An Analysis of black-box optimization problems in reinsurance: evolutionary-based approaches

Black-box optimization problems (BBOP) are de ned as those optimization problems in which the objective function does not have an algebraic expression, but it is the output of a system (usually a computer program). This paper is focussed on BBOPs that arise in the eld of insurance, and more speci cally in reinsurance problems. In this area, the complexity of the models and assumptions considered to de ne the reinsurance rules and conditions produces hard black-box optimization problems, that must be solved in order to obtain the optimal output of the reinsurance. The application of traditional optimization approaches is not possible in BBOP, so new computational paradigms must be applied to solve these problems. In this paper we show the performance of two evolutionary-based techniques (Evolutionary Programming and Particle Swarm Optimization). We provide an analysis in three BBOP in reinsurance, where the evolutionary-based approaches exhibit an excellent behaviour, nding the optimal solution within a fraction of the computational cost used by inspection or enumeration methods.

Identification of a new murine tumor necrosis factor receptor locus that contains two novel murine receptors for tumor necrosis factor-related apoptosis-inducing ligand (TRAIL).

Tumor necrosis factor (TNF) ligand and receptor superfamily members play critical roles in diverse developmental and pathological settings. In search for novel TNF superfamily members, we identified a murine chromosomal locus that contains three new TNF receptor-related genes. Sequence alignments suggest that the ligand binding regions of these murine TNF receptor homologues, mTNFRH1, -2 and -3, are most homologous to those of the tumor necrosis factor-related apoptosis-inducing ligand (TRAIL) receptors. By using a number of in vitro ligand-receptor binding assays, we demonstrate that mTNFRH1 and -2, but not mTNFRH3, bind murine TRAIL, suggesting that they are indeed TRAIL receptors. This notion is further supported by our demonstration that both mTNFRH1:Fc and mTNFRH2:Fc fusion proteins inhibited mTRAIL-induced apoptosis of Jurkat cells. Unlike the only other known murine TRAIL receptor mTRAILR2, however, neither mTNFRH2 nor mTNFRH3 has a cytoplasmic region containing the well characterized death domain motif. Coupled with our observation that overexpression of mTNFRH1 and -2 in 293T cells neither induces apoptosis nor triggers NFkappaB activation, we propose that the mTnfrh1 and mTnfrh2 genes encode the first described murine decoy receptors for TRAIL, and we renamed them mDcTrailr1 and -r2, respectively. Interestingly, the overall sequence structures of mDcTRAILR1 and -R2 are quite distinct from those of the known human decoy TRAIL receptors, suggesting that the presence of TRAIL decoy receptors represents a more recent evolutionary event.

Generalized linear and generalized additive models in studies of species distributions: setting the scene

An important statistical development of the last 30 years has been the advance in regression analysis provided by generalized linear models (GLMs) and generalized additive models (GAMs). Here we introduce a series of papers prepared within the framework of an international workshop entitled: Advances in GLMs/GAMs modeling: from species distribution to environmental management, held in Riederalp, Switzerland, 6-11 August 2001.We first discuss some general uses of statistical models in ecology, as well as provide a short review of several key examples of the use of GLMs and GAMs in ecological modeling efforts. We next present an overview of GLMs and GAMs, and discuss some of their related statistics used for predictor selection, model diagnostics, and evaluation. Included is a discussion of several new approaches applicable to GLMs and GAMs, such as ridge regression, an alternative to stepwise selection of predictors, and methods for the identification of interactions by a combined use of regression trees and several other approaches. We close with an overview of the papers and how we feel they advance our understanding of their application to ecological modeling.

Testing demographic models of effective population size.

Due to practical difficulties in obtaining direct genetic estimates of effective sizes, conservation biologists have to rely on so-called 'demographic models' which combine life-history and mating-system parameters with F-statistics in order to produce indirect estimates of effective sizes. However, for the same practical reasons that prevent direct genetic estimates, the accuracy of demographic models is difficult to evaluate. Here we use individual-based, genetically explicit computer simulations in order to investigate the accuracy of two such demographic models aimed at investigating the hierarchical structure of populations. We show that, by and large, these models provide good estimates under a wide range of mating systems and dispersal patterns. However, one of the models should be avoided whenever the focal species' breeding system approaches monogamy with no sex bias in dispersal or when a substructure within social groups is suspected because effective sizes may then be strongly overestimated. The timing during the life cycle at which F-statistics are evaluated is also of crucial importance and attention should be paid to it when designing field sampling since different demographic models assume different timings. Our study shows that individual-based, genetically explicit models provide a promising way of evaluating the accuracy of demographic models of effective size and delineate their field of applicability.

Nonlinear models and small sample performance of the generalized method of moments

In this paper I explore the issue of nonlinearity (both in the datageneration process and in the functional form that establishes therelationship between the parameters and the data) regarding the poorperformance of the Generalized Method of Moments (GMM) in small samples.To this purpose I build a sequence of models starting with a simple linearmodel and enlarging it progressively until I approximate a standard (nonlinear)neoclassical growth model. I then use simulation techniques to find the smallsample distribution of the GMM estimators in each of the models.

Tectonics of the Simplon massif and Lepontine gneiss dome: deformation structures due to collision between the underthrusting European plate and the Adriatic indenter

this study presents a review of published geological data, combined with original observations on the tectonics of the simplon massif and the Lepontine gneiss dome in the Western Alps. New observations concern the geometry of the Oligocene Vanzone back fold, formed under amphibolite facies conditions, and of its root between Domodossola and Locarno, which is cut at an acute angle by the Miocene, epi- to anchizonal, dextral centovalli strike-slip fault. the structures of the simplon massif result from collision over 50 Ma between two plate boundaries with a different geometry: the underthrusted European plate and the Adriatic indenter. Detailed mapping and analysis of a complex structural interference pattern, combined with observations on the metamorphic grade of the superimposed structures and radiometric data, allow a kinematic model to be developed for this zone of oblique continental collision. the following main Alpine tectonic phases and structures may be distinguished: 1. NW-directed nappe emplacement, starting in the Early Eocene (similar to 50 Ma); 2. W, SW and S- verging transverse folds; 3. transpressional movements on the dextral simplon ductile shear zone since similar to 32 Ma; 4. formation of the Bergell - Vanzone backfolds and of the southern steep belt during the Oligocene, emplacement of the mantle derived 31 - 29 Ma Bergell and Biella granodiorites and porphyritic andesites as well as intrusions of 29-25 Ma crustal aplites and pegmatites; 5. formation of the dextral discrete Rhone-Simplon line and the centovalli line during the Miocene, accompanied by the pull-apart development of the Lepontine gneiss dome - Dent blanche (Valpelline) depression. It is suggested that movements of shortening in fan shaped NW, W and sW directions accompanied the more regular NW- to WNW-directed displacement of the Adriatic indenter during continental collision.

Evaluation of uptake and transport of cationic and anionic ultrasmall iron oxide nanoparticles by human colon cells

Nanoparticles (NPs) are in clinical use or under development for therapeutic imaging and drug delivery. However, relatively little information exists concerning the uptake and transport of NPs across human colon cell layers, or their potential to invade three-dimensional models of human colon cells that better mimic the tissue structures of normal and tumoral colon. In order to gain such information, the interactions of biocompatible ultrasmall superparamagnetic iron oxide nanoparticles (USPIO NPs) (iron oxide core 9-10 nm) coated with either cationic polyvinylamine (aminoPVA) or anionic oleic acid with human HT-29 and Caco-2 colon cells was determined. The uptake of the cationic USPIO NPs was much higher than the uptake of the anionic USPIO NPs. The intracellular localization of aminoPVA USPIO NPs was confirmed in HT-29 cells by transmission electron microscopy that detected the iron oxide core. AminoPVA USPIO NPs invaded three-dimensional spheroids of both HT-29 and Caco-2 cells, whereas oleic acid-coated USPIO NPs could only invade Caco-2 spheroids. Neither cationic aminoPVA USPIO NPs nor anionic oleic acid-coated USPIO NPs were transported at detectable levels across the tight CacoReady? intestinal barrier model or the more permeable mucus-secreting CacoGoblet? model.

The Brauer group and the second Abel-Jacobi map for 0-cycles on algebraic varieties

This paper focuses on the connection between the Brauer group and the 0-cycles of an algebraic variety. We give an alternative construction of the second l-adic Abel-Jacobi map for such cycles, linked to the algebraic geometry of Severi-Brauer varieties on X. This allows us then to relate this Abel-Jacobi map to the standard pairing between 0-cycles and Brauer groups (see [M], [L]), completing results from [M] in this direction. Second, for surfaces, it allows us to present this map according to the more geometrical approach devised by M. Green in the framework of (arithmetic) mixed Hodge structures (see [G]). Needless to say, this paper owes much to the work of U. Jannsen and, especially, to his recently published older letter [J4] to B. Gross.

Defining new criteria for selection of cell-based intestinal models using publicly available databases.

BACKGROUND: The criteria for choosing relevant cell lines among a vast panel of available intestinal-derived lines exhibiting a wide range of functional properties are still ill-defined. The objective of this study was, therefore, to establish objective criteria for choosing relevant cell lines to assess their appropriateness as tumor models as well as for drug absorption studies. RESULTS: We made use of publicly available expression signatures and cell based functional assays to delineate differences between various intestinal colon carcinoma cell lines and normal intestinal epithelium. We have compared a panel of intestinal cell lines with patient-derived normal and tumor epithelium and classified them according to traits relating to oncogenic pathway activity, epithelial-mesenchymal transition (EMT) and stemness, migratory properties, proliferative activity, transporter expression profiles and chemosensitivity. For example, SW480 represent an EMT-high, migratory phenotype and scored highest in terms of signatures associated to worse overall survival and higher risk of recurrence based on patient derived databases. On the other hand, differentiated HT29 and T84 cells showed gene expression patterns closest to tumor bulk derived cells. Regarding drug absorption, we confirmed that differentiated Caco-2 cells are the model of choice for active uptake studies in the small intestine. Regarding chemosensitivity we were unable to confirm a recently proposed association of chemo-resistance with EMT traits. However, a novel signature was identified through mining of NCI60 GI50 values that allowed to rank the panel of intestinal cell lines according to their drug responsiveness to commonly used chemotherapeutics. CONCLUSIONS: This study presents a straightforward strategy to exploit publicly available gene expression data to guide the choice of cell-based models. While this approach does not overcome the major limitations of such models, introducing a rank order of selected features may allow selecting model cell lines that are more adapted and pertinent to the addressed biological question.

Term structure of interest rates. European financial integration

In this paper we estimate, analyze and compare the term structures of interest rates in six different countries over the period 1992-2004. We apply the Nelson-Siegel model to obtain the term structures of interest rates at weekly intervals. A total of 4,038 curves are estimated and analyzed. Four European Monetary Union countries¿Spain, France, Germany and Italy¿are included. The UK is also included as a European non-member of the Monetary Union. Finally the US completes the analysis. The goal is to determine the differences in the shapes of the term structure of interest rates among these countries. Likewise, we can determine the most usual term structure shapes that appear for each country.*****

Evaluation of uptake and transport of cationic and anionic ultrasmall iron oxide nanoparticles by human colon cells.

Nanoparticles (NPs) are in clinical use or under development for therapeutic imaging and drug delivery. However, relatively little information exists concerning the uptake and transport of NPs across human colon cell layers, or their potential to invade three-dimensional models of human colon cells that better mimic the tissue structures of normal and tumoral colon. In order to gain such information, the interactions of biocompatible ultrasmall superparamagnetic iron oxide nanoparticles (USPIO NPs) (iron oxide core 9-10 nm) coated with either cationic polyvinylamine (aminoPVA) or anionic oleic acid with human HT-29 and Caco-2 colon cells was determined. The uptake of the cationic USPIO NPs was much higher than the uptake of the anionic USPIO NPs. The intracellular localization of aminoPVA USPIO NPs was confirmed in HT-29 cells by transmission electron microscopy that detected the iron oxide core. AminoPVA USPIO NPs invaded three-dimensional spheroids of both HT-29 and Caco-2 cells, whereas oleic acid-coated USPIO NPs could only invade Caco-2 spheroids. Neither cationic aminoPVA USPIO NPs nor anionic oleic acid-coated USPIO NPs were transported at detectable levels across the tight CacoReady? intestinal barrier model or the more permeable mucus-secreting CacoGoblet? model.

Do habitat suitability models reliably predict the recovery areas of threatened species?

1. Identifying those areas suitable for recolonization by threatened species is essential to support efficient conservation policies. Habitat suitability models (HSM) predict species' potential distributions, but the quality of their predictions should be carefully assessed when the species-environment equilibrium assumption is violated.2. We studied the Eurasian otter Lutra lutra, whose numbers are recovering in southern Italy. To produce widely applicable results, we chose standard HSM procedures and looked for the models' capacities in predicting the suitability of a recolonization area. We used two fieldwork datasets: presence-only data, used in the Ecological Niche Factor Analyses (ENFA), and presence-absence data, used in a Generalized Linear Model (GLM). In addition to cross-validation, we independently evaluated the models with data from a recolonization event, providing presences on a previously unoccupied river.3. Three of the models successfully predicted the suitability of the recolonization area, but the GLM built with data before the recolonization disagreed with these predictions, missing the recolonized river's suitability and badly describing the otter's niche. Our results highlighted three points of relevance to modelling practices: (1) absences may prevent the models from correctly identifying areas suitable for a species spread; (2) the selection of variables may lead to randomness in the predictions; and (3) the Area Under Curve (AUC), a commonly used validation index, was not well suited to the evaluation of model quality, whereas the Boyce Index (CBI), based on presence data only, better highlighted the models' fit to the recolonization observations.4. For species with unstable spatial distributions, presence-only models may work better than presence-absence methods in making reliable predictions of suitable areas for expansion. An iterative modelling process, using new occurrences from each step of the species spread, may also help in progressively reducing errors.5. Synthesis and applications. Conservation plans depend on reliable models of the species' suitable habitats. In non-equilibrium situations, such as the case for threatened or invasive species, models could be affected negatively by the inclusion of absence data when predicting the areas of potential expansion. Presence-only methods will here provide a better basis for productive conservation management practices.

Origin of the neutron skin thickness of 208Pb in nuclear mean-field models

We study whether the neutron skin thickness Δrnp of 208Pb originates from the bulk or from the surface of the nucleon density distributions, according to the mean-field models of nuclear structure, and find that it depends on the stiffness of the nuclear symmetry energy. The bulk contribution to Δrnp arises from an extended sharp radius of neutrons, whereas the surface contribution arises from different widths of the neutron and proton surfaces. Nuclear models where the symmetry energy is stiff, as typical of relativistic models, predict a bulk contribution in Δrnp of 208Pb about twice as large as the surface contribution. In contrast, models with a soft symmetry energy like common nonrelativistic models predict that Δrnp of 208Pb is divided similarly into bulk and surface parts. Indeed, if the symmetry energy is supersoft, the surface contribution becomes dominant. We note that the linear correlation of Δrnp of 208Pb with the density derivative of the nuclear symmetry energy arises from the bulk part of Δrnp. We also note that most models predict a mixed-type (between halo and skin) neutron distribution for 208Pb. Although the halo-type limit is actually found in the models with a supersoft symmetry energy, the skin-type limit is not supported by any mean-field model. Finally, we compute parity-violating electron scattering in the conditions of the 208Pb parity radius experiment (PREX) and obtain a pocket formula for the parity-violating asymmetry in terms of the parameters that characterize the shape of the 208Pb nucleon densities.

Classical anisotropies in models of open inflation

In the simplest model of open inflation there are two inflaton fields decoupled from each other. One of them, the tunneling field, produces a first stage of inflation which prepares the ground for the nucleation of a highly symmetric bubble. The other, a free field, drives a second period of slow-roll inflation inside the bubble. However, the second field also evolves during the first stage of inflation, which to some extent breaks the needed symmetry. We show that this generates large supercurvature anisotropies which, together with the results of Tanaka and Sasaki, rule out this class of simple models (unless, of course, Omega0 is sufficiently close to 1). The problem does not arise in modified models where the second field does not evolve in the first stage of inflation.

Term structure of interest rates. European financial integration

In this paper we estimate, analyze and compare the term structures of interest rates in six different countries over the period 1992-2004. We apply the Nelson-Siegel model to obtain the term structures of interest rates at weekly intervals. A total of 4,038 curves are estimated and analyzed. Four European Monetary Union countries¿Spain, France, Germany and Italy¿are included. The UK is also included as a European non-member of the Monetary Union. Finally the US completes the analysis. The goal is to determine the differences in the shapes of the term structure of interest rates among these countries. Likewise, we can determine the most usual term structure shapes that appear for each country.*****