An algebraic operator approach to the analysis of Gerber-Shiu functions

We introduce an algebraic operator framework to study discounted penalty functions in renewal risk models. For inter-arrival and claim size distributions with rational Laplace transform, the usual integral equation is transformed into a boundary value problem, which is solved by symbolic techniques. The factorization of the differential operator can be lifted to the level of boundary value problems, amounting to iteratively solving first-order problems. This leads to an explicit expression for the Gerber-Shiu function in terms of the penalty function.

Quantifying rates of landscape evolution and tectonic processes by thermochronology and numerical modeling of crustal heat transport using PECUBE

PECUBE is a three-dimensional thermal-kinematic code capable of solving the heat production-diffusion-advection equation under a temporally varying surface boundary condition. It was initially developed to assess the effects of time-varying surface topography (relief) on low-temperature thermochronological datasets. Thermochronometric ages are predicted by tracking the time-temperature histories of rock-particles ending up at the surface and by combining these with various age-prediction models. In the decade since its inception, the PECUBE code has been under continuous development as its use became wider and addressed different tectonic-geomorphic problems. This paper describes several major recent improvements in the code, including its integration with an inverse-modeling package based on the Neighborhood Algorithm, the incorporation of fault-controlled kinematics, several different ways to address topographic and drainage change through time, the ability to predict subsurface (tunnel or borehole) data, prediction of detrital thermochronology data and a method to compare these with observations, and the coupling with landscape-evolution (or surface-process) models. Each new development is described together with one or several applications, so that the reader and potential user can clearly assess and make use of the capabilities of PECUBE. We end with describing some developments that are currently underway or should take place in the foreseeable future. (C) 2012 Elsevier B.V. All rights reserved.

High-resolution numerical modelling of flow-vegetation interactions

In this paper, we present and apply a new three-dimensional model for the prediction of canopy-flow and turbulence dynamics in open-channel flow. The approach uses a dynamic immersed boundary technique that is coupled in a sequentially staggered manner to a large eddy simulation. Two different biomechanical models are developed depending on whether the vegetation is dominated by bending or tensile forces. For bending plants, a model structured on the Euler-Bernoulli beam equation has been developed, whilst for tensile plants, an N-pendula model has been developed. Validation against flume data shows good agreement and demonstrates that for a given stem density, the models are able to simulate the extraction of energy from the mean flow at the stem-scale which leads to the drag discontinuity and associated mixing layer.

Effects of MRI scan acceleration on brain volume measurement consistency.

PURPOSE: To evaluate the effects of recent advances in magnetic resonance imaging (MRI) radiofrequency (RF) coil and parallel imaging technology on brain volume measurement consistency. MATERIALS AND METHODS: In all, 103 whole-brain MRI volumes were acquired at a clinical 3T MRI, equipped with a 12- and 32-channel head coil, using the T1-weighted protocol as employed in the Alzheimer's Disease Neuroimaging Initiative study with parallel imaging accelerations ranging from 1 to 5. An experienced reader performed qualitative ratings of the images. For quantitative analysis, differences in composite width (CW, a measure of image similarity) and boundary shift integral (BSI, a measure of whole-brain atrophy) were calculated. RESULTS: Intra- and intersession comparisons of CW and BSI measures from scans with equal acceleration demonstrated excellent scan-rescan accuracy, even at the highest acceleration applied. Pairs-of-scans acquired with different accelerations exhibited poor scan-rescan consistency only when differences in the acceleration factor were maximized. A change in the coil hardware between compared scans was found to bias the BSI measure. CONCLUSION: The most important findings are that the accelerated acquisitions appear to be compatible with the assessment of high-quality quantitative information and that for highest scan-rescan accuracy in serial scans the acquisition protocol should be kept as consistent as possible over time. J. Magn. Reson. Imaging 2012;36:1234-1240. ©2012 Wiley Periodicals, Inc.

Carbon isotope excursions and microfacies changes in marine Permian-Triassic boundary sections in Hungary

Several Permian-Triassic boundary sections occur in various structural units within Hungary. These sections represent different facies zones of the western Palaeotethys margin. The Gardony core in the NE part of the Transdanubian Range typically represents the inner ramp, while the Balvany section in the Bukk Mountains of northern Hungary represents an outer ramp setting. The two sections have different patterns for their delta(13)C values. The Balvany section shows a continuous change towards more negative delta(13)C values starting at the first biotic decline, followed by a sharp, quasi-symmetric negative peak at the second decline. The appearance of the delta(13)C peak has no relationship to the lithology and occurs within a shale with low overall carbonate content, indicating that the peak is not related to diagenesis or other secondary influences. Instead, the shift and the peak reflect primary processes related to changes in environmental conditions. The continuous shift in delta(13)C values is most probably related to a decrease in bioproductivity, whereas the sharp peak can be attributed to an addition of C strongly depleted in (13)C to the ocean-atmosphere system. The most plausible model is a massive release of methane-hydrate. The quasi-symmetric pattern suggests a rapid warming-cooling cycle or physical unroofing of sediments through slope-failure and releasing methane-hydrate. The Gidony-1 core shows a continuous negative delta(13)C shift starting below the P-T boundary. However, the detailed analyses revealed a sharp delta(13)C peak in the boundary interval, just below the major biotic decline, although its magnitude doesn't reach that observed in the Balvany section. Based on careful textural examination and high-resolution stable isotope microanalyses we suggest that the suppression of the delta(13)C peak that is common in the oolitic boundary sections is due to combined effects of condensed sedimentation, sediment reworking and erosion, as well as perhaps diagenesis. (c) 2005 Elsevier B.V All rights reserved.

Explaining Fiscal Balances with a Simultaneous Equation Model of Revenue and Expenditure : A Case Study of Swiss Cantons Using Panel Data

Empirical literature on the analysis of the efficiency of measures for reducing persistent government deficits has mainly focused on the direct explanation of deficit. By contrast, this paper aims at modeling government revenue and expenditure within a simultaneous framework and deriving the fiscal balance (surplus or deficit) equation as the difference between the two variables. This setting enables one to not only judge how relevant the explanatory variables are in explaining the fiscal balance but also understand their impact on revenue and/or expenditure. Our empirical results, obtained by using a panel data set on Swiss Cantons for the period 1980-2002, confirm the relevance of the approach followed here, by providing unambiguous evidence of a simultaneous relationship between revenue and expenditure. They also reveal strong dynamic components in revenue, expenditure, and fiscal balance. Among the significant determinants of public fiscal balance we not only find the usual business cycle elements, but also and more importantly institutional factors such as the number of administrative units, and the ease with which people can resort to political (direct democracy) instruments, such as public initiatives and referendum.

Analysis of a boundary protein delimiting chromatin domains in yeast

SUMMARY The expression state of a eukaryotic gene depends in part on its location in the chromosome. This position effect results from the organization of eukaryotic genomes into discrete functional domains, defined by local differences in chromatin structure. The expression of genes within each domain appears to be defined and maintained by the concerted action of regulatory elements such as promoters, enhancers, silencers and locus control regions. Individual domains may be bordered by boundary elements that separate regions of permissive and silent chromatin. When located next to chromosomal elements such as telomeres, genes can be subjected to epigenetic silencing. In yeast, this is mediated by the propagation of the SIR proteins from telomeres towards more centromeric regions. Particular transcription factors can protect downstream genes from silencing when tethered between the gene and the telomere, and they may thus act as chromatin domain boundaries. Here we have studied one of these transcription factors, CTF-1, that binds directly histone H3. A deletion mutagenesis localized the barrier activity to CTF-1 histone-binding domain. A saturating point mutagenesis of this domain identified several amino-acid substitutions that similarly inhibited the boundary and histone-binding activities. Chromatin immunoprecipitation experiments indicated that the barrier protein efficiently prevents the spreading of SIR proteins, and that it separates domains of hypoacetylated and hyperacetylated histones. Together, these results suggest a mechanism by which proteins such as CTF-1 may interact directly with histone H3 to prevent the propagation of a silent chromatin structure, thereby defining boundaries of permissive and silent chromatin domains. RESUME L'expression des gènes eucaryotes dépend en partie de leur localisation sur les chromosomes. Cet effet de position résulte de l'organisation des génomes eucaryotes en domaines fonctionnels, définis par des changements locaux au niveau de la structure de la chromatine. Dans chacun de ces domaines, l'expression des gènes est définie et maintenue par l'action concertée de différents éléments régulateurs tels que les promoteurs, les amplificateurs, les silenceurs et les locus control régions. Ces domaines peuvent être entourés par des éléments barrière, séparant les régions de chromatine répressive des régions permissive pour l'expression des gènes. Lorsqu'ils se situent à proximité d'éléments chromosomiques comme les telomères, les gènes peuvent être réprimés de manière épigénétique. Chez la levure, cette répression est établie par la propagation des protéines SIR depuis les télomères vers les régions centromériques. Certains facteurs de transcription peuvent empêcher la répression d'un gène, lorsqu'ils sont placés entre ce gène et le télomère. Nous avons étudié un de ces facteurs, CTF-1, qui a la particularité de lier directement l'histone H3. La délétion de certaines parties de CTF-1 a permis de déterminer que la région responsable de l'activité barrière correspond au domaine d'interaction avec H3. Plusieurs mutations points effectuées dans ce domaine inhibent à la fois l'activité barrière et la capacité de lier H3. Des expériences d'immuno-précipitation de la chromatine indiquent que la protéine barrière CTF-1 prévient efficacement la propagation des protéines SIR et sépare des domaines contenant des histones hypo-acétylées de ceux constitués d'histones hyper-acétylées. Ces résultats suggèrent que CTF-1 interagit directement avec l'histone H3 pour empêcher la propagation de la chromatine répressive, délimitant ainsi des domaines de chromatine permissive et des domaines de chromatine silencieuse.

Estimation de la fonction rénale par l'equation MDRD: intérêt et limites pour l'adaptation des doses de médicaments [Renal function estimation by MDRD equation: interest and limitations for drug dosing].

The MDRD (Modification of diet in renal disease) equation enables glomerular filtration rate (GFR) estimation from serum creatinine only. Thus, the laboratory can report an estimated GFR (eGFR) with each serum creatinine assessment, increasing therefore the recognition of renal failure. Predictive performance of MDRD equation is better for GFR < 60 ml/min/1,73 m2. A normal or near-normal renal function is often underestimated by this equation. Overall, MDRD provides more reliable estimations of renal function than the Cockcroft-Gault (C-G) formula, but both lack precision. MDRD is not superior to C-G for drug dosing. Being adjusted to 1,73 m2, MDRD eGFR has to be back adjusted to the patient's body surface area for drug dosing. Besides, C-G has the advantage of a greater simplicity and a longer use.