Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

Optical response of Cu3Ge thin films

We report an investigation on the optical properties of Cu3Ge thin films displaying very high conductivity, with thickness ranging from 200 to 2000 Å, deposited on Ge substrates. Reflectance, transmittance, and ellipsometric spectroscopy measurements were performed at room temperature in the 0.01-6.0, 0.01-0.6, and 1.4-5.0 eV energy range, respectively. The complex dielectric function, the optical conductivity, the energy-loss function, and the effective charge density were obtained over the whole spectral range. The low-energy free-carrier response was well fitted by using the classical Drude-Lorentz dielectric function. A simple two-band model allowed the resulting optical parameters to be interpreted coherently with those previously obtained from transport measurements, hence yielding the densities and the effective masses of electrons and holes.

Low-loss rib waveguides containing Si nanocrystals embedded in SiO2

We report on the study and modeling of the structural and optical properties of rib-loaded waveguides working in the 600-900-nm spectral range. A Si nanocrystal (Si-nc) rich SiO2 layer with nominal Si excess ranging from 10% to 20% was produced by quadrupole ion implantation of Si into thermal SiO2 formed on a silicon substrate. Si-ncs were precipitated by annealing at 1100°C, forming a 0.4-um-thick core layer in the waveguide. The Si content, the Si-nc density and size, the Si-nc emission, and the active layer effective refractive index were determined by dedicated experiments using x-ray photoelectron spectroscopy, Raman spectroscopy, energy-filtered transmission electron microscopy, photoluminescence and m-lines spectroscopy. Rib-loaded waveguides were fabricated by photolithographic and reactive ion etching processes, with patterned rib widths ranging from 1¿to¿8¿¿m. Light propagation in the waveguide was observed and losses of 11dB/cm at 633 and 780 nm were measured, modeled and interpreted.

Nanoscale capacitance microscopy of thin dielectric films

We present an analytical model to interpret nanoscale capacitance microscopy measurements on thin dielectric films. The model displays a logarithmic dependence on the tip-sample distance and on the film thickness-dielectric constant ratio and shows an excellent agreement with finite-element numerical simulations and experimental results on a broad range of values. Based on these results, we discuss the capabilities of nanoscale capacitance microscopy for the quantitative extraction of the dielectric constant and the thickness of thin dielectric films at the nanoscale.

Sweet taste loss in myasthenia gravis: more than a coincidence?

Sweet dysgeusia, a rare taste disorder, may be encountered in severe anti-acetylcholine receptor antibody (AChRAb)-myasthenia gravis (MG). A 42 year-old man reported progressive loss of sweet taste evolving for almost 10 weeks, revealing an AChRAb-positive MG with thymoma. Improvement of sweet perception paralleled reduction of the MG composite score during the 15 months follow up period, with immunosuppressive and surgical treatments. We suggest that sweet dysgeusia is a non-motor manifestation of MG that may result from a thymoma-dependent autoimmune mechanism targeting gustducin-positive G-protein-coupled taste receptor cells, in line with recent data from MRL/MpJ-Fas lpr/ (MRL/lpr) transgenic mice with autoimmune disease.

Loss-of-function mutations of an inhibitory upstream ORF in the human hairless transcript cause Marie Unna hereditary hypotrichosis.

Marie Unna hereditary hypotrichosis (MUHH) is an autosomal dominant form of genetic hair loss. In a large Chinese family carrying MUHH, we identified a pathogenic initiation codon mutation in U2HR, an inhibitory upstream ORF in the 5' UTR of the gene encoding the human hairless homolog (HR). U2HR is predicted to encode a 34-amino acid peptide that is highly conserved among mammals. In 18 more families from different ancestral groups, we identified a range of defects in U2HR, including loss of initiation, delayed termination codon and nonsense and missense mutations. Functional analysis showed that these classes of mutations all resulted in increased translation of the main HR physiological ORF. Our results establish the link between MUHH and U2HR, show that fine-tuning of HR protein levels is important in control of hair growth, and identify a potential mechanism for preventing hair loss or promoting hair removal.

Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

Dielectric constant obtained from TDR and volumetric moisture of soils in southern Brazil

Soil moisture is the property which most greatly influences the soil dielectric constant, which is also influenced by soil mineralogy. The aim of this study was to determine mathematical models for soil moisture and the dielectric constant (Ka) for a Hapludalf, two clayey Hapludox and a very clayey Hapludox and test the reliability of universal models, such as those proposed by Topp and Ledieu and their co-workers in the 80's, and specific models to estimate soil moisture with a TDR. Soil samples were collected from the 0 to 0.30 m layer, sieved through a mesh of 0.002 m diameter and packed in PVC cylinders with a 0.1 m diameter and 0.3 m height. Seven samples of each soil class were saturated by capillarity and a probe composed of two rods was inserted in each one of them. Moisture readings began with the saturated soil and concluded when the soil was near permanent wilting point. In each step, the samples were weighed on a precision scale to calculate volumetric moisture. Linear and polynomial models were adjusted for each soil class and for all soils together between soil moisture and the dielectric constant. Accuracy of the models was evaluated by the coefficient of determination, the standard error of estimate and the 1:1 line. The models proposed by Topp and Ledieu and their co-workers were not adequate for estimating the moisture in the soil classes studied. The adjusted linear and polynomial models for the entire set of data of the four soil classes did not have sufficient accuracy for estimating soil moisture. The greater the soil clay and Fe oxide content, the greater the dielectric constant of the medium for a given volumetric moisture. The specific models, θ = 0.40283 - 0.04231 Ka + 0.00194 Ka² - 0.000022 Ka³ (Hapludox) θ = 0.01971 + 0.02902 Ka - 0.00086 Ka² + 0.000012 Ka³ (Hapludox -PF), θ = 0.01692 - 0.00507 Ka (Hapludalf) and θ = 0.08471 + 0.01145 Ka (Hapludox-CA), show greater accuracy and reliability for estimating soil moisture in the soil classes studied.

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.

Effective mass and dielectric constant mismatch effects in spherical multishell quantum dots

The role of effective mass and dielectric mismatches on chemical potentials and addition energies of many-electron multishell quantum dots (QDs) is explored within the framework of a recent extension of the spin density functional theory. It is shown that although the gross electronic density is located in the wells of these multishell QDs, taking position-dependent effective mass and dielectric constant into account can lead to the appearance of relevant differences in chemical potential and addition energies as compared to standard calculations in which the effective mass and the dielectric constant of the well is assumed for the whole multishell structure.

Loss of the thyroid hormone-binding protein Crym renders striatal neurons more vulnerable to mutant huntingtin in Huntington's disease.

The mechanisms underlying preferential atrophy of the striatum in Huntington's disease (HD) are unknown. One hypothesis is that a set of gene products preferentially expressed in the striatum could determine the particular vulnerability of this brain region to mutant huntingtin (mHtt). Here, we studied the striatal protein µ-crystallin (Crym). Crym is the NADPH-dependent p38 cytosolic T3-binding protein (p38CTBP), a key regulator of thyroid hormone (TH) T3 (3,5,3'-triiodo-l-thyronine) transportation. It has been also recently identified as the enzyme that reduces the sulfur-containing cyclic ketimines, which are potential neurotransmitters. Here, we confirm the preferential expression of the Crym protein in the rodent and macaque striatum. Crym expression was found to be higher in the macaque caudate than in the putamen. Expression of Crym was reduced in the BACHD and Knock-in 140CAG mouse models of HD before onset of striatal atrophy. We show that overexpression of Crym in striatal medium-size spiny neurons using a lentiviral-based strategy in mice is neuroprotective against the neurotoxicity of an N-terminal fragment of mHtt in vivo. Thus, reduction of Crym expression in HD could render striatal neurons more susceptible to mHtt suggesting that Crym may be a key determinant of the vulnerability of the striatum. In addition our work points to Crym as a potential molecular link between striatal degeneration and the THs deregulation reported in HD patients.

Dielectric formulation for Many-Particle Systems with General Interactions

An extension of the self-consistent field approach formulation by Cohen in the preceding paper is proposed in order to include the most general kind of two-body interactions, i.e., interactions depending on position, momenta, spin, isotopic spin, etc. The dielectric function is replaced by a dielectric matrix. The evaluation of the energies involves the computation of a matrix inversion and trace.