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.

Differential effects of two anti-apo-cytochrome c-specific monoclonal antibodies on the function of apo-cytochrome c-specific murine T cell clones.

A murine monoclonal antibody (SJL 2-4) specific for the antigen apo-cytochrome c was shown to inhibit both antigen-induced proliferation and lymphokine secretion by an apo-cytochrome c-specific BALB/c helper T cell clone. The inhibition was specific because additional apo-cytochrome c-specific T cell clones were not inhibited by the same monoclonal antibody. Time course studies of the inhibition indicated that the initial 8 hr of contact between T cell clones and antigen-presenting cells were critical for activation of the T cell clones. Inhibition of T cell functions by antigen-specific antibodies appeared to correlate with the antibody-antigen binding constant because a second monoclonal antibody (Cyt-1-59), with identical specificity but with a lower affinity constant for apo-cytochrome c, had very little inhibitory effect on the proliferation or lymphokine secretion of apo-cytochrome c-specific T cell clones.

Effect on renal function of tenofovir co-administered with either efavirenz or boosted lopinavir or boosted atazanavir: the Swiss HIV Cohort Study

Reduced re'nal function has been reported with tenofovir disoproxil fumarate (TDF). It is not clear whether TDF co-administered with a boosted protease inhibitor (PI) leads to a greater decline in renal function than TDF co-administered with a non-nucleoside reverse transcriptase inhibitor (NNRTI).Methods: We selected ail antiretroviral therapy-naive patients in the Swiss HIV Cohort Study (SHCS) with calibrated or corrected serum creatinine measurements starting antiretroviral therapy with TDF and either efavirenz (EFV) or the ritonavir-boosted PIs, lopinavir (LPV/r) or atazanavir (ATV/r). As a measure of renal function, we used the Chronic Kidney Disease Epidemiology Collaboration (CKD-EPI) equation to estimate the glomerular filtration rate (eGFR). We calculated the difference in eGFR over time between two therapies using a marginal model for repeated measures. In weighted analyses, observations were weighted by the product of their point of treatment and censoring weights to adjust for differences both in the sort of patients starting each therapy and in the sort of patients remaining on each therapy over time.Results: By March 2011, 940 patients with at least one creatinine measurement on a first therapy with either TDF and EFV (n=484), TDF and LPVlr (n=269) or TDF and ATV/r (n=187) had been followed for a median of 1. 7, 1.2 and 1.3 years, respectively. Table 1 shows the difference in average estimated GFR (eGFR) over time since starting cART for two marginal models. The first model was not adjusted for potential confounders; the second mode! used weights to adjust for confounders. The results suggest a greater decline in renal function during the first 6 months if TDF is used with a PI rather than with an NNRTI, but no further difference between these therapies after the first 6 months. TDF and ATV/r may lead to a greater decline in the first 6 months than TDF and LPVlr.Conclusions: TDF co-administered with a boosted PI leads to a greater de cline in renal function over the first 6 months of therapy than TDF co-administered with an NNRTI; this decline may be worse with ATV/r than with LPV/r.

Differential peptide binding to CD40 evokes counteractive responses.

The antigen-presenting cell-expressed CD40 is implied in the regulation of counteractive immune responses such as induction of pro-inflammatory and anti-inflammatory cytokines interleukin (IL)-12 and IL-10, respectively. The mechanism of this duality in CD40 function remains unknown. Here, we investigated whether such duality depends on ligand binding. Based on CD40 binding, we identifed two dodecameric peptides, peptide-7 and peptide-19, from the phage peptide library. Peptide-7 induces IL-10 and increases Leishmania donovani infection in macrophages, whereas peptide-19 induces IL-12 and reduces L. donovani infection. CD40-peptide interaction analyses by surface plasmon resonance and atomic force microscopy suggest that the functional differences are not associated with the studied interaction parameters. The molecular dynamic simulation of the CD40-peptides interaction suggests that these two peptides bind to two different places on CD40. Thus, we suggest for the first time that differential binding of the ligands imparts functional duality to CD40.

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.