Discrete analysis of dividend payments in a non-life insurance portfolio

The process of free reserves in a non-life insurance portfolio as defined in the classical model of risk theory is modified by the introduction of dividend policies that set maximum levels for the accumulation of reserves. The first part of the work formulates the quantification of the dividend payments via the expectation of their current value under diferent hypotheses. The second part presents a solution based on a system of linear equations for discrete dividend payments in the case of a constant dividend barrier, illustrated by solving a specific case.

Anti-TNF-alpha therapy in patients with chronic non-infectious uveitis: the experience of Jules Gonin Eye Hospital.

BACKGROUND: The purpose of this study is to describe the experience of Jules Gonin Eye Hospital on the long-term outcome of anti-TNF-alpha therapy in chronic non-infectious uveitis. PATIENTS AND METHODS: We identified and followed those patients with chronic non-infectious uveitis who received systemic anti-TNF-alpha therapy. Anti-TNF-alpha therapy was administered when no response had been obtained with classical immunosuppressive therapies or in the presence of severe rheumatoid disease. RESULTS: Fifteen patients (28 eyes), 7 male and 8 female (mean age, 43 years; range: 7 to 70 years) were identified. Diagnoses included HLA-B27-associated anterior uveitis (n = 4), sarcoidosis (n = 2), juvenile idiopathic arthritis (n = 2), idiopathic retinal vasculitis with uveitis (n = 2), pars planitis (n = 2), Adamantiades-Behçet disease (n = 1), birdshot retinochoroidopathy (n = 1), and Crohn's disease (n = 1). Mean duration of ocular disease was 8 years (range: 1 to 29 years). Treatment with infliximab (n = 11), etanercept (n = 2), or adalimumab (n = 2) was initiated. One patient with etanercept was switched to infliximab due to lack of clinical response. Clinical and angiographic regression of uveitis was observed within the first two months of therapy in all patients, and was maintained throughout the entire follow-up period (mean 18 months; range: 3 - 72 months). Recurrence was observed in 3 patients, and resolved after adjustment of therapy. Adverse events were recorded in only one patient (arterial hypotension). CONCLUSIONS: In this series of patients with chronic non-infectious uveitis, anti-TNF-alpha therapy was effective and safe. Further clinical studies are needed to determine an adequate duration of therapy.

Classical motions from pseudoclassical spin-1/2 particle models

The classical trajectory and spin precessions of Bargmann, Michel, and Telegdi are deduced from a pseudoclassical model of a relativistic spin-(1/2) particle. The corresponding deduction from a non- relativistic model is also given.

Discrete analysis of dividend payments in a non-life insurance portfolio

The process of free reserves in a non-life insurance portfolio as defined in the classical model of risk theory is modified by the introduction of dividend policies that set maximum levels for the accumulation of reserves. The first part of the work formulates the quantification of the dividend payments via the expectation of their current value under diferent hypotheses. The second part presents a solution based on a system of linear equations for discrete dividend payments in the case of a constant dividend barrier, illustrated by solving a specific case.

Calbindin D-28K and parvalbumin immunoreactivity in the frontal cortex in patients with frontal lobe dementia of non-Alzheimer type associated with amyotrophic lateral sclerosis

The morphology and distribution of local-circuit neurons (interneurons) were examined, by calbindin D-28k and parvalbumin immunocytochemistry, in the frontal cortex (area 8) in two patients with frontal lobe dementia of non-Alzheimer type associated with classical amyotrophic lateral sclerosis (ALS), and in seven normal cases. The density of calbindin D-28k immunoreactive cells was dramatically reduced in ALS patients, but the density of parvalbumin-immunoreactive neurons was preserved. Decreased density of calbindin D-28k-immunoreactive neurons, which are mainly located in the upper cortical layers, may interfere with the normal processing of cortico-cortical connections, whereas integrity of parvalbumin-immunoreactive cells may be associated with the preservation of the major inhibitory intracortical circuits in patients with frontal lobe dementia.

Inhibition of angiogenesis by non-steroidal anti-inflammatory drugs: from the bench to the bedside and back.

The formation of new blood vessels, a process globally referred to as angiogenesis, occurs in a number of pathological conditions, such as cancer and chronic inflammation. Recent findings indicate that cyclooxygenase-2 (COX-2), the inducible form of the cyclooxygenase (COX) isoenzymes, acts as a potent inducer of angiogenesis. Non-steroidal anti-inflammatory drugs (NSAIDs) are classical inhibitors of COX enzymes, which are widely prescribed for the treatment of inflammation, pain and fever. Selective COX-2 inhibitors (COXIBs) have been subsequently developed with the purpose to improve the safety profile of this class of therapeutics. More recently, substantial preclinical evidence demonstrated that NSAIDS and COXIBs have anti-angiogenic properties. This newly recognized activity opens the possibility of using these drugs for the treatment of angiogenesis-dependent diseases. In this article we review the most recent advances in understanding the mechanisms by which NSAIDs and COXIBs suppress angiogenesis, and we discuss their potential clinical use as anti-angiogenic drugs.

Width and serialization of classical planning problems

We introduce a width parameter that bounds the complexity of classical planning problems and domains, along with a simple but effective blind-search procedure that runs in time that is exponential in the problem width. We show that many benchmark domains have a bounded and small width provided thatgoals are restricted to single atoms, and hence that such problems are provably solvable in low polynomial time. We then focus on the practical value of these ideas over the existing benchmarks which feature conjunctive goals. We show that the blind-search procedure can be used for both serializing the goal into subgoals and for solving the resulting problems, resulting in a ‘blind’ planner that competes well with a best-first search planner guided by state-of-the-art heuristics. In addition, ideas like helpful actions and landmarks can be integrated as well, producing a planner with state-of-the-art performance.

Crises non épileptiques psychogènes: le défi des troubles fonctionnels en neurologie

Psychogenic non epileptic seizures (PNES) look like epilepsy, but are not accompanied by the electrophysiological alterations found in epilepsy. The diagnosis requires a complex process at the interface between neurology and psychiatry. Diagnostic restitution to the patient and treatment of the condition should be a collaboration between neurologist and psychiatrist including as much as possible a general practitioner. Vulnerability and triggering psycho-social factors, as well as frequent psychiatric co morbidity implicate that psychiatric-psychological care is needed in a majority of situations, however this cannot be done without a strong "somatic back-up" with rapid access to somatic facility for advice and care when needed. The neurological presentation of the disease, with psychiatric causes underlying the condition, bear the risk for the patient that neither neurological nor psychiatric care is offered. Current knowledge about the condition is still scarce, but the field is progressively enriched by studies with stronger methodologies. Recent neuroimaging studies open fascinating avenues on our understanding of the interplay between emotional regulation, representation of the self, and dissociative symptoms. These new avenues help our understanding of these disorders which challenge classical frontiers between neurology and psychiatry. In this paper we try to formulate a framework for the care of patient with dissociative disorders including NEPS.

Planning under partial observability by classical replanning: theory and experiments

Planning with partial observability can be formulated as a non-deterministic search problem in belief space. The problem is harder than classical planning as keeping track of beliefs is harder than keeping track of states, and searching for action policies is harder than searching for action sequences. In this work, we develop a framework for partial observability that avoids these limitations and leads to a planner that scales up to larger problems. For this, the class of problems is restricted to those in which 1) the non-unary clauses representing the uncertainty about the initial situation are nvariant, and 2) variables that are hidden in the initial situation do not appear in the body of conditional effects, which are all assumed to be deterministic. We show that such problems can be translated in linear time into equivalent fully observable non-deterministic planning problems, and that an slight extension of this translation renders the problem solvable by means of classical planners. The whole approach is sound and complete provided that in addition, the state-space is connected. Experiments are also reported.

A non-linear VAD for noisy environments

This paper deals with non-linear transformations for improving the performance of an entropy-based voice activity detector (VAD). The idea to use a non-linear transformation has already been applied in the field of speech linear prediction, or linear predictive coding (LPC), based on source separation techniques, where a score function is added to classical equations in order to take into account the true distribution of the signal. We explore the possibility of estimating the entropy of frames after calculating its score function, instead of using original frames. We observe that if the signal is clean, the estimated entropy is essentially the same; if the signal is noisy, however, the frames transformed using the score function may give entropy that is different in voiced frames as compared to nonvoiced ones. Experimental evidence is given to show that this fact enables voice activity detection under high noise, where the simple entropy method fails.

Systematic review protocol to define classical IgE-associated diseases from birth to adolescence: the MeDALL study

BACKGROUND: Classical disease phenotypes are mainly based on descriptions of symptoms and the hypothesis that a given pattern of symptoms provides a diagnosis. With refined technologies there is growing evidence that disease expression in patients is much more diverse and subtypes need to be defined to allow a better targeted treatment. One of the aims of the Mechanisms of the Development of Allergy Project (MeDALL,FP7) is to re-define the classical phenotypes of IgE-associated allergic diseases from birth to adolescence, by consensus among experts using a systematic review of the literature and identify possible gaps in research for new disease markers. This paper describes the methods to be used for the systematic review of the classical IgE-associated phenotypes applicable in general to other systematic reviews also addressing phenotype definitions based on evidence. METHODS/DESIGN: Eligible papers were identified by PubMed search (complete database through April 2011). This search yielded 12,043 citations. The review includes intervention studies (randomized and clinical controlled trials) and observational studies (cohort studies including birth cohorts, case-control studies) as well as case series. Systematic and non-systematic reviews, guidelines, position papers and editorials are not excluded but dealt with separately. Two independent reviewers in parallel conducted consecutive title and abstract filtering scans. For publications where title and abstract fulfilled the inclusion criteria the full text was assessed. In the final step, two independent reviewers abstracted data using a pre-designed data extraction form with disagreements resolved by discussion among investigators. DISCUSSION: The systematic review protocol described here allows to generate broad,multi-phenotype reviews and consensus phenotype definitions. The in-depth analysis of the existing literature on the classification of IgE-associated allergic diseases through such a systematic review will 1) provide relevant information on the current epidemiologic definitions of allergic diseases, 2) address heterogeneity and interrelationships and 3) identify gaps in knowledge.

Extension of Murray's law using a non-Newtonian model of blood flow.

BACKGROUND: So far, none of the existing methods on Murray's law deal with the non-Newtonian behavior of blood flow although the non-Newtonian approach for blood flow modelling looks more accurate. MODELING: In the present paper, Murray's law which is applicable to an arterial bifurcation, is generalized to a non-Newtonian blood flow model (power-law model). When the vessel size reaches the capillary limitation, blood can be modeled using a non-Newtonian constitutive equation. It is assumed two different constraints in addition to the pumping power: the volume constraint or the surface constraint (related to the internal surface of the vessel). For a seek of generality, the relationships are given for an arbitrary number of daughter vessels. It is shown that for a cost function including the volume constraint, classical Murray's law remains valid (i.e. SigmaR(c) = cste with c = 3 is verified and is independent of n, the dimensionless index in the viscosity equation; R being the radius of the vessel). On the contrary, for a cost function including the surface constraint, different values of c may be calculated depending on the value of n. RESULTS: We find that c varies for blood from 2.42 to 3 depending on the constraint and the fluid properties. For the Newtonian model, the surface constraint leads to c = 2.5. The cost function (based on the surface constraint) can be related to entropy generation, by dividing it by the temperature. CONCLUSION: It is demonstrated that the entropy generated in all the daughter vessels is greater than the entropy generated in the parent vessel. Furthermore, it is shown that the difference of entropy generation between the parent and daughter vessels is smaller for a non-Newtonian fluid than for a Newtonian fluid.

Population genetics of Capercaillie (Tetrao urogallus) in the Jura and the Pyrenees: a non-invasive approach to avian conservation genetics

RÉSUMÉ Le Grand tétras est un galliforme de montagne apparenté au faisan et au tétras lyre. Il est distribué de manière continue à travers la toundra et les montagnes de moyenne altitude en Europe de l'ouest. Toutefois, les populations d'Europe de l'ouest ont subi un déclin constant au cours des derniers siècles. Les causes de ce déclin sont probablement liées à l'activité humaine, telle .que l'élevage ou le tourisme, qui ont engendré une modification et une fragmentation de l'habitat de l'espèce. Malheureusement, les populations soumises à de forts déclins démographiques peuvent subir des effets génétiques (augmentation de la consanguinité et perte de diversité génétique) pouvant diminuer leur potentiel de reproduction et conduire irrémédiablement à l'extinction. Cette thèse présente les analyses conduites dans le but d'estimer l'impact du déclin démographique des populations de Grand tétras sur l'étendue et la distribution de leur variabilité génétique dans le Jura et dans les Pyrénées. Du fait de la législation locale protégeant les tétraonidés en général, mais également en raison de la biologie très cryptique du Grand tétras, l'ensemble des analyses de cette étude a été réalisé à partir de matériel génétique extrait des fientes (ou échantillonnage génétique non invasif). Dans la première partie de l'étude, je détaille les protocoles d'extraction. d'ADN et d'amplification par PCR modifiés à partir des protocoles classiques utilisant des échantillons conventionnels, riches en ADN. L'utilisation d'ADN fécal impose des contraintes dues à la mauvaise qualité et à la faible quantité du matériel génétique à disposition dans les fientes. Ces contraintes ont pu être partiellement contournées en réalisant des répétitions multiples du génotypage afin d'obtenir un degré de fiabilité suffisante. J'ai également analysé les causes de la dégradation de l'ADN dans les excréments. Parmi les causes les plus communes, telles que l'activité bactérienne, l'hydrolyse spontanée et la dégradation enzymatique par les DNases libres, c'est ce dernier facteur qui apparaît comme étant la cause majeure et la plus rapide responsable de la dégradation de la qualité des échantillons. La rapidité de l'action enzymatique suggère que les plans d'échantillonnages de excréments sur le terrain pourraient être optimisés en les réalisant dans des conditions climatiques froides et sèches, favorisant ainsi l'inhibition des DNases. La seconde partie de la thèse est une étude par simulation visant à déterminer la capacité du logiciel Structure à identifier les structures génétiques complexes et hiérarchiques fréquemment rencontrées dans les populations naturelles, et ce en utilisant différents types de marqueurs génétiques. Les troisième et quatrième parties de cette thèse décrivent le statut génétique des populations résiduelles du Jura et des Pyrénées à partir de l'analyse de 11 loci microsatellites. Nous n'avons pas pu mettre en évidence dans les deux populations des effets liés à la consanguinité ou à la réduction de la diversité génétique. De plus, la différenciation génétique entre les patches d'habitats favorables reste modérée et corrélée à la distance géographique, ce qui suggère que la dispersion d'individus entre les patches a été importante au moins pendant ces dernières générations. La comparaison des paramètres de la diversité génétique avec ceux d'autres populations de Grand tétras, ou d'autres espèces proches, indique que la population du Jura a retenu une proportion importante de sa diversité originelle. Ces résultats suggèrent que le déclin récent des populations a jusqu'ici eu un impact modéré sur les facteurs génétiques et que ces populations semblent avoir conservé le potentiel génétique nécessaire à leur survie à long terme. Finalement, en cinquième partie, l'analyse de l'apparentement entre les mâles qui participent à la parade sur les places de chant (leks) indique que ces derniers sont distribués en agrégats de manière non aléatoire, préférentiellement entre individus apparentés. De plus, la corrélation entre les distances génétique et géographique entre les leks est en accord avec les motifs d'isolement par la distance mis en évidence à d'autres niveaux hiérarchiques (entre patches d'habitat et populations), ainsi qu'avec les études menées sur d'autres espèces ayant choisi ce même système de reproduction. En conclusion, cette première étude basée uniquement sur de l'ADN nucléaire aviaire extrait à partir de fèces a fourni des informations nouvelles qui n'auraient pas pu être obtenues par une méthode d'observation sur le terrain ou d'échantillonnage génétique classique. Aucun oiseau n'a été dérangé ou capturé, et les résultats sont comparables à d'autres études concernant des espèces proches. Néanmoins, la taille de ces populations approche des niveaux au-dessous desquels la survie à long terme est fortement incertaine. La persistance de la diversité génétique pour les prochaines générations reste en conséquence liée à la survie des adultes et à une reprise du succès de la reproduction. ABSTRACT Capercaillie (Tetrao urogallus) is a large grouse that is continuously distributed across the tundra and the mid-high mountains of Western Europe. However, the populations in Western Europe have been showing a constant decline during the last decades. The causes for this decline are possibly related to human activities, such as cattle breeding and tourism that have both led to habitat modification and fragmentation. Unfortunately, populations that have undergone drastic demographic bottlenecks often go through genetic processes of inbreeding and loss of diversity that decrease their fitness and eventually lead to extinction. This thesis presents the investigations conducted to estimate the impact of the demographic decline of capercaillie populations on the extent and distribution of their genetic variability in the Jura and in the Pyrenees mountains. Because grouse are protected by wildlife legislation, and also because of the cryptic behaviour of capercaillie, all DNA material used in this study was extracted from faeces (non-invasive genetic sampling). In the first part of my thesis, I detail the protocols of DNA extraction and PCR amplification adapted from classical methods using conventional DNA-rich samples. The use of faecal DNA imposes specific constraints due to the low quantity and the highly degraded genetic material available. These constraints are partially overcome by performing multiple genotyping repetitions to obtain sufficient reliability. I also investigate the causes of DNA degradation in faeces. Among the main degraders, namely bacterial activity, spontaneous hydrolysis, and free-¬DNase activities, the latter was pointed out as the most important according to our experiments. These enzymes degrade DNA very rapidly, and, as a consequence, faeces sampling schemes must be planned preferably in cold and dry weather conditions, allowing for enzyme activity inhibition. The second part of the thesis is a simulation study aiming to assess the capacity of the software Structure to detect population structure in hierarchical models relevant to situations encountered in wild populations, using several genetic markers. The methods implemented in Structure appear efficient in detecting the highest hierarchical structure. The third and fourth parts of the thesis describe the population genetics status of the remaining Jura and Pyrenees populations using 11 microsatellite loci. In either of these populations, no inbreeding nor reduced genetic diversity was detected. Furthermore, the genetic differentiation between patches defined by habitat suitability remains moderate and correlated with geographical distance, suggesting that significant dispersion between patches was at work at least until the last generations. The comparison of diversity indicators with other species or other populations of capercaillie indicate that population in the Jura has retained a large part of its original genetic diversity. These results suggest that the recent decline has had so forth a moderate impact on• genetic factors and that these populations might have retained the potential for long term survival, if the decline is stopped. Finally, in the fifth part, the analysis of relatedness between males participating in the reproduction parade, or lek, indicate that capercaillie males, like has been shown for some other grouse species, gather on leks• among individuals that are more related than the average of the population. This pattern appears to be due to both population structure and kin-association. As a conclusion, this first study relying exclusively on nuclear DNA extracted from faeces has provided novel information that was not available through field observation or classical genetic sampling. No bird has been captured or disturbed, and the results are consistent with other studies of closely related species. However, the size of these populations is approaching thresholds below which long-term survival is unlikely. The persistence of genetic diversity for the forthcoming generations remains therefore bond to adult survival and to the increase of reproduction success.

Ehrenfest dynamics is purity non-preserving: a necessary ingredient for decoherence

We discuss the evolution of purity in mixed quantum/classical approaches to electronic nonadiabatic dynamics in the context of the Ehrenfest model. As it is impossible to exactly determine initial conditions for a realistic system, we choose to work in the statistical Ehrenfest formalism that we introduced in Alonso et al. [J. Phys. A: Math. Theor. 44, 396004 (2011)10.1088/1751-8113/44/39/395004]. From it, we develop a new framework to determine exactly the change in the purity of the quantum subsystem along with the evolution of a statistical Ehrenfest system. In a simple case, we verify how and to which extent Ehrenfest statistical dynamics makes a system with more than one classical trajectory, and an initial quantum pure state become a quantum mixed one. We prove this numerically showing how the evolution of purity depends on time, on the dimension of the quantum state space D, and on the number of classical trajectories N of the initial distribution. The results in this work open new perspectives for studying decoherence with Ehrenfest dynamics.

Exploring Non-linear Transformations for an Entropybased Voice Activity Detector

In this paper we explore the use of non-linear transformations in order to improve the performance of an entropy based voice activity detector (VAD). The idea of using a non-linear transformation comes from some previous work done in speech linear prediction (LPC) field based in source separation techniques, where the score function was added into the classical equations in order to take into account the real distribution of the signal. We explore the possibility of estimating the entropy of frames after calculating its score function, instead of using original frames. We observe that if signal is clean, estimated entropy is essentially the same; but if signal is noisy transformed frames (with score function) are able to give different entropy if the frame is voiced against unvoiced ones. Experimental results show that this fact permits to detect voice activity under high noise, where simple entropy method fails.