Stochastic analysis in life office management: applications to large annuity portfolios

The paper deals with the riskiness analysis for a large portfolio of life annuities. By means of the limiting distribution of the present value of the portfolio, in the first part of the paper a model for evaluating the investment and the projection risks is presented. In the second part, with regard to the investment risk's effects, the insolvency risk is measured considering the cumulative probability distribution function of the discounted average cost per policy. Copyright © 2003 John Wiley & Sons, Ltd.     

Multiple factor analysis in environmental chemistry

In environmental chemistry studies, it may be necessary to analyze data sets constituted by different blocks of variables, possibly of different types, measured on the same samples. Multiple factor analysis (MFA) is presented as a tool for exploring such data. The most important features of MFA are shown on a real environmental data set, consisting of two blocks of data, namely heavy metals and polycyclic aromatic hydrocarbons, measured for sediment samples. They are discussed and compared to principal component analysis (PCA). The usefulness of the weighting scheme used in MFA as a preprocessing step for other chemometric methods, such as clustering, is also highlighted.     

Central limit theorem for quadratic forms for sparse tables

Sufficient conditions for asymptotic normality for quadratic forms in {n_t − np_t} are given, where {n_t} are the observed counts with expected cell means {np_t}. The main result is used to derive asymptotic distributions of many statistics including the Pearson's chi-square.     

On the Padé table for e x and the simple continued fractions for e and e L/M

A recently observed connection between some Padé approximants for the exponential series and the convergents of the simple continued fraction for e is established, leading to an alternative proof of the latter. Similar results for the simple continued fraction e ²,e ^1/M and e ^2/M , when M is a natural number greater than one, are derived.      

The crystal and molecular structure of cyclopentadienyltin(II) chloride. The bonding of the cyclopentadienyl group in tin(II) compounds

The crystal and molecular structure of cyclopentadienyltin(II) chloride has been determined from three-dimensional X-ray data. The crystals are orthorhombic, space group Pc2₁n. The unit cell, of dimensions a = 5.711(5), b = 6.225(5), c = 17.24(2) Å, contains four molecules. The structure has been refined by full matrix least squares techniques to a final R value of 0.083 for 717 independent reflections. In the crystal unsymmetrical tin-chlorine bridges are present between the units of C₅H₅SnCl.It is suggested that in cyclopentadienyltin(II) compounds the cyclopentadienyl group occupies more than one coordination site as a result of the donation of π electron density from the cyclopentadienyl ring into an empty acceptor orbital of the tin atom having π symmetry.     

Modelling and forecasting mortality in Spain

Experience shows that static life tables overestimate death probabilities. As a consequence of this overestimation the premiums for annuities, pensions and life insurance are not what they actually should be, with negative effects for insurance companies or policy-holders. The reason for this overestimation is that static life tables, through being computed for a specific period of time, cannot take into account the decreasing mortality trend over time. Dynamic life tables overcome this problem by incorporating the influence of the calendar when graduating mortality. Recent papers on the topic look for the development of new methods to deal with this dynamism.     

The AME 2020 atomic mass evaluation (I). Evaluation of input data,and adjustment procedures

This is the first of two articles(Part I and Part II)that presents the results of the new atomic mass evaluation,Ame2020.It includes complete information on the experimental input data that were used to derive the tables of recommended values which are given in Part II.This article describes the evaluation philosophy and procedures that were implemented in the selection of specific nuclear reaction,decay and mass-spectrometric data which were used in a least-squares fit adjustment in order to determine the recommended mass values and their uncertainties.All input data,including both the accepted and rejected ones,are tabulated and compared with the adjusted values obtained from the least-squares fit analysis.Differences with the previous Ame2016 evaluation are discussed and specific examples are presented for several nuclides that may be of interest to Ame users.     

Toric statistical models: parametric and binomial representations

Toric models have been recently introduced in the analysis of statistical models for categorical data. The main improvement with respect to classical log-linear models is shown to be a simple representation of structural zeros. In this paper we analyze the geometry of toric models, showing that a toric model is the disjoint union of a number of log-linear models. Moreover, we discuss the connections between the parametric and algebraic representations. The notion of Hilbert basis of a lattice is proved to allow a special representation among all possible parametrizations.     

Testing for Ordered Trends of Binary Responses between Contingency Tables

In this article, likelihood ratio tests (LRTs) are developed for detecting that stochastic trends of binary responses are ordered between 2×k contingency tables. We provide a simple iterative algorithm for the maximum likelihood estimators under the order restriction and construct the LRTs using those estimators. All the distributional results of these tests are based on the large sampling theory. The finite-sample behaviors of these tests are investigated through a simulation study. As an illustration of these tests, we analyze a set of data on wheeziness of smoking coalminers.     

抽样调查的设计与分析(Ⅱ)

本文讨论抽样调查实践中有关设计和数据分析中的若干问题．第二部分主要涉及数据处理与统计分析问题．