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.

A hierarchical approach to model parameter optimization for developmental systems.

In the context of Systems Biology, computer simulations of gene regulatory networks provide a powerful tool to validate hypotheses and to explore possible system behaviors. Nevertheless, modeling a system poses some challenges of its own: especially the step of model calibration is often difficult due to insufficient data. For example when considering developmental systems, mostly qualitative data describing the developmental trajectory is available while common calibration techniques rely on high-resolution quantitative data. Focusing on the calibration of differential equation models for developmental systems, this study investigates different approaches to utilize the available data to overcome these difficulties. More specifically, the fact that developmental processes are hierarchically organized is exploited to increase convergence rates of the calibration process as well as to save computation time. Using a gene regulatory network model for stem cell homeostasis in Arabidopsis thaliana the performance of the different investigated approaches is evaluated, documenting considerable gains provided by the proposed hierarchical approach.

The application of Fick's law to evaluate the period of stay of mega-olivines in alkaline lavas

The integration of the differential equation of the second law of Fick applied to the diffusion of chemical elements in a semi-infinite solid made it easier to estimate the time of stay of olivine mega-cristals in contact with the host lava The results of this research show the existence of two groups of olivine. The first remained in contact with the magmatic liquid during 19 to 22 days, while the second remained so during only 5 to 9 days. This distinction is correlative to that based on the qualitative observation.

Active strain and activation models in cardiac electromechanics

We present a model for mechanical activation of the cardiac tissue depending on the evolution of the transmembrane electrical potential and certain gating/ionic variables that are available in most of electrophysiological descriptions of the cardiac membrane. The basic idea consists in adding to the chosen ionic model one ordinary differential equation for the kinetics of the mechanical activation function. A relevant example illustrates the desired properties of the proposed model, such as delayed muscle contraction and correct magnitude of the muscle fibers' shortening.

An active strain electromechanical model for cardiac tissue

We propose a finite element approximation of a system of partial differential equations describing the coupling between the propagation of electrical potential and large deformations of the cardiac tissue. The underlying mathematical model is based on the active strain assumption, in which it is assumed that a multiplicative decomposition of the deformation tensor into a passive and active part holds, the latter carrying the information of the electrical potential propagation and anisotropy of the cardiac tissue into the equations of either incompressible or compressible nonlinear elasticity, governing the mechanical response of the biological material. In addition, by changing from an Eulerian to a Lagrangian configuration, the bidomain or monodomain equations modeling the evolution of the electrical propagation exhibit a nonlinear diffusion term. Piecewise quadratic finite elements are employed to approximate the displacements field, whereas for pressure, electrical potentials and ionic variables are approximated by piecewise linear elements. Various numerical tests performed with a parallel finite element code illustrate that the proposed model can capture some important features of the electromechanical coupling, and show that our numerical scheme is efficient and accurate.

On the Adoption of Partial Least Squares in Psychological Research: Caveat Emptor

The partial least squares technique (PLS) has been touted as a viable alternative to latent variable structural equation modeling (SEM) for evaluating theoretical models in the differential psychology domain. We bring some balance to the discussion by reviewing the broader methodological literature to highlight: (1) the misleading characterization of PLS as an SEM method; (2) limitations of PLS for global model testing; (3) problems in testing the significance of path coefficients; (4) extremely high false positive rates when using empirical confidence intervals in conjunction with a new "sign change correction" for path coefficients; (5) misconceptions surrounding the supposedly superior ability of PLS to handle small sample sizes and non-normality; and (6) conceptual and statistical problems with formative measurement and the application of PLS to such models. Additionally, we also reanalyze the dataset provided by Willaby et al. (2015; doi:10.1016/j.paid.2014.09.008) to highlight the limitations of PLS. Our broader review and analysis of the available evidence makes it clear that PLS is not useful for statistical estimation and testing.

Differential association of drinking motives with alcohol use on weekdays and weekends.

Drinking motives (DM) reflect the reasons why individuals drink alcohol. Weekdays are mainly dedicated to work, whereas weekends are generally associated with spending time with friends during special events or leisure activities; using alcohol on weekdays and weekends may also be related to different DM. This study examined whether DM were differentially associated with drinking volume (DV) on weekdays and weekends. A representative sample of 5,391 young Swiss men completed a questionnaire assessing weekday and weekend DV, as well as their DM, namely, enhancement, social, coping, and conformity motives. Associations of DM with weekday and weekend DV were examined using structural equation models. Each DM was tested individually in a separate model; all associations were positive and generally stronger (except conformity) for weekend rather than for weekday DV. Further specific patterns of association were found when DM were entered into a single model simultaneously. Associations with weekday and with weekend DV were positive for enhancement and coping motives. However, associations were stronger with weekend rather than with weekday DV for enhancement, and stronger with weekday than with weekend DV for coping motives. Associations of social motives were not significant with weekend DV and negative with weekday DV. Conformity motives were negatively associated with weekend DV and positively related to weekday DV. These results suggest that interventions targeting enhancement motives should be particularly effective at decreasing weekend drinking, whereas interventions targeted at coping motives would be particularly effective at reducing alcohol use on weekdays. (PsycINFO Database Record (c) 2014 APA, all rights reserved).

Partial eating disorders among adolescents: a review.

PURPOSE: Many adolescents do not fulfill all the DSM-IV criteria's for anorexia nervosa and bulimia, but do nevertheless suffer from partial eating disorders (EDs). This review focuses on the definition, epidemiology and clinical aspects of these disorders. METHODS: Search on Medline & PsycINFO, review of websites, screening of bibliographies of articles and book chapters. RESULTS: There is still no consensus on the definition of these disorders, which cover a wide range of severity. Affected adolescents often suffer from physical and psychological problems owing to co-morbidity or as a consequence of their eating patterns: chronic constipation, dyspeptic symptoms, nausea, abdominal pain, fatigue, headaches, hypotension, menstrual dysfunction as well as dysthymia, depressive and anxiety disorders, or substance misuse and abuse. In comparison with those who are unaffected, adolescents with partial ED are at higher risk of evolving into full ED. However, most of them evolve into spontaneous remission. Adolescents with partial ED engaged, over a period of several months, in potentially unhealthy weight-control practices, suffering from intense fear of gaining weight and a disturbed body weight/image should be offered therapeutic support. CONCLUSION: Future research should focus on the exact delineation of various subtypes of clinical presentations in partial ED and on evidence-based treatment and follow-up of these various situations.

Assessment of speed of human locomotion using a differential satellite global positioning system.

PURPOSE: The objective was to explore whether a satellite-based navigation system, global positioning system used in differential mode (DGPS), could accurately assess the speed of running in humans. METHODS: A subject was equipped with a portable GPS receptor coupled to a receiver for differential corrections, while running outdoors on a straight asphalt road at 27 different speeds. Actual speed (reference method) was assessed by chronometry. RESULTS: The accuracy of speed prediction had a standard deviation (SD) of 0.08 km x h(-1) for walking, 0.11 km x h(-1) for running, yielding a coefficient of variation (SD/mean) of 1.38% and 0.82%, respectively. There was a highly significant linear relationship between actual and DGPS speed assessment (r2 = 0.999) with little bias in the prediction equation, because the slope of the regression line was close to unity (0.997). CONCLUSION: the DGPS technique appears to be a valid and inconspicuous tool for "on line" monitoring of the speed of displacement of individuals located on any field on earth, for prolonged periods of time and unlimited distance, but only in specific environmental conditions ("open sky"). Furthermore, the accuracy of speed assessment using the differential GPS mode was improved by a factor of 10 as compared to non-differential GPS.

Epigenetic modification of the FMR1 gene in fragile X syndrome is associated with differential response to the mGluR5 antagonist AFQ056.

Fragile X syndrome (FXS) is an X-linked condition associated with intellectual disability and behavioral problems. It is caused by expansion of a CGG repeat in the 5' untranslated region of the fragile X mental retardation 1 (FMR1) gene. This mutation is associated with hypermethylation at the FMR1 promoter and resultant transcriptional silencing. FMR1 silencing has many consequences, including up-regulation of metabotropic glutamate receptor 5 (mGluR5)-mediated signaling. mGluR5 receptor antagonists have shown promise in preclinical FXS models and in one small open-label study of FXS. We examined whether a receptor subtype-selective inhibitor of mGluR5, AFQ056, improves the behavioral symptoms of FXS in a randomized, double-blind, two-treatment, two-period, crossover study of 30 male FXS patients aged 18 to 35 years. We detected no significant effects of treatment on the primary outcome measure, the Aberrant Behavior Checklist-Community Edition (ABC-C) score, at day 19 or 20 of treatment. In an exploratory analysis, however, seven patients with full FMR1 promoter methylation and no detectable FMR1 messenger RNA improved, as measured with the ABC-C, significantly more after AFQ056 treatment than with placebo (P < 0.001). We detected no response in 18 patients with partial promoter methylation. Twenty-four patients experienced an adverse event, which was mostly mild to moderately severe fatigue or headache. If confirmed in larger and longer-term studies, these results suggest that blockade of the mGluR5 receptor in patients with full methylation at the FMR1 promoter may show improvement in the behavioral attributes of FXS.

Reflections on Partial Least Squares Path Modeling

The purpose of the present article is to take stock of a recent exchange in Organizational Research Methods between critics (Rönkkö & Evermann, 2013) and proponents (Henseler et al., 2014) of partial least squares path modeling (PLS-PM). The two target articles were centered around six principal issues, namely whether PLS-PM: (1) can be truly characterized as a technique for structural equation modeling (SEM); (2) is able to correct for measurement error; (3) can be used to validate measurement models; (4) accommodates small sample sizes; (5) is able to provide null hypothesis tests for path coefficients; and (6) can be employed in an exploratory, model-building fashion. We summarize and elaborate further on the key arguments underlying the exchange, drawing from the broader methodological and statistical literature in order to offer additional thoughts concerning the utility of PLS-PM and ways in which the technique might be improved. We conclude with recommendations as to whether and how PLS-PM serves as a viable contender to SEM approaches for estimating and evaluating theoretical models.