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.

Care complexity, mood, and quality of life in liver pre-transplant patients.

RATIONALE: This study was intended to document the frequency of care complexity in liver transplant candidates, and its association with mood disturbance and poor health-related quality of life (HRQoL). METHODS: Consecutive patients fulfilling inclusion criteria, recruited in three European hospitals, were assessed with INTERMED, a reliable and valid method for the early assessment of bio-psychosocial health risks and needs. Blind to the results, they were also assessed with the Hospital Anxiety and Depression Scale (HADS). HRQoL was documented with the EuroQol and the SF36. Statistical analysis included multivariate and multilevel techniques. RESULTS: Among patients fulfilling inclusion criteria, 60 patients (75.9%) completed the protocol and 38.3% of them were identified as "complex" by INTERMED, but significant between-center differences were found. In support of the working hypothesis, INTERMED scores were significantly associated with all measures of both the SF36 and the EuroQol, and also with the HADS. A one point increase in the INTERMED score results in a reduction in 0.93 points in EuroQol and a 20% increase in HADS score. CONCLUSIONS: INTERMED-measured case complexity is frequent in liver transplant candidates but varies widely between centers. The use of this method captures in one instrument multiple domains of patient status, including mood disturbances and reduced HRQoL.

Ruin Theory with Excess of Loss Reinsurance and Reinstatements

The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical Cramer-Lundberg risk model, piecewise deterministic Markov processes are used to describe the free surplus process in this more general situation. It is shown that the finite-time ruin probability is both the solution of a partial integro-differential equation and the fixed point of a contractive integral operator. We exploit the latter representation to develop and implement a recursive algorithm for numerical approximation of the ruin probability that involves high-dimensional integration. Furthermore we study the behavior of the finite-time ruin probability under various levels of initial surplus and security loadings and compare the efficiency of the numerical algorithm with the computational alternative of stochastic simulation of the risk process. (C) 2011 Elsevier Inc. All rights reserved.

Dire le futur au Moyen Age : du prologue au récit : du Chevalier au Lion de Chrétien de Troyes au Chevalier au Lion de Pierre Sala

S'inscrivant dans le domaine de l'analyse des relations temporelles dans les textes, la présente étude est consacrée à la notion du futur définie en tant qu'anticipation sur les événements à venir dans le récit. Ainsi, la recherche en question se propose de mettre en lumière les différents mécanismes d'anticipation propres aux récits d'aventures au Moyen Âge. Recourant aux moyens heuristiques existants (les bases de la théorie de la réception telle qu'elle est représentée dans les travaux de Jauss, Eco et Greimas), cette thèse se concentre sur l'étude du prologue de l'oeuvre littéraire dont elle élabore une grille de lecture particulière qui tient compte de la complexité de la notion du futur envisagée aux plans grammatical (formes verbales du futur), rhétorique (la figure de la prolepse) et littéraire (les scénarios et les isotopies). La démarche de la lecture détaillée du prologue adoptée au cours de ce travail s'applique d'abord au Chevalier au Lion de Chrétien de Troyes, texte fondateur du corpus, qui constitue, pour parler avec Philippe Walter, un vrai « drame du temps ». L'étude des mécanismes d'anticipation mis en place dans le prologue se prolonge ensuite dans les chapitres consacrés à Claris et Laris et au Chevalier au Lion de Pierre Sala, deux réécritures du célèbre roman du maître champenois. Datant, respectivement, du XIIIe et du début du XVIe siècle, ces oeuvres permettent de saisir le chemin parcouru par le futur dans son aspect thématique et diachronique, ce qui est particulièrement propice au repérage des critères qui influencent l'attente du lecteur par rapport aux événements à venir au fil des siècles. Ainsi, à côté des moyens d'expression « standards » du futur (scénarios intertextuels et isotopies), la présente recherche fait apparaître d'autres facteurs qui influencent l'anticipation, notamment le procédé de la disputatio, le recours à la satire, la démarche de l'engagement indirect et l'opposition vers/prose. La seconde partie de la thèse qui traite, d'un côté, des récits consacrés à la fée Mélusine de Jean d'Arras et de Coudrette, du Livre du Cuer d'amours espris de René d'Anjou de l'autre, sert à vérifier dans quelle mesure la démarche choisie s'applique à des oeuvres du Moyen Âge tardif qui combinent des éléments empruntés à la tradition antérieure avec des éléments d'autre provenance. L'analyse de Mélusine et du Livre du Cuer conduit à ajouter deux facteurs supplémentaires qui influencent l'attente du lecteur, à savoir la démarche de l'engagement partiel et le recours au genre judiciaire. Cette étude démontre que le traitement du futur est d'un enjeu capital pour lire les textes du Moyen Âge, car il permet au lecteur, dès le prologue, de reconnaître la fin vers laquelle tend le récit et de faire par là- même une lecture enrichie, supérieure à d'autres. Telling the Future in the Middle Ages : from the Prologue to the Narrative. From Chrétien de Troyes ' Chevalier au Lion to Pierre Sala 's Chevalier au Lion. Part of the analyses of the time based relations within the texts, the present study deals with the notion of future characterized as an anticipation of the events to come in the narrative. Therefore, the purpose of this research is to bring to light the various mechanisms of anticipation peculiar to the narratives of adventures in the Middle Ages. Making the use of the existing heuristic instruments (the bases of the theory of the reception as it presents itself in the works by Jauss, Eco and Greimas), this thesis is dedicated to the study of the prologue of the work of fiction by means of a particular key for reading which takes into account the complexity of the notion of future with regard to its grammatical side (future tenses), to its rhetorical side (prolepse) and to its literary side (scenario and isotopy). First of all, the close reading of the prologue used in this work is applied to Chrétien de Troyes's Chevalier au Lion (Lion Knight), the founding text of our literary corpus, which represents, according to Philippe Walter, the real « drama of Time ». Then, the study of the mechanisms of anticipation in the prologue is carried over to the chapters devoted to Claris et Laris and to Pierre Sala's Chevalier au Lion, two romances that rewrite Chrétien de Troyes' famous work. Written, respectively, in the XIIIth and in the beginning of the XVI century, these romances enable the reader to ascertain the changes in the manner of telling the future from the thematic and diachronic point of view : this is particularly convenient to the identification of the criteria which influence the reader's expectations relative to the future events in the course of the centuries. Therefore, next to the « standard » means of expression of future (intertextual scenario and isotopy), the present study reveals other factors which influence the anticipation, in particular the method of the disputatio, the use of the satire, the approach of the indirect commitment and the verse/prose opposition. The second part of the thesis which deals with the narratives concerning the fairy Melusine written by Jean d'Arras and by Coudrette on one hand, with René d'Anjou's Livre du Cuer d'amours espris on the other hand, is used to verify to what extent the chosen approach applies to the works of fiction of the Late Middle Ages that combine the elements from the previous tradition with the elements of other origin. The analysis of Melusine's romances and of the Livre du Cuer brings us to add two new factors which influence the reader's expectations : the approach of the partial commitment, and the use of the legal discourse. This study demonstrates that the manner of telling the future is of the utmost importance to read the texts of the Middle Ages, because it enables the reader to know the end of the story from the very beginning, from the prologue, thus leading to a richer and superior reading.

Large scale assessment of regulatory evolution and transcriptome complexity in mammals

AbstractIn addition to genetic changes affecting the function of gene products, changes in gene expression have been suggested to underlie many or even most of the phenotypic differences among mammals. However, detailed gene expression comparisons were, until recently, restricted to closely related species, owing to technological limitations. Thus, we took advantage of the latest technologies (RNA-Seq) to generate extensive qualitative and quantitative transcriptome data for a unique collection of somatic and germline tissues from representatives of all major mammalian lineages (placental mammals, marsupials and monotremes) and birds, the evolutionary outgroup.In the first major project of my thesis, we performed global comparative analyses of gene expression levels based on these data. Our analyses provided fundamental insights into the dynamics of transcriptome change during mammalian evolution (e.g., the rate of expression change across species, tissues and chromosomes) and allowed the exploration of the functional relevance and phenotypic implications of transcription changes at a genome-wide scale (e.g., we identified numerous potentially selectively driven expression switches).In a second project of my thesis, which was also based on the unique transcriptome data generated in the context of the first project we focused on the evolution of alternative splicing in mammals. Alternative splicing contributes to transcriptome complexity by generating several transcript isoforms from a single gene, which can, thus, perform various functions. To complete the global comparative analysis of gene expression changes, we explored patterns of alternative splicing evolution. This work uncovered several general and unexpected patterns of alternative splicing evolution (e.g., we found that alternative splicing evolves extremely rapidly) as well as a large number of conserved alternative isoforms that may be crucial for the functioning of mammalian organs.Finally, the third and final project of my PhD consisted in analyzing in detail the unique functional and evolutionary properties of the testis by exploring the extent of its transcriptome complexity. This organ was previously shown to evolve rapidly both at the phenotypic and molecular level, apparently because of the specific pressures that act on this organ and are associated with its reproductive function. Moreover, my analyses of the amniote tissue transcriptome data described above, revealed strikingly widespread transcriptional activity of both functional and nonfunctional genomic elements in the testis compared to the other organs. To elucidate the cellular source and mechanisms underlying this promiscuous transcription in the testis, we generated deep coverage RNA-Seq data for all major testis cell types as well as epigenetic data (DNA and histone methylation) using the mouse as model system. The integration of these complete dataset revealed that meiotic and especially post-meiotic germ cells are the major contributors to the widespread functional and nonfunctional transcriptome complexity of the testis, and that this "promiscuous" spermatogenic transcription is resulting, at least partially, from an overall transcriptionally permissive chromatin state. We hypothesize that this particular open state of the chromatin results from the extensive chromatin remodeling that occurs during spermatogenesis which ultimately leads to the replacement of histones by protamines in the mature spermatozoa. Our results have important functional and evolutionary implications (e.g., regarding new gene birth and testicular gene expression evolution).Generally, these three large-scale projects of my thesis provide complete and massive datasets that constitute valuables resources for further functional and evolutionary analyses of mammalian genomes.

A test of Jessor's problem behavior theory in a Eurasian and a Western European developmental context.

PURPOSE: The current study tested the applicability of Jessor's problem behavior theory (PBT) in national probability samples from Georgia and Switzerland. Comparisons focused on (1) the applicability of the problem behavior syndrome (PBS) in both developmental contexts, and (2) on the applicability of employing a set of theory-driven risk and protective factors in the prediction of problem behaviors. METHODS: School-based questionnaire data were collected from n = 18,239 adolescents in Georgia (n = 9499) and Switzerland (n = 8740) following the same protocol. Participants rated five measures of problem behaviors (alcohol and drug use, problems because of alcohol and drug use, and deviance), three risk factors (future uncertainty, depression, and stress), and three protective factors (family, peer, and school attachment). Final study samples included n = 9043 Georgian youth (mean age = 15.57; 58.8% females) and n = 8348 Swiss youth (mean age = 17.95; 48.5% females). Data analyses were completed using structural equation modeling, path analyses, and post hoc z-tests for comparisons of regression coefficients. RESULTS: Findings indicated that the PBS replicated in both samples, and that theory-driven risk and protective factors accounted for 13% and 10% in Georgian and Swiss samples, respectively in the PBS, net the effects by demographic variables. Follow-up z-tests provided evidence of some differences in the magnitude, but not direction, in five of six individual paths by country. CONCLUSION: PBT and the PBS find empirical support in these Eurasian and Western European samples; thus, Jessor's theory holds value and promise in understanding the etiology of adolescent problem behaviors outside of the United States.

Processes models, environmental analyses, and cognitive architectures: Quo vadis quantum probability theory? (Commentary on Pothos and Busemeyer)

A lot of research in cognition and decision making suffers from a lack of formalism. The quantum probability program could help to improve this situation, but we wonder whether it would provide even more added value if its presumed focus on outcome models were complemented by process models that are, ideally, informed by ecological analyses and integrated into cognitive architectures.

On the Schoenberg transformations in data analysis: theory and illustrations

The class of Schoenberg transformations, embedding Euclidean distances into higher dimensional Euclidean spaces, is presented, and derived from theorems on positive definite and conditionally negative definite matrices. Original results on the arc lengths, angles and curvature of the transformations are proposed, and visualized on artificial data sets by classical multidimensional scaling. A distance-based discriminant algorithm and a robust multidimensional centroid estimate illustrate the theory, closely connected to the Gaussian kernels of Machine Learning.

Animal Toxins: How is Complexity Represented in Databases?

Peptide toxins synthesized by venomous animals have been extensively studied in the last decades. To be useful to the scientific community, this knowledge has been stored, annotated and made easy to retrieve by several databases. The aim of this article is to present what type of information users can access from each database. ArachnoServer and ConoServer focus on spider toxins and cone snail toxins, respectively. UniProtKB, a generalist protein knowledgebase, has an animal toxin-dedicated annotation program that includes toxins from all venomous animals. Finally, the ATDB metadatabase compiles data and annotations from other databases and provides toxin ontology.

Genetic basis and variable phenotypic expression of Kallmann syndrome: towards a unifying theory.

Idiopathic hypogonadotropic hypogonadism (IHH) is defined by absent or incomplete puberty and characterised biochemically by low levels of sex steroids, with low or inappropriately normal gonadotropin hormones. IHH is frequently accompanied by non-reproductive abnormalities, most commonly anosmia, which is present in 50-60% of cases and defines Kallmann syndrome. The understanding of IHH has undergone rapid evolution, both in respect of genetics and breadth of phenotype. Once considered in monogenic Mendelian terms, it is now more coherently understood as a complex genetic condition. Oligogenic and complex genetic-environmental interactions have now been identified, with physiological and environmental factors interacting in genetically susceptible individuals to alter the clinical course and phenotype. These potentially link IHH to ancient evolutionary pressures on the ancestral human genome.

Astrocyte Ca²⁺ signalling: an unexpected complexity.

Astrocyte Ca(2+) signalling has been proposed to link neuronal information in different spatial-temporal dimensions to achieve a higher level of brain integration. However, some discrepancies in the results of recent studies challenge this view and highlight key insufficiencies in our current understanding. In parallel, new experimental approaches that enable the study of astrocyte physiology at higher spatial-temporal resolution in intact brain preparations are beginning to reveal an unexpected level of compartmentalization and sophistication in astrocytic Ca(2+) dynamics. This newly revealed complexity needs to be attentively considered in order to understand how astrocytes may contribute to brain information processing.

Animal Toxins: How is Complexity Represented in Databases?

Peptide toxins synthesized by venomous animals have been extensively studied in the last decades. To be useful to the scientific community, this knowledge has been stored, annotated and made easy to retrieve by several databases. The aim of this article is to present what type of information users can access from each database. ArachnoServer and ConoServer focus on spider toxins and cone snail toxins, respectively. UniProtKB, a generalist protein knowledgebase, has an animal toxin-dedicated annotation program that includes toxins from all venomous animals. Finally, the ATDB metadatabase compiles data and annotations from other databases and provides toxin ontology.

Conditional manipulation of sex ratios by ant workers: A test of kin selection theory

Variable queen mating frequencies provide a unique opportunity to study the resolution of worker-queen conflict over sex ratio in social Hymenoptera, because the conflict is maximal in colonies headed by a singly mated queen and is weak or nonexistent in colonies headed by a multiply mated queen. In the wood ant Formica exsecta, workers in colonies with a singly mated queen, but not those in colonies with a multiply mated queen, altered the sex ratio of queen-laid eggs by eliminating males to preferentially raise queens. By this conditional response to queen mating frequency, workers enhance their inclusive fitness.