Discrete analysis of dividend payments in a non-life insurance portfolio

The process of free reserves in a non-life insurance portfolio as defined in the classical model of risk theory is modified by the introduction of dividend policies that set maximum levels for the accumulation of reserves. The first part of the work formulates the quantification of the dividend payments via the expectation of their current value under diferent hypotheses. The second part presents a solution based on a system of linear equations for discrete dividend payments in the case of a constant dividend barrier, illustrated by solving a specific case.

Enhanced pulse propagation in non-linear arrays of oscillators

The propagation of a pulse in a nonlinear array of oscillators is influenced by the nature of the array and by its coupling to a thermal environment. For example, in some arrays a pulse can be speeded up while in others a pulse can be slowed down by raising the temperature. We begin by showing that an energy pulse (one dimension) or energy front (two dimensions) travels more rapidly and remains more localized over greater distances in an isolated array (microcanonical) of hard springs than in a harmonic array or in a soft-springed array. Increasing the pulse amplitude causes it to speed up in a hard chain, leaves the pulse speed unchanged in a harmonic system, and slows down the pulse in a soft chain. Connection of each site to a thermal environment (canonical) affects these results very differently in each type of array. In a hard chain the dissipative forces slow down the pulse while raising the temperature speeds it up. In a soft chain the opposite occurs: the dissipative forces actually speed up the pulse, while raising the temperature slows it down. In a harmonic chain neither dissipation nor temperature changes affect the pulse speed. These and other results are explained on the basis of the frequency vs energy relations in the various arrays

Self construction, cognitive conflicts and polarization in bulimia nervosa

This study explores the cognitive structures, understood as construct systems, of patients suffering from bulimia nervosa (BN). Previous studies investigated the construct systems of disordered eaters suggesting that they had a higher distance between their construction of the self and the «ideal self», and also more rigidity. In addition to these aspects, this study explored the presence of implicative dilemmas (ID). Thirty two women who met criteria for BN and were treated in a specialized center were compared to a non clinical group composed by 32 women matched by age. All participants were assessed using Repertory Grid Technique (RGT). In BN patients it was more common (71.9%) to find IDs than in controls (18.8%). They also showed higher polarization and higher self-ideal discrepancies (even more for those with a long history of BN). The measures provided by the RGT can be useful for the assessment of self-construction and cognitive conflicts in BN patients and to appreciate their role in this disorder. In addition, this technique could be helpful for clinicians to explore the patient"s constructs system, and specially to identify IDs that could be maintaining the symptoms or hindering change in order to focus on them to facilitate improvement.

A system-level, molecular evolutionary analysis of mammalian phototransduction

Visual perception is initiated in the photoreceptor cells of the retina via the phototransduction system.This system has shown marked evolution during mammalian divergence in such complex attributes as activation time and recovery time. We have performed a molecular evolutionary analysis of proteins involved in mammalianphototransduction in order to unravel how the action of natural selection has been distributed throughout thesystem to evolve such traits. We found selective pressures to be non-randomly distributed according to both a simple protein classification scheme and a protein-interaction network representation of the signaling pathway. Proteins which are topologically central in the signaling pathway, such as the G proteins, as well as retinoid cycle chaperones and proteins involved in photoreceptor cell-type determination, were found to be more constrained in their evolution. Proteins peripheral to the pathway, such as ion channels and exchangers, as well as the retinoid cycle enzymes, have experienced a relaxation of selective pressures. Furthermore, signals of positive selection were detected in two genes: the short-wave (blue) opsin (OPN1SW) in hominids and the rod-specific Na+/Ca2+,K+ ion exchanger (SLC24A1) in rodents. The functions of the proteins involved in phototransduction and the topology of the interactions between them have imposed non-random constraints on their evolution. Thus, in shaping or conserving system-level phototransduction traits, natural selection has targeted the underlying proteins in a concerted manner.

Economic and legal analysis of mandatory non-recourse mortgages with applications to Spain

“The liquidity crisis of the Spanish banks is largely due to the lack of confidence of foreign investors and, therefore, the changes that occur in the legislation should not affect the credibility, stability, legal certainty, predictability that markets expect”.Sergio Nasarre (2011)In the current situation of economic crisis, many people have found they can no longer pay back the mortgage loans that were granted to them in order to purchase a dwelling. It is for this reason that, in light of the economic, political and social problems this poses, our paper studies the state of the Spanish real-estate system and of foreclosure, paying special attention to the solution that has been proposed recently as the best option for debtors that cannot make their mort-gage payments: non-recourse mortgaging. We analyze this proposal from legal and economic perspectives in order to fully understand the effects that this change could imply. At the same time, this paper will also examine several alternatives we believe would ameliorate the situation of mortgage-holders, among them legal reforms, mortgage insurance, and non-recourse mortgaging itself.

System identification using a linear combination of cumulant slices

In this paper we develop a new linear approach to identify the parameters of a moving average (MA) model from the statistics of the output. First, we show that, under some constraints, the impulse response of the system can be expressed as a linear combination of cumulant slices. Then, thisresult is used to obtain a new well-conditioned linear methodto estimate the MA parameters of a non-Gaussian process. Theproposed method presents several important differences withexisting linear approaches. The linear combination of slices usedto compute the MA parameters can be constructed from dif-ferent sets of cumulants of different orders, providing a generalframework where all the statistics can be combined. Further-more, it is not necessary to use second-order statistics (the autocorrelation slice), and therefore the proposed algorithm stillprovides consistent estimates in the presence of colored Gaussian noise. Another advantage of the method is that while mostlinear methods developed so far give totally erroneous estimates if the order is overestimated, the proposed approach doesnot require a previous estimation of the filter order. The simulation results confirm the good numerical conditioning of thealgorithm and the improvement in performance with respect to existing methods.

Coscheduling techniques and monitoring tools for non-dedicated cluster computing

Our efforts are directed towards the understanding of the coscheduling mechanism in a NOW system when a parallel job is executed jointly with local workloads, balancing parallel performance against the local interactive response. Explicit and implicit coscheduling techniques in a PVM-Linux NOW (or cluster) have been implemented. Furthermore, dynamic coscheduling remains an open question when parallel jobs are executed in a non-dedicated Cluster. A basis model for dynamic coscheduling in Cluster systems is presented in this paper. Also, one dynamic coscheduling algorithm for this model is proposed. The applicability of this algorithm has been proved and its performance analyzed by simulation. Finally, a new tool (named Monito) for monitoring the different queues of messages in such an environments is presented. The main aim of implementing this facility is to provide a mean of capturing the bottlenecks and overheads of the communication system in a PVM-Linux cluster.

What to consider for applying backfilling on non-dedicated environments

The resource utilization level in open laboratories of several universities has been shown to be very low. Our aim is to take advantage of those idle resources for parallel computation without disturbing the local load. In order to provide a system that lets us execute parallel applications in such a non-dedicated cluster, we use an integral scheduling system that considers both Space and Time sharing concerns. For dealing with the Time Sharing (TS) aspect, we use a technique based on the communication-driven coscheduling principle. This kind of TS system has some implications on the Space Sharing (SS) system, that force us to modify the way job scheduling is traditionally done. In this paper, we analyze the relation between the TS and the SS systems in a non-dedicated cluster. As a consequence of this analysis, we propose a new technique, termed 3DBackfilling. This proposal implements the well known SS technique of backfilling, but applied to an environment with a MultiProgramming Level (MPL) of the parallel applications that is greater than one. Besides, 3DBackfilling considers the requirements of the local workload running on each node. Our proposal was evaluated in a PVM/MPI Linux cluster, and it was compared with several more traditional SS policies applied to non-dedicated environments.

Ehrenfest dynamics is purity non-preserving: a necessary ingredient for decoherence

We discuss the evolution of purity in mixed quantum/classical approaches to electronic nonadiabatic dynamics in the context of the Ehrenfest model. As it is impossible to exactly determine initial conditions for a realistic system, we choose to work in the statistical Ehrenfest formalism that we introduced in Alonso et al. [J. Phys. A: Math. Theor. 44, 396004 (2011)10.1088/1751-8113/44/39/395004]. From it, we develop a new framework to determine exactly the change in the purity of the quantum subsystem along with the evolution of a statistical Ehrenfest system. In a simple case, we verify how and to which extent Ehrenfest statistical dynamics makes a system with more than one classical trajectory, and an initial quantum pure state become a quantum mixed one. We prove this numerically showing how the evolution of purity depends on time, on the dimension of the quantum state space D, and on the number of classical trajectories N of the initial distribution. The results in this work open new perspectives for studying decoherence with Ehrenfest dynamics.

An activator/repressor dual system allows tight tetracycline-regulated gene expression in budding yeast

We have developed an activator/repressor expression system for budding yeast in which tetracyclines control in opposite ways the ability of tetR-based activator and repressor molecules to bind tetO promoters. This combination allows tight expression of tetO-driven genes, both in a direct (tetracycline-repressible) and reverse (tetracycline-inducible) dual system. Ssn6 and Tup1, that are components of a general repressor complex in yeast, have been tested for their repressing properties in the dual system, using lacZ and CLN2 as reporter genes. Ssn6 gives better results and allows complete switching-off of the regulated genes, although increasing the levels of the Tup1-based repressor by expressing it from a stronger promoter improves repressing efficiency of the latter. Effector-mediated shifts between expression and non-expression conditions are rapid. The dual system here described may be useful for the functional analysis of essential genes whose conditional expression can be tightly controlled by tetracyclines.

Metal dealing at the origin of the Chordata phylum: The metallothionein system and metal overload response in Amphioxus.

Non-vertebrate chordates, specifically amphioxus, are considered of the utmost interest for gaining insight into the evolutionary trends, i.e. differentiation and specialization, of gene/protein systems. In this work, MTs (metallothioneins), the most important metal binding proteins, are characterized for the first time in the cephalochordate subphylum at both gene and protein level, together with the main features defining the amphioxus response to cadmium and copper overload. Two MT genes (BfMT1 and BfMT2) have been identified in a contiguous region of the genome, as well as several ARE (antioxidant response element) and MRE (metal response element) located upstream the transcribed region. Their corresponding cDNAs exhibit identical sequence in the two lancelet species (B. floridae and B. lanceolatum), BfMT2 cDNA resulting from an alternative splicing event. BfMT1 is a polyvalent metal binding peptide that coordinates any of the studied metal ions (Zn, Cd or Cu) rendering complexes stable enough to last in physiological environments, which is fully concordant with the constitutive expression of its gene, and therefore, with a metal homeostasis housekeeping role. On the contrary, BfMT2 exhibits a clear ability to coordinate Cd(II) ions, while it is absolutely unable to fold into stable Cu (I) complexes, even as mixed species. This identifies it as an essential detoxification agent, which is consequently only induced in emergency situations. The cephalochordate MTs are not directly related to vertebrate MTs, neither by gene structure, protein similarity nor metal-binding behavior of the encoded peptides. The closest relative is the echinoderm MT, which confirm proposed phylogenetic relationships between these two groups. The current findings support the existence in most organisms of two types of MTs as for their metal binding preferences, devoted to different biological functions: multivalent MTs for housekeeping roles, and specialized MTs that evolve either as Cd-thioneins or Cu-thioneins, according to the ecophysiological needs of each kind of organisms.

Effective Electrodiffusion equation for non uniform nanochannels

We derive a one dimensional formulation of the Planck-Nernst-Poisson equation to describe the dynamics of of a symmetric binary electrolyte in channels whose section is of nanometric section and varies along the axial direction. The approach is in the spirit of the Fick-Jacobs di fusion equation and leads to a system of coupled equations for the partial densities which depends on the charge sitting at the walls in a non trivial fashion. We consider two kinds of non uniformities, those due to the spatial variation of charge distribution and those due to the shape variation of the pore and report one and three-dimensional solutions of the electrokinetic equations.

CRM and higher education : developing a monitoring system to improve relationships in e-learning environments

Peer-reviewed

The influence of a certain volume of fluid in the lower tear meniscus on intraocular pressure measurements using the non-contact tonometer

Background: Intraocular pressure (IOP) is the pressure inside the eye that helps to maintain the integrity and the suitable form of the ocular globe. Precise and accurate measures of IOP are needed for the diagnosis as well as follow-up of glaucoma. In daily clinical practice, Goldmann applanation tonometer (GAT) and Non-contact tonometer (NCT) are the most common devices for measuring IOP. A close agreement between these methods has been showed, particularly in normotensive patients and a poor agreement, especially when IOP levels are above the normal range. Ophthalmologists have noticed a poor agreement between NCT and GAT, observing that by using NCT and after comparing with GAT, there is an overestimation of IOP readings, and particularly it occurs when the eyes are tearful. Previous studies investigate the effect of tears in Non-contact tonometer readings by the instillation of artificial tears, concluding in one of the studies that the variation was less than 1mmHg and not clinically significant, in contrast with another study which the increases were sadistically significant. Tear menisci are a thin strip of tear fluid located between the bulbar conjunctiva and the eyelid margins. We think that the overestimation of IOP readings using NCT could be due to the presence of a higher volume of tear in the lower tear meniscus which might cause an optical interference in the optoelectronic applanation monitoring system of this deviceObjectives: To research the influence of a certain volume of fluid in the lower tear meniscus on IOP measurements using the NCT in healthy eyes. Moreover, to investigate the agreement between IOP readings obtained by NCT and GAT in the presence and absence of this volume of fluidMethods: The study design will be transversal for diagnostic tests of repeated measures. We will study patients with no ocular pathology and IOP<21mmHg. It will consist in the measurement of IOP using NCT before and after the instillation of COLIRCUSÍ FLUOTEST, used as a volume of fluid in the lower tear meniscus, to observe if there will be differences using the paired t-test. Moreover, we will take IOP measures by GAT in order to know the agreement between these methods after and before the application of these eyedrops, using the ICC (intraclass correlation coefficient) and the Bland-Altmann method

Looking beneath Dalí's paint: non-destructive canvas analysis

A new analytical method was developed to non-destructively determine pH and degree of polymerisation (DP) of cellulose in fibres in 19th 20th century painting canvases, and to identify the fibre type: cotton, linen, hemp, ramie or jute. The method is based on NIR spectroscopy and multivariate data analysis, while for calibration and validation a reference collection of 199 historical canvas samples was used. The reference collection was analysed destructively using microscopy and chemical analytical methods. Partial least squares regression was used to build quantitative methods to determine pH and DP, and linear discriminant analysis was used to determine the fibre type. To interpret the obtained chemical information, an expert assessment panel developed a categorisation system to discriminate between canvases that may not be fit to withstand excessive mechanical stress, e.g. transportation. The limiting DP for this category was found to be 600. With the new method and categorisation system, canvases of 12 Dalí paintings from the Fundació Gala-Salvador Dalí (Figueres, Spain) were non-destructively analysed for pH, DP and fibre type, and their fitness determined, which informs conservation recommendations. The study demonstrates that collection-wide canvas condition surveys can be performed efficiently and non-destructively, which could significantly improve collection management.