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.

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.

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.

Hormonal and metabolic changes following severe head injury or noncranial injury.

In order to evaluate the effect of head injury in severely traumatized patients on the response of plasma cortisol, glucagon, insulin, glucose, and FFA as well as urinary N and catecholamines excretions, 36 patients were prospectively studied over 5 consecutive days following injury. They were divided into three groups: group I, severe isolated head injury (n = 14); group II, multiple injury combined with severe head injury (n = 12); group III multiple injury without head injury (n = 10). The results demonstrate similar hormonal and metabolic changes between these three groups of patients, characterized by elevated urinary adrenaline, noradrenaline excretion, increased cortisol, glucagon, insulin plasma levels throughout the study and elevated N urinary excretion with strongly negative N balances during the first 5 days postinjury. A significant correlation was observed between N intake and 5 day cumulated N balance (r = 0.63, p less than 0.001). In addition, N balance was negatively correlated with urinary excretion of adrenaline (r = -0.47, p less than 0.01) and noradrenaline (r = -0.44, p less than 0.05) as well as plasma levels of glucagon (r = -0.44, p less than 0.05). Isolated severe head injury seems to induce a full response in the secretion of the catabolic counterregulatory hormones comparable to that encountered in patients with multiple injury and associated with a marked increase in protein catabolism; additional noncranial major injury does not seem to enhance these responses.

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.

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.

Diet and the risk of head and neck cancer: a pooled analysis in the INHANCE consortium.

We investigated the association between diet and head and neck cancer (HNC) risk using data from the International Head and Neck Cancer Epidemiology (INHANCE) consortium. The INHANCE pooled data included 22 case-control studies with 14,520 cases and 22,737 controls. Center-specific quartiles among the controls were used for food groups, and frequencies per week were used for single food items. A dietary pattern score combining high fruit and vegetable intake and low red meat intake was created. Odds ratios (OR) and 95% confidence intervals (CI) for the dietary items on the risk of HNC were estimated with a two-stage random-effects logistic regression model. An inverse association was observed for higher-frequency intake of fruit (4th vs. 1st quartile OR = 0.52, 95% CI = 0.43-0.62, p (trend) < 0.01) and vegetables (OR = 0.66, 95% CI = 0.49-0.90, p (trend) = 0.01). Intake of red meat (OR = 1.40, 95% CI = 1.13-1.74, p p (trend) < 0.01) was positively associated with HNC risk. Higher dietary pattern scores, reflecting high fruit/vegetable and low red meat intake, were associated with reduced HNC risk (per score increment OR = 0.90, 95% CI = 0.84-0.97).

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.

Feasibility of radiotherapy or chemoradiotherapy after taxane-based induction chemotherapy for nonoperated locally advanced head and neck squamous cell carcinomas.

To assess the use of radiotherapy (RT) or concurrent chemoradiotherapy (CRT) following taxane-based induction chemotherapy (T-ICT) in locally advanced head and neck squamous cell carcinoma (LAHNSCC) and to evaluate the tolerability of CRT after T-ICT. From 01/2006 to 08/2012, 173 LAHNSCC patients treated as a curative intent by T-ICT, followed by definitive RT/CRT were included in this analysis. There was an 86% objective response (OR) after ICT among 154 evaluable patients. Forty-four patients received less than three cycles (25%) and 20 received only one cycle of T-ICT. The 3-year actuarial overall survival (OS) was 49% and there was no OS difference according to the type of ICT (regimen or number of cycle) or the addition of concurrent CT (cisplatin, carboplatin, or cetuximab) to RT. In multivariate analysis (MVA), clinically involved lymph node (cN+), age more than 60 years, the absence of OR after ICT, and performance status of at least 1 predicted for a decreased OS, with hazard ratios (HR) of 2.8, 2.2, 2.1, and 2, respectively. The 3-year actuarial locoregional control (LRC) and distant control (DC) rates were 52 and 73%, respectively. In MVA, the absence of OR after ICT (HR: 3.2), cN+ (HR: 3), and age more than 60 years (HR: 1.7) were prognostic for a lower LRC whereas cN+ (HR: 4.2) and carboplatin-based T-ICT (HR: 2.9) were prognostic for a lower DC. The number of cycles (≤ 2) received during ICT was borderline significant for DC in the MVA (P=0.08). Among patients receiving less than or equal to three cycles of ICT, higher outcomes were observed in patients who received cisplatin-based T-ICT (vs. carboplatin-based T-ICT) or subsequent CRT (vs. RT). T-ICT in our experience, followed by RT or CRT, raises several questions on the role and type of induction, and the efficacy of CRT over RT. The role of RT or CRT following induction, although feasible in these advanced patients, awaits answers from randomized trials.

Incidence and mechanisms of cerebral ischemia in early clinical head injury.

Antemortem demonstration of ischemia has proved elusive in head injury because regional CBF reductions may represent hypoperfusion appropriately coupled to hypometabolism. Fifteen patients underwent positron emission tomography within 24 hours of head injury to map cerebral blood flow (CBF), cerebral oxygen metabolism (CMRO2), and oxygen extraction fraction (OEF). We estimated the volume of ischemic brain (IBV) and used the standard deviation of the OEF distribution to estimate the efficiency of coupling between CBF and CMRO2. The IBV in patients was significantly higher than controls (67 +/- 69 vs. 2 +/- 3 mL; P < 0.01). The coexistence of relative ischemia and hyperemia in some patients implies mismatching of perfusion to oxygen use. Whereas the saturation of jugular bulb blood (SjO2) correlated with the IBV (r = 0.8, P < 0.01), SjO2 values of 50% were only achieved at an IBV of 170 +/- 63 mL (mean +/- 95% CI), which equates to 13 +/- 5% of the brain. Increases in IBV correlated with a poor Glasgow Outcome Score 6 months after injury (rho = -0.6, P < 0.05). These results suggest significant ischemia within the first day after head injury. The ischemic burden represented by this "traumatic penumbra" is poorly detected by bedside clinical monitors and has significant associations with outcome.