Extremal properties of certain risk models

Cette thèse s'intéresse à étudier les propriétés extrémales de certains modèles de risque d'intérêt dans diverses applications de l'assurance, de la finance et des statistiques. Cette thèse se développe selon deux axes principaux, à savoir: Dans la première partie, nous nous concentrons sur deux modèles de risques univariés, c'est-à- dire, un modèle de risque de déflation et un modèle de risque de réassurance. Nous étudions le développement des queues de distribution sous certaines conditions des risques commun¬s. Les principaux résultats sont ainsi illustrés par des exemples typiques et des simulations numériques. Enfin, les résultats sont appliqués aux domaines des assurances, par exemple, les approximations de Value-at-Risk, d'espérance conditionnelle unilatérale etc. La deuxième partie de cette thèse est consacrée à trois modèles à deux variables: Le premier modèle concerne la censure à deux variables des événements extrême. Pour ce modèle, nous proposons tout d'abord une classe d'estimateurs pour les coefficients de dépendance et la probabilité des queues de distributions. Ces estimateurs sont flexibles en raison d'un paramètre de réglage. Leurs distributions asymptotiques sont obtenues sous certaines condi¬tions lentes bivariées de second ordre. Ensuite, nous donnons quelques exemples et présentons une petite étude de simulations de Monte Carlo, suivie par une application sur un ensemble de données réelles d'assurance. L'objectif de notre deuxième modèle de risque à deux variables est l'étude de coefficients de dépendance des queues de distributions obliques et asymétriques à deux variables. Ces distri¬butions obliques et asymétriques sont largement utiles dans les applications statistiques. Elles sont générées principalement par le mélange moyenne-variance de lois normales et le mélange de lois normales asymétriques d'échelles, qui distinguent la structure de dépendance de queue comme indiqué par nos principaux résultats. Le troisième modèle de risque à deux variables concerne le rapprochement des maxima de séries triangulaires elliptiques obliques. Les résultats théoriques sont fondés sur certaines hypothèses concernant le périmètre aléatoire sous-jacent des queues de distributions. -- This thesis aims to investigate the extremal properties of certain risk models of interest in vari¬ous applications from insurance, finance and statistics. This thesis develops along two principal lines, namely: In the first part, we focus on two univariate risk models, i.e., deflated risk and reinsurance risk models. Therein we investigate their tail expansions under certain tail conditions of the common risks. Our main results are illustrated by some typical examples and numerical simu¬lations as well. Finally, the findings are formulated into some applications in insurance fields, for instance, the approximations of Value-at-Risk, conditional tail expectations etc. The second part of this thesis is devoted to the following three bivariate models: The first model is concerned with bivariate censoring of extreme events. For this model, we first propose a class of estimators for both tail dependence coefficient and tail probability. These estimators are flexible due to a tuning parameter and their asymptotic distributions are obtained under some second order bivariate slowly varying conditions of the model. Then, we give some examples and present a small Monte Carlo simulation study followed by an application on a real-data set from insurance. The objective of our second bivariate risk model is the investigation of tail dependence coefficient of bivariate skew slash distributions. Such skew slash distributions are extensively useful in statistical applications and they are generated mainly by normal mean-variance mixture and scaled skew-normal mixture, which distinguish the tail dependence structure as shown by our principle results. The third bivariate risk model is concerned with the approximation of the component-wise maxima of skew elliptical triangular arrays. The theoretical results are based on certain tail assumptions on the underlying random radius.

What does your neighbourhood say about you? : a study of life expectancy in 1.3 million Swiss neighbourhoods

BACKGROUND: Switzerland had the highest life expectancy at 82.8 years among the Organisation for Economic Co-operation and Development (OECD) countries in 2011. Geographical variation of life expectancy and its relation to the socioeconomic position of neighbourhoods are, however, not well understood. METHODS: We analysed the Swiss National Cohort, which linked the 2000 census with mortality records 2000-2008 to estimate life expectancy across neighbourhoods. A neighbourhood index of socioeconomic position (SEP) based on the median rent, education and occupation of household heads and crowding was calculated for 1.3 million overlapping neighbourhoods of 50 households. We used skew-normal regression models, including the index and additionally marital status, education, nationality, religion and occupation to calculate crude and adjusted estimates of life expectancy at age 30 years. RESULTS: Based on over 4.5 million individuals and over 400,000 deaths, estimates of life expectancy at age 30 in neighbourhoods ranged from 46.9 to 54.2 years in men and from 53.5 to 57.2 years in women. The correlation between life expectancy and neighbourhood SEP was strong (r=0.95 in men and r=0.94 women, both p values <0.0001). In a comparison of the lowest with the highest percentile of neighbourhood SEP, the crude difference in life expectancy from skew-normal regression was 4.5 years in men and 2.5 years in women. The corresponding adjusted differences were 2.8 and 1.9 years, respectively (all p values <0.0001). CONCLUSIONS: Although life expectancy is high in Switzerland, there is substantial geographical variation and life expectancy is strongly associated with the social standing of neighbourhoods.

Mdx myotubes have normal excitability but show reduced contraction-relaxation dynamics.

The pathogenesis of Duchenne muscular dystrophy (DMD), characterised by lack of the cytoskeletal protein dystrophin, is not completely understood. An early event in the degenerative process of DMD muscle could be a rise in cytosolic calcium concentration. In order to investigate whether this leads to alterations of contractile behaviour, we studied the excitability and contractile properties of cultured myotubes from control (C57BL/10) and mdx mice, an animal model for DMD. The myotubes were stimulated electrically and their motion was recorded photometrically. No significant differences were found between control and mdx myotubes with respect to the following parameters: chronaxy and rheobase (0.33 +/- 0.03 ms and 23 +/- 4 V vs. 0.39 +/- 0.07 ms and 22 +/- 2 V for C57 and mdx myotubes, respectively), tetanisation frequency (a similar distribution pattern was found between 5 and 30 Hz), fatigue during tetanus (found in 35% of both types of myotubes) and post-tetanic contracture. In contrast, contraction and relaxation times were longer (P < 0.005) in mdx (36 +/- 2 and 142 +/- 13 ms, respectively) than in control myotubes (26 +/- 1 and 85 +/- 9 ms, respectively). Together with our earlier findings, these results suggest a decreased capacity for calcium removal in mdx cells leading, in particular, to alterations of muscle relaxation.

An atypical 7q11.23 deletion in a normal IQ Williams-Beuren syndrome patient.

Williams-Beuren syndrome (WBS; OMIM no. 194050) is a multisystemic neurodevelopmental disorder caused by a hemizygous deletion of 1.55 Mb on chromosome 7q11.23 spanning 28 genes. Haploinsufficiency of the ELN gene was shown to be responsible for supravalvular aortic stenosis and generalized arteriopathy, whereas LIMK1, CLIP2, GTF2IRD1 and GTF2I genes were suggested to be linked to the specific cognitive profile and craniofacial features. These insights for genotype-phenotype correlations came from the molecular and clinical analysis of patients with atypical deletions and mice models. Here we report a patient showing mild WBS physical phenotype and normal IQ, who carries a shorter 1 Mb atypical deletion. This rearrangement does not include the GTF2IRD1 and GTF2I genes and only partially the BAZ1B gene. Our results are consistent with the hypothesis that hemizygosity of the GTF2IRD1 and GTF2I genes might be involved in the facial dysmorphisms and in the specific motor and cognitive deficits observed in WBS patients.

Carcinoembryonic antigen (CEA) in non digestive cancerous and normal tissues.

Carcinoembryonic antigen (CEA), immunologically identical to CEA derived from colonic carcinoma, was identified and purified from perchloric acid (PCA) extracts of bronchial and mammary carcinoma. CEA extracted from bronchial and mammary carcinoma was quantitated by single radial immunodiffusion and was found to be in average about 50-75 times less abundant in these tumors than in colonic carcinoma. CEA could also be detected in one normal breast in lactation and at lower concentrations in normal lung (1000-4000 times lower than in colonic carcinoma). The small amounts of CEA present in normal tissues are distinct from the glycoprotein of small mol. wt showing only partial identity with CEA, that we recently identified and extracted in much larger quantities from normal lung and spleen. The demonstration of the presence of CEA in non digestive carcinoma by classical gel precipitation analysis suggests that the CEA detected in the plasma of such patients by radioimmunoassay is also identical to colonic carcinoma CEA. Our comparative study of plasma CEA from bronchial and colonic carcinoma, showing that CEA from both types of patient has the same elution pattern on Sephadex G-200 and gives parallel inhibition curves in the radioimmunoassay, is in favor of this hypothesis. However, it should not be concluded that all positive CEA radioimmunoassay indicate the presence of an antigen identical to colonic carcinoma CEA. A word of warning concerning the interpretation of radioimmunoassay is required by the observation that the addition of mg amounts of PCA extract of normal plasma, cleared of CEA by Sephadex filtration, could interfere in the test and mimic the presence of CEA.

Effects of hyperglycemia on glucose metabolism before and after oral glucose ingestion in normal men.

The plasma glucose excursion may influence the metabolic responses after oral glucose ingestion. Although previous studies addressed the effects of hyperglycemia in conditions of hyperinsulinemia, it has not been evaluated whether the route of glucose administration (oral vs. intravenous) plays a role. Our aim was to determine the effects of moderately controlled hyperglycemia on glucose metabolism before and after oral glucose ingestion. Eight normal men underwent two oral glucose clamps at 6 and 10 mmol/l plasma glucose. Glucose turnover and cycling rates were measured by infusion of [2H7]glucose. The oral glucose load was labeled by D-[6,6-2H2]glucose to monitor exogenous glucose appearance, and respiratory exchanges were measured by indirect calorimetry. Sixty percent of the oral glucose load appeared in the systemic circulation during both the 6 and 10 mmol/l plasma glucose tests, although less endogenous glucose appeared during the 10 mmol/l tests before glucose ingestion (P &lt; 0.05). This inhibitory effect of hyperglycemia was not detectable after oral glucose ingestion, although glucose utilization was increased (+28%, P &lt; 0.05) due to increased nonoxidative glucose disposal [10 vs. 6 mmol/l: +20%, not significant (NS) before oral glucose ingestion; +40%, P &lt; 0.05 after oral glucose ingestion]. Glucose cycling rates were increased by hyperglycemia (+13% before oral glucose ingestion, P &lt; 0.001; +31% after oral glucose ingestion, P &lt; 0.05) and oral glucose ingestion during both the 6 (+10%, P &lt; 0.05) and 10 mmol/l (+26%, P &lt; 0.005) tests. A moderate hyperglycemia inhibits endogenous glucose production and contributes to glucose tolerance by enhancing nonoxidative glucose disposal. Hyperglycemia and oral glucose ingestion both stimulate glucose cycling.

Effectiveness of three different walking prescription durations on total physical activity in normal- and overweight women.

OBJECTIVE: While there is a dose-response relationship between physical activity (PA) and health benefit, little is known about the effectiveness of different PA prescriptions on total daily PA. AIM: To test, under real-life conditions and using an objective, non-invasive measurement technique (accelerometry), the effect of prescribing additional physical activity (walking only) of different durations (30, 60 and 90 min/day) on compliance (to the activity prescribed) and compensation (to total daily PA). Participants in each group were prescribed 5 sessions of walking per week over 4 weeks. METHODS: 55 normal-weight and overweight women (mean BMI 25 ± 5 kg/m(2), height 165 ± 1 cm, weight 68 ± 2 kg and mean age 27 ± 1 years) were randomly assigned to 3 prescription groups: 30, 60 or 90 min/day PA. RESULTS: Walking duration resulted in an almost linear increase in the number of steps per day during the prescription period from an average of about 10,000 steps per day for the 30-min prescription to about 14,000 for the 90-min prescription. Compliance was excellent for the 30-min prescription but decreased significantly with 60-min and 90-min prescriptions. In parallel, degree of compensation subsequent to exercise increased progressively as length of prescription increased. CONCLUSION: A 30-min prescription of extra walking 5 times per week was well tolerated. However, in order to increase total PA further, much more than 60 min of walking may need to be prescribed in the majority of individuals. While total exercise 'volume' increased with prescriptions longer than 30 min, compliance to the prescription decreased and greater compensation was evident. © 2014 S. Karger GmbH, Freiburg.

Extensor carpi ulnaris (ECU) subsheath: Normal MRI appearance and findings in athletic injuries : 40

Purpose: First, to report ECU subsheath's normal MRI appearance and the findings in athletic injuries. Second, to determine the best MRI sequence for diagnosis. Methods and materials: Sixteen patients (13 males, 3 females, mean age 30.3 years) with ECU subsheath's athletic injuries sustained between January 2003 and June 2009 were retrospectively reviewed. Wrist MRI studies were performed on 1.5-T units and consisted of at least transverse T1 and STIR sequences in pronation, and FS Gd T1 in pronation and supination. Two radiologists assessed the following items, in consensus: injury type (A to C according to Inoue), ECU tendon stability, and associated lesions (ulnar head oedema, extensor retinaculum injury, ECU tendinosis and tenosynovitis). Then, each reader independently rated the sequences' diagnostic value: 0 = questionable, 1 = suggestive, 2 = certain. Follow-up studies were present in 8 patients. ECU subsheath's normal visibility (medial, central and lateral parts) was retrospectively evaluated in 30 consecutive control MRI studies. Results: FS Gd T1 sequences in supination (1.63) and pronation (1.59) were the most valuable for diagnosis, compared to STIR (1.22) and T1 (1). The study group included 9 type A, 1 type B and 6 type C injuries. There were trends towards diminution in pouches' size, signal intensity and enhancement in follow-up studies, along with tendon stabilization within the ulnar groove. In control studies, ECU subsheath's visibility in medial, central and lateral parts were noted in 66.7-80%, 63.3-80% and 30-50% respectively. Conclusion: ECU subsheath's athletic injuries are visible on 1.5-T MRI studies. FS Gd T1 sequences in supination and pronation are the most valuable.

Long-term fluctuation of relative afferent pupillary defect in subjects with normal visual function.

PURPOSE: To determine whether the relative afferent pupillary defect (RAPD) remains constant over time in normal subjects. METHODS: Seventeen normal subjects were tested with infrared pupillography and automated perimetry in four sessions over 3 years. The changes in RAPD and visual field asymmetry between testing sessions were compared. RESULTS: The range of RAPD was 0.0 to 0.3 log unit, and the difference in the mean deviation between the eyes on automated static perimetry was 0 to 3 dB. Eight subjects repeatedly had an RAPD in the same eye. There was no correlation between the RAPD and the visual field asymmetry at the same visit. Changes in the magnitude of the RAPD between any two sessions were typically small (median, 0.08 log unit; 25th percentile, 0.04 log unit; 75th percentile, 0.15 log unit). CONCLUSIONS: Some normal subjects may show a persistent but small RAPD in the absence of detectable pathologic disease. Therefore, an isolated RAPD in the range of 0.3 log unit that is not associated with any other significant historical or clinical finding should probably be considered benign.

Normal kinetics of intestinal glucose absorption in the absence of GLUT2: evidence for a transport pathway requiring glucose phosphorylation and transfer into the endoplasmic reticulum.

Glucose is absorbed through the intestine by a transepithelial transport system initiated at the apical membrane by the cotransporter SGLT-1; intracellular glucose is then assumed to diffuse across the basolateral membrane through GLUT2. Here, we evaluated the impact of GLUT2 gene inactivation on this transepithelial transport process. We report that the kinetics of transepithelial glucose transport, as assessed in oral glucose tolerance tests, was identical in the presence or absence of GLUT2; that the transport was transcellular because it could be inhibited by the SGLT-1 inhibitor phlorizin, and that it could not be explained by overexpression of another known glucose transporter. By using an isolated intestine perfusion system, we demonstrated that the rate of transepithelial transport was similar in control and GLUT2(-/-) intestine and that it was increased to the same extent by cAMP in both situations. However, in the absence, but not in the presence, of GLUT2, the transport was inhibited dose-dependently by the glucose-6-phosphate translocase inhibitor S4048. Furthermore, whereas transport of [(14)C]glucose proceeded with the same kinetics in control and GLUT2(-/-) intestine, [(14)C]3-O-methylglucose was transported in intestine of control but not of mutant mice. Together our data demonstrate the existence of a transepithelial glucose transport system in GLUT2(-/-) intestine that requires glucose phosphorylation and transfer of glucose-6-phosphate into the endoplasmic reticulum. Glucose may then be released out of the cells by a membrane traffic-based pathway similar to the one we previously described in GLUT2-null hepatocytes.

Normal hemopoiesis and lymphopoiesis in the combined absence of numb and numblike.

The mammalian ortholog of the conserved Drosophila adaptor protein Numb (Nb) and its homolog Numblike (Nbl) modulate neuronal cell fate determination at least in part by antagonizing Notch signaling. Because the Notch pathway has been implicated in regulating hemopoietic stem cell self-renewal and T cell fate specification in mammals, we investigated the role of Nb and Nbl in hemopoiesis using conditional gene targeting. Surprisingly simultaneous deletion of both Nb and Nbl in murine bone marrow precursors did not affect the ability of stem cells to self-renew or to give rise to differentiated myeloid or lymphoid progeny, even under competitive conditions in mixed chimeras. Furthermore, T cell fate specification and intrathymic T cell development were unaffected in the combined absence of Nb and Nbl. Collectively our data indicate that the Nb family of adaptor proteins is dispensable for hemopoiesis and lymphopoiesis in mice, despite their proposed role in neuronal stem cell development.

Normal glucagon signaling and β-cell function after near-total α-cell ablation in adult mice.

OBJECTIVEEvaluate whether healthy or diabetic adult mice can tolerate an extreme loss of pancreatic α-cells and how this sudden massive depletion affects β-cell function and blood glucose homeostasis.RESEARCH DESIGN AND METHODSWe generated a new transgenic model allowing near-total α-cell removal specifically in adult mice. Massive α-cell ablation was triggered in normally grown and healthy adult animals upon diphtheria toxin (DT) administration. The metabolic status of these mice was assessed in 1) physiologic conditions, 2) a situation requiring glucagon action, and 3) after β-cell loss.RESULTSAdult transgenic mice enduring extreme (98%) α-cell removal remained healthy and did not display major defects in insulin counter-regulatory response. We observed that 2% of the normal α-cell mass produced enough glucagon to ensure near-normal glucagonemia. β-Cell function and blood glucose homeostasis remained unaltered after α-cell loss, indicating that direct local intraislet signaling between α- and β-cells is dispensable. Escaping α-cells increased their glucagon content during subsequent months, but there was no significant α-cell regeneration. Near-total α-cell ablation did not prevent hyperglycemia in mice having also undergone massive β-cell loss, indicating that a minimal amount of α-cells can still guarantee normal glucagon signaling in diabetic conditions.CONCLUSIONSAn extremely low amount of α-cells is sufficient to prevent a major counter-regulatory deregulation, both under physiologic and diabetic conditions. We previously reported that α-cells reprogram to insulin production after extreme β-cell loss and now conjecture that the low α-cell requirement could be exploited in future diabetic therapies aimed at regenerating β-cells by reprogramming adult α-cells.