The physics of a rotary wing in forward flight are highly complex, particularly when flow separation is involved. The purpose of this work is to assess the role of three-dimensional (3-D) vortex dynamics, with a focus on Coriolis forces, in the evolution of vortices in the reverse flow region of a rotating wing. High-fidelity numerical simulations were performed to recreate the flow about a representative rotating wing in forward flight. A vorticity transport analysis was performed to quantify and compare the magnitudes of 2-D flow physics, vortex tilting and Coriolis effects in the resulting flow fields. Three-dimensional vortex dynamics was found to have a very small impact on the growth and behaviour of vortices in the reverse flow region; in fact, the rate of vortex growth was successfully modelled using a simple 2-D vortex method. The small role of 3-D physics was attributed to the Coriolis and vortex tilting terms being approximately equal and opposite to one another. This ultimately lead to vortex behaviour that more closely resembled a surging wing as opposed to a conventional rotating wing, a feature unique to the reverse flow region.

Under the European Union’s Solvency II regulations, insurance firms are required to use a one-year VaR (Value at Risk) approach. This involves a one-year projection of the balance sheet and requires sufficient capital to be solvent in 99.5% of outcomes. The Solvency II Internal Model risk calibrations require annual changes in market indices/term structure for the estimation of risk distribution for each of the Internal Model risk drivers. This presents a significant challenge for calibrators in terms of:

• Robustness of the calibration that is relevant to the current market regimes and at the same time able to represent the historically observed worst crisis;
• Stability of the calibration model year on year with arrival of new information.

The above points need careful consideration to avoid credibility issues with the Solvency Capital Requirement (SCR) calculation, in that the results are subject to high levels of uncertainty.

For market risks, common industry practice to compensate for the limited number of historic annual data points is to use overlapping annual changes. Overlapping changes are dependent on each other, and this dependence can cause issues in estimation, statistical testing, and communication of uncertainty levels around risk calibrations.

This paper discusses the issues with the use of overlapping data when producing risk calibrations for an Internal Model. A comparison of the overlapping data approach with the alternative non-overlapping data approach is presented. A comparison is made of the bias and mean squared error of the first four cumulants under four different statistical models. For some statistical models it is found that overlapping data can be used with bias corrections to obtain similarly unbiased results as non-overlapping data, but with significantly lower mean squared errors. For more complex statistical models (e.g. GARCH) it is found that published bias corrections for non-overlapping and overlapping datasets do not result in unbiased cumulant estimates and/or lead to increased variance of the process.

In order to test the goodness of fit of probability distributions to the datasets, it is common to use statistical tests. Most of these tests do not function when using overlapping data, as overlapping data breach the independence assumption underlying most statistical tests. We present and test an adjustment to one of the statistical tests (the Kolmogorov Smirnov goodness-of-fit test) to allow for overlapping data.

Finally, we explore the methods of converting “high”-frequency (e.g. monthly data) to “low”-frequency data (e.g. annual data). This is an alternative methodology to using overlapping data, and the approach of fitting a statistical model to monthly data and then using the monthly model aggregated over 12 time steps to model annual returns is explored. There are a number of methods available for this approach. We explore two of the widely used approaches for aggregating the time series.

Consumption of certain berries appears to slow postprandial glucose absorption, attributable to polyphenols, which may benefit exercise and cognition, reduce appetite and/or oxidative stress. This randomised, crossover, placebo-controlled study determined whether polyphenol-rich fruits added to carbohydrate-based foods produce a dose-dependent moderation of postprandial glycaemic, glucoregulatory hormone, appetite and ex vivo oxidative stress responses. Twenty participants (eighteen males/two females; 24 (sd 5) years; BMI: 27 (sd 3) kg/m2) consumed one of five cereal bars (approximately 88 % carbohydrate) containing no fruit ingredients (reference), freeze-dried black raspberries (10 or 20 % total weight; LOW-Rasp and HIGH-Rasp, respectively) and cranberry extract (0·5 or 1 % total weight; LOW-Cran and HIGH-Cran), on trials separated by ≥5 d. Postprandial peak/nadir from baseline (Δmax) and incremental postprandial AUC over 60 and 180 min for glucose and other biochemistries were measured to examine the dose-dependent effects. Glucose AUC0–180 min trended towards being higher (43 %) after HIGH-Rasp v. LOW-Rasp (P=0·06), with no glucose differences between the raspberry and reference bars. Relative to reference, HIGH-Rasp resulted in a 17 % lower Δmax insulin, 3 % lower C-peptide (AUC0–60 min and 3 % lower glucose-dependent insulinotropic polypeptide (AUC0–180 min) P<0·05. No treatment effects were observed for the cranberry bars regarding glucose and glucoregulatory hormones, nor were there any treatment effects for either berry type regarding ex vivo oxidation, appetite-mediating hormones or appetite. Fortification with freeze-dried black raspberries (approximately 25 g, containing 1·2 g of polyphenols) seems to slightly improve the glucoregulatory hormone and glycaemic responses to a high-carbohydrate food item in young adults but did not affect appetite or oxidative stress responses at doses or with methods studied herein.

Breakthrough Listen is a 10-yr initiative to search for signatures of technologies created by extraterrestrial civilisations at radio and optical wavelengths. Here, we detail the digital data recording system deployed for Breakthrough Listen observations at the 64-m aperture CSIRO Parkes Telescope in New South Wales, Australia. The recording system currently implements two modes: a dual-polarisation, 1.125-GHz bandwidth mode for single-beam observations, and a 26-input, 308-MHz bandwidth mode for the 21-cm multibeam receiver. The system is also designed to support a 3-GHz single-beam mode for the forthcoming Parkes ultra-wideband feed. In this paper, we present details of the system architecture, provide an overview of hardware and software, and present initial performance results.

The role that vitamin D plays in pulmonary function remains uncertain. Epidemiological studies reported mixed findings for serum 25-hydroxyvitamin D (25(OH)D)–pulmonary function association. We conducted the largest cross-sectional meta-analysis of the 25(OH)D–pulmonary function association to date, based on nine European ancestry (EA) cohorts (n 22 838) and five African ancestry (AA) cohorts (n 4290) in the Cohorts for Heart and Aging Research in Genomic Epidemiology Consortium. Data were analysed using linear models by cohort and ancestry. Effect modification by smoking status (current/former/never) was tested. Results were combined using fixed-effects meta-analysis. Mean serum 25(OH)D was 68 (sd 29) nmol/l for EA and 49 (sd 21) nmol/l for AA. For each 1 nmol/l higher 25(OH)D, forced expiratory volume in the 1st second (FEV1) was higher by 1·1 ml in EA (95 % CI 0·9, 1·3; P<0·0001) and 1·8 ml (95 % CI 1·1, 2·5; P<0·0001) in AA (Prace difference=0·06), and forced vital capacity (FVC) was higher by 1·3 ml in EA (95 % CI 1·0, 1·6; P<0·0001) and 1·5 ml (95 % CI 0·8, 2·3; P=0·0001) in AA (Prace difference=0·56). Among EA, the 25(OH)D–FVC association was stronger in smokers: per 1 nmol/l higher 25(OH)D, FVC was higher by 1·7 ml (95 % CI 1·1, 2·3) for current smokers and 1·7 ml (95 % CI 1·2, 2·1) for former smokers, compared with 0·8 ml (95 % CI 0·4, 1·2) for never smokers. In summary, the 25(OH)D associations with FEV1 and FVC were positive in both ancestries. In EA, a stronger association was observed for smokers compared with never smokers, which supports the importance of vitamin D in vulnerable populations.

Labour standards provisions within the Trade and Sustainable Development (TSD) chapters of EU Free Trade Agreements (FTAs) are presented as a key element of the EU's commitment to a ‘value-based trade agenda’. But criticism of TSD chapters has led the European Commission to commit to improving their implementation and enforcement, creating a critical juncture in the evolution of the EU's trade–labour linkage. This contribution synthesizes findings from academic studies that have examined the effectiveness of labour standards provisions in EU FTAs. It then considers the reform agenda as presented by the European Commission, and explains how some of the proposals could tackle failures identified. However, it also argues that there are various limitations with the Commission's current proposals, and outlines how legal obligations and institutional mechanisms created by trade agreements could better be harnessed to improve working conditions and rights at work around the world.