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.

A physical frequency-dependent compact model for RF integrated inductors

A frequency-dependent compact model for inductors in high ohmic substrates, which is based on an energy point-of-view, is developed. This approach enables the description of the most important coupling phenomena that take place inside the device. Magnetically induced losses are quite accurately calculated and coupling between electric and magnetic fields is given by means of a delay constant. The later coupling phenomenon provides a modified procedure for the computation of the fringing capacitance value, when the self-resonance frequency of the inductor is used as a fitting parameter. The model takes into account the width of every metal strip and the pitch between strips. This enables the description of optimized layout inductors. Data from experiments and electromagnetic simulators are presented to test the accuracy of the model.

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.

BPSK to ASK signal conversion using injection-locked oscillators-Part I: theory

This paper presents a new method and circuit for the conversion of binary phase-shift keying (BPSK) signals into amplitude shift keying signals. The basic principles of the conversion method are the superharmonic injection and locking of oscillator circuits, and interference phenomena. The first one is used to synchronize the oscillators, while the second is used to generate an amplitude interference pattern that reproduces the original phase modulation. When combined with an envelope detector, the proposed converter circuit allows the coherent demodulation of BPSK signals without need of any explicit carrier recovery system. The time response of the converter circuit to phase changes of the input signal, as well as the conversion limits, are discussed in detail.

BPSK to ASK signal conversion using injection-locked oscillators-part II: experiment

This paper demonstrates the feasibility of a new circuit for the conversion of binary phase-shift keying signals into amplitude-shift keying signals. In its simplest form, the converter circuit is composed by a power divider, a couple of second harmonic injection-locked oscillators, and a power combiner. The operation of the converter circuit relies on the frequency synchronization of both oscillators and the generation of an interference pattern by combining their outputs, which reproduces the original phase modulation. Two prototypes of the converter have been implemented. The first one is a hybrid version working in the 400-530-MHz frequency range. The second one has been implemented using multichip-module technology, and is intended to work in the 1.8-2.2-GHz frequency range.

Er-Coupled Si Nanocluster Waveguide

Rib-loaded waveguides containing Er3+-coupled Si nanoclusters (Si-nc) have been produced to observe optical gain at 1535 nm. The presence ofSi-nc strongly improves the efficiency ofEr 3+ excitation but may introduce optical loss mechanisms, such as Mie scattering and confined carrier absorption. Losses strongly affect the possibility of obtaining positive optical gain. Si-nc-related losses have been minimized to 1 dB/cm by lowering the annealing time ofthe Er3+-doped silicon-rich oxide deposited by reactive magnetron cosputtering. Photoluminescence (PL) and lifetime measurements show that all Er3+ ions are optically active while those that can be excited at high pump rates via Si-nc are only a small percentage. Er3+ absorption cross section is found comparable to that ofEr 3+ in SiO 2.However, dependence on the effective refractive index has been found. In pump-probe measurements, it is shown how the detrimental role ofconfined carrier absorption can be attenuated by reducing the annealing time. A maximum signal enhancement ofabout 1.34 at 1535 nm was measured.

Microinductive signal conditioning with resonant differential filters: high-sensitivity biodetection applications

Inductive-based devices integrated with Si technology for biodetection applications are characterized, using simple resonant differential filter configurations. This has allowed the corroboration of the viability of the proposed circuits, which are characterized by their very high simplicity, for microinductive signal conditioning in high-sensitivity sensor devices. The simulation of these simple circuits predicts sensitivities of the differential output voltage which can achieve values in the range of 0.1-1 V/nH, depending on the coil parameters. These very high-sensitivity values open the possibility for the experimental detection of extremely small inductance changes in the devices. For real microinductive devices, both series resistance and parasitic capacitive components contribute to the decrease of the differential circuit sensitivity. Nevertheless, measurements performed using micro-coils fabricated with relatively high series resistance and coupling parasitic effects have allowed detection of changes in the range of 2 nH. which are compatible with biodetection applications with estimated detection limits below the picomolarity range.

Contribution of the gap junction proteins Connexin40 and Connexin43 to the control of blood pressure

Summary Cells in tissues and organs coordinate their activities by communicating with each other through intercellular channels named gap junctions. These channels are conduits between the cytoplasmic compartments of adjacent cells, allowing the exchange of small molecules which may be crucial for hormone secretion. Renin is normally secreted in a regulated manner by specific cells of the juxtaglomerular apparatus located within the renal cortex. Gap junctional communication may be requisite to maintain an accurate functioning in coordination of renin-producing cells, more especially as renin is of paramount importance for the control of blood pressure. Connexin43 (Cx43) and Cx40 form gap junctions that link in vivo the cells of the juxtaglomerular apparatus. Cx43 links the endothelial cells, whereas gap junctions made of Cx40 connect the endothelial cells, the renin secreting cells, as well as the endothelial cells of to the renin-secreting cells of the afferent arteriole. The observation that loss of Cx40 results in chronic hypertension associated with altered vasomotion and signal conduction along arterioles, has lead us to suggest that connexins may contribute to control blood pressure by participating to the integration of various mechanical, osmotic and electrochemical stimuli involved in the control of renin secretion and by mediating the adaptive changes of the vascular wall induced by elevated blood pressure and mechanical stress. We therefore postulated that the absence of Cx40 could have deleterious effects on the coordinated functioning of the renin-containing cells, hence accounting for hypertension. In the first part of my thesis, we reported that Cx40-deficient mice (Cx40) are hypertensive due to increased plasma renin levels and numbers of renin-producing cells. Besides, we demonstrated that prostaglandins and nitric oxide, which are possible mediators in the regulation of renin secretion by the macula densa, exert a critical role in the mechanisms controlling blood pressure ín Cx40 knockout hypertensive mice. In view of previous studies that stated avessel-specifc increase in the expression of Cx43 during renin-dependent hypertension, we hypothesized that Cx43 channels are particularly well-matched to integrate the response of cells constituting the vascular wall to hypertensive conditions. Using transgenic mice in which Cx43 was replaced by Cx32, we revealed that the replacement of Cx43 by Cx32 is associated with decreased expression and secretion of renin and prevent the renin-dependent hypertension which is normally induced in the 2K1C model. To gain insights into the regulation of connexins in two separate tissues exposed to the same fluid pressure, the second part of my thesis work was dedicated to the study of the impact of chronic hypertension and related hypertrophy on the expression of the cardiovascular connexins (Cx40, Cx37, Cx43 and Cx45) in mouse aorta and heart. Our results documented that the expression of connexins is differentially regulated in mouse aorta. according to the models of hypertension. Thus, blood pressure induces mechanical forces that differentially alter the expression of vascular connexins in order to respond to an adaptation of the aortic wall observed under pathological conditions. Altogether these data provide the first evidences that intercellular communication mediated by gap junctions is required for a proper renin secretion from the juxtaglomerular apparatus in order to control blood pressure.

Drift compensation of gas sensor array data by Orthogonal Signal Correction

Drift is an important issue that impairs the reliability of gas sensing systems. Sensor aging, memory effects and environmental disturbances produce shifts in sensor responses that make initial statistical models for gas or odor recognition useless after a relatively short period (typically few weeks). Frequent recalibrations are needed to preserve system accuracy. However, when recalibrations involve numerous samples they become expensive and laborious. An interesting and lower cost alternative is drift counteraction by signal processing techniques. Orthogonal Signal Correction (OSC) is proposed for drift compensation in chemical sensor arrays. The performance of OSC is also compared with Component Correction (CC). A simple classification algorithm has been employed for assessing the performance of the algorithms on a dataset composed by measurements of three analytes using an array of seventeen conductive polymer gas sensors over a ten month period.

Reggies/flotillins regulate E-cadherin-mediated cell contact formation by affecting EGFR trafficking.

The reggie/flotillin proteins are implicated in membrane trafficking and, together with the cellular prion protein (PrP), in the recruitment of E-cadherin to cell contact sites. Here, we demonstrate that reggies, as well as PrP down-regulation, in epithelial A431 cells cause overlapping processes and abnormal formation of adherens junctions (AJs). This defect in cell adhesion results from reggie effects on Src tyrosine kinases and epidermal growth factor receptor (EGFR): loss of reggies reduces Src activation and EGFR phosphorylation at residues targeted by Src and c-cbl and leads to increased surface exposure of EGFR by blocking its internalization. The prolonged EGFR signaling at the plasma membrane enhances cell motility and macropinocytosis, by which junction-associated E-cadherin is internalized and recycled back to AJs. Accordingly, blockage of EGFR signaling or macropinocytosis in reggie-deficient cells restores normal AJ formation. Thus, by promoting EGFR internalization, reggies restrict the EGFR signaling involved in E-cadherin macropinocytosis and recycling and regulate AJ formation and dynamics and thereby cell adhesion.

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.

c-Jun N-terminal kinase binding domain-dependent phosphorylation of mitogen-activated protein kinase kinase 4 and mitogen-activated protein kinase kinase 7 and balancing cross-talk between c-Jun N-terminal kinase and extracellular signal-regulated kinase pathways in cortical neurons

The c-Jun N-terminal kinase (JNK) is a mitogen-activated protein kinase (MAPK) activated by stress-signals and involved in many different diseases. Previous results proved the powerful effect of the cell permeable peptide inhibitor d-JNKI1 (d-retro-inverso form of c-Jun N-terminal kinase-inhibitor) against neuronal death in CNS diseases, but the precise features of this neuroprotection remain unclear. We here performed cell-free and in vitro experiments for a deeper characterization of d-JNKI1 features in physiological conditions. This peptide works by preventing JNK interaction with its c-Jun N-terminal kinase-binding domain (JBD) dependent targets. We here focused on the two JNK upstream MAPKKs, mitogen-activated protein kinase kinase 4 (MKK4) and mitogen-activated protein kinase kinase 7 (MKK7), because they contain a JBD homology domain. We proved that d-JNKI1 prevents MKK4 and MKK7 activity in cell-free and in vitro experiments: these MAPKK could be considered not only activators but also substrates of JNK. This means that d-JNKI1 can interrupt downstream but also upstream events along the JNK cascade, highlighting a new remarkable feature of this peptide. We also showed the lack of any direct effect of the peptide on p38, MEK1, and extracellular signal-regulated kinase (ERK) in cell free, while in rat primary cortical neurons JNK inhibition activates the MEK1-ERK-Ets1/c-Fos cascade. JNK inhibition induces a compensatory effect and leads to ERK activation via MEK1, resulting in an activation of the survival pathway-(MEK1/ERK) as a consequence of the death pathway-(JNK) inhibition. This study should hold as an important step to clarify the strong neuroprotective effect of d-JNKI1.