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.

Improved Innate and Adaptive Immunostimulation by Genetically Modified HIV-1 Protein Expressing NYVAC Vectors.

Attenuated poxviruses are safe and capable of expressing foreign antigens. Poxviruses are applied in veterinary vaccination and explored as candidate vaccines for humans. However, poxviruses express multiple genes encoding proteins that interfere with components of the innate and adaptive immune response. This manuscript describes two strategies aimed to improve the immunogenicity of the highly attenuated, host-range restricted poxvirus NYVAC: deletion of the viral gene encoding type-I interferon-binding protein and development of attenuated replication-competent NYVAC. We evaluated these newly generated NYVAC mutants, encoding HIV-1 env, gag, pol and nef, for their ability to stimulate HIV-specific CD8 T-cell responses in vitro from blood mononuclear cells of HIV-infected subjects. The new vectors were evaluated and compared to the parental NYVAC vector in dendritic cells (DCs), RNA expression arrays, HIV gag expression and cross-presentation assays in vitro. Deletion of type-I interferon-binding protein enhanced expression of interferon and interferon-induced genes in DCs, and increased maturation of infected DCs. Restoration of replication competence induced activation of pathways involving antigen processing and presentation. Also, replication-competent NYVAC showed increased Gag expression in infected cells, permitting enhanced cross-presentation to HIV-specific CD8 T cells and proliferation of HIV-specific memory CD8 T-cells in vitro. The recombinant NYVAC combining both modifications induced interferon-induced genes and genes involved in antigen processing and presentation, as well as increased Gag expression. This combined replication-competent NYVAC is a promising candidate for the next generation of HIV vaccines.

CoDa-dendrogram: A new exploratory too

The use of orthonormal coordinates in the simplex and, particularly, balance coordinates, has suggested the use of a dendrogram for the exploratory analysis of compositional data. The dendrogram is based on a sequential binary partition of a compositional vector into groups of parts. At each step of a partition, one group of parts isdivided into two new groups, and a balancing axis in the simplex between both groupsis defined. The set of balancing axes constitutes an orthonormal basis, and the projections of the sample on them are orthogonal coordinates. They can be represented in adendrogram-like graph showing: (a) the way of grouping parts of the compositional vector; (b) the explanatory role of each subcomposition generated in the partition process;(c) the decomposition of the total variance into balance components associated witheach binary partition; (d) a box-plot of each balance. This representation is useful tohelp the interpretation of balance coordinates; to identify which are the most explanatory coordinates; and to describe the whole sample in a single diagram independentlyof the number of parts of the sample

Angiogenesis-related gene expression profile with independent prognostic value in advanced ovarian carcinoma.

BACKGROUND Ovarian carcinoma is the most important cause of gynecological cancer-related mortality in Western societies. Despite the improved median overall survival in patients receiving chemotherapy regimens such as paclitaxel and carboplatin combination, relapse still occurs in most advanced diseased patients. Increased angiogenesis is associated with rapid recurrence and decreased survival in ovarian cancer. This study was planned to identify an angiogenesis-related gene expression profile with prognostic value in advanced ovarian carcinoma patients. METHODOLOGY/PRINCIPAL FINDINGS RNAs were collected from formalin-fixed paraffin-embedded samples of 61 patients with III/IV FIGO stage ovarian cancer who underwent surgical cytoreduction and received a carboplatin plus paclitaxel regimen. Expression levels of 82 angiogenesis related genes were measured by quantitative real-time polymerase chain reaction using TaqMan low-density arrays. A 34-gene-profile which was able to predict the overall survival of ovarian carcinoma patients was identified. After a leave-one-out cross validation, the profile distinguished two groups of patients with different outcomes. Median overall survival and progression-free survival for the high risk group was 28.3 and 15.0 months, respectively, and was not reached by patients in the low risk group at the end of follow-up. Moreover, the profile maintained an independent prognostic value in the multivariate analysis. The hazard ratio for death was 2.3 (95% CI, 1.5 to 3.2; p<0.001). CONCLUSIONS/SIGNIFICANCE It is possible to generate a prognostic model for advanced ovarian carcinoma based on angiogenesis-related genes using formalin-fixed paraffin-embedded samples. The present results are consistent with the increasing weight of angiogenesis genes in the prognosis of ovarian carcinoma.

The molecular signature of the stroma response in prostate cancer-induced osteoblastic bone metastasis highlights expansion of hematopoietic and prostate epithelial stem cell niches.

The reciprocal interaction between cancer cells and the tissue-specific stroma is critical for primary and metastatic tumor growth progression. Prostate cancer cells colonize preferentially bone (osteotropism), where they alter the physiological balance between osteoblast-mediated bone formation and osteoclast-mediated bone resorption, and elicit prevalently an osteoblastic response (osteoinduction). The molecular cues provided by osteoblasts for the survival and growth of bone metastatic prostate cancer cells are largely unknown. We exploited the sufficient divergence between human and mouse RNA sequences together with redefinition of highly species-specific gene arrays by computer-aided and experimental exclusion of cross-hybridizing oligonucleotide probes. This strategy allowed the dissection of the stroma (mouse) from the cancer cell (human) transcriptome in bone metastasis xenograft models of human osteoinductive prostate cancer cells (VCaP and C4-2B). As a result, we generated the osteoblastic bone metastasis-associated stroma transcriptome (OB-BMST). Subtraction of genes shared by inflammation, wound healing and desmoplastic responses, and by the tissue type-independent stroma responses to a variety of non-osteotropic and osteotropic primary cancers generated a curated gene signature ("Core" OB-BMST) putatively representing the bone marrow/bone-specific stroma response to prostate cancer-induced, osteoblastic bone metastasis. The expression pattern of three representative Core OB-BMST genes (PTN, EPHA3 and FSCN1) seems to confirm the bone specificity of this response. A robust induction of genes involved in osteogenesis and angiogenesis dominates both the OB-BMST and Core OB-BMST. This translates in an amplification of hematopoietic and, remarkably, prostate epithelial stem cell niche components that may function as a self-reinforcing bone metastatic niche providing a growth support specific for osteoinductive prostate cancer cells. The induction of this combinatorial stem cell niche is a novel mechanism that may also explain cancer cell osteotropism and local interference with hematopoiesis (myelophthisis). Accordingly, these stem cell niche components may represent innovative therapeutic targets and/or serum biomarkers in osteoblastic bone metastasis.

Compositional analysis of bivariate discrete probabilities

A joint distribution of two discrete random variables with finite support can be displayed as a two way table of probabilities adding to one. Assume that this table hasn rows and m columns and all probabilities are non-null. This kind of table can beseen as an element in the simplex of n · m parts. In this context, the marginals areidentified as compositional amalgams, conditionals (rows or columns) as subcompositions. Also, simplicial perturbation appears as Bayes theorem. However, the Euclideanelements of the Aitchison geometry of the simplex can also be translated into the tableof probabilities: subspaces, orthogonal projections, distances.Two important questions are addressed: a) given a table of probabilities, which isthe nearest independent table to the initial one? b) which is the largest orthogonalprojection of a row onto a column? or, equivalently, which is the information in arow explained by a column, thus explaining the interaction? To answer these questionsthree orthogonal decompositions are presented: (1) by columns and a row-wise geometric marginal, (2) by rows and a columnwise geometric marginal, (3) by independenttwo-way tables and fully dependent tables representing row-column interaction. Animportant result is that the nearest independent table is the product of the two (rowand column)-wise geometric marginal tables. A corollary is that, in an independenttable, the geometric marginals conform with the traditional (arithmetic) marginals.These decompositions can be compared with standard log-linear models.Key words: balance, compositional data, simplex, Aitchison geometry, composition,orthonormal basis, arithmetic and geometric marginals, amalgam, dependence measure,contingency table

Compositional data and Simpson's paradox

Simpson's paradox, also known as amalgamation or aggregation paradox, appears whendealing with proportions. Proportions are by construction parts of a whole, which canbe interpreted as compositions assuming they only carry relative information. TheAitchison inner product space structure of the simplex, the sample space of compositions, explains the appearance of the paradox, given that amalgamation is a nonlinearoperation within that structure. Here we propose to use balances, which are specificelements of this structure, to analyse situations where the paradox might appear. Withthe proposed approach we obtain that the centre of the tables analysed is a naturalway to compare them, which avoids by construction the possibility of a paradox.Key words: Aitchison geometry, geometric mean, orthogonal projection

DNA microarrays and plant defence

Recent progress in understanding plant defence has highlighted a complex, interacting network of signalling pathways leading to the induction of numerous genes. The advent of new technologies for the global analysis of gene expression is fundamentally affecting research in biology, and studies on plant defence should benefit from these new approaches. Genome-wide microarrays will provide a powerful tool for the discovery of all defence-related genes and should help in elucidating their function. The association of a particular signalling pathway with a defence response can be tested with microarrays and defined mutants. Comparison of transcript profiles after biotic and abiotic stresses reveals overlapping activation of defence-related genes and defines new concepts on how plants cope with multiple aggressions. The combination of expression data with other biochemical or metabolite measurements seems another promising approach. Finally, small-scale, dedicated microarrays containing sets of well-characterised genes might prove to be a very useful complement to more expensive, less accessible, large-scale arrays.

Laboratory detection of respiratory viruses by automated techniques.

Advances in clinical virology for detecting respiratory viruses have been focused on nucleic acids amplification techniques, which have converted in the reference method for the diagnosis of acute respiratory infections of viral aetiology. Improvements of current commercial molecular assays to reduce hands-on-time rely on two strategies, a stepwise automation (semi-automation) and the complete automation of the whole procedure. Contributions to the former strategy have been the use of automated nucleic acids extractors, multiplex PCR, real-time PCR and/or DNA arrays for detection of amplicons. Commercial fully-automated molecular systems are now available for the detection of respiratory viruses. Some of them could convert in point-of-care methods substituting antigen tests for detection of respiratory syncytial virus and influenza A and B viruses. This article describes laboratory methods for detection of respiratory viruses. A cost-effective and rational diagnostic algorithm is proposed, considering technical aspects of the available assays, infrastructure possibilities of each laboratory and clinic-epidemiologic factors of the infection.

Gap probabilities for the cardinal sine

We study the zero set of random analytic functions generated by a sum of the cardinal sine functions which form an orthogonal basis for the Paley-Wiener space. As a model case, we consider real-valued Gaussian coefficients. It is shown that the asymptotic probability that there is no zero in a bounded interval decays exponentially as a function of the length.

Estudio comparativo de la respuesta inflamatoria peritoneal en la gastrectomía por cáncer: abordaje abierto frente abordaje laparoscópico.

Introducción Estudios en colecistectomías y cáncer colorrectal demostraron que la laparoscopia genera menor respuesta inflamatoria sistémica. Escasos trabajos en cáncer gástrico evalúan el impacto inflamatorio en laparoscopia y emplean metodología deficiente. Hipótesis Demostrar mediante el estudio de tejido peritoneal la menor respuesta inflamatoria(protein-arrays) en pacientes gastrectomizados por laparoscopia vs. vía abierta. Material y métodos 26 pacientes: laparoscópica (12) vs. abierta (14); 2010-2012. Resultados Basados en TNF muestran incremento similar de respuesta a la agresión quirúrgica (aunque hubo diferencias en valores finales en ambos abordajes). Conclusiones Resultados preliminares apuntan hacia conclusiones estadísticamente significativas que apoyen nuestra hipótesis: menor respuesta inflamatoria en laparoscopia y correlación con datos clínicos.

How to confirm C.E.R.A. doping in athletes' blood?

C.E.R.A. (Continuous Erythropoietin Receptor Activator) is a new third-generation erythropoiesis-stimulating agent that has recently been linked with abuse in endurance sports. The anti-doping community rapidly reacted by releasing a high-throughput screening ELISA allowing the detection of C.E.R.A. doping in athletes' blood. In order to return adverse analytical findings, anti-doping laboratories, however, need, as far as possible, to confirm the presence of the drug in athletes' samples through orthogonal methods. This article focuses on the comparison of 2 proposed confirmation assays based on gel electrophoresis that were coupled with a new sample immunopurification method. IEF, the classical method used to target erythropoietin (EPO) and its recombinant analogues in athletes' samples, and SARKOSYL-PAGE were applied to the plasma samples of subjects having received a single injection of C.E.R.A. It was demonstrated that SARKOSYL-PAGE was at least 6 times more sensitive than IEF, with comparable specificity. A longer detection window coupled with easier interpretation criteria led us to recommend the use of SARKOSYL-PAGE to confirm C.E.R.A. presence in athletes' blood.

CATMA, a comprehensive genome-scale resource for silencing and transcript profiling of Arabidopsis genes.

BACKGROUND: The Complete Arabidopsis Transcript MicroArray (CATMA) initiative combines the efforts of laboratories in eight European countries 1 to deliver gene-specific sequence tags (GSTs) for the Arabidopsis research community. The CATMA initiative offers the power and flexibility to regularly update the GST collection according to evolving knowledge about the gene repertoire. These GST amplicons can easily be reamplified and shared, subsets can be picked at will to print dedicated arrays, and the GSTs can be cloned and used for other functional studies. This ongoing initiative has already produced approximately 24,000 GSTs that have been made publicly available for spotted microarray printing and RNA interference. RESULTS: GSTs from the CATMA version 2 repertoire (CATMAv2, created in 2002) were mapped onto the gene models from two independent Arabidopsis nuclear genome annotation efforts, TIGR5 and PSB-EuGène, to consolidate a list of genes that were targeted by previously designed CATMA tags. A total of 9,027 gene models were not tagged by any amplified CATMAv2 GST, and 2,533 amplified GSTs were no longer predicted to tag an updated gene model. To validate the efficacy of GST mapping criteria and design rules, the predicted and experimentally observed hybridization characteristics associated to GST features were correlated in transcript profiling datasets obtained with the CATMAv2 microarray, confirming the reliability of this platform. To complete the CATMA repertoire, all 9,027 gene models for which no GST had yet been designed were processed with an adjusted version of the Specific Primer and Amplicon Design Software (SPADS). A total of 5,756 novel GSTs were designed and amplified by PCR from genomic DNA. Together with the pre-existing GST collection, this new addition constitutes the CATMAv3 repertoire. It comprises 30,343 unique amplified sequences that tag 24,202 and 23,009 protein-encoding nuclear gene models in the TAIR6 and EuGène genome annotations, respectively. To cover the remaining untagged genes, we identified 543 additional GSTs using less stringent design criteria and designed 990 sequence tags matching multiple members of gene families (Gene Family Tags or GFTs) to cover any remaining untagged genes. These latter 1,533 features constitute the CATMAv4 addition. CONCLUSION: To update the CATMA GST repertoire, we designed 7,289 additional sequence tags, bringing the total number of tagged TAIR6-annotated Arabidopsis nuclear protein-coding genes to 26,173. This resource is used both for the production of spotted microarrays and the large-scale cloning of hairpin RNA silencing vectors. All information about the resulting updated CATMA repertoire is available through the CATMA database http://www.catma.org.

Coactivated platelet-derived growth factor receptor {alpha} and epidermal growth factor receptor are potential therapeutic targets in intimal sarcoma.

Intimal sarcoma (IS) is a rare, malignant, and aggressive tumor that shows a relentless course with a concomitant low survival rate and for which no effective treatment is available. In this study, 21 cases of large arterial blood vessel IS were analyzed by immunohistochemistry and fluorescence in situ hybridization and selectively by karyotyping, array comparative genomic hybridization, sequencing, phospho-kinase antibody arrays, and Western immunoblotting in search for novel diagnostic markers and potential molecular therapeutic targets. Ex vivo immunoassays were applied to test the sensitivity of IS primary tumor cells to the receptor tyrosine kinase (RTK) inhibitors imatinib and dasatinib. We showed that amplification of platelet-derived growth factor receptor α (PDGFRA) is a common finding in IS, which should be considered as a molecular hallmark of this entity. This amplification is consistently associated with PDGFRA activation. Furthermore, the tumors reveal persistent activation of the epidermal growth factor receptor (EGFR), concurrent to PDGFRA activation. Activated PDGFRA and EGFR frequently coexist with amplification and overexpression of the MDM2 oncogene. Ex vivo immunoassays on primary IS cells from one case showed the potency of dasatinib to inhibit PDGFRA and downstream signaling pathways. Our findings provide a rationale for investigating therapies that target PDGFRA, EGFR, or MDM2 in IS. Given the clonal heterogeneity of this tumor type and the potential cross-talk between the PDGFRA and EGFR signaling pathways, targeting multiple RTKs and aberrant downstream effectors might be required to improve the therapeutic outcome for patients with this disease.

Whole genome sequence of Klebsiella pneumoniae U25, a hypermucoviscous, multidrug resistant, biofilm producing isolate from India

Klebsiella pneumoniae U25 is a multidrug resistant strain isolated from a tertiary care hospital in Chennai, India. Here, we report the complete annotated genome sequence of strain U25 obtained using PacBio RSII. This is the first report of the whole genome of K. pneumoniaespecies from Chennai. It consists of a single circular chromosome of size 5,491,870-bp and two plasmids of size 211,813 and 172,619-bp. The genes associated with multidrug resistance were identified. The chromosome of U25 was found to have eight antibiotic resistant genes [blaOXA-1,blaSHV-28, aac(6’)1b-cr,catB3, oqxAB, dfrA1]. The plasmid pMGRU25-001 was found to have only one resistant gene (catA1) while plasmid pMGRU25-002 had 20 resistant genes [strAB, aadA1,aac(6’)-Ib, aac(3)-IId,sul1,2, blaTEM-1A,1B,blaOXA-9, blaCTX-M-15,blaSHV-11, cmlA1, erm(B),mph(A)]. A mutation in the porin OmpK36 was identified which is likely to be associated with the intermediate resistance to carbapenems in the absence of carbapenemase genes. U25 is one of the few K. pneumoniaestrains to harbour clustered regularly interspaced short palindromic repeats (CRISPR) systems. Two CRISPR arrays corresponding to Cas3 family helicase were identified in the genome. When compared to K. pneumoniaeNTUHK2044, a transposase gene InsH of IS5-13 was found inserted.