On the efficient evaluation of ruin probabilities for completely monotone claim size distributions

In this paper we propose a highly accurate approximation procedure for ruin probabilities in the classical collective risk model, which is based on a quadrature/rational approximation procedure proposed in [2]. For a certain class of claim size distributions (which contains the completely monotone distributions) we give a theoretical justification for the method. We also show that under weaker assumptions on the claim size distribution, the method may still perform reasonably well in some cases. This in particular provides an efficient alternative to a related method proposed in [3]. A number of numerical illustrations for the performance of this procedure is provided for both completely monotone and other types of random variables.

Garnet growth in the Nufenen Pass area (Swiss Alps)

Abstract : Textural division of a mineral in pyramids, with their apices located at the centre of the mineral and their bases corresponding to the mineral faces is called textural sector zoning. Textural sector zoning is observed in many metamorphic minerals like andalousite and garnet. Garnets found in the graphite rich black shales of the Mesozoic cover of the Gotthard Massif display textural sector zoning. The morphology of this sector zoning is not the same in different types of black shales observed in the Nufenen pass area. Garnets in foliated black shales display a well developed sector zoning while garnets found in cm-scale layered black shales display well developed sectors in the direction of the schistosity plane. This sector zoning is always associated with up to 30μm sized birefringent lamellae emanating radial from the sector boundaries. They alternate with isotrope lamellae. The garnet forming reaction was determined using singular value decomposition approach and results compared to thermodynamic calculations. It is of the form chl + mu + cc + cld = bt + fds + ank + gt + czo and is similar in both layered and foliated black shales. The calculated X(O) is close to 0.36 and does not significantly vary during the metamorphic history of the rock. This corresponds to X CO2, X CH4, and X H2O BSE imaging of garnets on oriented-cuts revealed that the orientation of the lamellae found within the sectors is controlled by crystallography. BSE imaging and electron microprobe analysis revealed that these lamellae are calcium rich compared to the isotropic lamellae. The addition of Ca to an almandine rich garnet causes a small distortion of the X site and potentially, ordering. Ordered and disordered garnet might have very similar free energies for this composition. Hence, two garnets with different composition can be precipitated with minor overstepping of the reaction. It is enough that continued nucleation of a new garnet layer slightly prefers the same structure to assure a fiber-like growth of both garnet compositions side by side. This hypothesis is in agreement with the thermodynamic properties of the garnet solid solution described in the literature and could explain the textures observed in garnets with these compositions. To understand the differences in sector zoning morphology, and crystal growth kinetics, crystal size distribution were determined in several samples using 2D spatial analysis of slab surfaces. The same nucleation rate law was chosen for all cases. Different growth rate law for non-layered black shales and layered black shales were used. Garnet in layered black shales grew according to a growth rate law of the form R=kt ½. The transport of nutrient is the limiting factor. Transport will occur preferentially on the schistosity planes. The shapes of the garnets in such rocks are therefore ovoid with the longest axis parallel to the schistosity planes. Sector zoning is less developed with sectors present only parallel to the schistosity planes. Garnet in non-layered blackshales grew according to a growth rate law of the form R=kt. The limiting factor is the attachment at the surface of the garnet. Garnets in these rocks will display a well developed sector zoning in all directions. The growth rate law is thus influenced by the texture of the rock. It favours or hinders the transport of nutrient to the mineral surface. Résumé : La zonation sectorielle texturale consiste en la division d'un cristal en pyramides dont les sommets sont localisés au centre du minéral. La base de ces pyramides correspond aux faces du minéral. Ce type de zonation est fréquemment observé dans les minéraux métamorphiques tels que l'andalousite ou le grenat. Les grenats présents dans les marnes riches en graphites de la couverture Mésozoïque du Massif du Gotthard présent une zonation sectorielle texturale. La morphologie de cette zonation n'est pas la même dans les marnes litées et dans les marnes foliées. Les grenats des marnes foliées montrent des secteurs bien développés dans 3 directions. Les grenats des marnes litées montrent des secteurs développés uniquement dans la direction des plans de schistosité. Cette zonation sectorielle est toujours associée à des lamelles biréfringentes de quelques microns de large qui partent de la limite des secteurs et qui sont perpendiculaires aux faces du grenat. Ces lamelles alternent avec des lamelles isotropes. La réaction de formation du grenat a été déterminée par calcul matriciel et thermodynamique. La réaction est de la forme chl + mu + cc + cld= bt + fds + ank + gt + czo. Elle est similaire dans les roches litées et dans les roches foliées. L'évaluation des conditions fluides montrent que le X(O) est proche de 0.36 et ne change pas de façon significative durant l'histoire métamorphique de la roche. Des images BSE sur des coupes orientées ont révélé que l'orientation de lamelles biréfringentes est contrôlée parla crystallographie. La comparaison des analyses à la microsonde électronique et des images BSE révèle également que les lamelles biréfringentes sont plus riches en calcium que les lamelles isotropes. L'addition de calcium va déformer légèrement le site X et ainsi créer un ordre sur ce site. L'énergie interne d'un grenat ordré et d'un grenat désordonné sont suffisamment proches pour qu'un léger dépassement de l'énergie de la réaction de formation permette la coexistence des 2 types de grenat dans le même minéral. La formation de lamelles est expliquée par le fait qu'un grenat préférera la même structure. Ces observations sont en accord avec la thermodynamique des solutions solides du grenat et permet d'expliquer les structures similaires observées dans des grenats provenant de lithologies différentes. Une étude de la distribution des tailles des grenats et une modélisation de la croissance a permis de mettre en évidence 2 mécanismes de croissance différents suivant la texture de la roche. Dans les 2 cas, la loi de nucléation est la même. Dans les roches litées, la loi de croissance est de forme R=kt½. Le transport des nutriments est le facteur limitant. Ce transport a lieu préférentiellement dans la direction des niveaux de schistosité. Les grenats ont une forme légèrement allongée car la croissance des secteurs est facilitée sur les niveaux de schistosité. La croissance des grenats dans les roches foliées suit une loi de croissance de la forme R=kt. Les seuls facteurs limitant la croissance sont les processus d'attachement à la surface du grenat. La loi de croissance de ces grenats est donc contrainte par la texture de la roche. Cela se marque par des différences dans la morphologie de la zonation sectorielle.

Ribonucleotide reductase genes of Bacillus prophages: a refuge to introns and intein coding sequences.

The ribonucleotide reductase gene tandem bnrdE/bnrdF in SPbeta-related prophages of different Bacillus spp. isolates presents different configurations of intervening sequences, comprising one to three of six non-homologous splicing elements. Insertion sites of group I introns and intein DNA are clustered in three relatively short segments encoding functionally important domains of the ribonucleotide reductase. Comparison of the bnrdE homologs reveals mutual exclusion of a group I intron and an intein coding sequence flanking the codon that specifies a conserved cysteine. In vivo splicing was demonstrated for all introns. However, for two of them a part of the mRNA precursor molecules remains unspliced. Intergenic bnrdE-bnrdF regions are unexpectedly long, comprising between 238 and 541 nt. The longest encodes a putative polypeptide related to HNH homing endonucleases.

A 35.7 kb DNA fragment from the Bacillus subtilis chromosome containing a putative 12.3 kb operon involved in hexuronate catabolism and a perfectly symmetrical hypothetical catabolite-responsive element.

The Bacillus subtilis strain 168 chromosomal region extending from 109 degrees to 112 degrees has been sequenced. Among the 35 ORFs identified, cotT and rapA were the only genes that had been previously mapped and sequenced. Out of ten ORFs belonging to a single putative transcription unit, seven are probably involved in hexuronate catabolism. Their sequences are homologous to Escherichia coli genes exuT, uidB, uxaA, uxaB, uxaC, uxuA and uxuB, which are all required for the uptake of free D-glucuronate, D-galacturonate and beta-glucuronide, and their transformation into glyceraldehyde 3-phosphate and pyruvate via 2-keto-3-deoxygluconate. The remaining three ORFs encode two dehydrogenases and a transcriptional regulator. The operon is preceded by a putative catabolite-responsive element (CRE), located between a hypothetical promoter and the RBS of the first gene. This element, the longest and the only so far described that is fully symmetrical, consists of a 26 bp palindrome matching the theoretical B. subtilis CRE sequence. The remaining predicted amino acid sequences that share homologies with other proteins comprise: a cytochrome P-450, a glycosyltransferase, an ATP-binding cassette transporter, a protein similar to the formate dehydrogenase alpha-subunit (FdhA), protein similar to NADH dehydrogenases, and three homologues of polypeptides that have undefined functions.

Some solutions to obtain very efficient separations in isocratic and gradient modes using small particles size and ultra-high pressure.

The UHPLC strategy which combines sub-2 microm porous particles and ultra-high pressure (>1000 bar) was investigated considering very high resolution criteria in both isocratic and gradient modes, with mobile phase temperatures between 30 and 90 degrees C. In isocratic mode, experimental conditions to reach the maximal efficiency were determined using the kinetic plot representation for DeltaP(max)=1000 bar. It has been first confirmed that the molecular weight of the compounds (MW) was a critical parameter which should be considered in the construction of such curves. With a MW around 1000 g mol(-1), efficiencies as high as 300,000 plates could be theoretically attained using UHPLC at 30 degrees C. By limiting the column length to 450 mm, the maximal plate count was around 100,000. In gradient mode, the longest column does not provide the maximal peak capacity for a given analysis time in UHPLC. This was attributed to the fact that peak capacity is not only related to the plate number but also to column dead time. Therefore, a compromise should be found and a 150 mm column should be preferentially selected for gradient lengths up to 60 min at 30 degrees C, while the columns coupled in series (3x 150 mm) were attractive only for t(grad)>250 min. Compared to 30 degrees C, peak capacities were increased by about 20-30% for a constant gradient length at 90 degrees C and gradient time decreased by 2-fold for an identical peak capacity.

Patterns of sex work contact among men in the general population of Switzerland, 1987-2000

OBJECTIVES: To analyse the prevalence of lifetime recourse to prostitution (LRP) among men in the general population of Switzerland from a trend and cohort perspective. METHODS: Using nine repeated representative cross-sectional surveys from 1987 to 2000, age-specific estimates of LRP were computed. Trends and period effect were analysed as the evolution of cross-sectional population estimates within age groups and overall. Cohort analysis relied on cohorts constructed from the 1989 survey and followed in subsequent waves. Age and cohort effects were modelled using logistic regression and non-parametric monotone regression. RESULTS: Whereas prevalence for the younger groups was found to be logically lower, there was no consistent increasing or decreasing trend over the years; there was no significant period effect. For the 17-30 year age group, the mean estimate over 1987-2000 was 11.5% (range 8.3 to 12.7%); for the 31-45 year group, the mean was 21.5% (range over 1989-2000 20.3 to 23.0%). Regarding cohort analysis, the prevalence of LRP was found to increase steeply in the youngest ages before reaching a plateau near the age of 40 years. At the age of 43 years, the prevalence was estimated to be 22.6% (95% CI 21.1% to 24.1%). CONCLUSIONS: The steep increase in the cohort-wise prevalence of LRP in younger ages calls for a concentration of prevention activities in young people. If the plateauing at approximately 40 years of age is not followed by a further increase later in life, which is not known, then consumers of paid sex would be repeat buyers only, a fact that should be taken into account by prevention.

Coronary MR angiography: comparison of quantitative and qualitative data from four techniques.

OBJECTIVE: The optimal coronary MR angiography sequence has yet to be determined. We sought to quantitatively and qualitatively compare four coronary MR angiography sequences. SUBJECTS AND METHODS. Free-breathing coronary MR angiography was performed in 12 patients using four imaging sequences (turbo field-echo, fast spin-echo, balanced fast field-echo, and spiral turbo field-echo). Quantitative comparisons, including signal-to-noise ratio, contrast-to-noise ratio, vessel diameter, and vessel sharpness, were performed using a semiautomated analysis tool. Accuracy for detection of hemodynamically significant disease (> 50%) was assessed in comparison with radiographic coronary angiography. RESULTS: Signal-to-noise and contrast-to-noise ratios were markedly increased using the spiral (25.7 +/- 5.7 and 15.2 +/- 3.9) and balanced fast field-echo (23.5 +/- 11.7 and 14.4 +/- 8.1) sequences compared with the turbo field-echo (12.5 +/- 2.7 and 8.3 +/- 2.6) sequence (p < 0.05). Vessel diameter was smaller with the spiral sequence (2.6 +/- 0.5 mm) than with the other techniques (turbo field-echo, 3.0 +/- 0.5 mm, p = 0.6; balanced fast field-echo, 3.1 +/- 0.5 mm, p < 0.01; fast spin-echo, 3.1 +/- 0.5 mm, p < 0.01). Vessel sharpness was highest with the balanced fast field-echo sequence (61.6% +/- 8.5% compared with turbo field-echo, 44.0% +/- 6.6%; spiral, 44.7% +/- 6.5%; fast spin-echo, 18.4% +/- 6.7%; p < 0.001). The overall accuracies of the sequences were similar (range, 74% for turbo field-echo, 79% for spiral). Scanning time for the fast spin-echo sequences was longest (10.5 +/- 0.6 min), and for the spiral acquisitions was shortest (5.2 +/- 0.3 min). CONCLUSION: Advantages in signal-to-noise and contrast-to-noise ratios, vessel sharpness, and the qualitative results appear to favor spiral and balanced fast field-echo coronary MR angiography sequences, although subjective accuracy for the detection of coronary artery disease was similar to that of other sequences.

Extracellular matrix molecules enhance the neurotrophic effect of schwann cell-like differentiated adipose-derived stem cells and increase cell survival under stress conditions.

Since the first reports of induction of adipose-derived stem cells (ASC) into neuronal and glial cell phenotypes, expectations have increased regarding their use in tissue engineering applications for nerve repair. Cell adhesion to extracellular matrix (ECM) is a basic feature of survival, differentiation, and migration of Schwann cells (SC) during nerve regeneration, and fibronectin and laminin are two key molecules of this process. Interaction between ECM and SC-like differentiated ASC (dASC) could potentially improve the neurotrophic potential of the stem cells. We have investigated the effect of ECM molecules on SC-like dASC in terms of proliferation, adhesion, and cell viability. Fibronectin and laminin did not affect the proliferation of dASC when compared with cell adherent tissue culture plastic, but significantly improved viability and cell attachment when dASC were exposed to apoptotic conditions. To assess the influence of the ECM molecules on dASC neurotrophic activity, dASC were seeded onto ECM-coated culture inserts suspended above dorsal root ganglia (DRG) sensory neurons. Neurite outgrowth of DRG neurons was enhanced when dASC were seeded on fibronectin and laminin when compared with controls. When DRG neurons and dASC were in direct contact on the various surfaces there was significantly enhanced neurite outgrowth and coculture with laminin-conditioned dASC produced the longest neurites. Compared with primary SCs, dASC grown on laminin produced similar levels of neurite outgrowth in the culture insert experiments but neurite length was shorter in the direct contact groups. Anti β1 integrin blocking antibody could inhibit baseline and dASC evoked neurite elongation but had no effect on outgrowth mediated by laminin-conditioned dASC. ECM molecules had no effect on the levels of nerve growth factor and brain-derived neurotrophic factor secretion from dASC. The results of the study suggest that ECM molecules can significantly improve the potential of dASC for nerve regeneration.

Duration of untreated psychosis: a proposition regarding treatment definition.

Aim: Duration of untreated psychosis (DUP) refers to the time elapsing between psychosis onset and treatment initiation. Despite a certain degree of consensus regarding the definition of psychosis onset, the definition of treatment commencement varies greatly between studies and DUP may be underestimated due to lack of agreement. In the present study, three sets of criteria to define the end of the untreated period were applied in a first-episode psychosis cohort to assess the impact of the choice of definition on DUP estimation. Methods: The DUP of 117 patients admitted in the Treatment and Early Intervention in Psychosis Program Psychosis in Lausanne was measured using the following sets of criteria to define treatment onset: (i) initiation of antipsychotic medication; (ii) entry into a specialized programme; and (iii) entry into a specialized programme and adequate medication with a good compliance. Results: DUP varied greatly according to definitions, the most restrictive criteria leading to the longest DUP (median DUP1 = 2.2 months, DUP2 = 7.4 months and DUP3 = 13.6 months). A percentage of 19.7 of the patients who did not meet these restrictive criteria had poorer premorbid functioning and were more likely to use cannabis. Longer DUP3 was associated with poorer premorbid functioning and with younger age at onset of psychosis. Conclusion: These results underline the need for a unique and standardized definition of the end of DUP. We suggest that the most restrictive definition of treatment should be used when using the DUP concept in future research.

Explicit ruin formulas for models with dependence among risks

We show that a simple mixing idea allows one to establish a number of explicit formulas for ruin probabilities and related quantities in collective risk models with dependence among claim sizes and among claim inter-occurrence times. Examples include compound Poisson risk models with completely monotone marginal claim size distributions that are dependent according to Archimedean survival copulas as well as renewal risk models with dependent inter-occurrence times.

Intra-arterial hepatic fotemustine for the treatment of liver metastases from uveal melanoma: experience in 101 patients.

BACKGROUND: Exclusive liver metastases occur in up to 40% of patients with uveal melanoma associated with a median survival of 2-7 months. Single agent response rates with commonly available chemotherapy are below 10%. We have investigated the use of fotemustine via direct intra-arterial hepatic (i.a.h.) administration in patients with uveal melanoma metastases. PATIENTS AND METHODS: A total of 101 patients from seven centers were treated with i.a.h. fotemustine, administered intra-arterially weekly for a 4-week induction period, and then as a maintenance treatment every 3 weeks until disease progression, unacceptable toxicity or patient refusal. RESULTS: A median of eight fotemustine infusions per patient were delivered (range 1-26). Catheter related complications occurred in 23% of patients; however, this required treatment discontinuation in only 10% of the patients. The overall response rate was 36% with a median overall survival of 15 months and a 2-year survival rate of 29%. LDH, time between diagnosis and treatment start and gender were significant predictors of survival. CONCLUSIONS: Locoregional treatment with fotemustine is well tolerated and seems to improve outcome of this poor prognosis patient population. Median survival rates are among the longest reported and one-third of the patients are still alive at 2 years.

Ranibizumab in the management of advanced Coats disease Stages 3B and 4: long-term outcomes.

BACKGROUND: Laser photocoagulation and cryotherapy to completely destroy telangiectatic vessels and ischemic retina in Coats disease is barely applicable in advanced cases with total retinal detachment, and globe survival is notoriously poor in Stages 3B and 4. Anti-vascular endothelial growth factor intravitreal injections may offer new prospects for these patients. METHODS: This study is a retrospective review of all consecutive patients with Coats disease treated with neoadjuvant or adjuvant intravitreal ranibizumab plus conventional and amblyopia treatment as appropriate. RESULTS: Nine patients (median age, 13 months) presenting Coats Stages 3B and 4 (5 and 4 eyes, respectively) were included. Iris neovascularization resolved within 2 weeks and retinal reapplication within 4 months in all patients. At last follow-up, globe survival was 100% with anatomical success in 8 of the 9 eyes. With a median follow-up of 50 months, fibrotic vitreoretinopathy was developed in 5 of the 9 cases, one leading to tractional retinal detachment and ultimately phthisis bulbi. The remaining 4 of the 9 eyes achieved some vision (range, 0.02-0.063). CONCLUSION: To the best of the authors' knowledge, this is the largest reported series of late-stage Coats undergoing anti-vascular endothelial growth factor therapy, a homogenous cohort of patients treated with a single agent and with the longest follow-up. This study supports the role of ranibizumab in advanced disease by transient restoration of the hemato-retinal barrier and suppression of neovascularization to facilitate classic treatment. At the last follow-up, the authors report unprecedented anatomical success and functional outcome.

Variation in performance across Swiss mammography screening programmes: the influence of reading strategy and experience.

[Abstract] Reading volume and mammography screening performance appear positively correlated. Performance was compared across organised Swiss screening programmes, which target relatively small populations. Except for accreditation of 2nd readers radiologists (restrictive vs non-restrictive strategy), Swiss programmes have similar screening regimen/procedures and duration, which maximises comparability. Variation in performance was explored in order to improve mammography practice and optimise screening performance. Indicators of quality and effectiveness were evaluated for about 200,000 screens performed over 4 screening rounds in the 3 longest-standing Swiss cantonal programmes (of Vaud, Geneva and Valais). Interval cancers were identified by linkage with cancer registries records. Most European standards of performance were met with a favourable cancer stage shift. Several performance indicators showed substantial variation across programmes. In subsequent rounds, compared with programmes (Vaud and Geneva) which accredited few 2nd readers to increase their individual reading volume, proportions of in situ lesions and of small cancers (? 1cm) were one third lower and halved, respectively, and the proportion of advanced lesions (stage II+) nearly 50% higher in the programme without a restrictive selection strategy. Discrepancy in second-year proportional incidence of interval cancers appears to be multicausal. Differences in performance could partly be explained by a selective strategy for 2nd readers and a prior experience in service screening, but not by the levels of opportunistic screening and programme attendance. This study provides clues for enhancing mammography screening performance in low-volume Swiss programmes.