Ecuaciones de recurrencia estocásticas en el cálculo de la prima de reaseguro Finite Risk

RESUMEN: El objetivo de este trabajo es calcular el importe de la prima pura periódica que debe cobrar el reasegurador a la cedente en un reaseguro finite risk en ambiente financiero estocástico. El problema de la convolución de las diferentes variables aleatorias que intervienen en el cálculo de la prima lo hemos solucionado simulando, por Monte-Carlo, trayectorias de siniestralidad para el reasegurador aplicando posteriormente, en cada trayectoria simulada, los criterios de decisión financieros, esperanza, varianza y desviación. En los criterios de la varianza y de la desviación proponemos utilizar una ecuación de recurrencia estocástica para evitar el problema de la dependencia que existe entre los factores de capitalización estocásticos, obteniendo la prima de reaseguro en función del nivel de aversión al riesgo del reasegurador y de la volatilidad del tipo de interés. Palabras clave: Finite risk, ambiente estocástico, ecuación de recurrencia, simulación de Monte-Carlo, prima pura periódica.

In memoriam Antonio Prevosti (1919-2011), a pioneer of genetics of natural populations

Prof. Dr. Antonio Prevosti was born on the 15th of February, 1919, at Barcelona where he grew up and lived with his wife Maria Monclús and his family until his death. Between the years 1939 and 1942 he registered at the University of Barcelona and finished his studies there with the"University Degree in Natural Science" obtaining the extraordinary award of his promotion. Immediately afterwards he started his research about the growth rate of Barcelona school children from two very different social groups at the Anthropology Laboratory of the University of Barcelona. The obtained results were published in his Doctoral Thesis (1948). Further investigations on quantitative traits in human populations improved his knowledge of statistical analyses and provided the basis for a scholarship from the Italian Ministry of Foreign Affairs to work at the Institute of Statistical and Demographical Sciences in Rome directed by Prof. C. Gini.

Polymorphisms in DNA-repair genes in a cohort of prostate cancer patients from different areas in Spain: heterogeneity between populations as a confounding factor in association studies

Background: Differences in the distribution of genotypes between individuals of the same ethnicity are an important confounder factor commonly undervalued in typical association studies conducted in radiogenomics. Objective: To evaluate the genotypic distribution of SNPs in a wide set of Spanish prostate cancer patients for determine the homogeneity of the population and to disclose potential bias. Design, Setting, and Participants: A total of 601 prostate cancer patients from Andalusia, Basque Country, Canary and Catalonia were genotyped for 10 SNPs located in 6 different genes associated to DNA repair: XRCC1 (rs25487, rs25489, rs1799782), ERCC2 (rs13181), ERCC1 (rs11615), LIG4 (rs1805388, rs1805386), ATM (rs17503908, rs1800057) and P53 (rs1042522). The SNP genotyping was made in a Biotrove OpenArrayH NT Cycler. Outcome Measurements and Statistical Analysis: Comparisons of genotypic and allelic frequencies among populations, as well as haplotype analyses were determined using the web-based environment SNPator. Principal component analysis was made using the SnpMatrix and XSnpMatrix classes and methods implemented as an R package. Non-supervised hierarchical cluster of SNP was made using MultiExperiment Viewer. Results and Limitations: We observed that genotype distribution of 4 out 10 SNPs was statistically different among the studied populations, showing the greatest differences between Andalusia and Catalonia. These observations were confirmed in cluster analysis, principal component analysis and in the differential distribution of haplotypes among the populations. Because tumor characteristics have not been taken into account, it is possible that some polymorphisms may influence tumor characteristics in the same way that it may pose a risk factor for other disease characteristics. Conclusion: Differences in distribution of genotypes within different populations of the same ethnicity could be an important confounding factor responsible for the lack of validation of SNPs associated with radiation-induced toxicity, especially when extensive meta-analysis with subjects from different countries are carried out.

Finite Element Analysis of Electrically Excited Quartz Tuning Fork Devices

Quartz Tuning Fork (QTF)-based Scanning Probe Microscopy (SPM) is an important field of research. A suitable model for the QTF is important to obtain quantitative measurements with these devices. Analytical models have the limitation of being based on the double cantilever configuration. In this paper, we present an electromechanical finite element model of the QTF electrically excited with two free prongs. The model goes beyond the state-of-the-art of numerical simulations currently found in the literature for this QTF configuration. We present the first numerical analysis of both the electrical and mechanical behavior of QTF devices. Experimental measurements obtained with 10 units of the same model of QTF validate the finite element model with a good agreement.

Life-time growth patterns of pumpkinseed Lepomis gibbosus introduced to Europe, relative to North American populations

The pumpkinseed Lepomis gibbosus, an omnivorous, nest guarding North American sunfish, was introduced into European waters about 100 years ago. To assess growth performance following introduction, we reviewed the available data for North American and European populations of pumpkinseed and compared the back-calculated age-specific growth for juveniles (standard length, SL, at age two) and adults (age two to five increment) as well as adult body size (SL at age five), von Bertalanffy growth model parameters and the index of growth (in length) performance (φ′). For continental comparisons of growth trajectory, mean growth curves for North American and Europe were calculated with the von Bertalanffy model using pooled data sets for each continent. Juvenile growth rate did not differ between European and North American pumpkinseed, but mean adult body size and adult growth rate were both significantly greater in North American than European populations. Adult body size decreased with increasing latitude (ANOVA) in North American populations, but this was not observed with adult growth rate. In contrast, adult body size tended to increase with latitude in European populations. Adult body size correlated significantly with φ′. The von Bertalanffy model described the overall growth patterns of North American and European populations reasonably well, but on the individual population level, length asymptotes were unrealistic (estimates that were > 20 % of the mean back-calculated size for the oldest age class) for a third of European populations and 80% of the North American populations. In contrast to North American pumpkinseed populations, somatic growth in European populations appears to be compromised by limited, but adequate, food resources, probably due to strong intraspecific interactions. This appears to be especially acute in adults, having potential ramifications for life span and reproductive allocation

Genetic variation in the European hake, Merluccius merluccius. Description of protein loci and genetic divergence between Atlantic and Mediterranean populations = Anàlisi de la variabilitat genètica en el lluç europeu, Merluccius merluccius. Descripció dels loci electroforètics i divergència genètica entre les poblacions atlàntica i mediterrània

We examined the genetic population structure of the european hake (Merluccius merluccius) using electrophoretically detectable population markers in 35 protein loci. Samples were collected from 7 locations in the Atlantic Ocean and Mediterranean Sea. Six loci were polymorphic using the 0.05 criterion of polymorphism. Sample heterozigosities ranged from 0.052 to 0.072 and averaged 0.0625. In this study, significant allele frequency differences were detected between Atlantic and Mediterranean populations in three polymorphic loci: GAPDH-1*, GPI-2* and SOD-1*. Two major genetic groups were considered: a North-Atlantic stock and the Mediterranean stock. The Nei genetic distance, D, (based on 33 loci) between samples from these two groups ranged from 0.002 to 0.006. Genetic differenciation between these areas appears to reflect the barrier effect of Strait of Gibraltar. On average over loci, 96.92 % of the total gene diversity was contained within samples, 0.23 % expressed differences among locations within areas, and 2.64 % differences between regions. A review of morphological variation together with the genetic data presented here suggest that the populations of hake from these areas are subdivided into two different stocks: the North-Atlantic stock and the Mediterranean stock. The most conservative approach to the management of these stocks is to consider the Atlantic and Mediterranean stocks independently from oneanother

North African populations carry the signature of admixture with Neandertals

One of the main findings derived from the analysis of the Neandertal genome was the evidence for admixture between Neandertals and non-African modern humans. An alternative scenario is that the ancestral population of non-Africans was closer to Neandertals than to Africans because of ancient population substructure. Thus, the study of North African populations is crucial for testing both hypotheses. We analyzed a total of 780,000 SNPs in 125 individuals representing seven different North African locations and searched for their ancestral/derived state in comparison to different human populations and Neandertals. We found that North African populations have a significant excess of derived alleles shared with Neandertals, when compared to sub-Saharan Africans. This excess is similar to that found in non-African humans, a fact that can be interpreted as a sign of Neandertal admixture. Furthermore, the Neandertal's genetic signal is higher in populations with a local, pre-Neolithic North African ancestry. Therefore, the detected ancient admixture is not due to recent Near Eastern or European migrations. Sub-Saharan populations are the only ones not affected by the admixture event with Neandertals.

Faculty and Student Perspectives Toward Open Courseware, and Open Access Publishing: Some Comparisons Between European and North American Populations

Instructor and student beliefs, attitudes and intentions toward contributing to local open courseware (OCW) sites have been investigated through campus-wide surveys at Universidad Politecnica de Valencia and the University of Michigan. In addition, at the University of Michigan, faculty have been queried about their participation in open access (OA) publishing. We compare the instructor and student data concerning OCW between the two institutions, and introduce the investigation of open access publishing in relation to open courseware publishing.

Populations of breeding birds in Byers Peninsula, Livingston Island, South Shetland Islands

Data about breeding populations of birds in the Antarctica are rare and fragmented. Thus, information about the status of the breeding populations of Antarctic birds is crucial given the current scenario of climate change, which is particularly acute in Antarctica. This paper presents new information about the populations of the Antarctic tern Sterna vittata, the kelp gull Larus dominicanus, the southern giant petrel Macronectes giganteus, the Antarctic skua Catharacta antarctica lonnbergi, the chinstrap penguin Pygoscelis antarctica and the gentoo penguin Pygoscelis papua on Byers Peninsula (Livingston Island, South Shetland Islands). We used line transects counts to estimate both densities and numbers of nests of the different species. We estimate that there are 398.96 birds km-2 of southern giant petrels (2793 individuals), 62.4 birds km-2 of Antarctic tern (3746 individuals) and 269.1 birds km-2 of kelp gull (1884 individuals). Furthermore, we found 15 nests of Antarctic skua in 25 km2, from which we can estimate that 6091 birds must breed on Byers Peninsula. We also censused two colonies of gentoo penguins (3000 and 1200 pairs) and 50 pairs of chinstrap. Compared to previous estimates, gentoo penguins seem to have increased whereas chinstrap penguin have decreased. Finally, the populations of Antarctic tern, southern giant petrel and kelp gull have stabilized or slightly increased.

Health care utilization among immigrants and native-born populations in 11 European countries. Results from the Survey of Health, Ageing and Retirement in Europe

This study examines health care utilization of immigrants relative to the native-born populations aged 50 years and older in eleven European countries. Methods. We analyzed data from the Survey of Health Aging and Retirement in Europe (SHARE) from 2004 for a sample of 27,444 individuals in 11 European countries. Negative Binomial regression was conducted to examine the difference in number of doctor visits, visits to General Practitioners (GPs), and hospital stays between immigrants and the native-born individuals. Results: We find evidence those immigrants above age 50 use health services on average more than the native-born populations with the same characteristics. Our models show immigrants have between 6% and 27% more expected visits to the doctor, GP or hospital stays when compared to native-born populations in a number of European countries. Discussion: Elderly immigrant populations might be using health services more intensively due to cultural reasons.

Identification and conservation of remnant genetic resources of brown trout in relict populations from Western Mediterranean streams

Brown trout is a cold-adapted freshwater species with restricted distribution to headwater streams in rivers of the South European peninsulas, where populations are highly vulnerable because Mediterranean regions are highly sensitive to the global climatic warming. Moreover, these populations are endangered due to the introgressive hybridization with cultured stocks. Individuals from six remnant populations in Western Mediterranean rivers were sequenced for the complete mitochondrial DNA control region and genotyped for 11 nuclear markers. Three different brown trout lineages were present in the studied region. Significant genetic divergence was observed among locations and a strong effect of genetic drift was suggested. An important stocking impact (close to 25%) was detected in the zone. Significant correlations between mitochondrial-based rates of hatchery introgression and water flow variation suggested a higher impact of stocked females in unstable habitats. In spite of hatchery introgression, all populations remained highly differentiated, suggesting that native genetic resources are still abundant. However, climatic predictions indicated that suitable habitats for the species in these rivers will be reduced and hence trout populations are highly endangered and vulnerable. Thus, management policies should take into account these predictions to design upstream refuge areas to protect remnant native trout in the region

Study of spin polarized nuclear matter and finite nuclei with finite range simple effective interaction

The properties of spin polarized pure neutron matter and symmetric nuclear matter are studied using the finite range simple effective interaction, upon its parametrization revisited. Out of the total twelve parameters involved, we now determine ten of them from nuclear matter, against the nine parameters in our earlier calculation, as required in order to have predictions in both spin polarized nuclear matter and finite nuclei in unique manner being free from uncertainty found using the earlier parametrization. The information on the effective mass splitting in polarized neutron matter of the microscopic calculations is used to constrain the one more parameter, that was earlier determined from finite nucleus, and in doing so the quality of the description of finite nuclei is not compromised. The interaction with the new set of parameters is used to study the possibilities of ferromagnetic and antiferromagnetic transitions in completely polarized symmetric nuclear matter. Emphasis is given to analyze the results analytically, as far as possible, to elucidate the role of the interaction parameters involved in the predictions.

Reaseguro Finite Risk en ambiente financiero estocástico

Una de las características del reaseguro finite risk es la existencia de una cuenta de experiencia, que está formada por las primas que cobra el reasegurador, junto con su rendimiento financiero,y su finalidad es financiar los siniestros que éste ha de satisfacer a la cedente en el plazo establecido. El objetivo de este trabajo es diseñar un modelo que permita determinar el saldo estimado o reserva que debe de tener en cada periodo anual la cuenta de experiencia para garantizar su solvencia dinámica, teniendo en cuenta la experiencia de siniestralidad de la cartera del reasegurador y de cada cedente. Para el cálculo de la prima de reaseguro y del saldo de la cuenta de experiencia se asumirá ambiente financiero estocástico, de modo que la prima de reaseguro dependerá también de otros parámetros como la volatilidad del tipo de interés o de la aversión al riesgo.

Finite-temperature T matrix in a real-time formalism

A generalized off-shell unitarity relation for the two-body scattering T matrix in a many-body medium at finite temperature is derived, through a consistent real-time perturbation expansion by means of Feynman diagrams. We comment on perturbation schemes at finite temperature in connection with an erroneous formulation of the Dyson equation in a paper recently published.

Palaeolithic Populations and Waves of Advance

The wave-of-advance model has been previously applied to Neolithic human range expansions, yielding good agreement to the speeds inferred from archaeological data. Here, we apply it for the first time to Palaeolithic human expansions by using reproduction and mobility parameters appropriate to hunter-gatherers (instead of the corresponding values for preindustrial farmers). The order of magnitude of the predicted speed is in agreement with that implied by the AMS radiocarbon dating of the lateglacial human recolonization of northern Europe (14.2–12.5 kyr BP). We argue that this makes it implausible for climate change to have limited the speed of the recolonization front. It is pointed out that a similar value for the speed can be tentatively inferred from the archaeological data on the expansion of modern humans into the Levant and Europe (42–36 kyr BP)