Predicting automobile claims bodily injury severity with sequential ordered logit models

Despite the large cost of bodily injury (BI) claims in motor insurance, relatively little research has been done in this area. Many companies estimate (and therefore reserve) bodily injury compensation directly from initial medical reports. This practice may underestimate the final cost, because the severity is often assessed during the recovery period. Since the evaluation of this severity is often only qualitative, in this paper we apply an ordered multiple choice model at different moments in the life of a claim reported to an insurance company. We assume that the information available to the insurer does not flow continuously, because it is obtained at different stages. Using a real data set, we show that the application of sequential ordered logit models leads to a significant improvement in the prediction of the BI severity level, compared to the subjective classification that is used in practice. We also show that these results could improve the insurer’s reserves notably.     

Über die abstandsverträglichen Abbildungen auf dem Kreis und auf der reellen Geraden

Zusammenfassung. Eine Abbildung zwischen metrischen R?umen hei?t abstandsvertr?glich, wenn der Abstand der Bilder zweier Punkte nur vom Abstand der Punkte selbst abh?ngt. Wir zeigen, dass eine Abbildung genau dann abstandsvertr?glich ist, wenn der Cauchyschen Funktionalgleichung genügt, also ein Endomorphismus der Gruppe ist. Ein entsprechendes Resultat gilt auch für die abstandsvertr?glichen Abbildungen des Kreises (mit der Multiplikation komplexer Zahlen als Gruppenverknüpfung). Damit kann man sowohl alle messbaren abstandsvertr?glichen Abbildungen von bzw. in sich angeben, als auch einen Nachweis für die Existenz nichtmessbarer abstandsvertr?glicher Abbildungen auf und erbringen. Eingegangen am 20. Juni 2001 / Angenommen am 13. September 2001     

A nondifferentiable extension of a theorem of Pucci and Serrin and applications

We study the multiplicity of critical points for functionals which are only differentiable along some directions. We extend to this class of functionals the three critical point theorem of Pucci and Serrin and we apply it to a one-parameter family of functionals Jλ, λ∈I⊂R. Under suitable assumptions, we locate an open subinterval of values λ in I for which Jλ possesses at least three critical points. Applications to quasilinear boundary value problems are also given.     

An Enumerative Geometry for Magic and Magilatin Labellings

A magic labelling of a set system is a labelling of its points by distinct positive integers so that every set of the system has the same sum, the magic sum. Examples are magic squares (the sets are the rows, columns, and diagonals) and semimagic squares (the same, but without the diagonals). A magilatin labelling is like a magic labelling but the values need be distinct only within each set. We show that the number of n × n magic or magilatin labellings is a quasipolynomial function of the magic sum, and also of an upper bound on the entries in the square. Our results differ from previous ones because we require that the entries in the square all be different from each other, and because we derive our results not by ad hoc reasoning but from a general theory of counting lattice points in rational inside-out polytopes. We also generalize from set systems to rational linear forms. Dedicated to the memory of Claudia Zaslavsky, 1917–2006 Received August 10, 2005     

Effects of in situ thermal annealing on the structural, optical, and electrical properties in Hg0.7Cd0.3Te epilayers grown on CdTe buffer layers

Scanning electron microscopy (SEM), Fourier transform infrared (FTIR) transmission, and Hall effect measurements were performed to investigate the structural, optical, and electrical properties of as-grown and in situ-annealed Hg_0.7Cd_0.3Te epilayers grown on CdTe buffer layers by using molecular beam epitaxy. After the Hg_0.7Cd_0.3Te epilayers had been annealed in a Hg-cell flux atmosphere, the SEM images showed that the surface morphologies of the Hg_0.7Cd_0.3Te thin films were mirror-like with no indication of pinholes or defects, and the FTIR spectra showed that the transmission intensities had increased in comparison to that of the as-grown Hg_0.7Cd_0.3Te epilayer. Hall-effect measurements showed that n-Hg_0.7Cd_0.3Te epilayers were converted to p-Hg_0.7Cd_0.3Te epilayers. These results indicate that the surface, optical, and electrical properties of the Hg_1 − xCd_xTe epilayers are improved by annealing and that as-grown n-Hg_1 − xCd_xTe epilayers can be converted to p-Hg_1 − xCd_xTe epilayers by in situ annealing.     

Corn stover fractions and bioenergy

Information is presented on structure, composition, and response to enzymes of corn stover related to barriers for bioconversion to ethanol. Aromatic compounds occurred in most tissue cell walls. Ferulic acid esterase treatment before cellulase treatment significantly improved dry weight loss and release of phenolic acids and sugars in most fractions over cellulase alone. Leaf fractions were considerably higher in dry weight loss and released sugars with esterase treatment, but stem pith cells gave up the most phenolic acids. Results help identify plant fractions more appropriate for coproducts and bioconversion and those more suitable as residues for soil erosion control.     

Navier-Stokes equations in 3D thin domains with Navier friction boundary condition

In this article we study the 3D Navier-Stokes equations with Navier friction boundary condition in thin domains. We prove the global existence of strong solutions to the 3D Navier-Stokes equations when the initial data and external forces are in large sets as the thickness of the domain is small. We generalize the techniques developed to study the 3D Navier-Stokes equations in thin domains, see [G. Raugel, G. Sell, Navier-Stokes equations on thin 3D domains I: Global attractors and global regularity of solutions, J. Amer. Math. Soc. 6 (1993) 503-568; G. Raugel, G. Sell, Navier-Stokes equations on thin 3D domains II: Global regularity of spatially periodic conditions, in: Nonlinear Partial Differential Equations and Their Application, College de France Seminar, vol. XI, Longman, Harlow, 1994, pp. 205-247; R. Temam, M. Ziane, Navier-Stokes equations in three-dimensional thin domains with various boundary conditions, Adv. Differential Equations 1 (1996) 499-546; R. Temam, M. Ziane, Navier-Stokes equations in thin spherical shells, in: Optimization Methods in Partial Differential Equations, in: Contemp. Math., vol. 209, Amer. Math. Soc., Providence, RI, 1996, pp. 281-314], to the Navier friction boundary condition by introducing a new average operator Mε in the thin direction according to the spectral decomposition of the Stokes operator Aε. Our analysis hinges on the refined investigation of the eigenvalue problem corresponding to the Stokes operator Aε with Navier friction boundary condition.     

Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution

In a structural measurement error model the structural quasi-score (SQS) estimator is based on the distribution of the latent regressor variable. If this distribution is misspecified, the SQS estimator is (asymptotically) biased. Two types of misspecification are considered. Both assume that the statistician erroneously adopts a normal distribution as his model for the regressor distribution. In the first type of misspecification, the true model consists of a mixture of normal distributions which cluster around a single normal distribution, in the second type, the true distribution is a normal distribution admixed with a second normal distribution of low weight. In both cases of misspecification, the bias, of course, tends to zero when the size of misspecification tends to zero. However, in the first case the bias goes to zero in a flat way so that small deviations from the true model lead to a negligible bias, whereas in the second case the bias is noticeable even for small deviations from the true model.     

Mackey Topologies and Mixed Topologies in Riesz Spaces

The possibility of characterizing the Mackey topology of a dual pair of vector spaces as a generalized inductive limit (or mixed) topology is investigated. Positive answers are given for a wide range of dual pairs of Riesz spaces (vector lattices) and non-commutative Banach function spaces (or symmetric operator spaces).     

Influence of oxidation time on semiconductive behaviour of thermally grown oxide films on AISI 304L

The oxide films formed on AISI 304L stainless steel at 300 °C in the oxidation time range between 2 and 4 h have been studied by photoelectrochemistry. Photocurrents were investigated as a function of the wavelength of the incident light and the electrode potential. The investigation allowed the determination of the semiconductive properties of the oxides. The oxide films showed n-type behaviour. A duplex structure of the oxide films has been suggested on the basis of the photocurrent spectra, with an internal oxide layer having an optical gap (E_g2 = 2.16-2.3 eV) depending on the applied potential and oxidation time, higher to that of the external oxide layer (E_g1 ≈ 1.9 eV). Significant variations in the amplitude of the photocurrent were detected as a function of the applied potential and the oxidation time.