The aggregate claims distribution of a life insurance portfolio with a pairwise positive dependence structure

The individual life model has always been considered as the one closest to the real situation of the total claims of a life insurance portfolio. It only makes the ¿nearly inevitable assumption¿ of independence of the lifelenghts of insured persons in the portfolio. Many clinical studies, however, have demonstrated positive dependence of paired lives such as husband and wife. In our opinion, it won¿t be unrealistic expecting a considerable number of married couples in any life insurance portfolio (e.g. life insurance contracts formalized at the time of signing a mortatge) and these dependences materially increase the values for the stop-loss premiums associated to the aggregate claims of the portfolio. Since the stop-loss order is the order followed by any risk averse decison maker, the simplifying hypothesis of independence constitute a real financial danger for the company, in the sense that most of their decisions are based on the aggregated claims distribution. In this paper, we will determine approximations for the distribution of the aggregate claims of a life insurance portfolio with some married couples and we will describe how to make safe decisions when we don¿t know exactly the dependence structure between the risks in each couple. Results in this paper are partly based on results in Dhaene and Goovaerts (1997)

The Effect of Inoculum Size on Selection of In Vitro Resistance to Vancomycin, Daptomycin, and Linezolid in Methicillin-Resistant Staphylococcus aureus.

OBJECTIVES: The inoculum effect (IE) is an increase in the minimum inhibitory concentration (MIC) at high bacterial densities. The effect of three inoculum sizes on the selection of resistance to vancomycin, daptomycin, and linezolid was investigated in methicillin-resistant Staphylococcus aureus (MRSA). METHODS: Low (10(4) CFU/ml), medium (10(6) CFU/ml), and high (10(8) CFU/ml) inocula of MRSA were exposed to twofold increasing concentrations of either drug during 15 days of cycling. MICs for low (MICL), medium (MICM), and high (MICH) inocula were determined daily. Conventional MICs were measured at days 1, 5, 10, and 15. Experiments were performed in triplicate. RESULTS: At the beginning of the experiment a small IE was observed for vancomycin (MICL=1 μg/ml, MICM=1-2 μg/ml, and MICH=2 μg/ml) and a significant IE for daptomycin (MICL=0.25 μg/ml, MICM=0.25-0.5 μg/ml, and MICH=2 μg/ml). Linezolid exhibited no IE at low and medium inocula (MICL=1 μg/ml and MICM=1-2 μg/ml), but with the high inoculum, concentrations up to 2,048 μg/ml did not fully inhibit visual growth. During cycling, increase of MIC was observed for all antibiotics. At day 15, MICL, MICM, and MICH of vancomycin were 2-4, 4-8, and 4-16 μg/ml and of daptomycin were 0.5-2, 8-128, and 64-256 μg/ml, respectively. MICL and MICM of linezolid were 1 and 2-4 μg/ml, respectively. Conventional MICs showed vancomycin and daptomycin selection of resistance since day 5 depending on the inocula. No selection of linezolid resistance was observed. CONCLUSIONS: Our results showed the importance of the inoculum size in the development of resistance. Measures aimed at lowering the inoculum at the site of infection should be used whenever possible in parallel to antimicrobial therapy.

An Essential Role for Insulin and IGF1 Receptors in Regulating Sertoli Cell Proliferation, Testis Size, and FSH Action in Mice.

Testis size and sperm production are directly correlated to the total number of adult Sertoli cells (SCs). Although the establishment of an adequate number of SCs is crucial for future male fertility, the identification and characterization of the factors regulating SC survival, proliferation, and maturation remain incomplete. To investigate whether the IGF system is required for germ cell (GC) and SC development and function, we inactivated the insulin receptor (Insr), the IGF1 receptor (Igf1r), or both receptors specifically in the GC lineage or in SCs. Whereas ablation of insulin/IGF signaling appears dispensable for GCs and spermatogenesis, adult testes of mice lacking both Insr and Igf1r in SCs (SC-Insr;Igf1r) displayed a 75% reduction in testis size and daily sperm production as a result of a reduced proliferation rate of immature SCs during the late fetal and early neonatal testicular period. In addition, in vivo analyses revealed that FSH requires the insulin/IGF signaling pathway to mediate its proliferative effects on immature SCs. Collectively, these results emphasize the essential role played by growth factors of the insulin family in regulating the final number of SCs, testis size, and daily sperm output. They also indicate that the insulin/IGF signaling pathway is required for FSH-mediated SC proliferation.

Semiquantitative RT-PCR measurement of gene expression in rat tissues including a correction for varying cell size and number

Background: Current methodology of gene expression analysis limits the possibilities of comparison between cells/tissues of organs in which cell size and/or number changes as a consequence of the study (e.g. starvation). A method relating the abundance of specific mRNA copies per cell may allow direct comparison or different organs and/or changing physiological conditions. Methods: With a number of selected genes, we analysed the relationship of the number of bases and the fluorescence recorded at a present level using cDNA standards. A lineal relationship was found between the final number of bases and the length of the transcript. The constants of this equation and those of the relationship between fluorescence and number of bases in cDNA were determined and a general equation linking the length of the transcript and the initial number of copies of mRNA was deduced for a given pre-established fluorescence setting. This allowed the calculation of the concentration of the corresponding mRNAs per g of tissue. The inclusion of tissue RNA and the DNA content per cell, allowed the calculation of the mRNA copies per cell. Results: The application of this procedure to six genes: Arbp, cyclophilin, ChREBP, T4 deiodinase 2, acetyl-CoA carboxylase 1 and IRS-1, in liver and retroperitoneal adipose tissue of food-restricted rats allowed precise measures of their changes irrespective of the shrinking of the tissue, the loss of cells or changes in cell size, factors that deeply complicate the comparison between changing tissue conditions. The percentage results obtained with the present methods were essentially the same obtained with the delta-delta procedure and with individual cDNA standard curve quantitative RT-PCR estimation. Conclusion: The method presented allows the comparison (i.e. as copies of mRNA per cell) between different genes and tissues, establishing the degree of abundance of the different molecular species tested.

Growth and melting of the nematic phase: sample thickness dependence of the Mullins-Sekerka instability

In this article we report our systematic studies of the dependence on the sample thickness of the onset parameters of the instability of the nematic-isotropic interface during directional growth and melting, in homeotropic or planar anchoring.

Neutral atoms in ionic lattices: Excited states of KCl:Ag(0)

The optical-absorption spectrum of a cationic Ag0 atom in a KCl crystal has been studied theoretically by means of a series of cluster models of increasing size. Excitation energies have been determined by means of a multiconfigurational self-consistent field procedure followed by a second-order perturbation correlation treatment. Moreover results obtained within the density-functional framework are also reported. The calculations confirm the assignment of bands I and IV to transitions of the Ag-5s electron into delocalized states with mainly K-4s,4p character. Bands II and III have been assigned to internal transitions on the Ag atom, which correspond to the atomic Ag-4d to Ag-5s transition. We also determine the lowest charge transfer (CT) excitation energy and confirm the assignment of band VI to such a transition. The study of the variation of the CT excitation energy with the Ag-Cl distance R gives additional support to a large displacement of the Cl ions due to the presence of the Ag0 impurity. Moreover, from the present results, it is predicted that on passing to NaCl:Ag0 the CT onset would be out of the optical range while the 5s-5p transition would undergo a redshift of 0.3 eV. These conclusions, which underline the different character of involved orbitals, are consistent with experimental findings. The existence of a CT transition in the optical range for an atom inside an ionic host is explained by a simple model, which also accounts for the differences with the more common 3d systems. The present study sheds also some light on the R dependence of the s2-sp transitions due to s2 ions like Tl+.

First principles LDA+U and GGA+U study of cerium oxides: Dependence on the effective U-parameter

The electronic structure and properties of cerium oxides (CeO2 and Ce2O3) have been studied in the framework of the LDA+U and GGA(PW91)+U implementations of density functional theory. The dependence of selected observables of these materials on the effective U parameter has been investigated in detail. The examined properties include lattice constants, bulk moduli, density of states, and formation energies of CeO2 and Ce2O3. For CeO2, the LDA+U results are in better agreement with experiment than the GGA+U results whereas for the computationally more demanding Ce2O3 both approaches give comparable accuracy. Furthermore, as expected, Ce2O3 is much more sensitive to the choice of the U value. Generally, the PW91 functional provides an optimal agreement with experiment at lower U energies than LDA does. In order to achieve a balanced description of both kinds of materials, and also of nonstoichiometric CeO2¿x phases, an appropriate choice of U is suggested for LDA+U and GGA+U schemes. Nevertheless, an optimum value appears to be property dependent, especially for Ce2O3. Optimum U values are found to be, in general, larger than values determined previously in a self-consistent way.

The half-size ABC transporters STR1 and STR2 are indispensable for mycorrhizal arbuscule formation in rice.

The central structure of the symbiotic association between plants and arbuscular mycorrhizal (AM) fungi is the fungal arbuscule that delivers minerals to the plant. Our earlier transcriptome analyses identified two half-size ABCG transporters that displayed enhanced mRNA levels in mycorrhizal roots. We now show specific transcript accumulation in arbusculated cells of both genes during symbiosis. Presently, arbuscule-relevant factors from monocotyledons have not been reported. Mutation of either of the Oryza sativa (rice) ABCG transporters blocked arbuscule growth of different AM fungi at a small and stunted stage, recapitulating the phenotype of Medicago truncatula stunted arbuscule 1 and 2 (str1 and str2) mutants that are deficient in homologous ABCG genes. This phenotypic resemblance and phylogenetic analysis suggest functional conservation of STR1 and STR2 across the angiosperms. Malnutrition of the fungus underlying limited arbuscular growth was excluded by the absence of complementation of the str1 phenotype by wild-type nurse plants. Furthermore, plant AM signaling was found to be intact, as arbuscule-induced marker transcript accumulation was not affected in str1 mutants. Strigolactones have previously been hypothesized to operate as intracellular hyphal branching signals and possible substrates of STR1 and STR2. However, full arbuscule development in the strigolactone biosynthesis mutants d10 and d17 suggested strigolactones to be unlikely substrates of STR1/STR2. Interestingly, rice STR1 is associated with a cis-natural antisense transcript (antiSTR1). Analogous to STR1 and STR2, at the root cortex level, the antiSTR1 transcript is specifically detected in arbusculated cells, suggesting unexpected modes of STR1 regulation in rice.

Disrupting the EMMPRIN (CD147)-cyclophilin A interaction reduces infarct size and preserves systolic function after myocardial ischemia and reperfusion.

Objective-Inflammation and proteolysis crucially contribute to myocardial ischemia and reperfusion injury. The extracellular matrix metalloproteinase inducer EMMPRIN (CD147) and its ligand cyclophilin A (CyPA) may be involved in both processes. The aim of the study was to characterize the role of the CD147 and CyPA interplay in myocardial ischemia/reperfusion (I/R) injury.Methods and Results-Immunohistochemistry showed enhanced expression of CD147 and CyPA in myocardial sections from human autopsies of patients who had died from acute myocardial infarction and from mice at 24 hours after I/R. At 24 hours and 7 days after I/R, the infarct size was reduced in CD147(+/-) mice vs CD147(+/+) mice (C57Bl/6), in mice (C57Bl/6) treated with monoclonal antibody anti-CD147 vs control monoclonal antibody, and in CyPA(-/-) mice vs CyPA(+/+) mice (129S6/SvEv), all of which are associated with reduced monocyte and neutrophil recruitment at 24 hours and with a preserved systolic function at 7 days. The combination of CyPA(-/-) mice with anti-CD147 treatment did not yield further protection compared with either inhibition strategy alone. In vitro, treatment with CyPA induced monocyte chemotaxis in a CD147-and phosphatidylinositol 3-kinase-dependent manner and induced monocyte rolling and adhesion to endothelium (human umbilical vein endothelial cells) under flow in a CD147-dependent manner.Conclusion-CD147 and its ligand CyPA are inflammatory mediators after myocardial ischemia and reperfusion and represent potential targets to prevent myocardial I/R injury.

The economic burden of alcohol dependence in europe.

AIMS: To determine the economic burden pertaining to alcohol dependence in Europe. METHODS: Database searching was combined with grey literature searching to identify costs and resource use in Europe relating to alcohol dependence as defined by the Diagnostic and Statistical Manual of Mental Disorders (DSM-IV) or the World Health Organisation's International Classification of Diseases (ICD-10). Searches combined MeSH headings for both economic terms and terms pertaining to alcohol dependence. Relevant outcomes included direct healthcare costs and indirect societal costs. Main resource use outcomes included hospitalization and drug costs. RESULTS: Compared with the number of studies of the burden of alcohol use disorders in general, relatively few focussed specifically on alcohol dependence. Twenty-two studies of variable quality were eligible for inclusion. The direct costs of alcohol dependence in Europe were substantial, the treatment costs for a single alcohol-dependent patient lying within the range euro1591-euro7702 per hospitalization and the annual total direct costs accounting for 0.04-0.31% of an individual country's gross domestic product (GDP). These costs were driven primarily by hospitalization; in contrast, the annual drug costs for alcohol dependence were low. The indirect costs were more substantial than the direct costs, accounting for up to 0.64% of GDP per country annually. Alcohol dependence may be more costly in terms of health costs per patient than alcohol abuse. CONCLUSIONS: This review confirms that alcohol dependence represents a significant burden for European healthcare systems and society. Difficulties in comparing across cost-of-illness studies in this disease area, however, prevent specific estimation of the economic burden.

Hypoinsulinaemia, glucose intolerance and diminished beta-cell size in S6K1-deficient mice.

Insulin controls glucose homeostasis by regulating glucose use in peripheral tissues, and its own production and secretion in pancreatic beta cells. These responses are largely mediated downstream of the insulin receptor substrates, IRS-1 and IRS-2 (refs 4-8), through distinct signalling pathways. Although a number of effectors of these pathways have been identified, their roles in mediating glucose homeostasis are poorly defined. Here we show that mice deficient for S6 kinase 1, an effector of the phosphatidylinositide-3-OH kinase signalling pathway, are hypoinsulinaemic and glucose intolerant. Whereas insulin resistance is not observed in isolated muscle, such mice exhibit a sharp reduction in glucose-induced insulin secretion and in pancreatic insulin content. This is not due to a lesion in glucose sensing or insulin production, but to a reduction in pancreatic endocrine mass, which is accounted for by a selective decrease in beta-cell size. The observed phenotype closely parallels those of preclinical type 2 diabetes mellitus, in which malnutrition-induced hypoinsulinaemia predisposes individuals to glucose intolerance.