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.

Properties of functional brain networks correlate with frequency of psychogenic non-epileptic seizures.

Abnormalities in the topology of brain networks may be an important feature and etiological factor for psychogenic non-epileptic seizures (PNES). To explore this possibility, we applied a graph theoretical approach to functional networks based on resting state EEGs from 13 PNES patients and 13 age- and gender-matched controls. The networks were extracted from Laplacian-transformed time-series by a cross-correlation method. PNES patients showed close to normal local and global connectivity and small-world structure, estimated with clustering coefficient, modularity, global efficiency, and small-worldness (SW) metrics, respectively. Yet the number of PNES attacks per month correlated with a weakness of local connectedness and a skewed balance between local and global connectedness quantified with SW, all in EEG alpha band. In beta band, patients demonstrated above-normal resiliency, measured with assortativity coefficient, which also correlated with the frequency of PNES attacks. This interictal EEG phenotype may help improve differentiation between PNES and epilepsy. The results also suggest that local connectivity could be a target for therapeutic interventions in PNES. Selective modulation (strengthening) of local connectivity might improve the skewed balance between local and global connectivity and so prevent PNES events.

Superficial and deep changes of cellular mechanical properties following cytoskeleton disassembly.

The cytoskeleton, composed of actin filaments, intermediate filaments, and microtubules, is a highly dynamic supramolecular network actively involved in many essential biological mechanisms such as cellular structure, transport, movements, differentiation, and signaling. As a first step to characterize the biophysical changes associated with cytoskeleton functions, we have developed finite elements models of the organization of the cell that has allowed us to interpret atomic force microscopy (AFM) data at a higher resolution than that in previous work. Thus, by assuming that living cells behave mechanically as multilayered structures, we have been able to identify superficial and deep effects that could be related to actin and microtubule disassembly, respectively. In Cos-7 cells, actin destabilization with Cytochalasin D induced a decrease of the visco-elasticity close to the membrane surface, while destabilizing microtubules with Nocodazole produced a stiffness decrease only in deeper parts of the cell. In both cases, these effects were reversible. Cell softening was measurable with AFM at concentrations of the destabilizing agents that did not induce detectable effects on the cytoskeleton network when viewing the cells with fluorescent confocal microscopy. All experimental results could be simulated by our models. This technology opens the door to the study of the biophysical properties of signaling domains extending from the cell surface to deeper parts of the cell.

Effect of rufinamide on gating properties of voltage-gated sodium channel Na(v)1.7

Background: Voltage-gated sodium channels (Nav1.x) are important players in chronic pain. A particular interest has grown in Nav1.7, expressed in nociceptors, since mutations in its gene are associated to two inherited pain syndromes or insensitivity to pain. Rufinamide, a drug used to treat refractory epilepsy such as the Lennox-Gastaut syndrome, has been shown to reduce the number of action potentials in cortical neurons without completely blocking Na channels. Aim: The goal of this study was to investigate the effect of rufinamide on Nav1.7 current. Methods and results: Whole-cell patch clamp experiments were performed using HEK293 cells stably expressing Nav1.7. Rufinamide significantly decreased peak sodium current by 28.3, 21.2 and 12.5% at concentrations of 500, 100 and 50μM respectively (precise EC50 could not be calculated since higher rufinamide concentrations could not be achieved in physiological buffer solution). No significant difference on the V1/2 of voltage-dependence of activation was seen; however a shift in the steady-state inactivation curve was observed (-82.6 mV to -88.8 mV and -81.8 to -87.6 mV for 50 and 100 μM rufinamide respectively, p <0.005). Frequency-dependent inhibition of Nav1.7 was also influenced by the drug. One hundred μM rufinamide reduced the peak sodium current (in % of the peak current taken at the first sweep of a train of 50) from 90.8 to 80.8% (5Hz), 88.7 to 71.8% (10 Hz), 69.1 to 49.2% (25 Hz) and 22.3 to 9.8% (50 Hz) (all p <0.05). Onset of fast inactivation was not influenced by the drug since no difference in the time constant of current decay was observed. Conclusion: In the concentration range of plasma level in human treated for epilepsy, 15 μM, rufinamide only minimally blocks Nav1.7. However, it stabilizes the inactivated state and exerts frequencydependent inhibition of Nav1.7. These pharmacological properties may be of use in reducing ectopic discharges as a causal and symptom related contributor of neuropathic pain syndrome.

Increased plasticity of the stiffness of melanoma cells correlates with their acquisition of metastatic properties.

The stiffness of tumor cells varies during cancer progression. In particular, metastatic carcinoma cells analyzed by Atomic Force Microscopy (AFM) appear softer than non-invasive and normal cells. Here we examined by AFM how the stiffness of melanoma cells varies during progression from non-invasive Radial Growth Phase (RGP) to invasive Vertical Growth Phase (VGP) and to metastatic tumors. We show that transformation of melanocytes to RGP and to VGP cells is characterized by decreased cell stiffness. However, further progression to metastatic melanoma is accompanied by increased cell stiffness and the acquisition of higher plasticity by tumor cells, which is manifested by their ability to greatly augment or reduce their stiffness in response to diverse adhesion conditions. We conclude that increased plasticity, rather than decreased stiffness as suggested for other tumor types, is a marker of melanoma malignancy. These findings advise caution about the potential use of AFM for melanoma diagnosis. FROM THE CLINICAL EDITOR: This study investigates the changes to cellular stiffness in metastatic melanoma cells examined via atomic force microscopy. The results demonstrate that increased plasticity is a marker of melanoma malignancy, as opposed to decreased stiffness.

Discharge properties of single neurons in the dorsal nucleus of the lateral lemniscus of the rat.

The aim of the present study was to characterize the discharge properties of single neurons in the dorsal nucleus of the lateral lemniscus (DNLL) of the rat. In the absence of acoustic stimulation, two types of spontaneous discharge patterns were observed: units tended to fire in a bursting or in a nonbursting mode. The distribution of units in the DNLL based on spontaneous firing rate followed a rostrocaudal gradient: units with high spontaneous rates were most commonly located in the rostral part of the DNLL, whereas in the caudal part units had lower spontaneous discharge rates. The most common response pattern of DNLL units to 200 ms binaural noise bursts contained a prominent onset response followed by a lower but steady-state response and an inhibitory response in the early-off period. Thresholds of response to noise bursts were on average higher for DNLL units than for units recorded in the inferior colliculus under the same experimental conditions. The DNLL units were arranged according to a mediolateral sensitivity gradient with the lowest threshold units in the most lateral part of the nucleus. In the rat, as in other mammals, the most common DNLL binaural input type was an excitatory response to contralateral ear stimulation and inhibitory response to ipsilateral ear stimulation (EI type). Pure tone bursts were in general a more effective stimulus compared to noise bursts. Best frequency (BF) was established for 97 DNLL units and plotted according to their spatial location. The DNLL exhibits a loose tonotopic organization, where there is a concentric pattern with high BF units located in the most dorsal and ventral parts of the DNLL and lower BF units in the middle part of the nucleus.

Nucleic acid-binding properties of the RRM-containing protein RDM1.

RDM1 (RAD52 Motif 1) is a vertebrate protein involved in the cellular response to the anti-cancer drug cisplatin. In addition to an RNA recognition motif, RDM1 contains a small amino acid motif, named RD motif, which it shares with the recombination and repair protein, RAD52. RDM1 binds to single- and double-stranded DNA, and recognizes DNA distortions induced by cisplatin adducts in vitro. Here, we have performed an in-depth analysis of the nucleic acid-binding properties of RDM1 using gel-shift assays and electron microscopy. We show that RDM1 possesses acidic pH-dependent DNA-binding activity and that it binds RNA as well as DNA, and we present evidence from competition gel-shift experiments that RDM1 may be capable of discrimination between the two nucleic acids. Based on reported studies of RAD52, we have generated an RDM1 variant mutated in its RD motif. We find that the L119GF --> AAA mutation affects the mode of RDM1 binding to single-stranded DNA.

Dynamical modeling and analysis of large cellular regulatory networks.

The dynamical analysis of large biological regulatory networks requires the development of scalable methods for mathematical modeling. Following the approach initially introduced by Thomas, we formalize the interactions between the components of a network in terms of discrete variables, functions, and parameters. Model simulations result in directed graphs, called state transition graphs. We are particularly interested in reachability properties and asymptotic behaviors, which correspond to terminal strongly connected components (or "attractors") in the state transition graph. A well-known problem is the exponential increase of the size of state transition graphs with the number of network components, in particular when using the biologically realistic asynchronous updating assumption. To address this problem, we have developed several complementary methods enabling the analysis of the behavior of large and complex logical models: (i) the definition of transition priority classes to simplify the dynamics; (ii) a model reduction method preserving essential dynamical properties, (iii) a novel algorithm to compact state transition graphs and directly generate compressed representations, emphasizing relevant transient and asymptotic dynamical properties. The power of an approach combining these different methods is demonstrated by applying them to a recent multilevel logical model for the network controlling CD4+ T helper cell response to antigen presentation and to a dozen cytokines. This model accounts for the differentiation of canonical Th1 and Th2 lymphocytes, as well as of inflammatory Th17 and regulatory T cells, along with many hybrid subtypes. All these methods have been implemented into the software GINsim, which enables the definition, the analysis, and the simulation of logical regulatory graphs.

In vivo measurement of tissue oxygenation by time-resolved luminescence spectroscopy: advantageous properties of dichlorotris(1, 10-phenanthroline)-ruthenium(II) hydrate.

Measuring tissue oxygenation in vivo is of interest in fundamental biological as well as medical applications. One minimally invasive approach to assess the oxygen partial pressure in tissue (pO2) is to measure the oxygen-dependent luminescence lifetime of molecular probes. The relation between tissue pO2 and the probes' luminescence lifetime is governed by the Stern-Volmer equation. Unfortunately, virtually all oxygen-sensitive probes based on this principle induce some degree of phototoxicity. For that reason, we studied the oxygen sensitivity and phototoxicity of dichlorotris(1, 10-phenanthroline)-ruthenium(II) hydrate [Ru(Phen)] using a dedicated optical fiber-based, time-resolved spectrometer in the chicken embryo chorioallantoic membrane. We demonstrated that, after intravenous injection, Ru(Phen)'s luminescence lifetime presents an easily detectable pO2 dependence at a low drug dose (1 mg∕kg) and low fluence (120 mJ∕cm2 at 470 nm). The phototoxic threshold was found to be at 10 J∕cm2 with the same wavelength and drug dose, i.e., about two orders of magnitude larger than the fluence necessary to perform a pO2 measurement. Finally, an illustrative application of this pO2 measurement approach in a hypoxic tumor environment is presented.

Direct Determination of mechanical properties in shallow formations by (ultra) sonic methods

For several decades mechanical properties of shallow formations (soil) obtained by sonic to ultrasonic wave testing were reported to be greater than those based on mechanical tests. The present article relying on a statistical analysis of more than 300 tests shows that elastic moduli of the soil can indeed be obtained from (ultra)sonic tests and that they are identical to those resulting from mechanical tests.

Psychometric properties of the French version of the Zuckerman-Kuhlman Personality Questionnaire

This instrumental study was designed to investigate the psychometric properties of the French version and the cross-language replicability of the Zuckerman-Kuhlman Personality Questionnaire (ZKPQ) at the factor- and at the facet-level. The ZKPQ is an instrument aimed at assessing the five basic factors of Zuckerman's Alternative Five-Factor Model (AFFM). Subjects were 843 French-speaking Swiss, mainly students. At the factor-level, the reliability ranged from .73 to .87 and at the facet level, the reliability ranged from .57 to .77. Differences between genders are congruent with those found in the American sample. Women scored higher on N-Anx, and lower on ImpSS, and Act. A series of exploratory factor analyses supported the overall five-factor structure and the structure at the facet-level. The correlations among the scales support that the five basic factors of the AFFM are orthogonal. Targeted factor analyses and congruence coefficients show high cross-language replicability at the factor- and at the facet-level. The adequacy of the model at the factor- and facet-level was tested using confirmatory factor analyses. The results show that the French version of the ZKPQ is a reliable and valid instrument and has a high cross-language replicability.

Determination of chemical composition and its relationship with optical properties of Ti-N and Ti-V-N sputtered thin films

In the investigation of thin films of transition metal nitrides, an essential role is played by the accurate determination of their chemical composition. Actually the chemical composition depends on the deposition parameters and influences the optical properties. These relations are illustrated in thin films of TiNx and (Ti1-yVy)N-x deposited by reactive magnetron sputtering from composite targets of the elements. By variation of the nitrogen partial pressure and the target composition, different samples have been obtained. The chemical composition has been measured by electron probe microanalysis at low irradiation voltages. The optical properties are evaluated by ex-situ ellipsometry. Using the screened Drude model, they are correlated with the differences in composition. Adding vanadium or nitrogen in Ti-N is shown to have the same effect on the optical properties.

Effects of physiological self-crowding of DNA on shape and biological properties of DNA molecules with various levels of supercoiling.

DNA in bacterial chromosomes and bacterial plasmids is supercoiled. DNA supercoiling is essential for DNA replication and gene regulation. However, the density of supercoiling in vivo is circa twice smaller than in deproteinized DNA molecules isolated from bacteria. What are then the specific advantages of reduced supercoiling density that is maintained in vivo? Using Brownian dynamics simulations and atomic force microscopy we show here that thanks to physiological DNA-DNA crowding DNA molecules with reduced supercoiling density are still sufficiently supercoiled to stimulate interaction between cis-regulatory elements. On the other hand, weak supercoiling permits DNA molecules to modulate their overall shape in response to physiological changes in DNA crowding. This plasticity of DNA shapes may have regulatory role and be important for the postreplicative spontaneous segregation of bacterial chromosomes.