Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance

In this paper, we present a stochastic model for disability insurance contracts. The model is based on a discrete time non-homogeneous semi-Markov process (DTNHSMP) to which the backward recurrence time process is introduced. This permits a more exhaustive study of disability evolution and a more efficient approach to the duration problem. The use of semi-Markov reward processes facilitates the possibility of deriving equations of the prospective and retrospective mathematical reserves. The model is applied to a sample of contracts drawn at random from a mutual insurance company.

Review of the Freeing Order Processes in Northern Ireland (pdf 369 kb)

Review of the Freeing Order Processes in Northern Ireland

Arrested kinetic Li isotope fractionation at the margin of the llimaussaq complex, South Greenland: Evidence for open-system processes during final cooling of peralkaline igneous rocks

Li contents [Li] and isotopic composition (delta Li-7) of mafic minerals (mainly amphibole and clinopyroxene) from the alkaline to peralkaline Ilimaussaq plutonic complex, South Greenland, track the behavior of Li and its isotopes during magmatic differentiation and final cooling of an alkaline igneous system. [Li] in amphibole increase from < 10 ppm in Caamphiboles of the least differentiated unit to >3000 ppm in Na-amphiboles of the highly evolved units. In contrast, [Li] in clinopyroxene are comparatively low (<85 ppm) and do not vary systematically with differentiation. The distribution of Li between amphibole and pyroxene is controlled by the major element composition of the minerals (Ca-rich and Na-rich, respectively) and changes in oxygen fugacity (due to Li incorporation via coupled substitution with ferric iron) during magmatic differentiation. delta(7) Li values of all minerals span a wide range from + 17 to - 8 parts per thousand, with the different intrusive units of the complex having distinct Li isotopic systematics. Amphiboles, which dominate the Li budget of whole-rocks from the inner part of the complex, have constant delta Li-7 of + 1.8 +/- 2.2 parts per thousand (2 sigma, n = 15). This value reflects a homogeneous melt reservoir and is consistent with their mantle derivation, in agreement with published O and Nd isotopic data. Clinopyroxenes of these samples are consistently lighter, with Delta Li-7(amph-cpx). as large as 8 parts per thousand and are thus not in Li isotope equilibrium. These low values probably reflect late-stage diffusion of Li into clinopyroxene during final cooling of the rocks, thus enriching the clinopyroxene in 6 Li. At the margin of the complex delta(7) Li in the syenites increases systematically, from +2 to high values of + 14 parts per thousand. This, coupled with the observed Li isotope systematics of the granitic country rocks, reflects post-magmatic open-system processes occurring during final cooling of the intrusion. Although the shape and magnitude of the Li isotope and elemental profiles through syenite and country rock are suggestive of diffusion-driven isotope fractionation, they cannot be modeled by one-dimensional diffusive transport and point to circulation of a fluid having a high 67 Li value (possibly seawater) along the chilled contact. In all, this study demonstrates that Li isotopes can be used to identify complex fluid- and diffusion-governed processes taking place during the final cooling of such rocks. (c) 2007 Elsevier B.V All rights reserved.

Nitric oxide as a regulator of inflammatory processes

Nitric oxide (NO) plays an important role in mediating many aspects of inflammatory responses. NO is an effector molecule of cellular injury, and can act as an anti-oxidant. It can modulate the release of various inflammatory mediators from a wide range of cells participating in inflammatory responses (e.g., leukocytes, macrophages, mast cells, endothelial cells, and platelets). It can modulate blood flow, adhesion of leukocytes to the vascular endothelium and the activity of numerous enzymes, all of which can have an impact on inflammatory responses. In recent years, NO-releasing drugs have been developed, usually as derivatives of other drugs, which exhibit very powerful anti-inflammatory effects.

Exploration of geological variability and possible processes through the use of compositional data analysis: an example using scottish metamorphosed

Developments in the statistical analysis of compositional data over the last twodecades have made possible a much deeper exploration of the nature of variability,and the possible processes associated with compositional data sets from manydisciplines. In this paper we concentrate on geochemical data sets. First we explainhow hypotheses of compositional variability may be formulated within the naturalsample space, the unit simplex, including useful hypotheses of subcompositionaldiscrimination and specific perturbational change. Then we develop through standardmethodology, such as generalised likelihood ratio tests, statistical tools to allow thesystematic investigation of a complete lattice of such hypotheses. Some of these tests are simple adaptations of existing multivariate tests but others require specialconstruction. We comment on the use of graphical methods in compositional dataanalysis and on the ordination of specimens. The recent development of the conceptof compositional processes is then explained together with the necessary tools for astaying- in-the-simplex approach, namely compositional singular value decompositions. All these statistical techniques are illustrated for a substantial compositional data set, consisting of 209 major-oxide and rare-element compositions of metamorphosed limestones from the Northeast and Central Highlands of Scotland.Finally we point out a number of unresolved problems in the statistical analysis ofcompositional processes

Convex linear combination processes for compositions

Aitchison and Bacon-Shone (1999) considered convex linear combinations ofcompositions. In other words, they investigated compositions of compositions, wherethe mixing composition follows a logistic Normal distribution (or a perturbationprocess) and the compositions being mixed follow a logistic Normal distribution. Inthis paper, I investigate the extension to situations where the mixing compositionvaries with a number of dimensions. Examples would be where the mixingproportions vary with time or distance or a combination of the two. Practicalsituations include a river where the mixing proportions vary along the river, or acrossa lake and possibly with a time trend. This is illustrated with a dataset similar to thatused in the Aitchison and Bacon-Shone paper, which looked at how pollution in aloch depended on the pollution in the three rivers that feed the loch. Here, I explicitlymodel the variation in the linear combination across the loch, assuming that the meanof the logistic Normal distribution depends on the river flows and relative distancefrom the source origins

Insights into shallow magmatic processes in large silicic magma bodies: the trace element record in the Fish Canyon magma body, Colorado

Highly evolved rhyolite glass plus near-solidus mineral assemblages in voluminous, dacitic, crystal-rich ignimbrites provide an opportunity to evaluate the late magmatic evolution of granodiorite batholiths. This study reports laser-ablation ICP-MS analyses of trace element concentrations in feldspars, hornblende, biotite, titanite, zircon, magnetite, and interstitial glass of the crystal-rich Fish Canyon Tuff. The high-silica rhyolite glass is characterized by relatively high concentrations of feldspar-compatible elements (e.g., 100 ppm Sr and 500 ppm Ba) and low concentrations of Y (< 7 ppm) and HREE (&SIM; 1 ppm Yb), hence high LREE/HREE (Ce/Yb > 40) compared to many well-studied high-silica rhyolite glasses and whole-rock compositions. Most minerals record some trace element heterogeneities, with, in particular, one large hornblende phenocryst showing four- to six-fold core-to-rim increases in Sr and Ba coupled with a decrease in Sc. The depletions of Y and HREE in the Fish Canyon glass relative to the whole-rock composition (concentrations in glass &SIM; 30% of those in whole rocks) reflect late crystallization of phases wherein these elements were compatible. As garnet is not stable at the low-P conditions at which the Fish Canyon magma crystallized, we show that a combination of modally abundant hornblende (&SIM; 4%) + titanite (&SIM; 0.5-1%) and the highly polymerized nature of the rhyolitic liquid led to Y and HREE depletions in melt. Relatively high Sr and Ba contents in glass and rimward Sr and Ba increases in euhedral, concentrically zoned hornblende suggest partial feldspar dissolution and a late release of these elements to the melt as hornblende was crystallizing, in agreement with textural evidence for feldspar (and quartz) resorption. Both observations are consistent with thermal rejuvenation of the magma body prior to eruption, during which the proportion of melt increased via feldspar and quartz dissolution, even as hydrous and accessory phases were crystallizing. Sr/Y in Fish Canyon glass (13-18) is lower than the typical ``adakitic'' value (> 40), confirming that high Sr/Y is a reliable indicator of high-pressure magma generation and/or differentiation wherein garnet is implicated.

Magma generation at the easternmost section of the Hellenic arc: Hf, Nd, Pb and Sr isotope geochemistry of Nisyros and Yali volcanoes (Greece)

Geochemical and petrographical studies of lavas and ignimbrites from the Quaternary Nisyros-Yali volcanic system in the easternmost part of the Hellenic arc (Greece) reveal insight into magma generating processes. A compositional gap between 61 and 68 wt.% SiO2 is recognized that coincides with the stratigraphic distinction between pre-caldera and postcaldera volcanic units. Trace element systematics support the subdivision of Nisyros and Yali volcanic units into two distinct suites of rocks. The variation of Nd and Hf present day isotope data and the fact that they are distinct from the isotope compositions of MORB rule out an origin by pure differentiation and require assimilation of a crustal component. Lead isotope ratios of Nisyros and Yali volcanic rocks support mixing of mantle material with a lower crust equivalent. However, Sr-87/Sr-86 ratios of 0.7036-0.7048 are incompatible with a simple binary mixing scenario and give low depleted mantle extraction ages (< 0.1 Ga), in contrast with Pb model ages of 0.3 Ga and Hf and Nd model ages of ca. 0.8 Ga. The budget of fluid-mobile elements Sr and Pb is likely to be dominated by abundant hydrous fluids characterised by mantle-like Sr isotope ratios. Late stage fluids probably were enriched in CO2, needed to explain the high Th concentrations. The occurrence of hydrated minerals (e.g., amphibole) in the first post-caldera unit with the lowermost Sr-87/Sr-86 ratio of 0.7036 +/- 2 can be interpreted as the result of the increased water activity in the source. The presence of two different plagioclase phenocryst generations in the first lava subsequent to the caldera-causing event is indicative for a longer storage time of this magma at a shallower level. A model capable of explaining these observations involves three evolutionary stages. First stage, assimilation of lower crustal material by a primitive magma of mantle origin (as modelled by Nd-Hf isotope systematics). This stage ended by an interruption in replenishment that led to an increase of crystallization and, hence, an increase in viscosity, suppressing eruption. During this time gap, differentiation by fractional crystallization led to enrichment of incompatible species, especially aqueous fluids, to silica depolymerisation and to a decrease in viscosity, finally enabling eruption again in the third stage. (c) 2005 Elsevier B.V. All rights reserved.

Effect of long-term administration of cross-sex hormone therapy on serum and urinary uric acid in transsexual persons.

BACKGROUND. Transsexual persons afford a very suitable model to study the effect of sex steroids on uric acid metabolism. DESIGN. This was a prospective study to evaluate the uric acid levels and fractional excretion of uric acid (FEUA) in a cohort of 69 healthy transsexual persons, 22 male-to-female transsexuals (MFTs) and 47 female-to-male transsexuals (FMTs).The subjects were studied at baseline and 1 and 2 yr after starting cross-sex hormone treatment. RESULTS. The baseline levels of uric acid were higher in the MFT group.Compared with baseline, uric acid levels had fallen significantly after 1 yr of hormone therapy in the MFT group and had risen significantly in the FMT group. The baseline FEUA was greater in the FMT group. After 2 yr of cross-sex hormone therapy, the FEUA had increased in MFTs (P = 0.001) and fallen in FMTs (P = 0.004).In MFTs, the levels of uric acid at 2 yr were lower in those who had received higher doses of estrogens (P = 0.03),and the FEUA was higher (P = 0.04).The FEUA at 2 yr was associated with both the estrogen dose (P = 0.02) and the serum levels of estradiol-17beta (P =0.03).In MFTs, a correlation was found after 2 yr of therapy between the homeostasis model assessment of insulin resistance and the serum uric acid (r = 0.59; P = 0.01). CONCLUSIONS. Serum levels of uric acid and the FEUA are altered in transsexuals as a result of cross-sex hormone therapy.The results concerning the MFT group support the hypothesis that the lower levels of uric acid in women are due to estrogen-induced increases in FEUA.