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.

Middle and Late Jurassic carbon stable-isotope stratigraphy and radiolarite sedimentation of the Umbria-Marche basin (Central Italy)

A continuous carbon isotope curve from Middle-Upper Jurassic pelagic carbonate rocks was acquired from two sections in the southern part of the Umbria-Marche Apennines in central Italy. At the Colle Bertone section (Terni) and the Terminilletto section (Rieti), the Upper Toarcian to Bajocian Calcari e Marne a Posidonia Formation and the Aalenian to Kimmeridgian Calcari e Marne a Posidonia and Calcari Diasprigni formations were sampled, respectively. Biostratigraphy in both sections is based on rich assemblages of calcareous nannofossils and radiolarians, as well as some ammonites found in the upper Toarcian-Bajocian interval. Both sections revealed a relative minimum of delta(13)C(PDB) close to + 2 parts per thousand in the Aalenian and a maximum around 3.5 parts per thousand in early Bajocian, associated with an increase in visible chert. In basinal sections in Umbria-Marche, this interval includes the very cherry base of the Calcari Diasprigni Formation (e.g. at Valdorbia) or the chert-rich uppermost portion of the Calcari a Posidonia (e.g at Bosso). In the Terminilletto section, the Bajocian-early Barthonian interval shows a gradual decrease in delta(13)C(PDB) values and a low around 2.3 parts per thousand. This part of the section is characterised by more than 40 m of almost chart-free limestones and correlates with a recurrence of limestone-rich facies in basinal sections at Valdorbia. A double peak with values of delta(13)C(PDB) around + 3 parts per thousand was observed in the Callovian and Oxfordian, constrained by well preserved radiolarian faunas. The maxima lie in the Callovian and the middle Oxfordian, and the minimum between the two peaks should be near the Callovian/Oxfordian boundary. In the Terminilletto section, visible chert increases together with delta(13)C(PDB) values from the middle Bathonian and reaches peak values in the Callovian-Oxfordian. In basinal sections in Umbria-Marche, a sharp increase in visible chert is observed at this level within the Calcari Diasprigni. A drop of delta(13)C values towards + 2 parts per thousand occurs in the Kimmeridgian and coincides with a decrease of visible chert in outcrop. The observed delta(13)C positive anomalies during the early Bajocian and the Callovian-Oxfordian may record changes in global climate towards warmer, more humid periods characterised by increased nutrient mobilisation and increased carbon burial. High biosiliceous (radiolarians, siliceous sponges) productivity and preservation appear to coincide with the delta(13)C positive anomalies, when the production of platform carbonates was subdued and ceased in many areas, with a drastic reduction of periplatform ooze input in many Tethyan basins. The carbon and silica cycles appear to be linked through global warming and increased continental weathering. Hydrothermal events related to extensive rifting and/or accelerated oceanic spreading may be the endogenic driving force that created a perturbation of the exogenic system (excess CO2 into the atmosphere and greenhouse conditions) reflected by the positive delta(13)C shifts and biosiliceous episodes.

Mapping complex tissue architecture with diffusion spectrum magnetic resonance imaging.

Methods are presented to map complex fiber architectures in tissues by imaging the 3D spectra of tissue water diffusion with MR. First, theoretical considerations show why and under what conditions diffusion contrast is positive. Using this result, spin displacement spectra that are conventionally phase-encoded can be accurately reconstructed by a Fourier transform of the measured signal's modulus. Second, studies of in vitro and in vivo samples demonstrate correspondence between the orientational maxima of the diffusion spectrum and those of the fiber orientation density at each location. In specimens with complex muscular tissue, such as the tongue, diffusion spectrum images show characteristic local heterogeneities of fiber architectures, including angular dispersion and intersection. Cerebral diffusion spectra acquired in normal human subjects resolve known white matter tracts and tract intersections. Finally, the relation between the presented model-free imaging technique and other available diffusion MRI schemes is discussed.

Microstructural, chemical and textural records during growth of snowball garnet

The growth history of two populations of snowball garnet from the Lukmanier Pass area (central Swiss Alps) was examined through a detailed analysis of three-dimensional geometry, chemical zoning and crystallographic orientation. The first population, collected in the hinge of a chevron-type fold, shows an apparent rotation of 360 degrees. The first 270 degrees are characterized by spiral-shaped inclusion trails, gradual and concentric Mn zoning and a single crystallographic orientation, whereas in the last 90 degrees, crenulated inclusion trails and secondary Mn maxima centred on distinct crystallographic garnet domains are observed. Microstructural, geochemical and textural data indicate a radical change in growth regime between the two growth sequences. In the first 270 degrees, growth occurred under rotational non-coaxial flow, whereas in the last 90 degrees, garnet grew under a non-rotational shortening regime. The second population, collected in the limb of the same chevron-type fold structure, is characterized by a spiral geometry that does not exceed 270 degrees of apparent rotation. These garnet microstructures do not record any evidence for a modification of the stress field during garnet growth. Concentric Mn zoning as well as a single crystallographic orientation are observed for the entire spiral. Electron backscatter diffraction data indicate that nearly all central domains in the snowball garnet are characterized by one [001] axis oriented (sub-)parallel to the symmetry axis and by another [001] axis oriented (sub-)parallel to the orientation of the internal foliation. These features suggest that the crystallographic orientation across the garnet spiral is not random and that a relation exists among the symmetry axis, the internal foliation and the crystallographic orientation.

Photoaffinity labeling of the T cell receptor on cloned cytotoxic T lymphocytes by covalent photoreactive ligand.

The interaction of the T cell antigen receptor with a photoreactive antigenic peptide derivative bound covalently to the H-2Kd (Kd) molecule was studied by photoaffinity labeling on cloned, CD8 positive cytotoxic T lymphocytes. The Kd-restricted Plasmodium berghei circumsporozoite peptide 253-260 (YIPS-AEKI) was conjugated with iodo-4-azidosalicylic acid at the N terminus and with 4-azidobenzoic acid at the T cell receptor residue Lys-259. Cell-associated or soluble Kd molecules were photoaffinity-labeled with the peptide derivative by selective photoactivation of the N-terminal photoreactive group. Incubation of cell-associated or soluble covalent Kd-peptide derivative complexes (ligands) with cytotoxic T lymphocytes that recognized this peptide derivative and activation of the orthogonal photoreactive group resulted in specific photoaffinity labeling of the T cell receptor. The labeling was inhibitable by an anti-Kd antibody and was absent on Kd-restricted cytotoxic T lymphocytes of different specificity. The binding of the soluble ligand reached a maximum after 2-4 min at 37 degrees C, after 30 min at 18 degrees C, and after 3 h at 4 degrees C. In contrast, binding of the cell-associated ligand reached a transient maxima after 50 and 110 min at 37 and 18 degrees C, respectively. The degree of binding at 37 degrees C was approximately 30% lower than that at 18 degrees C. No binding took place at 4 degrees C. Inhibition studies with antibodies and drugs indicated that the binding of the cell-associated, but not the soluble ligand, was highly dependent on T cell-target cell conjugate formation, whereas the binding of the soluble ligand was greatly dependent on CD8.

Reconstruction of metal pollution and recent sedimentation processes in Havana Bay (Cuba): A tool for coastal ecosystem management.

Since 1998 the highly polluted Havana Bay ecosystem has been the subject of a mitigation program. In order to determine whether pollution-reduction strategies were effective, we have evaluated the historical trends of pollution recorded in sediments of the Bay. A sediment core was dated radiometrically using natural and artificial fallout radionuclides. An irregularity in the (210)Pb record was caused by an episode of accelerated sedimentation. This episode was dated to occur in 1982, a year coincident with the heaviest rains reported in Havana over the XX century. Peaks of mass accumulation rates (MAR) were associated with hurricanes and intensive rains. In the past 60 years, these maxima are related to strong El Niño periods, which are known to increase rainfall in the north Caribbean region. We observed a steady increase of pollution (mainly Pb, Zn, Sn, and Hg) since the beginning of the century to the mid 90s, with enrichment factors as high as 6. MAR and pollution decreased rapidly after the mid 90s, although some trace metal levels remain high. This reduction was due to the integrated coastal zone management program introduced in the late 90s, which dismissed catchment erosion and pollution.

A wearable system for multi-segment foot kinetics measurement.

This study aims to design a wearable system for kinetics measurement of multi-segment foot joints in long-distance walking and to investigate its suitability for clinical evaluations. The wearable system consisted of inertial sensors (3D gyroscopes and 3D accelerometers) on toes, forefoot, hindfoot, and shank, and a plantar pressure insole. After calibration in a laboratory, 10 healthy elderly subjects and 12 patients with ankle osteoarthritis walked 50m twice wearing this system. Using inverse dynamics, 3D forces, moments, and power were calculated in the joint sections among toes, forefoot, hindfoot, and shank. Compared to those we previously estimated for a one-segment foot model, the sagittal and transverse moments and power in the ankle joint, as measured via multi-segment foot model, showed a normalized RMS difference of less than 11%, 14%, and 13%, respectively, for healthy subjects, and 13%, 15%, and 14%, for patients. Similar to our previous study, the coronal moments were not analyzed. Maxima-minima values of anterior-posterior and vertical force, sagittal moment, and power in shank-hindfoot and hindfoot-forefoot joints were significantly different between patients and healthy subjects. Except for power, the inter-subject repeatability of these parameters was CMC>0.90 for healthy subjects and CMC>0.70 for patients. Repeatability of these parameters was lower for the forefoot-toes joint. The proposed measurement system estimated multi-segment foot joints kinetics with acceptable repeatability but showed difference, compared to those previously estimated for the one-segment foot model. These parameters also could distinguish patients from healthy subjects. Thus, this system is suggested for outcome evaluations of foot treatments.

Environmental changes in the aftermath of Neoproterozoic glaciations: a biogeochemical study of sediments from SW-Gondwana

Abstract The late Neoproterozoic or Ediacaran period, (635 to -543 Ma) is a primordial time in the Earth history corresponding to the beginning of animal life and the most extreme ice ages on Earth. In this dissertation, palaeoenvironmental conditions were reconstructed for Ediacaran, post-Gaskiers shelf deposits in SW- Gondwana and their changes were evaluated according to the diversity of organisms. The present study addresses the question of interactions between biodiversity and environmental change by using the elemental and isotopic geochemistry of sedimentary rocks and associated organic matter, as well as the distribution of hydrocarbon biomarkers. The studied sedimentary sequences are from a large basin extended from the Paraguay belt to the Rio de la Plata craton, including the Corumbâ Group in SW-Brazil (Paraguay belt), the Arroyo del Soldado Group in Uruguay and the Sierras Bayas Group in Argentina (both in the Rio de la Plata craton). Several geochemical signatures of the sediments from Corumbâ and Sierras Bayas groups provides evidence for an euxinic setting in the Ediacaran Ocean: 1) The occurrence of syngenetic pyrite in the Corumbâ Group together with hydrocarbon biomarkers of an anoxic microbial consortium including traces of gammacerane, a distribution of hopanes with maxima at C29 as well as a low pristane/phytane (Pr/Ph) ratio; 2) the occurrence of 34S enrichments within sulfides of the Sierras Bayas Group exceeding the sulfur isotopic composition of coeval carbonate-associated sulfate. In the Arroyo del Soldado Group, an event of reducing conditions was revealed by higher concentrations of redox-sensitive trace elements and negative 513Ccar shifts in all sections. This event is extended to the whole unit in the deepest section and is restricted to tempestites in the two other shallow sections. The persistent negative. ôl3Ccar values recorded at the basinal setting implies strong isotopic gradient between shallow and deep water environments and therefore, a locus of deposition below the redox chemocline. In all studied sections, the excursions, the strong enrichment of authigenic trace-elements, the occurrence of longer chain «-alkanes, gammacerane and low Pr/Ph and Ph/>;-C]a ratios, combined with the previous sedimentological and paleontological observations indicate that the chemistry of the ocean was strongly controlled by the oxygen availability; waters being moderately oxic at the surface and anoxic at depth for much of the Neoproterozoic. This water column stratification was favourable to the storage of large amounts of nutrients in the deep ocean. During upwelling periods, the export of these nutrient-rich waters may have triggered an important bioproductivity in surface waters. Drops in Al3Cc,,.](Cr and positive ôl3Ccllr excursions highlight the increase in primary productivity. Preservation of organic carbon was ensured by reducing conditions at the bottom. The Al3ccar.kcr excursions could also reflect changes in the composition of the primary biomass. New geochemical evidence from SW-Gondwana sections supports a stratified Ediacaran ocean, outside restricted or hypersaline environments, in the aftermath of glaciations. The association of ocean stratification and the appearance of metazoans support the model that the evolution of eukaryotic life was related to the increase of oxygen levels in surface environments due to an efficient recycling of nutrients in the anoxic deep ocean. Résumé Le Néoprotérozoïque terminal, ou Édiacarien (635 à -543 Ma), est un période de première importance dans l'histoire de la Terre, car elle correspond a l'apparition des métazoaires pendant un intervalle de glaciations extrêmes. Le présent mémoire se propose de reconstituer les conditions paléoenvironnementales des dépôts de plateforme mis en place durant l'Édiacarien, au sud-ouest du Gondwana. Les interactions entre changements environnementaux et biodiversité sont évaluées en s'appuyant d'une part sur la composition élémentaire et isotopique des roches sédimentaires et de leur matière organique, et d'autre part sur la distribution moléculaire de biomarqueurs hydrocarbonés. Les séquences sédimentaires étudiées proviennent d'un grand bassin qui s'étend de la chaîne du Paraguay jusqu'au craton du Rio de la Plata. La séquence du Groupe Corumbâ au Sud Ouest du Brésil se situe dans la chaîne du Paraguay, tandis que le Groupe Arroyo del Soldado en Uruguay et le Groupe Sierras Bayas en Argentine sont situés sur le craton du Rio de la Plata. L'étude géochimique des sédiments des groupes Corumbâ et Sierras Bayas révèle de façon claire des conditions euxiniques dans l'océan édiacarien. On trouve ainsi, dans le Groupe Corumbâ, les biomarqueurs d'un cortège microbien anoxique et sulfurique comprenant des bactéries sulfato-réductrices, et dans les sulfures du Groupe Sierras Bayas, des enrichissements en Î4S excédant les rapports isotopiques du soufre dans le sulfate cogénétique associé aux carbonates. Dans la séquence de l'Arroyo del Soldado, un événement réducteur est mis en évidence par des teneurs plus élevées en éléments traces sensibles aux conditions redox et par des excursions négatives du 613Ccardans toutes les coupes. Cet événement affecte la totalité de la section la plus profonde et n'apparaît que dans les tempestites dans les sections les moins profondes. La persistance de valeurs négatives du ô13Ccarau large implique un gradient isotopique prononcé entre les environnements superficiels et profonds, et donc, ta présence d'une chémocline redox. Les excursions du. ôBCcar, l'enrichissement authigène en éléments traces, la présence de gammacérane et de rt-alcanes à longue chaîne, ainsi que de faibles rapports Pr/Ph et Ph/«-Cl8, viennent s'ajouter aux observations préliminaires sur la sédimentologie et la paléontologie pour indiquer que la chimie de l'océan était fortement contrôlée par la disponibilité d'oxygène, les eaux étant modérément oxiques à la surface et anoxiques en profondeur pendant la plus grande partie du Néoprotérozoïque. La stratification de la colonne d'eau était favorable au stockage de grandes quantités de nutriments dans l'océan profond. Dans les zones d'upwelling, la migration d'eaux profondes riches en nutriment vers la surface a pu provoquer une bioproductivité prononcée dans les eaux de surface. La conservation du carbone organique était assurée par les conditions anoxiques prévalant au fond. Les excursions du A13Ccar.kt.r pourraient aussi refléter des changements dans la biomasse primaire. Le présent travail apporte donc de nouvelles preuves qu'un océan stratifié s'est maintenu à la suite des glaciations néoprotérozoïques dans le Sud Ouest du Gondwana. L'association d'un océan stratifié et de l'apparition de la vie animale est en accord avec le modèle stipulant que l'évolution de la vie est associée à une meilleure oxygénation des environnements de surface. Résumé pour le grand public La période Ediacarienne (635 à -543 Ma) à la fin du Précambrien est l'une de plus énigmatiques dans l'histoire de la Terre, car elle est caractérisée par la diversification de la vie multicellulaire (eucaryote) pendant un intervalle de glaciations extrêmes. Dans ce travail de thèse, nous cherchons à déceler l'existence éventuelle d'un lien entre ces changements environnementaux et l'évolution de la vie eucaryote à travers une étude biogéochimique. La biogéochimie est l'étude des activités biologiques dans la géosphère, telles que celles intervenant dans les cycles des éléments chimiques (y compris les isotopes stables) et celles de production de composés carbonés caractérisant certains groups d'organismes ou taxons. La recherche des signatures paléoenvironnementales dans les roches précambriennes a été fortement facilitée par l'utilisation des biomarqueurs ou fossiles moléculaires. Ces composés, provenant des lipides biologiques (molécules avec des fonctions spécifiques dans les organismes), peuvent être reliés à des taxons spécifiques ou à des voies métaboliques. La transformation d'un biolipide en fossile moléculaire intervient lorsque des restes organiques déposés dans un substrat subissent un enfouissement et une augmentation de la pression (diagenèse). Ce processus mène à la formation de kérogène, un grand agrégat chimique de matière organique insoluble dans des solvants organiques, et de bitume ou fraction soluble (extractible) de la matière organique. L'analyse intégrée du kérogène et du bitume fournit des indications précieuses pour les reconstitutions paléoenvironnementales. Des conditions paléoenvironnementales ont ainsi été déterminées pour une plateforme marine Ediacarienne située dans la partie sud-américaine du bloc occidental du paléocontinent Gondwana. Les séquences sédimentaires étudiées appartiennent au même bassin qui s'étend de la ceinture du Paraguay (Groupe Corumbâ, Brésil) au craton du Rio de la Plata (Groupes Arroyo del Soldado, Uruguay et Sierras Bayas, Argentina). Nous nous sommes intéressés aux isotopes stables de carbonates et de la matière organique associée (kérogène et bitume), aux éléments majeurs et traces, ainsi qu'aux biomarqueurs caractérisant ces roches. Les résultats de cette dissertation suggèrent qu'au cours de l'Édiacarien, suite aux glaciations néoprotérozoïques dans le bloc occidental du Gondwana, l'océan était stratifié en zones spécifiques d'eaux riches en sulfures et dépourvues d'oxygène (euxiniques). L'association d'un océan stratifié et de l'apparition de la vie animale est en accord avec le modèle stipulant que l'évolution de la vie est associée à une meilleure oxygénation des environnements de surface. Les excursions isotopiques (tendance à des valeurs positives ou négatives) en constante fluctuation pour le carbone et très positives pour le soufre des sulfures, l'enrichissement en éléments trace et la présence de certains composés (e.g. gammacerane; Pr/Ph et Ph/«-Ci8 en basse proportion) conjugués aux observations sédimentologiques et paléontologiques des différents profils étudiés indiquent que la chimie de l'océan était fortement contrôlée par la disponibilité d'oxygène, avec des eaux modérément oxygénées en surface et euxiniques en profondeur pour la plupart du Néoprotérozoïque.

Elemental (C/N ratios) and isotopic (δ15N(org), δ13C(org)) compositions of sedimentary organic matter from a high-altitude mountain lake (Meidsee, 2661 m a.s.l., Switzerland): Implications for Lateglacial and Holocene Alpine landscape evolution

The deposition of Late Pleistocene and Holocene sediments in the high-altitude lake Meidsee (located at an altitude of 2661 m a.s.l. in the Southwestern Alps) strikingly coincided with global ice-sheet and mountain-glacier decay in the Alpine forelands and the formation of perialpine lakes. Radiocarbon ages of bottom-core sediments point out (pre-) Holocene ice retreat below 2700 m a.s.l., at about 16, 13, 10, and 9 cal. kyr BP. The Meidsee sedimentary record therefore provides information about the high-altitude Alpine landscape evolution since the Late Pleistocene/Holocene deglaciation in the Swiss Southwestern Alps. Prior to 5 cal. kyr BP, the C/N ratio and the isotopic composition of sedimentary organic matter (delta N-15(org), delta C-13(org)) indicate the deposition of algal-derived organic matter with limited input of terrestrial organic matter. The early Holocene and the Holocene climatic optimum (between 7.0 and 5.5 cal. kyr BP) were characterized by low erosion (decreasing magnetic susceptibility, chi) and high content of organic matter (C-org > 13 wt.%), enriched in C-13(org) (>-18 parts per thousand) with a low C/N (similar to 10) ratio, typical of modern algal matter derived from in situ production. During the late Holocene, there was a long-term increasing contribution of terrestrial organic matter into the lake (C/N > 11), with maxima between 2.4 and 0.9 cal. kyr BP. A major environmental change took place 800 years ago, with an abrupt decrease in the relative contribution of terrestrial organic material into the lake compared with aquatic organic material which subsequently largely dominated (C/N drop from 16 to 10). Nonetheless, this event was marked by a rise in soil erosion (chi), in nutrients input (N and P contents) and in anthropogenic lead deposition, suggesting a human disturbance of Alpine ecosystems 800 years ago. Indeed, this time period coincided with the migration of the Walser Alemannic people in the region, who settled at relatively high altitude in the Southwestern Alps for farming and maintaining Alpine passes.

CNDOL: A fast and reliable method for the calculation of electronic properties of very large systems. Applications to retinal binding pocket in rhodopsin and gas phase porphine.

Very large molecular systems can be calculated with the so called CNDOL approximate Hamiltonians that have been developed by avoiding oversimplifications and only using a priori parameters and formulas from the simpler NDO methods. A new diagonal monoelectronic term named CNDOL/21 shows great consistency and easier SCF convergence when used together with an appropriate function for charge repulsion energies that is derived from traditional formulas. It is possible to obtain a priori molecular orbitals and electron excitation properties after the configuration interaction of single excited determinants with reliability, maintaining interpretative possibilities even being a simplified Hamiltonian. Tests with some unequivocal gas phase maxima of simple molecules (benzene, furfural, acetaldehyde, hexyl alcohol, methyl amine, 2,5 dimethyl 2,4 hexadiene, and ethyl sulfide) ratify the general quality of this approach in comparison with other methods. The calculation of large systems as porphine in gas phase and a model of the complete retinal binding pocket in rhodopsin with 622 basis functions on 280 atoms at the quantum mechanical level show reliability leading to a resulting first allowed transition in 483 nm, very similar to the known experimental value of 500 nm of "dark state." In this very important case, our model gives a central role in this excitation to a charge transfer from the neighboring Glu(-) counterion to the retinaldehyde polyene chain. Tests with gas phase maxima of some important molecules corroborate the reliability of CNDOL/2 Hamiltonians.