Extremal properties of certain risk models

Cette thèse s'intéresse à étudier les propriétés extrémales de certains modèles de risque d'intérêt dans diverses applications de l'assurance, de la finance et des statistiques. Cette thèse se développe selon deux axes principaux, à savoir: Dans la première partie, nous nous concentrons sur deux modèles de risques univariés, c'est-à- dire, un modèle de risque de déflation et un modèle de risque de réassurance. Nous étudions le développement des queues de distribution sous certaines conditions des risques commun¬s. Les principaux résultats sont ainsi illustrés par des exemples typiques et des simulations numériques. Enfin, les résultats sont appliqués aux domaines des assurances, par exemple, les approximations de Value-at-Risk, d'espérance conditionnelle unilatérale etc. La deuxième partie de cette thèse est consacrée à trois modèles à deux variables: Le premier modèle concerne la censure à deux variables des événements extrême. Pour ce modèle, nous proposons tout d'abord une classe d'estimateurs pour les coefficients de dépendance et la probabilité des queues de distributions. Ces estimateurs sont flexibles en raison d'un paramètre de réglage. Leurs distributions asymptotiques sont obtenues sous certaines condi¬tions lentes bivariées de second ordre. Ensuite, nous donnons quelques exemples et présentons une petite étude de simulations de Monte Carlo, suivie par une application sur un ensemble de données réelles d'assurance. L'objectif de notre deuxième modèle de risque à deux variables est l'étude de coefficients de dépendance des queues de distributions obliques et asymétriques à deux variables. Ces distri¬butions obliques et asymétriques sont largement utiles dans les applications statistiques. Elles sont générées principalement par le mélange moyenne-variance de lois normales et le mélange de lois normales asymétriques d'échelles, qui distinguent la structure de dépendance de queue comme indiqué par nos principaux résultats. Le troisième modèle de risque à deux variables concerne le rapprochement des maxima de séries triangulaires elliptiques obliques. Les résultats théoriques sont fondés sur certaines hypothèses concernant le périmètre aléatoire sous-jacent des queues de distributions. -- This thesis aims to investigate the extremal properties of certain risk models of interest in vari¬ous applications from insurance, finance and statistics. This thesis develops along two principal lines, namely: In the first part, we focus on two univariate risk models, i.e., deflated risk and reinsurance risk models. Therein we investigate their tail expansions under certain tail conditions of the common risks. Our main results are illustrated by some typical examples and numerical simu¬lations as well. Finally, the findings are formulated into some applications in insurance fields, for instance, the approximations of Value-at-Risk, conditional tail expectations etc. The second part of this thesis is devoted to the following three bivariate models: The first model is concerned with bivariate censoring of extreme events. For this model, we first propose a class of estimators for both tail dependence coefficient and tail probability. These estimators are flexible due to a tuning parameter and their asymptotic distributions are obtained under some second order bivariate slowly varying conditions of the model. Then, we give some examples and present a small Monte Carlo simulation study followed by an application on a real-data set from insurance. The objective of our second bivariate risk model is the investigation of tail dependence coefficient of bivariate skew slash distributions. Such skew slash distributions are extensively useful in statistical applications and they are generated mainly by normal mean-variance mixture and scaled skew-normal mixture, which distinguish the tail dependence structure as shown by our principle results. The third bivariate risk model is concerned with the approximation of the component-wise maxima of skew elliptical triangular arrays. The theoretical results are based on certain tail assumptions on the underlying random radius.

Beclin 1 mitigates motor and neuropathological deficits in genetic mouse models of Machado-Joseph disease.

Machado-Joseph disease or spinocerebellar ataxia type 3, the most common dominantly-inherited spinocerebellar ataxia, results from translation of the polyglutamine-expanded and aggregation prone ataxin 3 protein. Clinical manifestations include cerebellar ataxia and pyramidal signs and there is no therapy to delay disease progression. Beclin 1, an autophagy-related protein and essential gene for cell survival, is decreased in several neurodegenerative disorders. This study aimed at evaluating if lentiviral-mediated beclin 1 overexpression would rescue motor and neuropathological impairments when administered to pre- and post-symptomatic lentiviral-based and transgenic mouse models of Machado-Joseph disease. Beclin 1-mediated significant improvements in motor coordination, balance and gait with beclin 1-treated mice equilibrating longer periods in the Rotarod and presenting longer and narrower footprints. Furthermore, in agreement with the improvements observed in motor function beclin 1 overexpression prevented neuronal dysfunction and neurodegeneration, decreasing formation of polyglutamine-expanded aggregates, preserving Purkinje cell arborization and immunoreactivity for neuronal markers. These data show that overexpression of beclin 1 in the mouse cerebellum is able to rescue and hinder the progression of motor deficits when administered to pre- and post-symptomatic stages of the disease.

Validation of Logistic Regression Models for Landslide Susceptibility Maps

A wide range of numerical models and tools have been developed over the last decades to support the decision making process in environmental applications, ranging from physical models to a variety of statistically-based methods. In this study, a landslide susceptibility map of a part of Three Gorges Reservoir region of China was produced, employing binary logistic regression analyses. The available information includes the digital elevation model of the region, geological map and different GIS layers including land cover data obtained from satellite imagery. The landslides were observed and documented during the field studies. The validation analysis is exploited to investigate the quality of mapping.

Business Models in OER, a Contingency Approach

We will present an analysis of data from a literature review and semi-structured interviews with experts on OER, to identify different aspects of OER business models and to establish how the success of the OER initiatives is measured. The results collected thus far show that two different business models for OER initiatives exist, but no data on their success or failure is published. We propose a framework for measuring success of OER initiatives.

The utility of rhesus monkey (Macaca mulatta) and other non-human primate models for preclinical testing of Leishmania candidate vaccines

Leishmaniasis causes significant morbidity and mortality, constituting an important global health problem for which there are few effective drugs. Given the urgent need to identify a safe and effective Leishmania vaccine to help prevent the two million new cases of human leishmaniasis worldwide each year, all reasonable efforts to achieve this goal should be made. This includes the use of animal models that are as close to leishmanial infection in humans as is practical and feasible. Old world monkey species (macaques, baboons, mandrills etc.) have the closest evolutionary relatedness to humans among the approachable animal models. The Asian rhesus macaques (Macaca mulatta) are quite susceptible to leishmanial infection, develop a human-like disease, exhibit antibodies to Leishmania and parasite-specific T-cell mediated immune responses both in vivo and in vitro, and can be protected effectively by vaccination. Results from macaque vaccine studies could also prove useful in guiding the design of human vaccine trials. This review summarizes our current knowledge on this topic and proposes potential approaches that may result in the more effective use of the macaque model to maximize its potential to help the development of an effective vaccine for human leishmaniasis.

M-Library in an m-University : changing Models in the Open University of Catalonia

The general perspective of M-technologies and M-Services at the Spanish universities is not still in a very high level when we are ending the first decade of the 21st century. Some Universities and some of their libraries are starting to try out with M-technologies, but are still far from a model of massive exploitation, less than in some other countries. A deep study is needed to know the main reasons, study that we will not do in this paper. This general perspective does not mean that there are no significant initiatives which start to trust in M-technologies from Universities and their libraries. Models based in M-technologies make more sense than ever in open universities and in open libraries. That's the reason why the UOC's Library began in late 90s its first experiences in the M-Technologies and M-Libraries developments. In 1999 the appropriate technology offered the opportunity to carry out the first pilot test with SMS, and then applying the WAP technology. At those moments we managed to link-up mobile phones to the OPAC through a WAP system that allowed searching the catalogue by categories and finding the final location of a document, offering also the address of the library in which the user could loan it. Since then, UOC (and its library) directs its efforts towards adapting the offer of services to all sorts of M-devices used by end users. Left the WAP technology, nowadays the library is experimenting with some new devices like e-books, and some new services to get more feedback through the OPAC and metalibrary search products. We propose the case of Open University of Catalonia, in two levels: M-services applied in the library and M-technologies applied in some other university services and resources.

New genetic models and mesenchymal cells as tools to ameliorate anti-tumor immunity

Résumé Le but final de ce projet est d'utiliser des cellules T ou des cellules souches mésenchymateuses modifiées génétiquement afin de surexprimer localement les deux chémokines CXCL13 et CCL2 ensemble ou chacune séparément à l'intérieur d'une tumeur solide. CXCL13 est supposé induire des structures lymphoïdes ectopiques. Un niveau élevé de CCL2 est présumé initier une inflammation aiguë. La combinaison des deux effets amène à un nouveau modèle d'étude des mécanismes régulateur de la tolérance périphérique et de l'immunité tumorale. Les connaissances acquises grâce à ce modèle pourraient permettre le développement ou l'amélioration des thérapies immunes du cancer. Le but premier de ce travail a été l'établissement d'un modèle génétique de la souris permettant d'exprimer spécifiquement dans la tumeur les deux chémokines d'intérêt à des niveaux élevés. Pour accomplir cette tâche, qui est en fait une thérapie génétique de tumeurs solides, deux types de cellules porteuses potentielles ont été évaluées. Des cellules CD8+ T et des cellules mésenchymateuses de la moelle osseuse transférées dans des receveurs portant une tumeur. Si on pouvait répondre aux besoins de la thérapie génétique, indépendamment de la thérapie immune envisagée, on posséderait là un outil précieux pour bien d'autres approches thérapeutiques. Plusieurs lignées de souris transgéniques ont été générées comme source de cellules CD8+ T modifiées afin d'exprimer les chémokines d'intérêt. Dans une approche doublement transgénique les propriétés de deux promoteurs spécifiques de cellules T ont été combinées en utilisant la technologie Cre-loxP. Le promoteur de granzyme B confère une dépendance d'activation et le promoteur distal de lck assure une forte expression constitutive dès que les cellules CD8+ T ont été activées. Les transgènes construits ont montré une bonne performance in vivo et des souris qui expriment CCL2 dans des cellules CD8+ T activées ont été obtenues. Ces cellules peuvent maintenant être utilisées avec différents protocoles pour transférer des cellules T cytotoxiques (CTL) dans des receveurs porteur d'une tumeur, permettant ainsi d'évaluer leur capacité en tant que porteuse de chémokine d'infiltrer la tumeur. L'établissement de souris transgéniques, qui expriment pareillement CXCL13 est prévu dans un avenir proche. L'évaluation de cellules mésenchymateuses de la moelle osseuse a démontré que ces cellules se greffent efficacement dans le stroma tumoral suite à la co-injection avec des cellules tumorales. Cela représente un outil précieux pour la recherche, vu qu'il permet d'introduire des cellules manipulées dans un modèle tumoral. Les résultats confirment partiellement d'autres résultats rapportés dans un modèle amélioré. Cependant, l'efficacité et la spécificité suggérées de la migration systémique de cellules mésenchymateuses de la moelle osseuse dans une tumeur n'ont pas été observées dans notre modèle, ce qui indique, que ces cellules ne se prêtent pas à une utilisation thérapeutique. Un autre résultat majeur de ce travail est l'établissement de cultures de cellules mésenchymateuses de la moelle osseuse in vitro conditionnées par des tumeurs, ce qui a permis à ces cellules de s'étendre plus rapidement en gardant leur capacité de migration et de greffe. Cela offre un autre outil précieux, vu que la culture in vitro est un pas nécessaire pour une manipulation thérapeutique. Abstract The ultimate aim of the presented project is to use genetically modified T cells or mesenchymal stem cells to locally overexpress the two chemokines CXCL13 and CCL2 together or each one alone inside a solid tumor. CXCL13 is supposed to induce ectopic lymphoid structures and a high level of CCL2 is intended to trigger acute inflamation. The combination of these two effects represents a new model for studying mechanisms that regulate peripheral tolerance and tumor immunity. Gained insights may help developing or improving immunotherapy of cancer. The primary goal of the executed work was the establishment of a genetic mouse model that allows tumor-specific expression of high levels of the two chemokines of interest. For accomplishing this task, which represents gene therapy of solid tumors, two types of potentially useful carrier cells were evaluated. CD8+ T cells and mesenchymal bone marrow cells to be used in adoptive cell transfers into tumor-bearing mice. Irrespectively of the envisaged immunotherapy, satisfaction of so far unmet needs of gene therapy would be a highly valuable tool that may be employed by many other therapeutic approaches, too. Several transgenic mouse lines were generated as a source of CD8+ T cells modified to express the chemokines of interest. In a double transgenic approach the properties of two T cell-specific promoters were combined using Cre-loxP technology. The granzyme B promoter confers activation-dependency and the lck distal promoter assures strong constitutive expression once the CD8+ T cell has been activated. The constructed transgenes showed a good performance in vivo and mice expressing CCL2 in activated CD8+ T cells were obtained. These cells can now be used with different protocols for adoptively transferring cytotoxic T cells (CTL) into tumor-bearing recipients, thus allowing to study their capacity as tumor-infiltrating chemokine carrier. The establishment of transgenic mice likewisely expressing CXCL13 is expected in the near future. In addition, T cells from generated single transgenic mice that have high expression of an EGFP reporter in both CD4+ and CD8+ cells can be easily traced in vivo when setting up adoptive transfer conditions. The evaluation of mesenchymal bone marrow cells demonstrated that these cells can efficiently engraft into tumor stroma upon local coinjection with tumor cells. This represents a valuable tool for research purposes as it allows to introduce manipulated stromal cells into a tumor model. Therefore, the established engraftment model is suited for studying the envisaged immunotherapy. These results confirm to some extend previously reported results in an improved model, however, the suggested systemic tumor homing efficiency and specificity of mesenchymal bone marrow cells was not observed in our model indicating that these cells may not be suited for therapeutic use. Another major result of the presented work is the establishment oftumor-conditioned in vitro culture of mesenchymal bone marrow cells, which allowed to more rapidly expand these cells while maintaining their tumor homing and engrafting capacities. This offers another valuable tool as in vitro culture is a necessary step for therapeutic manipulations.

Peripheral inflammation increases the damage in animal models of nigrostriatal dopaminergic neurodegeneration: possible implication in Parkinson's disease incidence.

Inflammatory processes described in Parkinson’s disease (PD) and its animal models appear to be important in the progression of the pathogenesis, or even a triggering factor. Here we review that peripheral inflammation enhances the degeneration of the nigrostriatal dopaminergic system induced by different insults; different peripheral inflammations have been used, such as IL-1β and the ulcerative colitis model, as well as insults to the dopaminergic system such as 6-hydroxydopamine or lipopolysaccharide. In all cases, an increased loss of dopaminergic neurons was described; inflammation in the substantia nigra increased, displaying a great activation of microglia along with an increase in the production of cytokines such as IL-1β and TNF-α. Increased permeability or disruption of the BBB, with overexpression of the ICAM-1 adhesion molecule and infiltration of circulating monocytes into the substantia nigra, is also involved, since the depletion of circulating monocytes prevents the effects of peripheral inflammation. Data are reviewed in relation to epidemiological studies of PD.

Time-series regression models to study the short-term effects of environmental factors on health

Time series regression models are especially suitable in epidemiology for evaluating short-term effects of time-varying exposures on health. The problem is that potential for confounding in time series regression is very high. Thus, it is important that trend and seasonality are properly accounted for. Our paper reviews the statistical models commonly used in time-series regression methods, specially allowing for serial correlation, make them potentially useful for selected epidemiological purposes. In particular, we discuss the use of time-series regression for counts using a wide range Generalised Linear Models as well as Generalised Additive Models. In addition, recently critical points in using statistical software for GAM were stressed, and reanalyses of time series data on air pollution and health were performed in order to update already published. Applications are offered through an example on the relationship between asthma emergency admissions and photochemical air pollutants

Back to the future in Chagas disease: from animal models to patient cohort studies, progress in immunopathogenesis research

Despite the wealth of information generated by trans-disciplinary research in Chagas disease, knowledge about its multifaceted pathogenesis is still fragmented. Here we review the body of experimental studies in animal models supporting the concept that persistent infection by Trypanosoma cruzi is crucial for the development of chronic myocarditis. Complementing this review, we will make an effort to reconcile seemingly contradictory results concerning the immune profiles of chronic patients from Argentina and Brazil. Finally, we will review the results of molecular studies suggesting that parasite-induced inflammation and tissue damage is, at least in part, mediated by the activities of trans-sialidase, mucin-linked lipid anchors (TLR2 ligand) and cruzipain (a kinin-releasing cysteine protease). One hundred years after the discovery of Chagas disease, it is reassuring that basic and clinical research tends to converge, raising new perspectives for the treatment of chronic Chagas disease.

Simultaneous estimation of indirect and interaction effects using structural equation models

Interaction effects are usually modeled by means of moderated regression analysis. Structural equation models with non-linear constraints make it possible to estimate interaction effects while correcting formeasurement error. From the various specifications, Jöreskog and Yang's(1996, 1998), likely the most parsimonious, has been chosen and further simplified. Up to now, only direct effects have been specified, thus wasting much of the capability of the structural equation approach. This paper presents and discusses an extension of Jöreskog and Yang's specification that can handle direct, indirect and interaction effects simultaneously. The model is illustrated by a study of the effects of an interactive style of use of budgets on both company innovation and performance

Correcting Measurement Error Bias in Interaction Models with Small Samples

Several methods have been suggested to estimate non-linear models with interaction terms in the presence of measurement error. Structural equation models eliminate measurement error bias, but require large samples. Ordinary least squares regression on summated scales, regression on factor scores and partial least squares are appropriate for small samples but do not correct measurement error bias. Two stage least squares regression does correct measurement error bias but the results strongly depend on the instrumental variable choice. This article discusses the old disattenuated regression method as an alternative for correcting measurement error in small samples. The method is extended to the case of interaction terms and is illustrated on a model that examines the interaction effect of innovation and style of use of budgets on business performance. Alternative reliability estimates that can be used to disattenuate the estimates are discussed. A comparison is made with the alternative methods. Methods that do not correct for measurement error bias perform very similarly and considerably worse than disattenuated regression

In vitro and in vivo experimental models for drug screening and development for Chagas disease

Chagas disease, a neglected illness, affects nearly 12-14 million people in endemic areas of Latin America. Although the occurrence of acute cases sharply has declined due to Southern Cone Initiative efforts to control vector transmission, there still remain serious challenges, including the maintenance of sustainable public policies for Chagas disease control and the urgent need for better drugs to treat chagasic patients. Since the introduction of benznidazole and nifurtimox approximately 40 years ago, many natural and synthetic compounds have been assayed against Trypanosoma cruzi, yet only a few compounds have advanced to clinical trials. This reflects, at least in part, the lack of consensus regarding appropriate in vitro and in vivo screening protocols as well as the lack of biomarkers for treating parasitaemia. The development of more effective drugs requires (i) the identification and validation of parasite targets, (ii) compounds to be screened against the targets or the whole parasite and (iii) a panel of minimum standardised procedures to advance leading compounds to clinical trials. This third aim was the topic of the workshop entitled Experimental Models in Drug Screening and Development for Chagas Disease, held in Rio de Janeiro, Brazil, on the 25th and 26th of November 2008 by the Fiocruz Program for Research and Technological Development on Chagas Disease and Drugs for Neglected Diseases Initiative. During the meeting, the minimum steps, requirements and decision gates for the determination of the efficacy of novel drugs for T. cruzi control were evaluated by interdisciplinary experts and an in vitro and in vivo flowchart was designed to serve as a general and standardised protocol for screening potential drugs for the treatment of Chagas disease.

Recovering Euclidean deformable models from stereo-motion

In this paper we present a novel structure from motion (SfM) approach able to infer 3D deformable models from uncalibrated stereo images. Using a stereo setup dramatically improves the 3D model estimation when the observed 3D shape is mostly deforming without undergoing strong rigid motion. Our approach first calibrates the stereo system automatically and then computes a single metric rigid structure for each frame. Afterwards, these 3D shapes are aligned to a reference view using a RANSAC method in order to compute the mean shape of the object and to select the subset of points on the object which have remained rigid throughout the sequence without deforming. The selected rigid points are then used to compute frame-wise shape registration and to extract the motion parameters robustly from frame to frame. Finally, all this information is used in a global optimization stage with bundle adjustment which allows to refine the frame-wise initial solution and also to recover the non-rigid 3D model. We show results on synthetic and real data that prove the performance of the proposed method even when there is no rigid motion in the original sequence