A study of Bayesian local robustness with applications in actuarial statistics

Local or infinitesimal Bayesian robustness is a powerful tool to study the sensitivity of posterior magnitudes, which cannot be expressed in a simple manner. For these expressions, the global Bayesian robustness methodology does not seem adequate since the practitioner cannot avoid using inappropriate classes of prior distributions in order to make the model mathematically tractable. This situation occurs, for example, when we compute some types of premiums in actuarial statistics in order to fix the premium to be charged to an insurance policy. In this paper, analytical and simple expressions that allow us to study the sensitivity of premiums, which are usually used in automobile insurance are provided by using the local Bayesian robustness methodology. Some examples are examined by using real automobile claim insurance data.     

Jensen's Inequality for General Location Parameter

A wide class of location parameters is shown to satisfy Jensen's inequality. When the expectation EX exists and l is a convex function, Jensen's inequality states that El(x) ≥ l(EX). It is shown that for μ, a properly defined location parameter, μ(l(x)) μ l(μ(x)).     

The Impact of Patronymic Attractiveness on Employability

We link patronymics (first and last names presented together) to success in the job market by investigating the influence of name attractiveness on employability. Using data from a recruitment agency, we tested (binomial regression) for effects associated with age, gender, and name attractiveness on job interview outcomes. We found that candidates with more attractive patronymics were more likely to be retained by employers.     

Density estimation using asymmetric kernels and Bayes bandwidths with censored data

We propose a modification to the regular kernel density estimation method that use asymmetric kernels to circumvent the spill over problem for densities with positive support. First a pivoting method is introduced for placement of the data relative to the kernel function. This yields a strongly consistent density estimator that integrates to one for each fixed bandwidth in contrast to most density estimators based on asymmetric kernels proposed in the literature. Then a data-driven Bayesian local bandwidth selection method is presented and lognormal, gamma, Weibull and inverse Gaussian kernels are discussed as useful special cases. Simulation results and a real-data example illustrate the advantages of the new methodology.     

Double‐mouthed discourse: Interpreting,framing, and participant roles1

In this article I examine multilingual displays in a Congolese Pentecostal church in Cape Town, South Africa. I focus on the simultaneous interpreting of the pastor's French sermon into English. I argue that the interpreting activity performed at church is used as a powerful interactional device to dramatize and shape the pastor's sermon. A close examination of participant roles shows that although these may appear to be predetermined by the interpretee‐interpreter format of the sermon, speaking roles are actually fluid and negotiated. I submit that an important role of the church interpreter is to convey the pastor's inspiration from the Holy Spirit and reach out to the potential audience absent from the here and now of the service. His high emotional engagement helps convey this inspiration prospectively to the audience and retroactively to the pastor himself.     

Comparing several experimental groups with a control in the multivariate case

This paper presents a multivariate extension of Dunnett's test for comparing simultaneously k treatment group means with a single control group mean. A test based on Hotelling T²statistics is presented and approximate critical values are evaluated for the case of equal numbers of observations in each group, for the .05 and .01 levels of significance, for 1 to 5 variates, for 1 to 10 treatment groups, and for varying degrees of freedom. The accuracy of the procedure for generating approximate critical values is assessed via simulation studies conducted for selected cases and an example is presented using real data.     

Annualized hours as a capacity planning tool in make-to-order or assemble-to-order environment: An agricultural implements company case

Capacity planning is one of the most important elements for an efficient production planning and control system. It is even more important when the main strategies to fulfil sales requirements are make-to-order (MTO) or assemble-to-order (ATO). Neither MTO or ATO companies keep finished products in stock which means that production level is driven by actual sales figures. Therefore, it is very important to have an available capacity as flexible as possible to meet sales requirements. Annualized hours (AH) is a work time control system that helps in increasing the flexibility of available capacity. The main rule of the AH system is to hire employees to work a certain number of hours on a yearly basis. Following some other pre-defined rules and limits, the AH system allows a company to adjust weekly available time in order to reduce idle capacity or to fulfil requirements that could mean overtime. This paper proposes a linear programming model to plan the operations using AH. This model has been implemented in a company that produces agricultural implements, showing that it is very simple to use. It is producing excellent practical results.     

Mapping Invasive Species Risks with Stochastic Models: A Cross-Border United States-Canada Application for Sirex noctilio Fabricius

Nonindigenous species have caused significant impacts to North American forests despite past and present international phytosanitary efforts. Though broadly acknowledged, the risks of pest invasions are difficult to quantify as they involve interactions between many factors that operate across a range of spatial and temporal scales: the transmission of invading organisms via various pathways, their spread and establishment in new environments. Our study presents a stochastic simulation approach to quantify these risks and associated uncertainties through time in a unified fashion. We outline this approach with an example of a forest pest recently detected in North America, Sirex noctilio Fabricius. We simulate new potential entries of S. noctilio as a stochastic process, based on recent volumes of marine shipments of commodities from countries where S. noctilio is established, as well as the broad dynamics of foreign marine imports. The results are then linked with a spatial model that simulates the spread of S. noctilio within the geographical distribution of its hosts (pines) while incorporating existing knowledge about its behavior in North American landscapes. Through replications, this approach yields a spatial representation of S. noctilio risks and uncertainties in a single integrated product. The approach should also be appealing to decisionmakers, since it accounts for projected flows of commodities that may serve as conduits for pest entry. Our 30-year forecasts indicate high establishment probability in Ontario, Quebec, and the northeastern United States, but further southward expansion of S. noctilio is uncertain, ultimately depending on the impact of recent international treatment standards for wood packing materials.     

The complementarity of internal integration and product modularity: An empirical study of their interaction effect on competitive capabilities

Modular product design and internal integration are commonly adopted by manufacturers to improve operational performance. A number of studies argue that the adoption of product modularity significantly alters organization design, which affects the impact of internal integration on competitive capabilities. This paper thus aims to empirically explore the individual effects as well as interaction effects of product modularity and internal integration on competitive capabilities. The competitive capabilities studied in this paper include product innovativeness, low price, product quality, delivery, flexibility and customer services. After analysing the data from 251 Hong Kong manufacturers through moderated multiple regression analysis, the study found that better internal integration can significantly improve product innovativeness, product quality, delivery, flexibility and customer services, while a high level of product modularity enhances product innovativeness, flexibility and customer services. More importantly, the study shows that internal integration and product modularity can interact to improve product innovativeness and product quality. These results enhance our understanding of the interaction of product design and organizational coordination.