It has become common to quantify portfolio risks through risk measures such as Expected Shortfall, and utilize them in risk management. On the other hand, as seen in the discussion of international accounting standard, the importance of mark-to-market basis evaluation on assets and liabilities have come to be progressively recognized. In other to calculate risks deriving from not only assets si...

In this study we determined the taxonomic diversity of larval Chironomidae upstream and downstream to discharges of the sewage treatment plant (STP) from Agro-industrial District of Anápolis, State of Goiás, Brazil. Additionally, we evaluated the use of the lognormal distribution as a measure of biotic integrity of this system. The Chironomidae communities were sampled in three sites, upstream ...

Lognormal distribution has abundant applications in various fields. In literature, most inferences on the two parameters of the lognormal distribution are based on Type-I censored sample data. However, exact measurements are not always attainable especially when the observation is below or above the detection limits, and only the numbers of measurements falling into predetermined intervals can ...

It is important to evaluate chipping productivity that often differed according to the timing of observations and varied unexpectedly. A variation in production was the major concern of stakeholders for sustainable forest operation to establish regularly attainable production schedules on many operational levels. The aim of this study was to estimate the variance of chipping productivity by usi...

Recent advances in neuroscience have engendered interest in large-scale brain networks. Using a consistent database of cortico-cortical connectivity, generated from hemisphere-wide, retrograde tracing experiments in the macaque, we analyzed interareal weights and distances to reveal an important organizational principle of brain connectivity. Using appropriate graph theoretical measures, we sho...

The transport of polystyrene microspheres was examined in packed glass beads under a variety of environmentally relevant ionic strength and flow conditions. The observed profiles of numbers of retained microspheres versus distance from the column entrance were much steeper than expected based on a constant rate coefficient of deposition acrossthe length of the column, indicating apparent decrea...

This paper uses Chinese urban data to investigate two important issues regarding city size distribution: the nature in which cities of different size grow relative to each other, and which distribution is the best approximation of city size distribution. First, we examine how cities of different sizes grow relative to each other. While most empirical literatures suggest that relative size and r...

Environmental monitoring and classification of rivers in the northern hemisphere is frequently hampered by lack of infrastructure in the scarcely populated areas of the north. Carefully designed economical methods are important. Analysis of 15 constituents in 14 rivers in Iceland show that monthly samples for a period of 1 year are sufficient for 5 classification provided that the correct stati...

The single particle phase function and the linear polarization for large stochastically deformed spheres have been calculated by Monte Carlo simulation using the geometrical optics approximation. The radius vector of a particle is assumed to obey a bivariate lognormal distribution with three free parameters: mean radius, its standard deviation and the coherence length of the autocorrelation f...

On the basis of the analysis of random pulse signal, the mathematical model of the two-parameter random signal is established. Based on which, it is found that the random signal has a non-integer dimension fractal characteristics, and the fractal dimension is the ratio of the count distribution and the number of discrete degree ln σ . Besides, the mass distribution of the particle group is also...