Time of ruin in a risk model with generalized Erlang (n) interclaim times and a constant dividend barrier

In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin. Explicit solutions for the moments of the time of ruin are presented when the individual claim amounts have a distribution with rational Laplace transform. Finally, some numerical results and a compare son with the classical risk model, with interclaim times following an exponential distribution, are given.

Heterogeneous discounting in consumption-investment problems. Time consistent solutions

[cat] En aquest treball s'analitza un model estocàstic en temps continu en el que l'agent decisor descompta les utilitats instantànies i la funció final amb taxes de preferència temporal constants però diferents. En aquest context es poden modelitzar problemes en els quals, quan el temps s'acosta al moment final, la valoració de la funció final incrementa en comparació amb les utilitats instantànies. Aquest tipus d'asimetria no es pot descriure ni amb un descompte estàndard ni amb un variable. Per tal d'obtenir solucions consistents temporalment es deriva l'equació de programació dinàmica estocàstica, les solucions de la qual són equilibris Markovians. Per a aquest tipus de preferències temporals, s'estudia el model clàssic de consum i inversió (Merton, 1971) per a les funcions d'utilitat del tipus CRRA i CARA, comparant els equilibris Markovians amb les solucions inconsistents temporalment. Finalment es discuteix la introducció del temps final aleatori.

The αVβ3/αVβ5 integrin inhibitor cilengitide augments tumor response to melphalan isolated limb perfusion in a sarcoma model.

Isolated limb perfusion (ILP) with melphalan and tumor necrosis factor (TNF)-α is used to treat bulky, locally advanced melanoma and sarcoma. However, TNF toxicity suggests a need for better-tolerated drugs. Cilengitide (EMD 121974), a novel cyclic inhibitor of alpha-V integrins, has both anti-angiogenic and direct anti-tumor effects and is a possible alternative to TNF in ILP. In this study, rats bearing a hind limb soft tissue sarcoma underwent ILP using different combinations of melphalan, TNF and cilengitide in the perfusate. Further groups had intra-peritoneal (i.p.) injections of cilengitide or saline 2 hr before and 3 hr after ILP. A 77% response rate (RR) was seen in animals treated i.p. with cilengitide and perfused with melphalan plus cilengitide. The RR was 85% in animals treated i.p. with cilengitide and ILP using melphalan plus both TNF and cilengitide. Both RRs were significantly greater than those seen with melphalan or cilengitide alone. Histopathology showed that high RRs were accompanied by disruption of tumor vascular endothelium and tumor necrosis. Compared with ILP using melphalan alone, the addition of cilengitide resulted in a three to sevenfold increase in melphalan concentration in tumor but not in muscle in the perfused limb. Supportive in vitro studies indicate that cilengitide both inhibits tumor cell attachment and increases endothelial permeability. Since cilengitide has low toxicity, these data suggest the agent is a good alternative to TNF in the ILP setting.

Interiority of the optimal population growth rate with endogenous fertility

This paper analyzes the issue of the interiority of the optimal population growth rate in a two-period overlapping generations model with endogenous fertility. Using Cobb-Douglas utility and production functions, we show that the introduction of a cost of raising children allows for the possibility of the existence of an interior global maximum in the planner¿s problem, contrary to the exogenous fertility case

Fatigue shifts and scatters heart rate variability in elite endurance athletes

PURPOSE: This longitudinal study aimed at comparing heart rate variability (HRV) in elite athletes identified either in 'fatigue' or in 'no-fatigue' state in 'real life' conditions. METHODS: 57 elite Nordic-skiers were surveyed over 4 years. R-R intervals were recorded supine (SU) and standing (ST). A fatigue state was quoted with a validated questionnaire. A multilevel linear regression model was used to analyze relationships between heart rate (HR) and HRV descriptors [total spectral power (TP), power in low (LF) and high frequency (HF) ranges expressed in ms(2) and normalized units (nu)] and the status without and with fatigue. The variables not distributed normally were transformed by taking their common logarithm (log10). RESULTS: 172 trials were identified as in a 'fatigue' and 891 as in 'no-fatigue' state. All supine HR and HRV parameters (Beta+/-SE) were significantly different (P<0.0001) between 'fatigue' and 'no-fatigue': HRSU (+6.27+/-0.61 bpm), logTPSU (-0.36+/-0.04), logLFSU (-0.27+/-0.04), logHFSU (-0.46+/-0.05), logLF/HFSU (+0.19+/-0.03), HFSU(nu) (-9.55+/-1.33). Differences were also significant (P<0.0001) in standing: HRST (+8.83+/-0.89), logTPST (-0.28+/-0.03), logLFST (-0.29+/-0.03), logHFST (-0.32+/-0.04). Also, intra-individual variance of HRV parameters was larger (P<0.05) in the 'fatigue' state (logTPSU: 0.26 vs. 0.07, logLFSU: 0.28 vs. 0.11, logHFSU: 0.32 vs. 0.08, logTPST: 0.13 vs. 0.07, logLFST: 0.16 vs. 0.07, logHFST: 0.25 vs. 0.14). CONCLUSION: HRV was significantly lower in 'fatigue' vs. 'no-fatigue' but accompanied with larger intra-individual variance of HRV parameters in 'fatigue'. The broader intra-individual variance of HRV parameters might encompass different changes from no-fatigue state, possibly reflecting different fatigue-induced alterations of HRV pattern.

Machine learning analysis and modeling of interest rate curves

The present research deals with the review of the analysis and modeling of Swiss franc interest rate curves (IRC) by using unsupervised (SOM, Gaussian Mixtures) and supervised machine (MLP) learning algorithms. IRC are considered as objects embedded into different feature spaces: maturities; maturity-date, parameters of Nelson-Siegel model (NSM). Analysis of NSM parameters and their temporal and clustering structures helps to understand the relevance of model and its potential use for the forecasting. Mapping of IRC in a maturity-date feature space is presented and analyzed for the visualization and forecasting purposes.

Spinal cord T-cell infiltration in the spared nerve injury model of neuropathic pain: a time course study

Background : Numerous studies have shown that immune cells infiltrate the spinal cord after peripheral nerve injury and that they play a major contribution to sensory hypersensitivity in rodents. In particular, the role of monocyte-derived cells and T lymphocytes seems to be prominent in this process. This exciting new perspective in research on neuropathic pain opens many different areas of work, including the understanding of the function of these cells and how they impact on neural function. However, no systematic description of the time course or cell types that characterize this infiltration has been published yet, although this seems to be the rational first step of an overall understanding of the phenomenon. Objective : Describe the time course and cell characteristics of T lymphocyte infiltration in the spinal cord in the Spared Nerve Injury (SNI) model of neuropathic pain in rats. Methods : Collect of lumbar spinal cords of rats at days 2, 7, 21 and 40 after SNI or sham operation (n=4). Immunofluorescence detecting different proteins of T cell subgroups (CD2+CD4+, CD2+CD8+, Th1 markers, Th2 markers, Th17 markers). Quantification of the infiltration rate of the different subgroups. Expected results : First, we expect to see an infiltration of T cells in the spinal cord ipsilateral to nerve injury, higher in SNI rats than in sham animals. Second, we anticipate that different subtypes of T cells penetrate at different time points. Finally, the number of T lymphocytes are expected to decrease at the latest time point, showing a resolution of the process underlying their infiltrating the spinal cord in the first place. Impact : A systematic description of the infiltration of T cells in the spinal cord after peripheral nerve injury is needed to have a better understanding of the role of immune cells in neuropathic pain. The time course that we want to establish will provide the scientific community with new perspectives. First, it will confirm that T cells do indeed infiltrate the spinal cord after SNI in rats. Second, the type of T cells infiltrating at different time points will give clues about their function, in particular their inflammatory or anti-inflammatory profile. From there on, other studies could be lead, investigating the functional side of the specific subtypes put to light by us. Ultimately, this could lead to the discovery of new drugs targeting T cells or their infiltration, in the hope of improving neuropathic pain.

Why is the cladoceran Simocephalus vetulus (Müller) not a 'bang-bang strategist '? A critique of the optimal-body-size model

Lynch's (1980a) optimal-body-size model is designed to explain some major trends in cladoceran life histories; in particular the fact that large and littoral species seem to be bang-bang strategists (they grow first and the reproduce) whereas smaller planktonic species seem to be intermediate strategists (they grow and reproduce simultaneously). Predation is assumed to be an important selective pressure for these trends. Simocephalus vetulus (Müller) does not fit this pattern; being a littoral and relatively large species but an intermediate strategist. As shown by computer simulations, this species would reduce its per capita rate of increase by adopting the strategy predicted by the optimal-body-size model. Two aspects of the model are criticized: (1) the optimization criterion is shown to be incorrect and (2) the prediction of an intermediate strategy is not justified. Structural constraints are suggested to be responsible for the intermediate strategy of S.vetulus. Biotic interactions seem to have little effect on the observed life-history patterns of this species.

The circadian rhythm of the perinatal mortality rate in Switzerland.

The authors examine the relation between the perinatal mortality rate (PMR), birth weight in four categories, and hour of birth throughout the week in Switzerland, using data on 672,013 births and 5,764 perinatal deaths recorded between 1979 and 1987. From Monday to Friday, the PMR follows a circadian rhythm with a regular increase from early morning to evening, with a peak for babies born between 7 and 8 p.m. This pattern of variation has two main components: The circadian rhythms for the proportion of births in the four weight categories and the PMR circadian rhythm for babies weighing more than 2.5 kg. According to a cosinor model, which describes about 40% of the total variation in the PMR, the most important determinants are changes in the proportions of births: Low birth weight increases toward the afternoon and night. Mechanisms underlying the weight-specific timing of birth are discussed, including time selection of birth according to obstetric risks, the direct effect of neonatal and obstetric care, and chronobiologic behavior.

Factor structure of early smoking experiences and associations with smoking behavior: valence or sensitivity model?

The Early Smoking Experience (ESE) questionnaire is the most widely used questionnaire to assess initial subjective experiences of cigarette smoking. However, its factor structure is not clearly defined and can be perceived from two main standpoints: valence, or positive and negative experiences, and sensitivity to nicotine. This article explores the ESE's factor structure and determines which standpoint was more relevant. It compares two groups of young Swiss men (German- and French-speaking). We examined baseline data on 3,368 tobacco users from a representative sample in the ongoing Cohort Study on Substance Use Risk Factors (C-SURF). ESE, continued tobacco use, weekly smoking and nicotine dependence were assessed. Exploratory structural equation modeling (ESEM) and structural equation modeling (SEM) were performed. ESEM clearly distinguished positive experiences from negative experiences, but negative experiences were divided in experiences related to dizziness and experiences related to irritations. SEM underlined the reinforcing effects of positive experiences, but also of experiences related to dizziness on nicotine dependence and weekly smoking. The best ESE structure for predictive accuracy of experiences on smoking behavior was a compromise between the valence and sensitivity standpoints, which showed clinical relevance.

A general linear relaxometry model of R1 using imaging data.

PURPOSE: The longitudinal relaxation rate (R1 ) measured in vivo depends on the local microstructural properties of the tissue, such as macromolecular, iron, and water content. Here, we use whole brain multiparametric in vivo data and a general linear relaxometry model to describe the dependence of R1 on these components. We explore a) the validity of having a single fixed set of model coefficients for the whole brain and b) the stability of the model coefficients in a large cohort. METHODS: Maps of magnetization transfer (MT) and effective transverse relaxation rate (R2 *) were used as surrogates for macromolecular and iron content, respectively. Spatial variations in these parameters reflected variations in underlying tissue microstructure. A linear model was applied to the whole brain, including gray/white matter and deep brain structures, to determine the global model coefficients. Synthetic R1 values were then calculated using these coefficients and compared with the measured R1 maps. RESULTS: The model's validity was demonstrated by correspondence between the synthetic and measured R1 values and by high stability of the model coefficients across a large cohort. CONCLUSION: A single set of global coefficients can be used to relate R1 , MT, and R2 * across the whole brain. Our population study demonstrates the robustness and stability of the model. Magn Reson Med, 2014. © 2014 The Authors. Magnetic Resonance in Medicine published by Wiley Periodicals, Inc. Magn Reson Med 73:1309-1314, 2015. © 2014 Wiley Periodicals, Inc.

Activities of fosfomycin, tigecycline, colistin, and gentamicin against extended-spectrum-β-lactamase-producing Escherichia coli in a foreign-body infection model.

Limited antimicrobial agents are available for the treatment of implant-associated infections caused by fluoroquinolone-resistant Gram-negative bacilli. We compared the activities of fosfomycin, tigecycline, colistin, and gentamicin (alone and in combination) against a CTX-M15-producing strain of Escherichia coli (Bj HDE-1) in vitro and in a foreign-body infection model. The MIC and the minimal bactericidal concentration in logarithmic phase (MBC(log)) and stationary phase (MBC(stat)) were 0.12, 0.12, and 8 μg/ml for fosfomycin, 0.25, 32, and 32 μg/ml for tigecycline, 0.25, 0.5, and 2 μg/ml for colistin, and 2, 8, and 16 μg/ml for gentamicin, respectively. In time-kill studies, colistin showed concentration-dependent activity, but regrowth occurred after 24 h. Fosfomycin demonstrated rapid bactericidal activity at the MIC, and no regrowth occurred. Synergistic activity between fosfomycin and colistin in vitro was observed, with no detectable bacterial counts after 6 h. In animal studies, fosfomycin reduced planktonic counts by 4 log(10) CFU/ml, whereas in combination with colistin, tigecycline, or gentamicin, it reduced counts by >6 log(10) CFU/ml. Fosfomycin was the only single agent which was able to eradicate E. coli biofilms (cure rate, 17% of implanted, infected cages). In combination, colistin plus tigecycline (50%) and fosfomycin plus gentamicin (42%) cured significantly more infected cages than colistin plus gentamicin (33%) or fosfomycin plus tigecycline (25%) (P < 0.05). The combination of fosfomycin plus colistin showed the highest cure rate (67%), which was significantly better than that of fosfomycin alone (P < 0.05). In conclusion, the combination of fosfomycin plus colistin is a promising treatment option for implant-associated infections caused by fluoroquinolone-resistant Gram-negative bacilli.

Kinetics of atrial repolarization alternans in a free-behaving ovine model.

Kinetics of Atrial Repolarization Alternans. INTRODUCTION: Repolarization alternans (Re-ALT), a beat-to-beat alternation in action potential repolarization, promotes dispersion of repolarization, wavebreaks, and reentry. Recently, Re-ALT has been shown to play an important role in the transition from rapid pacing to atrial fibrillation (AF) in humans. The detailed kinetics of atrial Re-ALT, however, has not been reported so far. We developed a chronic free-behaving ovine pacing model to study the kinetics of atrial Re-ALT as a function of pacing rate. METHODS: Thirteen sheep were chronically implanted with 2 pacemakers for the recording of broadband right atrial unipolar electrograms and delivery of rapid pacing protocols. Beat-to-beat differences in the atrial T-wave apex amplitude as a measure of Re-ALT and activation time were analyzed at incremental pacing rates until the effective refractory period (ERP) defined as stable 2:1 capture. RESULTS: Atrial Re-ALT appeared intermittently but without periodicity, and increased in amplitude as a function of pacing rate until ERP. Intermittent 2:1 atrial capture was observed at pacing cycle lengths 40 ms above ERP, and increased in duration as a function of pacing rate. Episodes of rapid pacing-induced AF were rare, and were preceded by Re-ALT or complex oscillations of atrial repolarization, but without intermittent capture. CONCLUSION: We show in vivo that atrial Re-ALT developed and increased in magnitude with rate until stable 2:1 capture. In rare instances where capture failure did not occur, Re-ALT and complex oscillations of repolarization surged and preceded AF initiation. (J Cardiovasc Electrophysiol, Vol. 23, pp. 1003-1012, September 2012).

Prospective sampling based on model ensembles improves the detection of rare species

Identifying the geographic distribution of populations is a basic, yet crucial step in many fundamental and applied ecological projects, as it provides key information on which many subsequent analyses depend. However, this task is often costly and time consuming, especially where rare species are concerned and where most sampling designs generally prove inefficient. At the same time, rare species are those for which distribution data are most needed for their conservation to be effective. To enhance fieldwork sampling, model-based sampling (MBS) uses predictions from species distribution models: when looking for the species in areas of high habitat suitability, chances should be higher to find them. We thoroughly tested the efficiency of MBS by conducting an important survey in the Swiss Alps, assessing the detection rate of three rare and five common plant species. For each species, habitat suitability maps were produced following an ensemble modeling framework combining two spatial resolutions and two modeling techniques. We tested the efficiency of MBS and the accuracy of our models by sampling 240 sites in the field (30 sitesx8 species). Across all species, the MBS approach proved to be effective. In particular, the MBS design strictly led to the discovery of six sites of presence of one rare plant, increasing chances to find this species from 0 to 50%. For common species, MBS doubled the new population discovery rates as compared to random sampling. Habitat suitability maps coming from the combination of four individual modeling methods predicted well the species' distribution and more accurately than the individual models. As a conclusion, using MBS for fieldwork could efficiently help in increasing our knowledge of rare species distribution. More generally, we recommend using habitat suitability models to support conservation plans.

Evaluation of a computer model to simulate water table response to subirrigation

The objective of this work was to evaluate the water flow computer model, WATABLE, using experimental field observations on water table management plots from a site located near Hastings, FL, USA. The experimental field had scale drainage systems with provisions for subirrigation with buried microirrigation and conventional seepage irrigation systems. Potato (Solanum tuberosum L.) growing seasons from years 1996 and 1997 were used to simulate the hydrology of the area. Water table levels, precipitation, irrigation and runoff volumes were continuously monitored. The model simulated the water movement from a buried microirrigation line source and the response of the water table to irrigation, precipitation, evapotranspiration, and deep percolation. The model was calibrated and verified by comparing simulated results with experimental field observations. The model performed very well in simulating seasonal runoff, irrigation volumes, and water table levels during crop growth. The two-dimensional model can be used to investigate different irrigation strategies involving water table management control. Applications of the model include optimization of the water table depth for each growth stage, and duration, frequency, and rate of irrigation.