An algebraic operator approach to the analysis of Gerber-Shiu functions

We introduce an algebraic operator framework to study discounted penalty functions in renewal risk models. For inter-arrival and claim size distributions with rational Laplace transform, the usual integral equation is transformed into a boundary value problem, which is solved by symbolic techniques. The factorization of the differential operator can be lifted to the level of boundary value problems, amounting to iteratively solving first-order problems. This leads to an explicit expression for the Gerber-Shiu function in terms of the penalty function.

Coating carbon nanotubes with a polystyrene-based polymer protects against pulmonary toxicity.

BACKGROUND: carbon nanotubes (CNT) can have adverse effects on health. Therefore, minimizing the risk associated with CNT exposure is of crucial importance. The aim of this work was to evaluate if coating multi-walled CNT (MWCNT) with polymers could modify their toxicity, thus representing a useful strategy to decrease adverse health effects of CNT. We used industrially-produced MWCNT uncoated (NT1) or coated (50/50 wt%) with acid-based (NT2) or polystyrene-based (NT3) polymer, and exposed murine macrophages (RAW 264.7 cell line) or Balb/c mice by intratracheal administration. Biological experiments were performed both in vitro and in vivo, examining time- and dose-dependent effects of CNT, in terms of cytotoxicity, expression of genes and proteins related to oxidative stress, inflammation and tissue remodeling, cell and lung tissue morphology (optical and transmission electron microscopy), and bronchoalveolar lavage fluid content analysis.RESULTS: extensive physico-chemical characterization of MWCNT was performed, and showed, although similar dimensions for the 3 MWCNT, a much smaller specific surface area for NT2 and NT3 as compared to NT1 (54.1, 34 and 227.54 m(2)/g respectively), along with different surface characteristics. MWCNT-induced cytotoxicity, oxidative stress, and inflammation were increased by acid-based and decreased by polystyrene-based polymer coating both in vitro in murine macrophages and in vivo in lung of mice monitored for 6 months.CONCLUSIONS: these results demonstrate that coating CNT with polymers, without affecting their intrinsic structure, may constitute a useful strategy for decreasing CNT toxicity, and may hold promise for improving occupational safety and that of general the user.

Functionalization of microstructured open-porous bioceramic scaffolds with human fetal bone cells.

Bone substitute materials allowing trans-scaffold migration and in-scaffold survival of human bone-derived cells are mandatory for development of cell-engineered permanent implants to repair bone defects. In this study, we evaluated the influence on human bone-derived cells of the material composition and microstructure of foam scaffolds of calcium aluminate. The scaffolds were prepared using a direct foaming method allowing wide-range tailoring of the microstructure for pore size and pore openings. Human fetal osteoblasts (osteo-progenitors) attached to the scaffolds, migrated across the entire bioceramic depending on the scaffold pore size, colonized, and survived in the porous material for at least 6 weeks. The long-term biocompatibility of the scaffold material for human bone-derived cells was evidenced by in-scaffold determination of cell metabolic activity using a modified MTT assay, a repeated WST-1 assay, and scanning electron microscopy. Finally, we demonstrated that the osteo-progenitors can be covalently bound to the scaffolds using biocompatible click chemistry, thus enhancing the rapid adhesion of the cells to the scaffolds. Therefore, the different microstructures of the foams influenced the migratory potential of the cells, but not cell viability. Scaffolds allow covalent biocompatible chemical binding of the cells to the materials, either localized or widespread integration of the scaffolds for cell-engineered implants.

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.

The IFN-³+874T/A gene polymorphism is associated with retinochoroiditis toxoplasmosis susceptibility

Toxoplasmosis is a worldwide zoonosis that generally produces an asymptomatic infection. In some cases, however, toxoplasmosis infection can lead to ocular damage. The immune system has a crucial role in both the course of the infection and in the evolution of toxoplasmosis disease. In particular, IFN-³ plays an important role in resistance to toxoplasmosis. Polymorphisms in genes encoding cytokines have been shown to have an association with susceptibility to parasitic diseases. The aim of this work was to analyse the occurrence of polymorphisms in the gene encoding IFN-³ (+874T/A) among Toxoplasma gondii seropositive individuals, including those with ocular lesions caused by the parasite, from a rural population of Santa Rita de Cássia, Barra Mansa, state of Rio de Janeiro, Brazil. Further, we verified which of these polymorphisms could be related to susceptibility to the development of ocular toxoplasmosis. This study included 34 individuals with ocular toxoplasmosis (ocular group) and 134 without ocular lesions (control group). The differences between A and T allele distributions were not statistically significant between the two groups. However, we observed that a higher frequency of individuals from the ocular group possessed the A/A genotype, when compared with the control group, suggesting that homozygocity for the A allele could enhance susceptibility to ocular toxoplasmosis in T. gondii infection.

Microfabrics in carbonate mylonites along a large-scale shear zone (Helvetic Alps)

Carbonate mylonites with varying proportions of second-phase minerals were collected at positions of increasing metamorphic grade along the basal thrust of the Morcles nappe (Helvetic nappes, Switzerland). Variations of temperature, stress, and strain rate, changes in chemistry of solid and fluid phases, and differing degrees of strain localization and annealing were tracked by measuring the shapes, mean sizes, and size distributions of both matrix and second-phase grains, as well as crystal preferred orientation (CPO) of the matrix. Field structures suggest that strain rate was constant along the fault. The mean and distribution of the calcite grain sizes were affected most profoundly by temperature: Increased temperature, presumably accompanied by decreased stress, correlated with larger mean sizes and wider size distributions. At a given location, the matrix grains in mylonites with more second-phase particles are, on average, smaller, have narrower size distributions, and have more elongate shapes. For example, mylonites with 50 vol.% of second phases have matrix grain sizes half that of pure mylonites. Changes in calcite chemistry and the presence of synkinematic fluids seemed to influence microfabric only weakly. Temporal variations in conditions, such as exhumation-induced cooling, apparently provoke changes in temperature, stress, and strain rate along the nappe. These changes result in further strain localization during retrograde conditions and cause the grain size to be reduced by an additional 50%. The matrix CPO strengthens with increasing temperature or strain, but weakens and rotates with increasing second-phase content, These fabric changes suggest differing rates of grain growth, grain size reduction, and development of CPO owing to variations in the deformation conditions and, perhaps, mechanisms. To interpret natural mylonite structures or to extrapolate mechanical data to natural situations requires careful characterization of the microfabric, and, in particular, second-phase minerals. (c) 2007 Elsevier B.V, All rights reserved.

Toxic effects of brake wear particles on epithelial lung cells in vitro

Background: Fine particulate matter originating from traffic correlates with increased morbidity and mortality. An important source of traffic particles is brake wear of cars which contributes up to 20% of the total traffic emissions. The aim of this study was to evaluate potential toxicological effects of human epithelial lung cells exposed to freshly generated brake wear particles. Results: An exposure box was mounted around a car's braking system. Lung cells cultured at the air-liquid interface were then exposed to particles emitted from two typical braking behaviours ("full stop" and "normal deceleration"). The particle size distribution as well as the brake emission components like metals and carbons was measured on-line, and the particles deposited on grids for transmission electron microscopy were counted. The tight junction arrangement was observed by laser scanning microscopy. Cellular responses were assessed by measurement of lactate dehydrogenase (cytotoxicity), by investigating the production of reactive oxidative species and the release of the pro-inflammatory mediator interleukin-8. The tight junction protein occludin density decreased significantly (p < 0.05) with increasing concentrations of metals on the particles (iron, copper and manganese, which were all strongly correlated with each other). Occludin was also negatively correlated with the intensity of reactive oxidative species. The concentrations of interleukin-8 were significantly correlated with increasing organic carbon concentrations. No correlation was observed between occludin and interleukin-8, nor between reactive oxidative species and interleukin-8. Conclusion: These findings suggest that the metals on brake wear particles damage tight junctions with a mechanism involving oxidative stress. Brake wear particles also increase pro-inflammatory responses. However, this might be due to another mechanism than via oxidative stress. [Authors]

Management of nanomaterials safety in research environment

Despite numerous discussions, workshops, reviews and reports about responsible development of nanotechnology, information describing health and environmental risk of engineered nanoparticles or nanomaterials is severely lacking and thus insufficient for completing rigorous risk assessment on their use. However, since preliminary scientific evaluations indicate that there are reasonable suspicions that activities involving nanomaterials might have damaging effects on human health; the precautionary principle must be applied. Public and private institutions as well as industries have the duty to adopt preventive and protective measures proportionate to the risk intensity and the desired level of protection. In this work, we present a practical, 'user-friendly' procedure for a university-wide safety and health management of nanomaterials, developed as a multi-stakeholder effort (government, accident insurance, researchers and experts for occupational safety and health). The process starts using a schematic decision tree that allows classifying the nano laboratory into three hazard classes similar to a control banding approach (from Nano 3 - highest hazard to Nano1 - lowest hazard). Classifying laboratories into risk classes would require considering actual or potential exposure to the nanomaterial as well as statistical data on health effects of exposure. Due to the fact that these data (as well as exposure limits for each individual material) are not available, risk classes could not be determined. For each hazard level we then provide a list of required risk mitigation measures (technical, organizational and personal). The target 'users' of this safety and health methodology are researchers and safety officers. They can rapidly access the precautionary hazard class of their activities and the corresponding adequate safety and health measures. We succeed in convincing scientist dealing with nano-activities that adequate safety measures and management are promoting innovation and discoveries by ensuring them a safe environment even in the case of very novel products. The proposed measures are not considered as constraints but as a support to their research. This methodology is being implemented at the Ecole Polytechnique de Lausanne in over 100 research labs dealing with nanomaterials. It is our opinion that it would be useful to other research and academia institutions as well. [Authors]

Physical properties of a rhodic haplustox under two sugarcane harvesting systems

This study had the purpose of evaluating the effects of two management types of sugarcane: harvesting of burnt cane (BCH) and mechanized harvesting of unburnt green cane (MCH), on some soil physical properties of a dystrophic Rhodic Haplustox. The data were then compared with results for the same soil type under native forest. A completely randomized design was used, with three treatments and 20 replications. The following characteristics were determined: organic matter, aggregate stability, soil bulk density, and porosity at depths of 0-0.20 m and soil penetration resistance. After 15 years of cultivation, there were some alterations in the soil under cane burnt before harvesting, evidenced by a drop in the weighted average diameter of stable aggregates in water and increased soil bulk density. Significant changes were also detected in total porosity and pore distribution under both harvesting systems. Critical values for penetration resistance were observed in the area under mechanized sugar cane harvesting, with a value of 4.5 MPa in the 40-55 cm layer. This value is considered high and could indicate compaction and restriction of root growth. Soil properties under the green cane (unburned) management system were closest to those of the soil under native forest.

Initial state of ultrarelativistic heavy ion collision

A model for energy, pressure, and flow velocity distributions at the beginning of ultrarelativistic heavy ion collisions is presented, which can be used as an initial condition for hydrodynamic calculations. Our model takes into account baryon recoil for both target and projectile, arising from the acceleration of partons in an effective field F mu nu produced in the collision. The typical field strength (string tension) for RHIC energies is about 512 GeV/fm, which allows us to talk about string ropes. The results show that a quark-gluon plasma forms a tilted disk, such that the direction of the largest pressure gradient stays in the reaction plane, but deviates from both the beam and the usual transverse flow directions. Such initial conditions may lead to the creation of antiflow or third flow component [L. P. Csernai and D. Rhrich, Phys. Rev. Lett. B 458, 454 (1999)].

Relativistic mean-field interaction with density-dependent meson-nucleon vertices based on microscopical calculations

Although ab initio calculations of relativistic Brueckner theory lead to large scalar isovector fields in nuclear matter, at present, successful versions of covariant density functional theory neglect the interactions in this channel. A new high-precision density functional DD-MEδ is presented which includes four mesons, σ, ω, δ, and ρ, with density-dependent meson-nucleon couplings. It is based to a large extent on microscopic ab initiocalculations in nuclear matter. Only four of its parameters are determined by adjusting to binding energies and charge radii of finite nuclei. The other parameters, in particular the density dependence of the meson-nucleon vertices, are adjusted to nonrelativistic and relativistic Brueckner calculations of symmetric and asymmetric nuclear matter. The isovector effective mass mp*−mn* derived from relativistic Brueckner theory is used to determine the coupling strength of the δ meson and its density dependence.

The influence of the symmetry energy on the giant monopole resonance of neutron-rich nuclei analyzed in Thomas-Fermi theory

We analyze the influence of the density dependence of the symmetry energy on the average excitation energy of the isoscalar giant monopole resonance (GMR) in stable and exotic neutron-rich nuclei by applying the relativistic extended Thomas-Fermi method in scaling and constrained calculations. For the effective nuclear interaction, we employ the relativistic mean field model supplemented by an isoscalar-isovector meson coupling that allows one to modify the density dependence of the symmetry energy without compromising the success of the model for binding energies and charge radii. The semiclassical estimates of the average energy of the GMR are known to be in good agreement with the results obtained in full RPA calculations. The present analysis is performed along the Pb and Zr isotopic chains. In the scaling calculations, the excitation energy is larger when the symmetry energy is softer. The same happens in the constrained calculations for nuclei with small and moderate neutron excess. However, for nuclei of large isospin the constrained excitation energy becomes smaller in models having a soft symmetry energy. This effect is mainly due to the presence of loosely-bound outer neutrons in these isotopes. A sharp increase of the estimated width of the resonance is found in largely neutron-rich isotopes, even for heavy nuclei, which is enhanced when the symmetry energy of the model is soft. The results indicate that at large neutron numbers the structure of the low-energy region of the GMR strength distribution changes considerably with the density dependence of the nuclear symmetry energy, which may be worthy of further characterization in RPA calculations of the response function.

First-passage times for non-Markovian processes: Correlated impacts on bound processes

Our previously developed stochastic trajectory analysis technique has been applied to the calculation of first-passage time statistics of bound processes. Explicit results are obtained for linearly bound processes driven by dichotomous fluctuations having exponential and rectangular temporal distributions.

Changes in the Structure of a Nigerian Soil under Different Land Management Practices

Quantification of soil physical quality (SPQ) and pore size distribution (PSD) can assist understanding of how changes in land management practices influence dynamics of soil structure, and this understanding could greatly improve the predictability of soil physical behavior and crop yield. The objectives of this study were to measure the SPQ index under two different land management practices (the continuous arable cropping system and natural bush fallow system), and contrast the effects of these practices on the structure of PSD using soil water retention data. Soil water retention curves obtained from a pressure chamber were fitted to van Genuchten’s equation, setting m (= 1-1/n). Although values for soil bulk density were high, soils under the continuous arable cropping system had good SPQ, and maintained the capacity to support root development. However, soils under the natural bush fallow system had a worse structure than the continuous arable system, with restrictions in available water capacity. These two management systems had different PSDs. Results showed the inferiority of the natural bush fallow system with no traffic restriction (which is the common practice) in relation to the continuous arable cropping system in regard to physical quality and structure.

Experimental Method to Determine Some Physical Properties in Physics Classes

ABSTRACT Particle density, gravimetric and volumetric water contents and porosity are important basic concepts to characterize porous systems such as soils. This paper presents a proposal of an experimental method to measure these physical properties, applicable in experimental physics classes, in porous media samples consisting of spheres with the same diameter (monodisperse medium) and with different diameters (polydisperse medium). Soil samples are not used given the difficulty of working with this porous medium in laboratories dedicated to teaching basic experimental physics. The paper describes the method to be followed and results of two case studies, one in monodisperse medium and the other in polydisperse medium. The particle density results were very close to theoretical values for lead spheres, whose relative deviation (RD) was -2.9 % and +0.1 % RD for the iron spheres. The RD of porosity was also low: -3.6 % for lead spheres and -1.2 % for iron spheres, in the comparison of procedures – using particle and porous medium densities and saturated volumetric water content – and monodisperse and polydisperse media.