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)

External dichotomous noise: The problem of the mean-first-passage time

A retarded backward equation for a non-Markovian process induced by dichotomous noise (the random telegraphic signal) is deduced. The mean-first-passage time of this process is exactly obtained. The Gaussian white noise and the white shot noise limits are studied. Explicit physical results in first approximation are evaluated.

Estimating the time since discharge of spent cartridges: a logical approach fro interpreting the evidence

Estimating the time since discharge of a spent cartridge or a firearm can be useful in criminal situa-tions involving firearms. The analysis of volatile gunshot residue remaining after shooting using solid-phase microextraction (SPME) followed by gas chromatography (GC) was proposed to meet this objective. However, current interpretative models suffer from several conceptual drawbacks which render them inadequate to assess the evidential value of a given measurement. This paper aims to fill this gap by proposing a logical approach based on the assessment of likelihood ratios. A probabilistic model was thus developed and applied to a hypothetical scenario where alternative hy-potheses about the discharge time of a spent cartridge found on a crime scene were forwarded. In order to estimate the parameters required to implement this solution, a non-linear regression model was proposed and applied to real published data. The proposed approach proved to be a valuable method for interpreting aging-related data.

Assessment of driving capability through the use of clinical and psychomotor tests in relation to blood cannabinoids levels following oral administration of 20 mg dronabinol or of a cannabis decoction made with 20 or 60 mg Delta9-THC.

Delta(9)-Tetrahydrocannabinol (THC) is frequently found in the blood of drivers suspected of driving under the influence of cannabis or involved in traffic crashes. The present study used a double-blind crossover design to compare the effects of medium (16.5 mg THC) and high doses (45.7 mg THC) of hemp milk decoctions or of a medium dose of dronabinol (20 mg synthetic THC, Marinol on several skills required for safe driving. Forensic interpretation of cannabinoids blood concentrations were attempted using the models proposed by Daldrup (cannabis influencing factor or CIF) and Huestis and coworkers. First, the time concentration-profiles of THC, 11-hydroxy-Delta(9)-tetrahydrocannabinol (11-OH-THC) (active metabolite of THC), and 11-nor-9-carboxy-Delta(9)-tetrahydrocannabinol (THCCOOH) in whole blood were determined by gas chromatography-mass spectrometry-negative ion chemical ionization. Compared to smoking studies, relatively low concentrations were measured in blood. The highest mean THC concentration (8.4 ng/mL) was achieved 1 h after ingestion of the strongest decoction. Mean maximum 11-OH-THC level (12.3 ng/mL) slightly exceeded that of THC. THCCOOH reached its highest mean concentration (66.2 ng/mL) 2.5-5.5 h after intake. Individual blood levels showed considerable intersubject variability. The willingness to drive was influenced by the importance of the requested task. Under significant cannabinoids influence, the participants refused to drive when they were asked whether they would agree to accomplish several unimportant tasks, (e.g., driving a friend to a party). Most of the participants reported a significant feeling of intoxication and did not appreciate the effects, notably those felt after drinking the strongest decoction. Road sign and tracking testing revealed obvious and statistically significant differences between placebo and treatments. A marked impairment was detected after ingestion of the strongest decoction. A CIF value, which relies on the molar ratio of main active to inactive cannabinoids, greater than 10 was found to correlate with a strong feeling of intoxication. It also matched with a significant decrease in the willingness to drive, and it matched also with a significant impairment in tracking performances. The mathematic model II proposed by Huestis et al. (1992) provided at best a rough estimate of the time of oral administration with 27% of actual values being out of range of the 95% confidence interval. The sum of THC and 11-OH-THC blood concentrations provided a better estimate of impairment than THC alone. This controlled clinical study points out the negative influence on fitness to drive after medium or high dose oral THC or dronabinol.

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)

Dynamics of sweeping through an instability: Passage-time statistics for colored noise

A calculation of passage-time statistics is reported for the laser switch-on problem, under the influence of colored noise, when the net gain is continuously swept from below to above threshold. Cases of fast and slow sweeping are considered. In the weak-noise limit, asymptotic results are given for small and large correlation times of the noise. The mean first passage time increases with the correlation time of the noise. This effect is more important for fast sweeping than for slow sweeping.

Delay in diagnosis of eosinophilic esophagitis increases risk for stricture formation in a time-dependent manner.

BACKGROUND & AIMS: Development of strictures is a major concern for patients with eosinophilic esophagitis (EoE). At diagnosis, EoE can present with an inflammatory phenotype (characterized by whitish exudates, furrows, and edema), a stricturing phenotype (characterized by rings and stenosis), or a combination of these. Little is known about progression of stricture formation; we evaluated stricture development over time in the absence of treatment and investigated risk factors for stricture formation. METHODS: We performed a retrospective study using the Swiss EoE Database, collecting data on 200 patients with symptomatic EoE (153 men; mean age at diagnosis, 39 ± 15 years old). Stricture severity was graded based on the degree of difficulty associated with passing of the standard adult endoscope. RESULTS: The median delay in diagnosis of EoE was 6 years (interquartile range, 2-12 years). With increasing duration of delay in diagnosis, the prevalence of fibrotic features of EoE, based on endoscopy, increased from 46.5% (diagnostic delay, 0-2 years) to 87.5% (diagnostic delay, >20 years; P = .020). Similarly, the prevalence of esophageal strictures increased with duration of diagnostic delay, from 17.2% (diagnostic delay, 0-2 years) to 70.8% (diagnostic delay, >20 years; P < .001). Diagnostic delay was the only risk factor for strictures at the time of EoE diagnosis (odds ratio = 1.08; 95% confidence interval: 1.040-1.122; P < .001). CONCLUSIONS: The prevalence of esophageal strictures correlates with the duration of untreated disease. These findings indicate the need to minimize delay in diagnosis of EoE.

An Investigation of Concrete Setting Time, R-265 (MLR-75-4), 1975

A water reducing and retarding type admixture in concrete is commonly used on continuous bridge deck pours in Iowa. The concrete placed in the negative moment areas must remain plastic until all the dead load deflection due to the new deck's weight occurs. If the concrete does not remain plastic until the total deflection has occurred, structural cracks will develop in these areas. Retarding type admixtures will delay the setting time of concrete and prevent structural cracks if added in the proper amounts. In Section 2412.02 of the Standard Specifications, 1972, Iowa State Highway Commission, it states, "The admixture shall be used in amounts recommended by the manufacturer for conditions which prevail on the project and as approved by the engineer." The conditions which prevail on the project depend on temperature, humidity, wind conditions, etc. Each of these factors will affect the setting rate of the plastic concrete. The purpose of this project is to provide data that will be useful to field personnel concerning the retardation of concrete setting times, and how the of sets will vary with different addition rates and curing temperatures holding all other atmospheric variables constant.

Improving the Accuracy of Camber Predictions for Precast Pretensioned Concrete Beams, TR-625, 2015

The discrepancies between the designed and measured camber of precast pretensioned concrete beams (PPCBs) observed by the Iowa DOT have created challenges in the field during bridge construction, causing construction delays and additional costs. This study was undertaken to systematically identify the potential sources of discrepancies between the designed and measured camber from release to time of erection and improve the accuracy of camber estimations in order to minimize the associated problems in the field. To successfully accomplish the project objectives, engineering properties, including creep and shrinkage, of three normal concrete and four high-performance concrete mix designs were characterized. In parallel, another task focused on identifying the instantaneous camber and the variables affecting the instantaneous camber and evaluated the corresponding impact of this factor using more than 100 PPCBs. Using a combination of finite element analyses and the time-step method, the long-term camber was estimated for 66 PPCBs, with due consideration given to creep and shrinkage of concrete, changes in support location and prestress force, and the thermal effects. Utilizing the outcomes of the project, suitable long-term camber multipliers were developed that account for the time-dependent behavior, including the thermal effects. It is shown that by using the recommended practice for the camber measurements together with the proposed multipliers, the accuracy of camber prediction will be greatly improved. Consequently, it is expected that future bridge projects in Iowa can minimize construction challenges resulting from large discrepancies between the designed and actual camber of PPCBs during construction.

Ink dating using thermal desorption and gas chromatography / mass spectrometry: comparison of results obtained in two laboratories

Recent ink dating methods focused mainly on changes in solvent amounts occurring over time. A promising method was developed at the Landeskriminalamt of Munich using thermal desorption (TD) followed by gas chromatography / mass spectrometry (GC/MS) analysis. Sequential extractions of the phenoxyethanol present in ballpoint pen ink entries were carried out at two different temperatures. This method is applied in forensic practice and is currently implemented in several laboratories participating to the InCID group (International Collaboration on Ink Dating). However, harmonization of the method between the laboratories proved to be a particularly sensitive and time consuming task. The main aim of this work was therefore to implement the TD-GC/MS method at the Bundeskriminalamt (Wiesbaden, Germany) in order to evaluate if results were comparable to those obtained in Munich. At first validation criteria such as limits of reliable measurements, linearity and repeatability were determined. Samples were prepared in three different laboratories using the same inks and analyzed using two TDS-GC/MS instruments (one in Munich and one in Wiesbaden). The inter- and intra-laboratory variability of the ageing parameter was determined and ageing curves were compared. While inks stored in similar conditions yielded comparable ageing curves, it was observed that significantly different storage conditions had an influence on the resulting ageing curves. Finally, interpretation models, such as thresholds and trend tests, were evaluated and discussed in view of the obtained results. Trend tests were considered more suitable than threshold models. As both approaches showed limitations, an alternative model, based on the slopes of the ageing curves, was also proposed.

An international university network for online teaching of pathology in Frenchspeaking countries

Introduction: Building online courses is a highly time consuming task for teachers of a single university. Universities working alone create high-quality courses but often cannot cover all pathological fields. Moreover this often leads to duplication of contents among universities, representing a big waste of teacher time and energy. We initiated in 2011 a French university network for building mutualized online teaching pathology cases, and this network has been extended in 2012 to Quebec and Switzerland. Method: Twenty French universities (see & for details), University Laval in Quebec and University of Lausanne in Switzerland are associated to this project. One e-learning Moodle platform (http://moodle.sorbonne-paris-cite.fr/) contains texts with URL pointing toward virtual slides that are decentralized in several universities. Each university has the responsibility of its own slide scanning, slide storage and online display with virtual slide viewers. The Moodle website is hosted by PRES Sorbonne Paris Cité, and financial supports for hardware have been obtained from UNF3S (http://www.unf3s.org/) and from PRES Sorbonne Paris Cité. Financial support for international fellowships has been obtained from CFQCU (http://www.cfqcu.org/). Results: The Moodle interface has been explained to pathology teachers using web-based conferences with screen sharing. The teachers added then contents such as clinical cases, selfevaluations and other media organized in several sections by student levels and pathological fields. Contents can be used as online learning or online preparation of subsequent courses in classrooms. In autumn 2013, one resident from Quebec spent 6 weeks in France and Switzerland and created original contents in inflammatory skin pathology. These contents are currently being validated by senior teachers and will be opened to pathology residents in spring 2014. All contents of the website can be accessed for free. Most contents just require anonymous connection but some specific fields, especially those containing pictures obtained from patients who agreed for a teaching use only, require personal identification of the students. Also, students have to register to access Moodle tests. All contents are written in French but one case has been translated into English to illustrate this communication (http://moodle.sorbonne-pariscite.fr/mod/page/view.php?id=261) (use "login as a guest"). The Moodle test module allows many types of shared questions, making it easy to create personalized tests. Contents that are opened to students have been validated by an editorial committee composed of colleagues from the participating institutions. Conclusions: Future developments include other international fellowships, the next one being scheduled for one French resident from May to October 2014 in Quebec, with a study program centered on lung and breast pathology. It must be kept in mind that these e-learning programs highly depend on teachers' time, not only at these early steps but also later to update the contents. We believe that funding resident fellowships for developing online pathological teaching contents is a win-win situation, highly beneficial for the resident who will improve his knowledge and way of thinking, highly beneficial for the teachers who will less worry about access rights or image formats, and finally highly beneficial for the students who will get courses fully adapted to their practice.

What interventions facilitate client progress through the assimilation model? A task analysis of interventions in the psychodynamic treatment of depression.

A variation of task analysis was used to build an empirical model of how therapists may facilitate client assimilation process, described in the Assimilation of Problematic Experiences Scale. A rational model was specified and considered in light of an analysis of therapist in-session performances (N = 117) drawn from six inpatient therapies for depression. The therapist interventions were measured by the Comprehensive Psychotherapeutic Interventions Rating Scale. Consistent with the rational model, confronting interventions were particularly useful in helping clients elaborate insight. However, rather than there being a small number of progress-related interventions at lower levels of assimilation, therapists' use of interventions was broader than hypothesized and drew from a wide range of therapeutic approaches. Concerning the higher levels of assimilation, there was insufficient data to allow an analysis of the therapist's progress-related interventions.

Combination of diffusion tensor and functional magnetic resonance imaging during recovery from the vegetative state

Background: The rate of recovery from the vegetative state (VS) is low. Currently, little is known of the mechanisms and cerebral changes that accompany those relatively rare cases of good recovery. Here, we combined functional magnetic resonance imaging (fMRI) and diffusion tensor imaging (DTI) to study the evolution of one VS patient at one month post-ictus and again twelve months later when he had recovered consciousness. Methods fMRI was used to investigate cortical responses to passive language stimulation as well as task-induced deactivations related to the default-mode network. DTI was used to assess the integrity of the global white matter and the arcuate fasciculus. We also performed a neuropsychological assessment at the time of the second MRI examination in order to characterize the profile of cognitive deficits. Results: fMRI analysis revealed anatomically appropriate activation to speech in both the first and the second scans but a reduced pattern of task-induced deactivations in the first scan. In the second scan, following the recovery of consciousness, this pattern became more similar to that classically described for the default-mode network. DTI analysis revealed relative preservation of the arcuate fasciculus and of the global normal-appearing white matter at both time points. The neuropsychological assessment revealed recovery of receptive linguistic functioning by 12-months post-ictus. Conclusions: These results suggest that the combination of different structural and functional imaging modalities may provide a powerful means for assessing the mechanisms involved in the recovery from the VS.

Combination of diffusion tensor and functional magnetic resonance imaging during recovery from the vegetative state

Background: The rate of recovery from the vegetative state (VS) is low. Currently, little is known of the mechanisms and cerebral changes that accompany those relatively rare cases of good recovery. Here, we combined functional magnetic resonance imaging (fMRI) and diffusion tensor imaging (DTI) to study the evolution of one VS patient at one month post-ictus and again twelve months later when he had recovered consciousness. Methods fMRI was used to investigate cortical responses to passive language stimulation as well as task-induced deactivations related to the default-mode network. DTI was used to assess the integrity of the global white matter and the arcuate fasciculus. We also performed a neuropsychological assessment at the time of the second MRI examination in order to characterize the profile of cognitive deficits. Results: fMRI analysis revealed anatomically appropriate activation to speech in both the first and the second scans but a reduced pattern of task-induced deactivations in the first scan. In the second scan, following the recovery of consciousness, this pattern became more similar to that classically described for the default-mode network. DTI analysis revealed relative preservation of the arcuate fasciculus and of the global normal-appearing white matter at both time points. The neuropsychological assessment revealed recovery of receptive linguistic functioning by 12-months post-ictus. Conclusions: These results suggest that the combination of different structural and functional imaging modalities may provide a powerful means for assessing the mechanisms involved in the recovery from the VS.

Combination of diffusion tensor and functional magnetic resonance imaging during recovery from the vegetative state

Background: The rate of recovery from the vegetative state (VS) is low. Currently, little is known of the mechanisms and cerebral changes that accompany those relatively rare cases of good recovery. Here, we combined functional magnetic resonance imaging (fMRI) and diffusion tensor imaging (DTI) to study the evolution of one VS patient at one month post-ictus and again twelve months later when he had recovered consciousness. Methods fMRI was used to investigate cortical responses to passive language stimulation as well as task-induced deactivations related to the default-mode network. DTI was used to assess the integrity of the global white matter and the arcuate fasciculus. We also performed a neuropsychological assessment at the time of the second MRI examination in order to characterize the profile of cognitive deficits. Results: fMRI analysis revealed anatomically appropriate activation to speech in both the first and the second scans but a reduced pattern of task-induced deactivations in the first scan. In the second scan, following the recovery of consciousness, this pattern became more similar to that classically described for the default-mode network. DTI analysis revealed relative preservation of the arcuate fasciculus and of the global normal-appearing white matter at both time points. The neuropsychological assessment revealed recovery of receptive linguistic functioning by 12-months post-ictus. Conclusions: These results suggest that the combination of different structural and functional imaging modalities may provide a powerful means for assessing the mechanisms involved in the recovery from the VS.