On the efficiency of recursive evaluations with applications to risk theory

On the efficiency of recursive evaluations with applications to risk theoryCette thèse est composée de trois essais qui portent sur l'efficacité des évaluations récursives de la distribution du montant total des sinistres d'un portefeuille de polices d'assurance au cours d'un période donnée. Le calcul de sa fonction de probabilité ou de quantités liées à cette distribution apparaît fréquemment dans la plupart des domaines de la pratique actuarielle.C'est le cas notamment pour le calcul du capital de solvabilité en Suisse ou pour modéliser la perte d'une assurance vie au cours d'une année. Le principal problème des évaluations récursives est que la propagation des erreurs provenant de la représentation des nombres réels par l'ordinateur peut être désastreuse. Mais, le gain de temps qu'elles procurent en réduisant le nombre d'opérations arithmétiques est substantiel par rapport à d'autres méthodes.Dans le premier essai, nous utilisons certaines propriétés d'un outil informatique performant afin d'optimiser le temps de calcul tout en garantissant une certaine qualité dans les résultats par rapport à la propagation de ces erreurs au cours de l'évaluation.Dans le second essai, nous dérivons des expressions exactes et des bornes pour les erreurs qui se produisent dans les fonctions de distribution cumulatives d'un ordre donné lorsque celles-ci sont évaluées récursivement à partir d'une approximation de la transformée de De Pril associée. Ces fonctions cumulatives permettent de calculer directement certaines quantités essentielles comme les primes stop-loss.Finalement, dans le troisième essai, nous étudions la stabilité des évaluations récursives de ces fonctions cumulatives par rapport à la propagation des erreurs citées ci-dessus et déterminons la précision nécessaire dans la représentation des nombres réels afin de garantir des résultats satisfaisants. Cette précision dépend en grande partie de la transformée de De Pril associée.

Effects of prior repeated-sprints with different recovery duration on oxygen uptake kinetics during subsequent heavy-exercise.

Introduction: Prior repeated-sprints (6) has become an interesting method to resolve the debate surrounding the principal factors that limits the oxygen uptake (V'O2) kinetics at the onset of exercise [i.e., muscle O2 delivery (5) or metabolic inertia (3)]. The aim of this study was to compare the effects of two repeated-sprints sets of 6x6s separated by different recovery duration between the sprints on V'O2 and muscular de-oxygenation [HHb] kinetics during a subsequent heavy-intensity exercise. Methods: 10 male subjects performed a 6-min constant-load cycling test (T50) at intensity corresponding to half of the difference between V'O2max and the ventilatory threshold. Then, they performed two repeated-sprints sets of 6x6s all-out separated by different recovery duration between the sprints (S1:30s and S2:3min) followed, after 7-min-recovery, by the T50 (S1T50 and S2T50, respectively). V'O2, [HHb] of the vastus lateralis (VL) and surface electromyography activity [i.e., root-mean-square (RMS) and the median frequency of the power density spectrum (MDF)] from VL and vastus medialis (VM) were recorded throughout T50. Models using a bi-exponential function for the overall T50 and a mono-exponential for the first 90s of T50 were used to define V'O2 and [HHb] kinetics respectively. Results: V'O2 mean value was higher in S1 (2.9±0.3l.min-1) than in S2 (1.2±0.3l.min-1); (p<0.001). The peripheral blood flow was increased after sprints as attested by a higher basal heart rate (HRbaseline) (S1T50: +22%; S2T50: +17%; p≤0.008). Time delay [HHb] was shorter for S1T50 and S2T50 than for T50 (-22% for both; p≤0.007) whereas the mean response time of V'O2 was accelerated only after S1 (S1T50: 32.3±2.5s; S2T50: 34.4±2.6s; T50: 35.7±5.4s; p=0.031). There were no significant differences in RMS between the three conditions (p>0.05). MDF of VM was higher during the first 3-min in S1T50 than in T50 (+6%; p≤0.05). Conclusion: The study show that V'O2 kinetics was speeded by prior repeated-sprints with a short (30s) but not a long (3min) inter-sprints-recovery even though the [HHb] kinetics was accelerated and the peripheral blood flow was enhanced after both sprints. S1, inducing a greater PCr depletion (1) and change in the pattern of the fibres recruitment (increase in MDF) compared with S2, may decrease metabolic inertia (2), stimulate the oxidative phosphorylation activation (4) and accelerate V'O2 kinetics at the beginning of the subsequent high-intensity exercise.

[(18)F]FDG-PET Standard Uptake Value as a Metabolic Predictor of Bone Marrow Response to Radiation: Impact on Acute and Late Hematological Toxicity in Cervical Cancer Patients Treated With Chemoradiation Therapy.

PURPOSE: To quantify the relationship between bone marrow (BM) response to radiation and radiation dose by using (18)F-labeled fluorodeoxyglucose positron emission tomography [(18)F]FDG-PET standard uptake values (SUV) and to correlate these findings with hematological toxicity (HT) in cervical cancer (CC) patients treated with chemoradiation therapy (CRT). METHODS AND MATERIALS: Seventeen women with a diagnosis of CC were treated with standard doses of CRT. All patients underwent pre- and post-therapy [(18)F]FDG-PET/computed tomography (CT). Hemograms were obtained before and during treatment and 3 months after treatment and at last follow-up. Pelvic bone was autosegmented as total bone marrow (BMTOT). Active bone marrow (BMACT) was contoured based on SUV greater than the mean SUV of BMTOT. The volumes (V) of each region receiving 10, 20, 30, and 40 Gy (V10, V20, V30, and V40, respectively) were calculated. Metabolic volume histograms and voxel SUV map response graphs were created. Relative changes in SUV before and after therapy were calculated by separating SUV voxels into radiation therapy dose ranges of 5 Gy. The relationships among SUV decrease, radiation dose, and HT were investigated using multiple regression models. RESULTS: Mean relative pre-post-therapy SUV reductions in BMTOT and BMACT were 27% and 38%, respectively. BMACT volume was significantly reduced after treatment (from 651.5 to 231.6 cm(3), respectively; P<.0001). BMACT V30 was significantly correlated with a reduction in BMACT SUV (R(2), 0.14; P<.001). The reduction in BMACT SUV significantly correlated with reduction in white blood cells (WBCs) at 3 months post-treatment (R(2), 0.27; P=.04) and at last follow-up (R(2), 0.25; P=.04). Different dosimetric parameters of BMTOT and BMACT correlated with long-term hematological outcome. CONCLUSIONS: The volumes of BMTOT and BMACT that are exposed to even relatively low doses of radiation are associated with a decrease in WBC counts following CRT. The loss in proliferative BM SUV uptake translates into low WBC nadirs after treatment. These results suggest the potential of intensity modulated radiation therapy to spare BMTOT to reduce long-term hematological toxicity.

Essays on the measurement of school efficiency

Measuring school efficiency is a challenging task. First, a performance measurement technique has to be selected. Within Data Envelopment Analysis (DEA), one such technique, alternative models have been developed in order to deal with environmental variables. The majority of these models lead to diverging results. Second, the choice of input and output variables to be included in the efficiency analysis is often dictated by data availability. The choice of the variables remains an issue even when data is available. As a result, the choice of technique, model and variables is probably, and ultimately, a political judgement. Multi-criteria decision analysis methods can help the decision makers to select the most suitable model. The number of selection criteria should remain parsimonious and not be oriented towards the results of the models in order to avoid opportunistic behaviour. The selection criteria should also be backed by the literature or by an expert group. Once the most suitable model is identified, the principle of permanence of methods should be applied in order to avoid a change of practices over time. Within DEA, the two-stage model developed by Ray (1991) is the most convincing model which allows for an environmental adjustment. In this model, an efficiency analysis is conducted with DEA followed by an econometric analysis to explain the efficiency scores. An environmental variable of particular interest, tested in this thesis, consists of the fact that operations are held, for certain schools, on multiple sites. Results show that the fact of being located on more than one site has a negative influence on efficiency. A likely way to solve this negative influence would consist of improving the use of ICT in school management and teaching. Planning new schools should also consider the advantages of being located on a unique site, which allows reaching a critical size in terms of pupils and teachers. The fact that underprivileged pupils perform worse than privileged pupils has been public knowledge since Coleman et al. (1966). As a result, underprivileged pupils have a negative influence on school efficiency. This is confirmed by this thesis for the first time in Switzerland. Several countries have developed priority education policies in order to compensate for the negative impact of disadvantaged socioeconomic status on school performance. These policies have failed. As a result, other actions need to be taken. In order to define these actions, one has to identify the social-class differences which explain why disadvantaged children underperform. Childrearing and literary practices, health characteristics, housing stability and economic security influence pupil achievement. Rather than allocating more resources to schools, policymakers should therefore focus on related social policies. For instance, they could define pre-school, family, health, housing and benefits policies in order to improve the conditions for disadvantaged children.

Evaluation of uptake and transport of cationic and anionic ultrasmall iron oxide nanoparticles by human colon cells.

Nanoparticles (NPs) are in clinical use or under development for therapeutic imaging and drug delivery. However, relatively little information exists concerning the uptake and transport of NPs across human colon cell layers, or their potential to invade three-dimensional models of human colon cells that better mimic the tissue structures of normal and tumoral colon. In order to gain such information, the interactions of biocompatible ultrasmall superparamagnetic iron oxide nanoparticles (USPIO NPs) (iron oxide core 9-10 nm) coated with either cationic polyvinylamine (aminoPVA) or anionic oleic acid with human HT-29 and Caco-2 colon cells was determined. The uptake of the cationic USPIO NPs was much higher than the uptake of the anionic USPIO NPs. The intracellular localization of aminoPVA USPIO NPs was confirmed in HT-29 cells by transmission electron microscopy that detected the iron oxide core. AminoPVA USPIO NPs invaded three-dimensional spheroids of both HT-29 and Caco-2 cells, whereas oleic acid-coated USPIO NPs could only invade Caco-2 spheroids. Neither cationic aminoPVA USPIO NPs nor anionic oleic acid-coated USPIO NPs were transported at detectable levels across the tight CacoReady? intestinal barrier model or the more permeable mucus-secreting CacoGoblet? model.

Reversible and irreversible pollutant-induced bacterial cellular stress effects measured by ethidium bromide uptake and efflux.

Chemical pollution is known to affect microbial community composition but it is poorly understood how toxic compounds influence physiology of single cells that may lay at the basis of loss of reproductive fitness. Here we analyze physiological disturbances of a variety of chemical pollutants at single cell level using the bacterium Pseudomonas fluorescens in an oligotrophic growth assay. As a proxy for physiological disturbance we measured changes in geometric mean ethidium bromide (EB) fluorescence intensities in subpopulations of live and dividing cells exposed or not exposed to different dosages of tetradecane, 4-chlorophenol, 2-chlorobiphenyl, naphthalene, benzene, mercury chloride, or water-dissolved oil fractions. Because ethidium bromide efflux is an energy-dependent process any disturbance in cellular energy generation is visible as an increased cytoplasmic fluorescence. Interestingly, all pollutants even at the lowest dosage of 1 nmol/mL culture produced significantly increased ethidium bromide fluorescence compared to nonexposed controls. Ethidium bromide fluorescence intensities increased upon pollutant exposure dosage up to a saturation level, and were weakly (r(2) = 0.3905) inversely correlated to the proportion of live cells at that time point in culture. Temporal increase in EB fluorescence of growing cells is indicative for toxic but reversible effects. Cells displaying high continued EB fluorescence levels experience constant and permanent damage, and no longer contribute to population growth. The procedure developed here using bacterial ethidium bromide efflux pump activity may be a useful complement to screen sublethal toxicity effects of chemicals.

Active uptake of dendritic cell-derived exovesicles by epithelial cells induces the release of inflammatory mediators through a TNF-alpha-mediated pathway.

Dendritic cells (DCs) can release hundreds of membrane vesicles, called exovesicles, which are able to activate resting DCs and distribute antigen. Here, we examined the role of mature DC-derived exovesicles in innate and adaptive immunity, in particular their capacity to activate epithelial cells. Our analysis of exovesicle contents showed that exovesicles contain major histocompatibility complex-II, CD40, and CD83 molecules in addition to tumor necrosis factor (TNF) receptors, TNFRI and TNFRII, and are important carriers of TNF-alpha. These exovesicles are rapidly internalized by epithelial cells, inducing the release of cytokines and chemokines, but do not transfer an alloantigen-presenting capacity to epithelial cells. Part of this activation appears to involve the TNF-alpha-mediated pathway, highlighting the key role of DC-derived exovesicles, not only in adaptive immunity, but also in innate immunity by triggering innate immune responses and activating neighboring epithelial cells to release cytokines and chemokines, thereby amplifying the magnitude of the innate immune response.

Evaluation of uptake and transport of ultrasmall superparamagnetic iron oxide nanoparticles by human brain-derived endothelial cells.

Aim: Ultrasmall superparamagnetic iron oxide nanoparticles (USPIO-NPs) are under development for imaging and drug delivery; however, their interaction with human blood-brain barrier models is not known. Materials & Methods: The uptake, reactive oxygen species production and transport of USPIO-NPs across human brain-derived endothelial cells as models of the blood-brain tumor barrier were evaluated for either uncoated, oleic acid-coated or polyvinylamine-coated USPIO-NPs. Results: Reactive oxygen species production was observed for oleic acid-coated and polyvinylamine-coated USPIO-NPs. The uptake and intracellular localization of the iron oxide core of the USPIO-NPs was confirmed by transmission electron microscopy. However, while the uptake of these USPIO-NPs by cells was observed, they were neither released by nor transported across these cells even in the presence of an external dynamic magnetic field. Conclusion: USPIO-NP-loaded filopodia were observed to invade the polyester membrane, suggesting that they can be transported by migrating angiogenic brain-derived endothelial cells.

Brain energy consumption induced by electrical stimulation promotes systemic glucose uptake.

BACKGROUND: Controlled transcranial stimulation of the brain is part of clinical treatment strategies in neuropsychiatric diseases such as depression, stroke, or Parkinson's disease. Manipulating brain activity by transcranial stimulation, however, inevitably influences other control centers of various neuronal and neurohormonal feedback loops and therefore may concomitantly affect systemic metabolic regulation. Because hypothalamic adenosine triphosphate-sensitive potassium channels, which function as local energy sensors, are centrally involved in the regulation of glucose homeostasis, we tested whether transcranial direct current stimulation (tDCS) causes an excitation-induced transient neuronal energy depletion and thus influences systemic glucose homeostasis and related neuroendocrine mediators.METHODS: In a crossover design testing 15 healthy male volunteers, we increased neuronal excitation by anodal tDCS versus sham and examined cerebral energy consumption with (31)phosphorus magnetic resonance spectroscopy. Systemic glucose uptake was determined by euglycemic-hyperinsulinemic glucose clamp, and neurohormonal measurements comprised the parameters of the stress systems.RESULTS: We found that anodic tDCS-induced neuronal excitation causes an energetic depletion, as quantified by (31)phosphorus magnetic resonance spectroscopy. Moreover, tDCS-induced cerebral energy consumption promotes systemic glucose tolerance in a standardized euglycemic-hyperinsulinemic glucose clamp procedure and reduces neurohormonal stress axes activity.CONCLUSIONS: Our data demonstrate that transcranial brain stimulation not only evokes alterations in local neuronal processes but also clearly influences downstream metabolic systems regulated by the brain. The beneficial effects of tDCS on metabolic features may thus qualify brain stimulation as a promising nonpharmacologic therapy option for drug-induced or comorbid metabolic disturbances in various neuropsychiatric diseases.

Faster oxygen uptake kinetics during recovery is related to better repeated sprinting ability.

This study was designed to test the hypothesis that subjects having faster oxygen uptake (VO(2)) kinetics during off-transients to exercises of severe intensity would obtain the smallest decrement score during a repeated sprint test. Twelve male soccer players completed a graded test, two severe-intensity exercises, followed by 6 min of passive recovery, and a repeated sprint test, consisting of seven 30-m sprints alternating with 20 s of active recovery. The relative decrease in score during the repeated sprint test was positively correlated with time constants of the primary phase for the VO(2) off-kinetics (r = 0.85; p &lt; 0.001) and negatively correlated with the VO(2) peak (r = -0.83; p &lt; 0.001). These results strengthen the link found between VO(2) kinetics and the ability to maintain sprint performance during repeated sprints.