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The Capitation Payment Unit (CPU) financing mechanism constitutes more than 70% of health spending in Colombia, with a budget allocation of close to 60 trillion Colombian pesos for the year 2022 (approximately 15.7 billion US dollars). This article estimates actuarially, using modern techniques, the CPU for the contributory regime of the General System of Social Security in Health in Colombia, and compares it with what is estimated by the Ministry of Health and Social Protection. Using freely available information systems, by means of statistical copulas functions and artificial neural networks, pure risk premiums are calculated between 2015 and 2021. The study concludes that the weights by risk category are systematically different, showing historical pure premiums surpluses in the group of 0-1 years and deficits (for the regions normal and cities) in the groups over 54 years of age.

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Risk management of stock portfolios is a fundamental problem for the financial analysis since it indicates the potential losses of an investment at any given time. The objective of this study is to use bivariate static conditional copulas to quantify the dependence structure and to estimate the risk measure Value-at-Risk (VaR). There were selected stocks that have been performing outstandingly on the Brazilian Stock Exchange to compose pairs trading portfolios (B3, Gerdau, Magazine Luiza, and Petrobras). Due to the flexibility that this methodology offers in the construction of multivariate distributions and risk aggregation in finance, we used the copula-APARCH approach with the Normal, T-student, and Joe-Clayton copula functions. In most scenarios, the results showed a pattern of dependence at the extremes. Moreover, the copula form seems not to be relevant for VaR estimation, since in most portfolios the appropriate copulas lead to significant VaR estimates. It has found that the best models fitted provided conservative risk measures, estimates at 5% and 1%, in a scenario more aggressive.

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This paper attempts to model both static and dynamic dependence structures and measure impacts of energy consumptions (both renewable (EC) and non-renewable (REN) energies), economic globalization (GLO), and economic growth (GDP) on carbon dioxide (CO2) emissions in Argentina over the period 1970-2020. For analyses purpose, the current research deploys the novel static and dynamic copula-based ARIMA-fGARCH with different submodels. The static bivariate copula results show that the growth rates of the pairs EC-CO2 and GDP-CO2 are asymmetrically positive co-movements and have high left tail (extreme) dependencies, implying that the increase in non-renewable energy and economic growth can critically contribute to the environmental degradation, and the decrease in the consumption of non-renewable energy at a high level will consequently reduce the CO2 emissions at the same level. Based on several copula-based dependence measures, we document that between the two factors, the non-renewable energy has a stronger impact than the economic growth regarding the CO2 emissions. On the other hand, the growth rates of both economic globalization and renewable energy symmetrically negatively co-move with the growth rates of the CO2 emissions, but they have no extreme dependencies, indicating that these factors contribute to Argentina's environmental quality, in which the factor of renewable energy has a greater impact. Furthermore, the dynamic copula outcomes show that the (tail) dependencies of CO2 emissions on the non-renewable energy and economic growth are time-varying, while the pairs REN-CO2 and GLO-CO2 possess only dynamic dependencies, but no dynamic tail dependencies. Moreover, through the dynamic copula-based dependence, the environmental Kuznets curve (EKC) hypothesis can be estimated and illustrated explicitly. In addition, we leverage multivariate vine copulas for modelling dependence structures of the five variables simultaneously, which can reveal rich information regarding conditional associations among the relevant variables. Some policy implications are also provided to mitigate CO2 emissions.

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The multivariate dependence plays an important role in financial instrument management. Due to the inherent characteristics in the financial market, such as heavy tails in the returns unconditional distribution and asymmetry between gain and loss, we obtained the asymmetric dependence structure in different short-term variation scales based on the wavelet technique MODWT. The study sought to capture the relations between financial returns represented by its frequency components. Intraday returns series was used in the 15-min sampling interval from stocks and applied the D-Vine pair-copula to decompose in trade frequencies of 15 min, 1 h, 1 day, and 1 week with margin adjustments of ARIMA-APARCH class and BB7 copula function, responsible for measuring the dependence on tails. The results indicated the prevalence of a high dependence during market upturns, rising over the analyzed frequencies. Being an important tool in financial management and allowing short-term strategies of diversification.

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Copula models have become increasingly popular for modelling the dependence structure in multivariate survival data. The two-parameter Archimedean family of Power Variance Function (PVF) copulas includes the Clayton, Positive Stable (Gumbel) and Inverse Gaussian copulas as special or limiting cases, thus offers a unified approach to fitting these important copulas. Two-stage frequentist procedures for estimating the marginal distributions and the PVF copula have been suggested by Andersen (Lifetime Data Anal 11:333-350, 2005), Massonnet et al. (J Stat Plann Inference 139(11):3865-3877, 2009) and Prenen et al. (J R Stat Soc Ser B 79(2):483-505, 2017) which first estimate the marginal distributions and conditional on these in a second step to estimate the PVF copula parameters. Here we explore an one-stage Bayesian approach that simultaneously estimates the marginal and the PVF copula parameters. For the marginal distributions, we consider both parametric as well as semiparametric models. We propose a new method to simulate uniform pairs with PVF dependence structure based on conditional sampling for copulas and on numerical approximation to solve a target equation. In a simulation study, small sample properties of the Bayesian estimators are explored. We illustrate the usefulness of the methodology using data on times to appendectomy for adult twins in the Australian NH&MRC Twin registry. Parameters of the marginal distributions and the PVF copula are simultaneously estimated in a parametric as well as a semiparametric approach where the marginal distributions are modelled using Weibull and piecewise exponential distributions, respectively.

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The reproductive success of the oriental peach moth was evaluated in four experiments: 1) assessment of the mating duration, fecundity, fertility and longevity of females paired with virgin and immediately mated males; 2) mating duration, spermatophore size, fecundity, fertility and longevity in females paired with virgin and up to four times mated males; 3) receptivity of females to additional copulations after mating with virgin or mated males, and the effects of this behavior in female fecundity, fertility and longevity; 4) influence of insects age in the reproductive output. Males (33%) could copulate immediately after a previous copula. They were fertile until the fourth mating, but only in the first copula they transferred the longest (1.43 ± 0.10 mm) and widest (0.83 ± 0.11 mm) spermatophore, presenting the fastest mating duration (34.8 ± 2.62 min). A high proportion of females copulated by non-virgin males (84%) was receptive to other copulas, in comparison to those copulated by virgin males (32.4%). However, the fecundity, fertility, and longevity were similar among females that copulate once or more. The age was the most important factor affecting reproductive variables, where one and three day old insects had a significant higher fecundity, fertility and presented a shorter mating duration in comparison with older individuals. Results pointed out that the reproductive capacity of Grapholita molesta changes a little with respect to the analyzed factors, highlighting the elevated biotic potential of the species.

O sucesso reprodutivo da mariposa-oriental foi avaliado em quatro bioensaios: 1) avaliação do tempo de cópula, fecundidade, fertilidade e longevidade de fêmeas pareadas com machos virgens e imediatamente acasalados; 2) tempo de cópula, tamanho do espermatóforo, fecundidade, fertilidade e longevidade em fêmeas pareadas com machos virgens e acasalados até quatro vezes; 3) receptividade de fêmeas a cópulas adicionais após o acasalamento com machos virgens ou acasalados, e o efeito deste comportamento na fecundidade, fertilidade e longevidade das fêmeas; 4) influência da idade dos insetos no sucesso reprodutivo. Machos (33%) foram capazes de copular logo após o primeiro acasalamento. Os machos foram igualmente férteis até o quarto acasalamento, mas somente na primeira cópula transferiram espermatóforo com maior comprimento (1,43 ± 0,10 mm) e na largura (0,83 ± 0,11 mm), e apresentaram cópula de menor duração (34,8 ± 2,62 min). Uma maior proporção de fêmeas copuladas por machos não virgens (84%) foram receptivas a novos acasalamentos em comparação as pareadas com virgens (32,4%). No entanto, a fecundidade, fertilidade e longevidade foram semelhantes entre as fêmeas que copularam uma ou várias vezes. A idade foi o fator que mais afetou as variáveis reprodutivas, onde insetos de um e três dias de idade foram significativamente mais fecundos, férteis e apresentaram menor tempo de cópula que os mais velhos. Os resultados apontam que a capacidade de reprodução de G. molesta altera-se pouco com relação aos fatores analisados, ressaltando assim, elevado potencial biótico da espécie.

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Características comportamentais, morfológicas e fisiológicas de machos têm sido consideradas como importantes para o sucesso reprodutivo das fêmeas e a qualidade de seus descendentes. Assim, o presente estudo investigou o papel do tamanho e do status prévio de acasalamento do macho do percevejo predador Podisus nigrispinus (Dallas) (Hemiptera: Pentatomidae) no desen volvimento de seus descendentes. Duas classes de tamanho de machos (pequeno, < 40 mg e grande, > 50 mg) e status de acasalamento virgem e previamente acasalado foram investigados. Machos previamente acasalados foram considerados com quatro cópulas no intervalo de 15 dias. Os resultados mostram que o status de acasalamento do macho interferiu na qualidade da descendência com base na segunda postura realizada. Fêmeas acasaladas com machos virgens apresentaram maior produção de ovos e ninfas, bem como os ovos foram maiores. Além disso, ninfas oriundas da segunda postura de fêmeas acasaladas com machos virgens apresentaram desenvolvimento mais rápido e com maior viabilidade. Assim, com base nesses resultados podemos inferir que o desenvolvimento de descendentes é dependente do status de acasalamento prévio de machos.

Males behavioral, morphological, and physiological characteristics have been considered important to the females' reproductive success and the quality of their offspring. Thus, the present study investigated the effect of the size and previous mating status of predatory stinkbug Podisus nigrispinus (Dallas) (Hemiptera: Pentatomidae) males on offspring development. Two male body-size classes: small, < 40 mg and; large, > 50 mg; and the males' mating status: virgin and previously mated males were investigated. Mated males were considered with 4 copulas within 15 days interval. The results show that male mating status presented a significant effect on offspring performance based on the second egg batch produced. Females mated with virgin males produced a higher number of eggs and nymphs, and larger eggs. Also, nymphs originated from the second egg batch by females mated with virgin males developed faster and achieved higher viability. Thus, based on these results the development of the offspring is related to the mating status of males.

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ABSTRACT Males behavioral, morphological, and physiological characteristics have been considered important to the females reproductive success and the quality of their offspring. Thus, the present study investigated the effect of the size and previous mating status of predatory stinkbug Podisus nigrispinus (Dallas) (Hemiptera: Pentatomidae) males on offspring development. Two male body-size classes: small, 40 mg and; large, > 50 mg; and the males mating status: virgin and previously mated males were investigated. Mated males were considered with 4 copulas within 15 days interval. The results show that male mating status presented a significant effect on offspring performance based on the second egg batch produced. Females mated with virgin males produced a higher number of eggs and nymphs, and larger eggs. Also, nymphs originated from the second egg batch by females mated with virgin males developed faster and achieved higher viability. Thus, based on these results the development of the offspring is related to the mating status of males.

RESUMO Características comportamentais, morfológicas e fisiológicas de machos têm sido consideradas como importantes para o sucesso reprodutivo das fêmeas e a qualidade de seus descendentes. Assim, o presente estudo investigou o papel do tamanho e do status prévio de acasalamento do macho do percevejo predador Podisus nigrispinus (Dallas) (Hemiptera: Pentatomidae) no desen volvimento de seus descendentes. Duas classes de tamanho de machos (pequeno, 40 mg e grande, > 50 mg) e status de acasalamento virgem e previamente acasalado foram investigados. Machos previamente acasalados foram considerados com quatro cópulas no intervalo de 15 dias. Os resultados mostram que o status de acasalamento do macho interferiu na qualidade da descendência com base na segunda postura realizada. Fêmeas acasaladas com machos virgens apresentaram maior produção de ovos e ninfas, bem como os ovos foram maiores. Além disso, ninfas oriundas da segunda postura de fêmeas acasaladas com machos virgens apresentaram desenvolvimento mais rápido e com maior viabilidade. Assim, com base nesses resultados podemos inferir que o desenvolvimento de descendentes é dependente do status de acasalamento prévio de machos.