Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

Predicting potential distribution of the jaguar (Panthera onca) in Mexico: identification of priority areas for conservation

Aim The jaguar, Panthera onca, is a species of global conservation concern. In Mexico, the northernmost part of its distribution range, its conservation status, is particularly critical, while its potential and actual distribution is poorly known. We propose an ensemble model (EM) of the potential distribution for the jaguar in Mexico and identify the priority areas for conservation.Location Mexico.Methods We generated our EM based on three presence-only methods (Ecological Niche Factor Analysis, Mahalanobis distance, Maxent) and considering environmental, biological and anthropogenic factors. We used this model to evaluate the efficacy of the existing Mexican protected areas (PAs), to evaluate the adequacy of the jaguar conservation units (JCUs) and to propose new areas that should be considered for conservation and management of the species in Mexico.Results Our results outline that 16% of Mexico (c. 312,000 km2) can be considered as suitable for the presence of the jaguar. Furthermore, 13% of the suitable areas are included in existing PAs and 14% are included in JCUs (Sanderson et al., 2002).Main conclusions Clearly much more should be carried out to establish a proactive conservation strategy. Based on our results, we propose here new jaguar conservation and management areas that are important for a nationwide conservation blueprint.

Modelling plant species distribution in alpine grasslands using airborne imaging spectroscopy.

Remote sensing using airborne imaging spectroscopy (AIS) is known to retrieve fundamental optical properties of ecosystems. However, the value of these properties for predicting plant species distribution remains unclear. Here, we assess whether such data can add value to topographic variables for predicting plant distributions in French and Swiss alpine grasslands. We fitted statistical models with high spectral and spatial resolution reflectance data and tested four optical indices sensitive to leaf chlorophyll content, leaf water content and leaf area index. We found moderate added-value of AIS data for predicting alpine plant species distribution. Contrary to expectations, differences between species distribution models (SDMs) were not linked to their local abundance or phylogenetic/functional similarity. Moreover, spectral signatures of species were found to be partly site-specific. We discuss current limits of AIS-based SDMs, highlighting issues of scale and informational content of AIS data.

The correct name, species diagnosis, and distribution of the Sicilian shrew

New karyological and morphological data show that Sicily, the Egadi Islands, Malta and Gozo are (ore were) inhabited by a particular species of Crocidura, for which the name Crocidura sicula Miller, 1901 is available. The species is briefly diagnosed and described and a new key to the European species of Crocidura is presented

New Genetic and Linguistic Analyses Show Ancient Human Influence on Baobab Evolution and Distribution in Australia

This study investigates the role of human agency in the gene flow and geographical distribution of the Australian baobab, Adansonia gregorii. The genus Adansonia is a charismatic tree endemic to Africa, Madagascar, and northwest Australia that has long been valued by humans for its multiple uses. The distribution of genetic variation in baobabs in Africa has been partially attributed to human-mediated dispersal over millennia, but this relationship has never been investigated for the Australian species. We combined genetic and linguistic data to analyse geographic patterns of gene flow and movement of word-forms for A. gregorii in the Aboriginal languages of northwest Australia. Comprehensive assessment of genetic diversity showed weak geographic structure and high gene flow. Of potential dispersal vectors, humans were identified as most likely to have enabled gene flow across biogeographic barriers in northwest Australia. Genetic-linguistic analysis demonstrated congruence of gene flow patterns and directional movement of Aboriginal loanwords for A. gregorii. These findings, along with previous archaeobotanical evidence from the Late Pleistocene and Holocene, suggest that ancient humans significantly influenced the geographic distribution of Adansonia in northwest Australia.

CD99 is upregulated in placenta and astrocytomas with a differential subcellular distribution according to the malignancy stage.

In the present study, we searched for genes highly expressed in placenta and that could contribute to the establishment and maintenance of a malignant phenotype in different types of tumours, and in astrocytomas in particular. We employed a strategy based on the integration of in silico data from previously generated massively parallel signature sequencing and public serial analysis of gene expression databases. Among 12 selected genes, CD99 exhibited the highest relative mRNA expression in GBM compared to non-neoplastic brain tissues. In a larger cohort of astrocytic tumours, we further demonstrated increased CD99 expression in all malignant grades, with GBMs showing the highest values. These findings were confirmed at the protein level by Western blotting and immunohistochemistry. Additionally, we demonstrated the CD99 localisation profile in astrocytic tumours. Interestingly, CD99 expression was confined to the cytoplasm or membrane in more malignant astrocytomas, in contrast to non-neoplastic brain tissue or non-infiltrative pilocytic astrocytoma, which showed no obvious staining in these structures. Comparison of three GBM cell lines revealed higher CD99 expression at the membrane and higher migratory capacity in the A172 and U87MG lines, but lower CD99 expression and no migratory ability in the T98 line. Knocking down CD99 expression by siRNA decreased significantly the migration of both cell lines. These integrated CD99 gene and protein expression results suggest that CD99 expression in astrocytomas of different malignant grades might contribute to the infiltrative ability and support the importance of CD99 as a potential target to reduce infiltrative astrocytoma capacity in migration and invasion.

Accuracy of plant assemblage predictions from species distribution models varies along environmental gradients

Aim: Climatic niche modelling of species and community distributions implicitly assumes strong and constant climatic determinism across geographic space. This assumption had however never been tested so far. We tested it by assessing how stacked-species distribution models (S-SDMs) perform for predicting plant species assemblages along elevation. Location: Western Swiss Alps. Methods: Using robust presence-absence data, we first assessed the ability of topo-climatic S-SDMs to predict plant assemblages in a study area encompassing a 2800 m wide elevation gradient. We then assessed the relationships among several evaluation metrics and trait-based tests of community assembly rules. Results: The standard errors of individual SDMs decreased significantly towards higher elevations. Overall, the S-SDM overpredicted far more than they underpredicted richness and could not reproduce the humpback curve along elevation. Overprediction was greater at low and mid-range elevations in absolute values but greater at high elevations when standardised by the actual richness. Looking at species composition, the evaluation metrics accounting for both the presence and absence of species (overall prediction success and kappa) or focusing on correctly predicted absences (specificity) increased with increasing elevation, while the metrics focusing on correctly predicted presences (Jaccard index and sensitivity) decreased. The best overall evaluation - as driven by specificity - occurred at high elevation where species assemblages were shown to be under significant environmental filtering of small plants. In contrast, the decreased overall accuracy in the lowlands was associated with functional patterns representing any type of assembly rule (environmental filtering, limiting similarity or null assembly). Main Conclusions: Our study reveals interesting patterns of change in S-SDM errors with changes in assembly rules along elevation. Yet, significant levels of assemblage prediction errors occurred throughout the gradient, calling for further improvement of SDMs, e.g., by adding key environmental filters that act at fine scales and developing approaches to account for variations in the influence of predictors along environmental gradients.

Cellular distribution of Hsp70 expression in rat skeletal muscles. Effects of moderate exercise training and chronic hypoxia.

Rat hindlimb muscles constitutively express the inducible heat shock protein 72 (Hsp70), apparently in proportion to the slow myosin content. Since it remains controversial whether chronic Hsp70 expression reflects the overimposed stress, we investigated Hsp70 cellular distribution in fast muscles of the posterior rat hindlimb after (1) mild exercise training (up to 30 m/min treadmill run for 1 h/day), which induces a remodeling in fast fiber composition, or (2) prolonged exposure to normobaric hypoxia (10%O(2)), which does not affect fiber-type composition. Both conditions increased significantly protein Hsp70 levels in the skeletal muscle. Immunohistochemistry showed the labeling for Hsp70 in subsets of both slow/type 1 and fast/type 2A myofibers of control, sedentary, and normoxic rats. Endurance training increased about threefold the percentage of Hsp70-positive myofibers (P < 0.001), and changed the distribution of Hsp70 immunoreactivity, which involved a larger subset of both type 2A and intermediate type 2A/2X myofibers (P < 0.001) and vascular smooth muscle cells. Hypoxia induced Hsp70 immunoreactivity in smooth muscle cells of veins and did not increase the percentage of Hsp70-positive myofibers; however, sustained exposure to hypoxia affected the distribution of Hsp70 immunoreactivity, which appeared detectable in a very small subset of type 2A fibers, whereas it concentrated in type 1 myofibers (P < 0.05) together with the labeling for heme-oxygenase isoform 1, a marker of oxidative stress. Therefore, the chronic induction of Hsp70 expression in rat skeletal muscles is not obligatory related to the slow fiber phenotype but reveals the occurrence of a stress response.

Niche, distribution and global change : modeling insights into biogeography and conservation biology Olivier Broennimann

RESUME Les évidences montrant que les changements globaux affectent la biodiversité s'accumulent. Les facteurs les plus influant dans ce processus sont les changements et destructions d'habitat, l'expansion des espèces envahissantes et l'impact des changements climatiques. Une évaluation pertinente de la réponse des espèces face à ces changements est essentielle pour proposer des mesures permettant de réduire le déclin actuel de la biodiversité. La modélisation de la répartition d'espèces basée sur la niche (NBM) est l'un des rares outils permettant cette évaluation. Néanmoins, leur application dans le contexte des changements globaux repose sur des hypothèses restrictives et demande une interprétation critique. Ce travail présente une série d'études de cas investiguant les possibilités et limitations de cette approche pour prédire l'impact des changements globaux. Deux études traitant des menaces sur les espèces rares et en danger d'extinction sont présentées. Les caractéristiques éco-géographiques de 118 plantes avec un haut degré de priorité de conservation sont revues. La prévalence des types de rareté sont analysées en relation avec leur risque d'extinction UICN. La revue souligne l'importance de la conservation à l'échelle régionale. Une évaluation de la rareté à échelle globale peut être trompeuse pour certaine espèces car elle ne tient pas en compte des différents degrés de rareté que présente une espèce à différentes échelles spatiales. La deuxième étude test une approche pour améliorer l'échantillonnage d'espèces rares en incluant des phases itératives de modélisation et d'échantillonnage sur le terrain. L'application de l'approche en biologie de la conservation (illustrée ici par le cas du chardon bleu, Eryngium alpinum), permettrait de réduire le temps et les coûts d'échantillonnage. Deux études sur l'impact des changements climatiques sur la faune et la flore africaine sont présentées. La première étude évalue la sensibilité de 227 mammifères africains face aux climatiques d'ici 2050. Elle montre qu'un nombre important d'espèces pourrait être bientôt en danger d'extinction et que les parcs nationaux africains (principalement ceux situé en milieux xériques) pourraient ne pas remplir leur mandat de protection de la biodiversité dans le futur. La seconde étude modélise l'aire de répartition en 2050 de 975 espèces de plantes endémiques du sud de l'Afrique. L'étude propose l'inclusion de méthodes améliorant la prédiction des risques liés aux changements climatiques. Elle propose également une méthode pour estimer a priori la sensibilité d'une espèce aux changements climatiques à partir de ses propriétés écologiques et des caractéristiques de son aire de répartition. Trois études illustrent l'utilisation des modèles dans l'étude des invasions biologiques. Une première étude relate l'expansion de la laitue sáuvage (Lactuca serriola) vers le nord de l'Europe en lien avec les changements du climat depuis 250 ans. La deuxième étude analyse le potentiel d'invasion de la centaurée tachetée (Centaures maculosa), une mauvaise herbe importée en Amérique du nord vers 1890. L'étude apporte la preuve qu'une espèce envahissante peut occuper une niche climatique différente après introduction sur un autre continent. Les modèles basés sur l'aire native prédisent de manière incorrecte l'entier de l'aire envahie mais permettent de prévoir les aires d'introductions potentielles. Une méthode alternative, incluant la calibration du modèle à partir des deux aires où l'espèce est présente, est proposée pour améliorer les prédictions de l'invasion en Amérique du nord. Je présente finalement une revue de la littérature sur la dynamique de la niche écologique dans le temps et l'espace. Elle synthétise les récents développements théoriques concernant le conservatisme de la niche et propose des solutions pour améliorer la pertinence des prédictions d'impact des changements climatiques et des invasions biologiques. SUMMARY Evidences are accumulating that biodiversity is facing the effects of global change. The most influential drivers of change in ecosystems are land-use change, alien species invasions and climate change impacts. Accurate projections of species' responses to these changes are needed to propose mitigation measures to slow down the on-going erosion of biodiversity. Niche-based models (NBM) currently represent one of the only tools for such projections. However, their application in the context of global changes relies on restrictive assumptions, calling for cautious interpretations. In this thesis I aim to assess the effectiveness and shortcomings of niche-based models for the study of global change impacts on biodiversity through the investigation of specific, unsolved limitations and suggestion of new approaches. Two studies investigating threats to rare and endangered plants are presented. I review the ecogeographic characteristic of 118 endangered plants with high conservation priority in Switzerland. The prevalence of rarity types among plant species is analyzed in relation to IUCN extinction risks. The review underlines the importance of regional vs. global conservation and shows that a global assessment of rarity might be misleading for some species because it can fail to account for different degrees of rarity at a variety of spatial scales. The second study tests a modeling framework including iterative steps of modeling and field surveys to improve the sampling of rare species. The approach is illustrated with a rare alpine plant, Eryngium alpinum and shows promise for complementing conservation practices and reducing sampling costs. Two studies illustrate the impacts of climate change on African taxa. The first one assesses the sensitivity of 277 mammals at African scale to climate change by 2050 in terms of species richness and turnover. It shows that a substantial number of species could be critically endangered in the future. National parks situated in xeric ecosystems are not expected to meet their mandate of protecting current species diversity in the future. The second study model the distribution in 2050 of 975 endemic plant species in southern Africa. The study proposes the inclusion of new methodological insights improving the accuracy and ecological realism of predictions of global changes studies. It also investigates the possibility to estimate a priori the sensitivity of a species to climate change from the geographical distribution and ecological proprieties of the species. Three studies illustrate the application of NBM in the study of biological invasions. The first one investigates the Northwards expansion of Lactuca serriola L. in Europe during the last 250 years in relation with climate changes. In the last two decades, the species could not track climate change due to non climatic influences. A second study analyses the potential invasion extent of spotted knapweed, a European weed first introduced into North America in the 1890s. The study provides one of the first empirical evidence that an invasive species can occupy climatically distinct niche spaces following its introduction into a new area. Models fail to predict the current full extent of the invasion, but correctly predict areas of introduction. An alternative approach, involving the calibration of models with pooled data from both ranges, is proposed to improve predictions of the extent of invasion on models based solely on the native range. I finally present a review on the dynamic nature of ecological niches in space and time. It synthesizes the recent theoretical developments to the niche conservatism issues and proposes solutions to improve confidence in NBM predictions of the impacts of climate change and species invasions on species distributions.

The permeability P-glycoprotein: a focus on enantioselectivity and brain distribution.

IMPORTANCE OF THE FIELD: The permeability glycoprotein (P-gp) is an important protein transporter involved in the disposition of many drugs with different chemical structures, but few studies have examined a possible stereoselectivity in its activity. P-gp can have a major impact on the distribution of drugs in selected organs, including the brain. Polymorphisms of the ABCB1 gene, which encodes for P-gp, can influence the kinetics of several drugs. AREAS COVERED IN THIS REVIEW: A search including publications from 1990 up to 2009 was performed on P-gp stereoselectivity and on the impact of ABCB1 polymorphisms on enantiomer brain distribution. WHAT THE READER WILL GAIN: Despite stereoselectivity not being expected because of the large variability of chemical structures of P-gp substrates, structure-activity relationships suggest different P-gp-binding sites for enantiomers. Enantioselectivity in the activity of P-gp has been demonstrated by in vitro studies and in animal models (preferential transport of one enantiomer or different inhibitory potencies towards P-gp activity between enantiomers). There is also in vivo evidence of an enantioselective drug transport at the human blood-brain barrier. TAKE HOME MESSAGE: The significant enantioselective activity of P-gp might be clinically relevant and must be taken into account in future studies.

Imaging the ultrasmall-angle x-ray scattering distribution with grating interferometry.

X-ray imaging with grating interferometry has previously been regarded as a technique providing information only in direct space. It delivers absorption, phase, and dark-field contrast, which can be viewed as parameters of the underlying but unresolved scattering distribution. Here, we present a method that provides the ultrasmall-angle x-ray scattering distribution and, thus, allows simultaneous access to direct and reciprocal space information.

Very high-resolution environmental predictors in species distribution models: moving beyond topography?

Recent advances in remote sensing technologies have facilitated the generation of very high resolution (VHR) environmental data. Exploratory studies suggested that, if used in species distribution models (SDMs), these data should enable modelling species' micro-habitats and allow improving predictions for fine-scale biodiversity management. In the present study, we tested the influence, in SDMs, of predictors derived from a VHR digital elevation model (DEM) by comparing the predictive power of models for 239 plant species and their assemblages fitted at six different resolutions in the Swiss Alps. We also tested whether changes of the model quality for a species is related to its functional and ecological characteristics. Refining the resolution only contributed to slight improvement of the models for more than half of the examined species, with the best results obtained at 5 m, but no significant improvement was observed, on average, across all species. Contrary to our expectations, we could not consistently correlate the changes in model performance with species characteristics such as vegetation height. Temperature, the most important variable in the SDMs across the different resolutions, did not contribute any substantial improvement. Our results suggest that improving resolution of topographic data only is not sufficient to improve SDM predictions - and therefore local management - compared to previously used resolutions (here 25 and 100 m). More effort should be dedicated now to conduct finer-scale in-situ environmental measurements (e.g. for temperature, moisture, snow) to obtain improved environmental measurements for fine-scale species mapping and management.

Distribution of free and liposomal doxorubicin after isolated lung perfusion in a sarcoma model.

BACKGROUND: Isolated lung perfusion (ILP) with free and a novel liposomal-encapsulated doxorubicin (Liporubicin, CT Sciences SA, Lausanne, Switzerland) was compared with respect to drug uptake and distribution in rat lungs bearing a sarcomatous tumor. METHODS: A single sarcomatous tumor was generated in the left lung of 39 Fischer rats, followed 10 days later by left-sided ILP (n = 36) with free and equimolar-dosed liposomal doxorubicin at doses of 100 microg (n = 9) and 400 microg (n = 9) for each doxorubicin formulation. In each perfused lung, the drug concentration and distribution were assessed in the tumor and in three areas of normal lung parenchyma by high-performance liquid chromatography (n = 6) and fluorescence microscopy (n = 3). Histologic assessment and immunostaining with von Willebrand factor was performed in 3 animals with untreated tumors. RESULTS: The sarcomatous tumors in controls were well vascularized with fine branching capillaries present throughout the tumors. Isolated lung perfusion resulted in a heterogeneous drug distribution within the perfused lung and a consistently lower drug uptake in tumors than in lung parenchyma for both doxorubicin formulations and both drug doses applied. Isolated lung perfusion with free doxorubicin resulted in a significantly higher drug uptake than Liporubicin in both the tumor and lung tissue for both drug doses applied (p < 0.01). However, the tumor/normal tissue drug ratio was lower for free than for liposomal doxorubicin at a drug dose of 100 microg (0.27 +/- 0.1 vs 0.53 +/- 0.5; p = 0.225) and similar for both doxorubicin formulations at a drug dose of 400 microg (0.67 +/- 0.2 vs 0.54 +/- 0.2; p = 0.335). Both doxorubicin formulations resulted in fluorescence signaling emerging from all tissue compartments of normal lung parenchyma but only in weak and sporadic signaling from the tumors confined to the tumor periphery and vessels situated within the tumor for both drug doses assessed. CONCLUSIONS: Isolated lung perfusion with free and liposomal doxorubicin resulted in a heterogeneous drug distribution within the perfused lung and in a lower drug uptake in tumors than in lung tissue for both doxorubicin formulations and drug doses applied.

Comparison of the site distribution of melanoma in New Zealand and Canada

A comparison of the site distribution of cutaneous malignant melanoma in New Zealand and Canada was performed. This series deals with 41,331 incident cases registered between 1968 and 1990 and is the largest to date to evaluate the influence of age and gender on the site distribution of melanoma. Site-specific, age-standardized rates per unit surface area and relative tumour density were assessed by gender and country and differences compared with statistical techniques adapted to this context. The age-standardized rates for all sites were higher in New Zealand than in Canada, the ratio being 3.2 for men and 3.8 for women. Occurrence of melanoma was denser for chronically than intermittently exposed sites in both New Zealand and Canada. The highest incidence rate per unit area was for the ears in men which was more than 5 times the rate for the entire body in each country. For each gender, melanomas were relatively commoner on the trunk and the face in Canada, and on the lower limbs in New Zealand. The variations in the site distribution were similar in each country and consistent with the effect of differential patterns of sun exposure between genders. Our results show that the levels of risk of melanoma between phenotypically comparable populations exposed to different amount of UV radiation vary in a site-specific manner, especially for intermittently exposed sites. This suggests that both environmental conditions and lifestyle factors influence the site distribution of melanoma in these two populations.