was unrelated to egg diameter (P &gt; 0.05). Neutral and phospholipid classes in eggs comprised 77.5 ± 4.7% and 22.5 ± 4.7% of total lipids, respectively. Egg diameter was not significantly related to any of the specific fatty acids from neutral or phospholipid fractions (P &gt; 0.05). Moreover, egg fatty acid compositions from both neutral lipids and phospholipids did not change during the spawning season. High survival of embryos (90.0 ± 8.7%) from females across the observed size range was recorded regardless of the spawning period. We concluded that the quality of walleye eggs was consistently high and thus that the timing of gamete collection would not compromise hatchery programs.
Capture of Ovulating Female Sea Lampreys in Traps Baited with Spermiating Male Sea Lampreys
Authors: Johnson Nicholas S. , Siefkes Michael J. , Li Weiming 
Published: February 2005

Abstract
This study was conducted as an initial step in the development of a trapping technique for sexually mature female sea lampreys Petromyzon marinus. Recent research has demonstrated that spermiating male sea lampreys release a sex pheromone that attracts ovulating females. This discovery prompted us to hypothesize that traps baited with spermiating males would capture more ovulating females than empty traps or traps baited with nonspermiating males. We found that traps baited with spermiating males captured nearly 74% of the ovulating females released, whereas empty traps and traps baited with nonspermiating males did not capture any ovulating females. We conclude that pheromone-baited traps may complement current sea lamprey management through direct removal of ripe females from spawning grounds.
Recent Water Temperature Trends in the Lower Klamath River, California
Authors: Bartholow John M. 
Published: February 2005

Abstract
Elevated water temperatures have been implicated as a factor limiting the recovery of anadromous salmonids in the Klamath River basin. This article reviews evidence of a multidecade trend of increasing temperatures in the lower main-stem Klamath River above the ocean and, based on model simulations, finds a high probability that water temperature has been increasing by approximately 0.5°C/decade (95% confidence interval (CI) = 0.42–0.60°C/decade) since the early 1960s. The season of high temperatures that are potentially stressful to salmonids has lengthened by about 1 month over the period studied, and the average length of main-stem river with cool summer temperatures has declined by about 8.2 km/decade. Water temperature trends seem unrelated to any change in main-stem water availability but are consistent with measured basinwide air temperature increases. Main-stem warming may be related to the cyclic Pacific Decadal Oscillation, but if this trend continues it might jeopardize the recovery of anadromous salmonids in the Klamath River basin.
Bluegill Recruitment, Growth, Population Size Structure, and Associated Factors in Minnesota Lakes
Authors: Tomcko Cynthia M. , Pierce Rodney B. 
Published: February 2005

Abstract
To better understand the differences among populations of bluegill Lepomis macrochirus, we analyzed the relationships between bluegill recruitment, growth, population size structure, and associated factors from approximately 2,600 Minnesota lakes. Potential explanatory variables for our models included bluegill year-class strength, growth, population size structure, the relative abundance and mean weight of predator species, physical and chemical characteristics of lakes, summer air temperature, and season. Bluegill year-class strength, growth, and population size structure were more strongly related to each other than to predator and lake characteristics, temperature, or season. Growth of age-6 bluegills was positively associated with population size structure and inversely related to year-class strength, suggesting density-dependent growth effects for adult bluegills. Growth of age-3 bluegills was inversely related to Secchi depth, so early growth and productivity may be linked. Bluegill population size structure was positively associated with length at age 5, as expected from the analysis of growth, and was inversely associated with mean year-class strength. Bluegill year-class strength was negatively associated with population size structure, length at ages 4 and 5, and lake area. Although predator variables were not included in one- or two-variable regression models, bluegill growth was positively related to the relative abundance of yellow perch Perca flavescens, walleye Sander vitreus (formerly Stizostedion vitreum), black bullhead Ameiurus melas, and brown bullhead A. nebulosus and negatively related to that of largemouth bass Micropterus salmoides and yellow bullhead A. natalis. The results suggest that management strategies for improving bluegill growth and population size structure should focus on bluegill recruitment and growth rather than on external environmental factors.
On the Duality of Assumptions Underpinning the Construction of Life Tables
Authors: Renshaw A. E. , Haberman S. , Hatzopoulos P. 
Published: February 2005

AbstractWe investigate the implications of a dual approach to the graduation of the force of mortality based on the modelling of the exposures as gamma random variables, as opposed to the modelling of the numbers of deaths as Poisson random variables.
A Frequency Distribution Method for Valuing Average Options
Authors: Neave Edwin H. 
Published: February 2005

AbstractThis paper finds payoff frequency distributions for valuing European and American fixed strike average options on a discrete time, recombining multiplicative binomial asset price process. In comparison to other discrete valuation methods the distributions, obtained analytically from a generating function, greatly reduce the computational requirements needed for accurate valuation. Less data are needed to value geometric than arithmetic averages, but the magnitude of calculations is similar for both instruments. Calculations of orderT3are needed to value European instruments, of orderT4to value their American counterparts. A frequency distribution of a quantity calledpath sumsis used to value geometric average options, and a joint distribution of path sums and realized prices is used to value arithmetic average options. The frequency distributions give an exact value for geometric average, an approximate value for arithmetic average instruments. The method obtains additional information from the generating function to estimate approximation errors relative to the exact binomial solution. If the errors are significant they can be reduced using still further detail from the generating function. Error reduction can be performed selectively to minimize additional calculation.
A New Distribution of Poisson-Type for the Number of Claims
Authors: Denuit Michel 
Published: February 2005

AbstractThis paper is concerned with two methods to estimate the parameters of the Poisson-Goncharov distribution introduced recently by Lefevre and Picard (1996). These methods are applied to fit, inter alia, the six observed claims distributions, from automobile insurance third party liability portfolios, studied by Gossiaux and Lemaire (1981) and analysed afterwards by several authors.
Calculating Ruin Probabilities via Product Integration
Authors: Ramsay Colin M. , Usabel Miguel A. 
Published: February 2005

AbstractWhen claims in the compound Poisson risk model are from a heavy-tailed distribution (such as the Pareto or the lognormal), traditional techniques used to compute the probability of ultimate ruin converge slowly to desired probabilities. Thus, faster and more accurate methods are needed. Product integration can be used in such situations to yield fast and accurate estimates of ruin probabilities because it uses quadrature weights that are suited to the underlying distribution. Tables of ruin probabilities for the Pareto and lognormal distributions are provided.
Simulation of Ruin Probabilities for Subexponential Claims
Authors: Asmussen S. , Binswanger K. 
Published: February 2005

AbstractWe consider the classical risk model with subexponential claim size distribution. Three methods are presented to simulate the probability of ultimate ruin and we investigate their asymptotic efficiency. One, based upon a conditional Monte Carlo idea involving the order statistics, is shown to be asymptotically efficient in a certain sense. We use the simulation methods to study the accuracy of the standard Embrechts-Veraverbeke [16] approximation for the ruin probability and also suggest a new one based upon ideas of Hogan [21].
An Integrated Dynamic Financial Analysis and Decision Support System for a Property Catastrophe Reinsurer
Authors: Lowe Stephen P. , Stanard James N. 
Published: February 2005

AbstractThis paper describes the dynamic financial analysis model currently being used by a property catastrophe reinsurer to manage its business. The model is-an integral part of the day-to-day operations at the Company, and is used as a decision making tool in the underwriting, investment, and capital management processes. The paper begins by describing the framework that the Company uses for risk management. This includes a classification of the risks facing the Company, which is used to define and prioritize their implementation in the model. Also included is a description of the conceptual approach the Company takes to evaluate the tradeoff between risk and return. The paper then goes on to describe the structure and operation of the dynamic financial analysis model and provides examples of its use at the Company, along with illustrative examples of the various types of output it produces.
Withdrawal Benefits under a Dependent Double Decrement Model
Authors: Carriere Jacques F. 
Published: February 2005

AbstractThis article presents an explicit formula for the value of a withdrawal benefit when the times of death and withdrawal are dependent. The derivation is based on an actuarial equivalence principle. As a special case, we show that in the fully continuous case, the withdrawal benefit is the reserve when the decrements are independent. We also present a definition of antiselection and prove that the withdrawal benefit will be smaller under antiselection.
The Cox Regression Model for Claims Data m Non-Life Insurance
Authors: Keiding Niels , Andersen Christian , Fledelius Peter 
Published: February 2005

AbstractThe Cox regression model is a standard tool in survival analysis for studying the dependence of a hazard rate on covariates (parametrically) and time (nonparametrically). This paper is a case study intended to indicate possible applications to non-life insurance, particularly occurrence of claims and rating.We studied individuals from one Danish county holding policies in auto, property and household insurance simultaneously at some point during the four year period 1988-1991 in one company. The hazard of occurrence of claims of each type was studied as function of calendar time, time since the last claim of each type, age of policy holder, urbanization and detailed type of insurance. Particular emphasis was given to the technical advantages and disadvantages (particularly the complicated censoring patterns) of considering the nonparametrically underlying time as either calendar time or time since last claim. In the former case the theory is settled, but the results are somewhat complicated. The latter choice leads to several issues still under active methodological development. We develop a goodness-of-fit criterion which shows the lack of fit of some models, for which the practical conclusions might otherwise have been useful.
Comparing Risk Adjusted Premiums from the Reinsurance Point of View
Authors: e Silva João Manuel Andrade , Centeno Maria de Lourdes 
Published: February 2005

AbstractIn this paper we compare, from the point of view of reinsurance, the several risk adjusted premium calculation principles considered in Wang (1996b). We conclude that, with the exception of the proportional hazard (PH) premium calculation principle, all the others behave in a way similar to the expected value principle. We prove that the stop loss reinsurance premium when calculated using the PH premium principle gives a higher premium than any of the other transforms, provided that the priority is big enough. We observe a similar behaviour with respect to excess of loss reinsurance in all the examples given.We also study the behaviour of the adjustment coefficient, both from the insurer's and the reinsurer's point of view as functions of the priority, when the PH principle is used as opposed to the expected value principle.
A Credibility Approach to Mortality Risk
Authors: Hardy M.R. , Panjer H.H. 
Published: February 2005

AbstractBühlmann-Straub credibility is used to find an estimate of the mortality loss ratio for a company, relative to a standard table, for use in the statutory valuation of life insurance business. A method for calculating the margin for adverse deviation to be added to the mortality rate (in accordance with the general principle of Canadian statutory valuation) is derived. Applying credibility further to the variance of the mortality loss ratio gives a methodology for calculating the amount of the surplus (i.e. capital) required to cover annual fluctuations in mortality experience. The necessary structural parameters are calculated from industry statistics; the methodology is illustrated using Canadian life insurance data.
Using Mixed Poisson Processes in Connection with Bonus-Malus Systems
Authors: J.F. Walhin  , Paris J. 
Published: February 2005

AbstractFor the construction of bonus-malus systems, we propose to show how to apply, thanks to simple mathematics, a parametric method encompassing those encountered in the literature. We also compare this parametric method with a non-parametric one that has not yet been used in the actuarial literature and that however permits a simple formulation of the stationary and transition probabilities in a portfolio whenever we have the intention to construct a bonus-malus system with finite number of classes.
Stochastic Pension Funding: Proportional Control and Bilinear Processes
Authors: Bédard Diane 
Published: February 2005

AbstractIn this paper, we find explicit expressions for the moments of the fund level and the value of the total contribution when arithmetic or geometric rates of return are modeled by a moving average process of order q and when a proportional control is applied to the contributions. Our approach is based on the bilinear Markovian representation.
Multi-Period Aggregate Loss Distributions for a Life Portfolio
Authors: C.M. Dickson David , Waters Howard R. 
Published: February 2005

AbstractAlgorithms for the calculation of the distribution of the aggregate claims from a life insurance portfolio have been derived by Kornya (1983), Hipp (1986) and De Pril (1986 and 1989). All these authors considered the distribution of the aggregate claims over a single period. In this paper we derive algorithms for the calculation of the joint distribution of the aggregate claims from a life portfolio over several periods.
Discussion on D.C.M. Dickson & H.R. Waters Multi-Period Aggregate Loss Distributions for a Life Portfolio
Authors: Sundt Bjørn 
Published: February 2005

In the present discussion we point out the relation of some results in Dickson & Waters (1999) to similar results in Sundt (1998a, b).We shall need some notation. For a positive integer m let m be the set of all m × 1 vectors with positive integer-valued elements and m+ = m ~ {0}. A vector will be denoted by a bold-face letter and each of its elements by the corresponding italic with a subscript denoting the number of the elements; the subscript · denotes the sum of the elements. Let m0 be the class of probability functions on m with a positive probability at 0 and m+ the class of probability functions on m+. For j = 1,…, m we introduce the m × 1 vector ej where the jth element is one and all the other elements zero. We make the convention that summation over an empty range is equal to zero.Let g ∈ m0 be the compound probability function with counting distribution with probability function v ∈ 10 and severity distribution with probability function h ∈ m+; we shall denote this compound probability function by v V h. Sundt (1998a) showed thatwhere φv denotes the De Pril transform of v, given byMotivated by (2) Sundt (1998a) defined the De Pril transform φg of g byThis defines the De Pril transform for all probability functions in m0. Insertion of (2) in (3) givesand by solving φg(X) we obtainSundt (1998a) studies the De Pril transform defined in this way and found in particular that it is additive for convolutions.
Estimating Per Capita Expenses in Multiple State Models of Permanent Health Insurance
Authors: Kovářová Marie 
Published: February 2005

AbstractThe aim of this work is to present a method to compute the expected amount of annual claims in the health insurance. (A more detailed analysis of the method can be found in Kovářová (1998).) We will be especially concerned with the permanent health insurance and compare our numerical results with those computed and published for the permanent health insurance in C.M.I.R. (1991). At the same time we will give a general methodology applicable not only to the permanent health insurance but for other types of health insurance as well.The methods used today can be divided into three groups: the method of the decrement tables, the Manchester Unity method and the multiple state model. We would like to describe a simple method to compute from the data of the multiple state model the bases for the Manchester United and for the decrement tables methods.
Recursive Formulae for Some Bivariate Counting Distributions Obtained by the Trivariate Reduction Method
Authors: Walhin J.F. , Paris J. 
Published: February 2005

AbstractIn this paper we study some bivariate counting distributions that are obtained by the trivariate reduction method. We work with Poisson compound distributions and we use their good properties in order to derive recursive algorithms for the bivariate distribution and bivariate aggregate claims distribution. A data set is also fitted.
Portfolio Optimization
Authors: Schnieper René 
Published: February 2005

AbstractBased on the profit and loss account of an insurance company we derive a probabilistic model for the financial result of the company, thereby both assets and liabilities are marked to market. We thus focus on the economic value of the company.We first analyse the underwriting risk of the company. The maximization of the risk return ratio of the company is derived as optimality criterion. It is shown how the risk return ratio of heterogeneous portfolios or of catastrophe exposed portfolios can be dramatically improved through reinsurance. The improvement of the risk return ratio through portfolio diversification is also analysed.In section 3 of the paper we analyse the loss reserve risk of the company. It is shown that this risk consists of a loss reserve development risk and of a yield curve risk which stems from the discounting of the loss reserves. This latter risk can be fully hedged through asset liability matching.In section 4 we derive our general model. The portfolio of the company consists of a portfolio of insurance risks and of a portfolio of financial risks. Our model allows for a simultaneous optimization of both portfolios of risks. A theorem is derived which gives the optimal retention policy of the company together with its optimal asset allocation.Some of the material presented in this paper is taken from Schnieper, 1997. It has been repeated here in order to make this article self contained.