Non-monotone insurence contracts and their empirical consequences

The goal of t.his paper is to show the possibility of a non-monot.one relation between coverage and risk which has been considered in the literature of insurance models since the work of Rothschild and Stiglitz (1976). We present an insurance model where the insured agents have heterogeneity in risk aversion and in lenience (a prevention cost parameter). Risk aversion is described by a continuou.'l parameter which is correlated with lenience and, for the sake of simplicity, we assume perfect correlation. In the case of positive correlation, the more risk averse agent has higher cost of prevention leading to a higher demand for coverage. Equivalently, the single crossing property (SCP) is valid and implies a positive correlation between coverage and risk in equilibrium. On the other hand, if the correlation between risk aversion and lenience is negative, not only may the sep be broken, but also the monotonicity of contracts, i.e., the prediction that high (Iow) risk averse types choose full (partial) insurance. In both cases riskiness is monotonic in risk aversion, but in the last case t,here are some coverage leveIs associated with two different risks (low and high), which implies that the ex-ante (with respect to the risk aversion distribution) correlation bet,ween coverage and riskiness may have every sign (even though the ex-post correlation is always positive). Moreover, using another instrument (a proxy for riskiness), we give a testable implication to disentangle single crossing and non single crossing under an ex-post zero correlation result: the monotonicity of coverage as a function of riskiness. Since by controlling for risk aversion (no asymmetric informat, ion), coverage is a monotone function of riskiness, this also gives a test for asymmetric information. Finally, we relate this theoretical results to empirica! tests in the recent literature, specially the Dionne, Gouriéroux and Vanasse (2001) work. In particular, they found an empirical evidence that seems to be compatible with asymmetric information and non single crossing in our framework. More generally, we build a hidden information model showing how omitted variabIes (asymmetric information) can bias the sign of the correlation of equilibrium variabIes conditioning on ali observabIe variabIes. We show that this may be t,he case when the omitted variabIes have a non-monotonic reIation with t,he observable ones. Moreover, because this non-monotonic reIat,ion is deepIy reIated with the failure of the SCP in one-dimensional screening problems, the existing lit.erature on asymmetric information does not capture t,his feature. Hence, our main result is to point Out the importance of t,he SCP in testing predictions of the hidden information models.

Estimation of Maximal Work Rate Based on the 6-Minute Walk Test and Fat-Free Mass in Chronic Obstructive Pulmonary Disease

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Sparse 1D discrete Dirac operators I: Quantum transport

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Sparse one-dimensional discrete Dirac operators II: Spectral properties

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Cauchy-Stieltjes Integral on Time Scales in Banach Spaces and Hysteresis Operators

The play operator has a fundamental importance in the theory of hysteresis. It was studied in various settings as shown by P. Krejci and Ph. Laurencot in 2002. In that work it was considered the Young integral in the frame of Hilbert spaces. Here we study the play in the frame of the regulated functions (that is: the ones having only discontinuities of the first kind) on a general time scale T (that is: with T being a nonempty closed set of real numbers) with values in a Banach space. We will be showing that the dual space in this case will be defined as the space of operators of bounded semivariation if we consider as the bilinearity pairing the Cauchy-Stieltjes integral on time scales.

Accuracy of six minute walk test, stair test and spirometry using maximal oxygen uptake as gold standard

OBJETIVO: Determinar a acurácia das variáveis: tempo de escada (tTE), potência de escada (PTE), teste de caminhada (TC6) e volume expiratório forçado (VEF1) utilizando o consumo máximo de oxigênio (VO2máx) como padrão-ouro. MÉTODOS: Os testes foram realizados em 51 pacientes. O VEF1 foi obtido através da espirometria. O TC6 foi realizado em corredor plano de 120m. O TE foi realizado em escada de 6 lances obtendo-se tTE e PTE. O VO2máx foi obtido por ergoespirometria, utilizando o protocolo de Balke. Foram calculados a correlação linear de Pearson (r) e os valores de p, entre VO2máx e variáveis. Para o cálculo da acurácia, foram obtidos os pontos de corte, através da curva característica operacional (ROC). A estatística Kappa (k) foi utilizada para cálculo da concordância. RESULTADOS: Obteve-se as acurácias: tTE - 86%, TC6 - 80%, PTE - 71%, VEF1(L) - 67%, VEF1% - 63%. Para o tTE e TC6 combinados em paralelo, obteve-se sensibilidade de 93,5% e em série, especificidade de 96,4%. CONCLUSÃO: O tTE foi a variável que apresentou a melhor acurácia. Quando combinados o tTE e TC6 podem ter especificidade e sensibilidade próxima de 100%. Estes testes deveriam ser mais usados rotineiramente, especialmente quando a ergoespirometria para a medida de VO2máx não é disponível.

On fuzzy ideals and fuzzy filters of fuzzy lattices

In the literature there are several proposals of fuzzi cation of lattices and ideals concepts. Chon in (Korean J. Math 17 (2009), No. 4, 361-374), using the notion of fuzzy order relation de ned by Zadeh, introduced a new notion of fuzzy lattice and studied the level sets of fuzzy lattices, but did not de ne a notion of fuzzy ideals for this type of fuzzy lattice. In this thesis, using the fuzzy lattices de ned by Chon, we de ne fuzzy homomorphism between fuzzy lattices, the operations of product, collapsed sum, lifting, opposite, interval and intuitionistic on bounded fuzzy lattices. They are conceived as extensions of their analogous operations on the classical theory by using this de nition of fuzzy lattices and introduce new results from these operators. In addition, we de ne ideals and lters of fuzzy lattices and concepts in the same way as in their characterization in terms of level and support sets. One of the results found here is the connection among ideals, supports and level sets. The reader will also nd the de nition of some kinds of ideals and lters as well as some results with respect to the intersection among their families. Moreover, we introduce a new notion of fuzzy ideals and fuzzy lters for fuzzy lattices de ned by Chon. We de ne types of fuzzy ideals and fuzzy lters that generalize usual types of ideals and lters of lattices, such as principal ideals, proper ideals, prime ideals and maximal ideals. The main idea is verifying that analogous properties in the classical theory on lattices are maintained in this new theory of fuzzy ideals. We also de ne, a fuzzy homomorphism h from fuzzy lattices L and M and prove some results involving fuzzy homomorphism and fuzzy ideals as if h is a fuzzy monomorphism and the fuzzy image of a fuzzy set ~h(I) is a fuzzy ideal, then I is a fuzzy ideal. Similarly, we prove for proper, prime and maximal fuzzy ideals. Finally, we prove that h is a fuzzy homomorphism from fuzzy lattices L into M if the inverse image of all principal fuzzy ideals of M is a fuzzy ideal of L. Lastly, we introduce the notion of -ideals and - lters of fuzzy lattices and characterize it by using its support and its level set. Moreover, we prove some similar properties in the classical theory of - ideals and - lters, such as, the class of -ideals and - lters are closed under intersection. We also de ne fuzzy -ideals of fuzzy lattices, some properties analogous to the classical theory are also proved and characterize a fuzzy -ideal on operation of product between bounded fuzzy lattices L and M and prove some results.

Effect of the aerobic capacity on the validity of the anaerobic threshold for determination of the maximal lactate steady state in cycling

The maximal lactate steady state (MLSS) is the highest blood lactate concentration that can be identified as maintaining a steady state during a prolonged submaximal constant workload. The objective of the present study was to analyze the influence of the aerobic capacity on the validity of anaerobic threshold (AT) to estimate the exercise intensity at MLSS (MLSS intensity) during cycling. Ten untrained males (UC) and 9 male endurance cyclists (EC) matched for age, weight and height performed one incremental maximal load test to determine AT and two to four 30-min constant submaximal load tests on a mechanically braked cycle ergometer to determine MLSS and MLSS intensity. AT was determined as the intensity corresponding to 3.5 mM blood lactate. MLSS intensity was defined as the highest workload at which blood lactate concentration did not increase by more than 1 mM between minutes 10 and 30 of the constant workload. MLSS intensity (EC = 282.1 ± 23.8 W; UC = 180.2 ± 24.5 W) and AT (EC = 274.8 ± 24.9 W; UC = 187.2 ± 28.0 W) were significantly higher in trained group. However, there was no significant difference in MLSS between EC (5.0 ± 1.2 mM) and UC (4.9 ± 1.7 mM). The MLSS intensity and AT were not different and significantly correlated in both groups (EC: r = 0.77; UC: r = 0.81). We conclude that MLSS and the validity of AT to estimate MLSS intensity during cycling, analyzed in a cross-sectional design (trained x sedentary), do not depend on the aerobic capacity.

Effect of aerobic training status on both maximal lactate steady state and critical power

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Determination of the lactate threshold and maximal blood lactate steady state intensity in aged rats

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

PHYSIOLOGICAL and PERCEIVED EXERTION RESPONSES AT INTERMITTENT CRITICAL POWER and INTERMITTENT MAXIMAL LACTATE STEADY STATE

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

ACUTE EFFECT of STATIC STRETCHING on RATE of FORCE DEVELOPMENT and MAXIMAL VOLUNTARY CONTRACTION IN OLDER WOMEN

Gurjao, ALD, Goncalves, R, de Moura, RF, and Gobbi, S. Acute effect of static stretching on rate of force development and maximal voluntary contraction in older women. J Strength Cond Res 23(7): 2149-2154, 2009-The purpose of this study was to investigate, in older women, the acute effect of static stretching (SS) on both muscle activation and force output. Twenty-three older women (64.6 +/- 7.1 yr) participated in the study. The maximal voluntary contraction (MVC), rate of force development (RFD) (50, 100, 150, and 200 ms relative to onset of muscular contraction), and peak RFD (PRFD) (the steepest slope of the curve during the first 200 ms) were tested under 2 randomly separate conditions: SS and control (C). Electromyographic (EMG) activity of the vastus medialis (VM), vastus lateralis (VL), and biceps femoris (BF) muscles also was assessed. The MVC was significantly lower (p < 0.05) in the 3 trials of SS when compared with the C condition (control: 925.0 +/- 50.9 N; trial 1 : 854.3 +/- 55.3 N; trial 2 : 863.1 +/- 52.2 N; and trial 3 : 877.5 +/- 49.9 N). PRFD showed a significant decrease only for the first 2 trials of SS when compared with the C condition (control: 2672.3 +/- 259.1 N/s; trial 1 : 2296.6 +/- 300.7 N/s; and trial 2 : 2197.9 +/- 246.3 N/s). However, no difference was found for RFD (50, 100, 150, and 200 ms relative to onset of muscular contraction). The EMG activity for VM, VL, and BF was not significantly different between the C and SS conditions. In conclusion, the older women's capacity to produce muscular force decreased after their performance of SS exercises. The mechanisms responsible for this effect do not appear to be related to muscle activation. Thus, if flexibility is to be trained, it is recommended that SS does not occur just before the performance of activities that require high levels of muscular force.

The highest intensity and the shortest duration permitting attainment of maximal oxygen uptake during cycling: effects of different methods and aerobic fitness level

The aims of this study were: (1) to verify the validity of previous proposed models to estimate the lowest exercise duration (T (LOW)) and the highest intensity (I (HIGH)) at which VO(2)max is reached (2) to test the hypothesis that parameters involved in these models, and hence the validity of these models are affected by aerobic training status. Thirteen cyclists (EC), eleven runners (ER) and ten untrained (U) subjects performed several cycle-ergometer exercise tests to fatigue in order to determine and estimate T (LOW) (ET (LOW)) and I (HIGH) (EI (HIGH)). The relationship between the time to achieved VO(2)max and time to exhaustion (T (lim)) was used to estimate ET (LOW). EI (HIGH) was estimated using the critical power model. I (HIGH) was assumed as the highest intensity at which VO2 was equal or higher than the average of VO(2)max values minus one typical error. T (LOW) was considered T (lim) associated with I (HIGH). No differences were found in T (LOW) between ER (170 +/- 31 s) and U (209 +/- 29 s), however, both showed higher values than EC (117 +/- 29 s). I (HIGH) was similar between U (269 +/- 73 W) and ER (319 +/- 50 W), and both were lower than EC (451 +/- 33 W). EI (HIGH) was similar and significantly correlated with I-HIGH only in U (r = 0.87) and ER (r = 0.62). ET (LOW) and T (LOW) were different only for U and not significantly correlated in all groups. These data suggest that the aerobic training status affects the validity of the proposed models for estimating I (HIGH).