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)

Hierarchy of interactive functions in father-mother-baby three-way games

In developmental research, the family has mainly been studied through dyadic interaction. Three-way interactions have received less attention, partly because of their complexity. This difficulty may be overcome by distinguishing between four hierarchically embedded functions in three-way interactions: (1) participation (inclusion of all participants), (2) organization (partners keeping to their roles), (3) focalization (sharing a common focus) and (4) affective contact (being in tune). We document this hierarchical model on a sample of 80 families observed in the Lausanne Trilogue Play situation across four different sites. Hierarchy between functions was demonstrated by means of Guttman scalability coefficient. Given the importance of the child's development in a threesome, the pertinence of this model for family assessment is discussed.

The impact of fasting on the interpretation of triglyceride levels for predicting myocardial infarction risk in HIV-positive individuals: the D:A:D study.

We assessed whether fasting modifies the prognostic value of these measurements for the risk of myocardial infarction (MI). Analyses used mixed effect models and Poisson regression. After confounders were controlled for, fasting triglyceride levels were, on average, 0.122 mmol/L lower than nonfasting levels. Each 2-fold increase in the latest triglyceride level was associated with a 38% increase in MI risk (relative rate, 1.38; 95% confidence interval, 1.26-1.51); fasting status did not modify this association. Our results suggest that it may not be necessary to restrict analyses to fasting measurements when considering MI risk.

Role of major histocompatibility complex class II expression by non-hematopoietic cells in autoimmune and inflammatory disorders: facts and fiction.

It is well established that interactions between CD4(+) T cells and major histocompatibility complex class II (MHCII) positive antigen-presenting cells (APCs) of hematopoietic origin play key roles in both the maintenance of tolerance and the initiation and development of autoimmune and inflammatory disorders. In sharp contrast, despite nearly three decades of intensive research, the functional relevance of MHCII expression by non-hematopoietic tissue-resident cells has remained obscure. The widespread assumption that MHCII expression by non-hematopoietic APCs has an impact on autoimmune and inflammatory diseases has in most instances neither been confirmed nor excluded by indisputable in vivo data. Here we review and put into perspective conflicting in vitro and in vivo results on the putative impact of MHCII expression by non-hematopoietic APCs-in both target organs and secondary lymphoid tissues-on the initiation and development of representative autoimmune and inflammatory disorders. Emphasis will be placed on the lacunar status of our knowledge in this field. We also discuss new mouse models-developed on the basis of our understanding of the molecular mechanisms that regulate MHCII expression-that constitute valuable tools for filling the severe gaps in our knowledge on the functions of non-hematopoietic APCs in inflammatory conditions.

Epithelial sodium channel/degenerin family of ion channels: a variety of functions for a shared structure.

The recently discovered epithelial sodium channel (ENaC)/degenerin (DEG) gene family encodes sodium channels involved in various cell functions in metazoans. Subfamilies found in invertebrates or mammals are functionally distinct. The degenerins in Caenorhabditis elegans participate in mechanotransduction in neuronal cells, FaNaC in snails is a ligand-gated channel activated by neuropeptides, and the Drosophila subfamily is expressed in gonads and neurons. In mammals, ENaC mediates Na+ transport in epithelia and is essential for sodium homeostasis. The ASIC genes encode proton-gated cation channels in both the central and peripheral nervous system that could be involved in pain transduction. This review summarizes the physiological roles of the different channels belonging to this family, their biophysical and pharmacological characteristics, and the emerging knowledge of their molecular structure. Although functionally different, the ENaC/DEG family members share functional domains that are involved in the control of channel activity and in the formation of the pore. The functional heterogeneity among the members of the ENaC/DEG channel family provides a unique opportunity to address the molecular basis of basic channel functions such as activation by ligands, mechanotransduction, ionic selectivity, or block by pharmacological ligands.

Mechanical ventilation in the newborn; a simplified approach. Part 1: Intermittent positive pressure ventilation.

Positive pressure ventilation (PPV) is a frequent intervention in the neonatal intensive care unit. This article is directed towards paediatricians in training and attempts to cover the basics of PPV without being too technical. To do so we have employed an extensive use of graphics to illustrate the underlying principles.

Measures of ionicity of alkaline-earth oxides from the analysis of ab initio cluster wave functions

We present an analysis of the M-O chemical bonding in the binary oxides MgO, CaO, SrO, BaO, and Al2O3 based on ab initio wave functions. The model used to represent the local environment of a metal cation in the bulk oxide is an MO6 cluster which also includes the effect of the lattice Madelung potential. The analysis of the wave functions for these clusters leads to the conclusion that all the alkaline-earth oxides must be regarded as highly ionic oxides; however, the ionic character of the oxides decreases as one goes from MgO, almost perfectly ionic, to BaO. In Al2O3 the ionic character is further reduced; however, even in this case, the departure from the ideal, fully ionic, model of Al3+ is not exceptionally large. These conclusions are based on three measures, a decomposition of the Mq+-Oq- interaction energy, the number of electrons associated to the oxygen ions as obtained from a projection operator technique, and the analysis of the cation core-level binding energies. The increasing covalent character along the series MgO, CaO, SrO, and BaO is discussed in view of the existing theoretical models and experimental data.

Natural killer cell genes and functions after kidney transplantation

Natural Killer (NK) cells are of special interest in solid organ transplantation (SOT) because classical immunosuppressive drugs could enhance NK cells activity.We studied NK cells after kidney transplantation in three different situations. First, we analysed the peripheral repertoire reconstitution and function of NK cells after a polyclonal rabbit anti-thymocytes globulin (rATG) induction therapy, in 20 patients transplanted with living donor and with a low immunological risk. Second, we analysed the influence of KIR genes on the risk of CMV primo-infection or reactivation in 224 transplanted patients during the first year. Finally, we studied the risk of rejection and graft function during the first 5 years according to the KIR genes. Our study demonstrates that after an intial drop, NK cell reconstitution is fast with a ratio of CD56+/CD3− cells versus CD3+ cells that remains identical. The fraction of NK cells expressing the inhibitory receptor NKG2A significantly increases and the activating receptor NKG2D decreases after transplantation to retrieve the pretransplantation value after one year. The secretion of INF-f × and the cytotoxicity is maintained over time after transplantation. Then, we demonstrated that the presence of 2 KIR missing ligands and a large number of activating KIR gene protected against CMV primo-infection or reactivation during the first year post transplantation. Finally, the KIR genes and their HLA ligands do not influence the long term graft function after univariate and multivariate analysis. Our data suggest that despite the modification of the receptor repertoire, NK cell activity is preserved. NK cells are an important player of the immune response in the first year after transplantation mainly thanks to their anti-infectious activity.

Schizotypy as an organizing framework for social and affective sciences

Schizotypy, defined in terms of commonly occurring personality traits related to the schizophrenia spectrum, has been an important construct for understanding the neurodevelopment and stress-diathesis of schizophrenia. However, as schizotypy nears its sixth decade of application, it is important to acknowledge its impressively rich literature accumulating outside of schizophrenia research. In this article, we make the case that schizotypy has considerable potential as a conceptual framework for understanding individual differences in affective and social functions beyond those directly involved in schizophrenia spectrum pathology. This case is predicated on (a) a burgeoning literature noting anomalies in a wide range of social functioning, affiliative, positive and negative emotional, expressive, and social cognitive systems, (b) practical and methodological features associated with schizotypy research that help facilitate empirical investigation, and (c) close ties to theoretical constructs of central importance to affective and social science (eg, stress diathesis, neural compensation). We highlight recent schizotypy research, ie providing insight into the nature of affective and social systems more generally. This includes current efforts to clarify the neurodevelopmental, neurobiological, and psychological underpinnings of affiliative drives, hedonic capacity, social cognition, and stress responsivity systems. Additionally, we discuss neural compensatory and resilience factors that may mitigate the expression of stress-diathesis and functional outcome, and highlight schizotypy's potential role for understanding cultural determinants of social and affective functions.

Natural variation in learning ability in "Drosophila melanogaster"

Learning is the ability of an organism to adapt to the changes of its environment in response to its past experience. It is a widespread ability in the animal kingdom, but its evolutionary aspects are poorly known. Learning ability is supposedly advantageous under some conditions, when environmental conditions are not too stable - because in this case there is no need to learn to predict any event in the environment - and not changing too fast - otherwise environmental cues cannot be used because they are not reliable. Nevertheless, learning ability is also known to be costly in terms of energy needed for neuronal synthesis, memory formation, initial mistakes. During my PhD, I focused on the study of genetic variability of learning ability in natural populations. Genetic variability is the basis on which natural selection and genetic drift can act. How does learning ability vary in nature? What are the roles of additive genetic variation or maternal effects in this variation? Is it involved in evolutionary trade-offs with other fitness-related traits?¦I investigated a natural population of fruit fly, Drosophila melanogaster, as a model organism. Its learning ability is easy to measure with associative memory tests. I used two research tools: multiple inbred and isofemale lines derived from a natural population as a representative sample. My work was divided into three parts.¦First, I investigated the effects of inbreeding on aversive learning (avoidance of an odor previously associated with mechanical shock). While the inbred lines consistently showed reduced egg-to-adult viability by 28 %, the effects of inbreeding on learning performance was 18 % and varied among assays, with a trend to be most pronounced for intermediate conditioning intensity. Variation among inbred lines indicates that ample genetic variance for learning was segregating in the base population, and suggests that the inbreeding depression observed in learning performance was mostly due to dominance rather than overdominance. Across the inbred lines, learning performance was positively correlated with the egg-to-adult viability. This positive genetic correlation contradicts previous studies which observed a trade-off between learning ability and lifespan or larval competitive ability. It suggests that much of the genetic variation for learning is due to pleiotropic effects of genes affecting other functions related to survival. Together with the overall mild effects of inbreeding on learning performance, this suggests that genetic variation specifically affecting learning is either very low, or is due to alleles with mostly additive (semi-dominant) effects. It also suggests that alleles reducing learning performance are on average partially recessive, because their effect does not appear in the outbred base population. Moreover, overdominance seems unlikely as major cause of the inbreeding depression, because even if the overall mean of the inbred line is smaller than the outbred base population, some of the inbred lines show the same learning score as the outbred base population. If overdominance played an important part in inbreeding depression, then all the homozygous lines should show lower learning ability than¦outbred base population.¦In the second part of my project, I sampled the same natural population again and derived isofemale lines (F=0.25) which are less adapted to laboratory conditions and therefore are more representative of the variance of the natural population. They also showed some genetic variability for learning, and for three other fitness-related traits possibly related with learning: resistance to bacterial infection, egg-to-adult viability and developmental time. Nevertheless, the genetic variance of learning ability did not appear to be smaller than the variance of the other traits. The positive correlation previously observed between learning ability and egg- to-adult viability did not appear in isofemale lines (nor a negative correlation). It suggests that there was still genetic variability within isofemale lines and that they did not fix the highly deleterious pleiotropic alleles possibly responsible for the previous correlation.¦In order to investigate the relative amount of nuclear (additive and non-additive effects) and extra-nuclear (maternal and paternal effect) components of variance in learning ability and other fitness-related traits among the inbred lines tested in part one, I performed a diallel cross between them. The nuclear additive genetic variance was higher than other components for learning ability and survival to learning ability, but in contrast, maternal effects were more variable than other effects for developmental traits. This suggests that maternal effects, which reflects effects from mitochondrial DNA, epigenetic effects, or the amount of nutrients that are invested by the mother in the egg, are more important in the early stage of life, and less at the adult stage. There was no additive genetic correlation between learning ability and other traits, indicating that the correlation between learning ability and egg-to-adult viability observed in the first pat of my project was mostly due to recessive genes.¦Finally, my results showed that learning ability is genetically variable. The diallel experiment showed additive genetic variance was the most important component of the total variance. Moreover, every inbred or isofemale line showed some learning ability. This suggested that alleles impairing learning ability are eliminated by selection, and therefore that learning ability is under strong selection in natural populations of Drosophila. My results cannot alone explain the maintenance of the observed genetic variation. Even if I cannot eliminate the hypothesis of pleiotropy between learning ability and the other fitness-related traits I measured, there is no evidence for any trade-off between these traits and learning ability. This contradicts what has been observed between learning ability and other traits like lifespan and larval competitivity.¦L'apprentissage représente la capacité d'un organisme à s'adapter aux changement de son environnement au cours de sa vie, en réponse à son expérience passée. C'est une capacité très répandue dans le règne animal, y compris pour les animaux les plus petits et les plus simples, mais les aspects évolutifs de l'apprentissage sont encore mal connus. L'apprentissage est supposé avantageux dans certaines conditions, quand l'environnement n'est ni trop stable - dans ce cas, il n'y a rien à apprendre - ni trop variable - dans ce cas, les indices sur lesquels se reposer changent trop vite pour apprendre. D'un autre côté, l'apprentissage a aussi des coûts, en terme de synthèse neuronale, pour la formation de la mémoire, ou de coûts d'erreur initiale d'apprentissage. Pendant ma thèse, j'ai étudié la variabilité génétique naturelle des capacités d'apprentissage. Comment varient les capacités d'apprentissage dans la nature ? Quelle est la part de variation additive, l'impact des effets maternel ? Est-ce que l'apprentissage est impliqué dans des interactions, de type compromis évolutifs, avec d'autres traits liés à la fitness ?¦Afin de répondre à ces questions, je me suis intéressée à la mouche du vinaigre, ou drosophile, un organisme modèle. Ses capacités d'apprentissage sont facile à étudier avec un test de mémoire reposant sur l'association entre un choc mécanique et une odeur. Pour étudier ses capacités naturelles, j'ai dérivé de types de lignées d'une population naturelle: des lignées consanguines et des lignées isofemelles.¦Dans une première partie, je me suis intéressée aux effets de la consanguinité sur les capacités d'apprentissage, qui sont peu connues. Alors que les lignées consanguines ont montré une réduction de 28% de leur viabilité (proportion d'adultes émergeants d'un nombre d'oeufs donnés), leurs capacités d'apprentissage n'ont été réduites que de 18%, la plus forte diminution étant obtenue pour un conditionnement modéré. En outre, j'ai également observé que les capacités d'apprentissage était positivement corrélée à la viabilité entre les lignées. Cette corrélation est surprenante car elle est en contradiction avec les résultats obtenus par d'autres études, qui montrent l'existence de compromis évolutifs entre les capacités d'apprentissage et d'autres traits comme le vieillissement ou la compétitivité larvaire. Elle suggère que la variation génétique des capacités d'apprentissage est due aux effets pleiotropes de gènes récessifs affectant d'autres fonctions liées à la survie. Ces résultats indiquent que la variation pour les capacités d'apprentissage est réduite comparée à celle d'autres traits ou est due à des allèles principalement récessifs. L'hypothèse de superdominance semble peu vraisemblable, car certaines des lignées consanguines ont obtenu des scores d'apprentissage égaux à ceux de la population non consanguine, alors qu'en cas de superdominance, elles auraient toutes dû obtenir des scores inférieurs.¦Dans la deuxième partie de mon projet, j'ai mesuré les capacités d'apprentissage de lignées isofemelles issues de la même population initiale que les lignées consanguines. Ces lignées sont issues chacune d'un seul couple, ce qui leur donne un taux d'hétérozygosité supérieur et évite l'élimination de lignées par fixation d'allèles délétères rares. Elles sont ainsi plus représentatives de la variabilité naturelle. Leur variabilité génétique est significative pour les capacités d'apprentissage, et trois traits liés à la fois à la fitness et à l'apprentissage: la viabilité, la résistance à l'infection bactérienne et la vitesse de développement. Cependant, la variabilité des capacités d'apprentissage n'apparaît cette fois pas inférieure à celle des autres traits et aucune corrélation n'est constatée entre les capacité d'apprentissage et les autres traits. Ceci suggère que la corrélation observée auparavant était surtout due à la fixation d'allèles récessifs délétères également responsables de la dépression de consanguinité.¦Durant la troisième partie de mon projet, je me suis penchée sur la décomposition de la variance observée entre les lignées consanguines observée en partie 1. Quatre composants ont été examinés: la variance due à des effets nucléaires (additifs et non additifs), et due à des effets parentaux (maternels et paternels). J'ai réalisé un croisement diallèle de toutes les lignées. La variance additive nucléaire s'est révélée supérieure aux autres composants pour les capacités d'apprentissage et la résistance à l'infection bactérienne. Par contre, les effets maternels étaient plus importants que les autres composants pour les traits développementaux (viabilité et vitesse de développement). Ceci suggère que les effets maternels, dus à G ADN mitochondrial, à l'épistasie ou à la quantité de nutriments investis dans l'oeuf par la mère, sont plus importants dans les premiers stades de développement et que leur effet s'estompe à l'âge adulte. Il n'y a en revanche pas de corrélation statistiquement significative entre les effets additifs des capacités d'apprentissage et des autres traits, ce qui indique encore une fois que la corrélation observée entre les capacités d'apprentissage et la viabilité dans la première partie du projet était due à des effets d'allèles partiellement récessifs.¦Au, final, mes résultats montrent bien l'existence d'une variabilité génétique pour les capacités d'apprentissage, et l'expérience du diallèle montre que la variance additive de cette capacité est importante, ce qui permet une réponse à la sélection naturelle. Toutes les lignées, consanguines ou isofemelles, ont obtenu des scores d'apprentissage supérieurs à zéro. Ceci suggère que les allèles supprimant les capacités d'apprentissage sont fortement contre-sélectionnés dans la nature Néanmoins, mes résultats ne peuvent pas expliquer le maintien de cette variabilité génétique par eux-même. Même si l'hypothèse de pléiotropie entre les capacités d'apprentissage et l'un des traits liés à la fitness que j'ai mesuré ne peut être éliminée, il n'y a aucune preuve d'un compromis évolutif pouvant contribuer au maintien de la variabilité.

Direct in vitro comparison of six three-dimensional positive contrast methods for susceptibility marker imaging.

PURPOSE: To compare different techniques for positive contrast imaging of susceptibility markers with MRI for three-dimensional visualization. As several different techniques have been reported, the choice of the suitable method depends on its properties with regard to the amount of positive contrast and the desired background suppression, as well as other imaging constraints needed for a specific application. MATERIALS AND METHODS: Six different positive contrast techniques are investigated for their ability to image at 3 Tesla a single susceptibility marker in vitro. The white marker method (WM), susceptibility gradient mapping (SGM), inversion recovery with on-resonant water suppression (IRON), frequency selective excitation (FSX), fast low flip-angle positive contrast SSFP (FLAPS), and iterative decomposition of water and fat with echo asymmetry and least-squares estimation (IDEAL) were implemented and investigated. RESULTS: The different methods were compared with respect to the volume of positive contrast, the product of volume and signal intensity, imaging time, and the level of background suppression. Quantitative results are provided, and strengths and weaknesses of the different approaches are discussed. CONCLUSION: The appropriate choice of positive contrast imaging technique depends on the desired level of background suppression, acquisition speed, and robustness against artifacts, for which in vitro comparative data are now available.

Using spatially distributed parameters and multi-response objective functions to solve parameterization of complex applications of semi-distributed hydrological models

Application of semi-distributed hydrological models to large, heterogeneous watersheds deals with several problems. On one hand, the spatial and temporal variability in catchment features should be adequately represented in the model parameterization, while maintaining the model complexity in an acceptable level to take advantage of state-of-the-art calibration techniques. On the other hand, model complexity enhances uncertainty in adjusted model parameter values, therefore increasing uncertainty in the water routing across the watershed. This is critical for water quality applications, where not only streamflow, but also a reliable estimation of the surface versus subsurface contributions to the runoff is needed. In this study, we show how a regularized inversion procedure combined with a multiobjective function calibration strategy successfully solves the parameterization of a complex application of a water quality-oriented hydrological model. The final value of several optimized parameters showed significant and consistentdifferences across geological and landscape features. Although the number of optimized parameters was significantly increased by the spatial and temporal discretization of adjustable parameters, the uncertainty in water routing results remained at reasonable values. In addition, a stepwise numerical analysis showed that the effects on calibration performance due to inclusion of different data types in the objective function could be inextricably linked. Thus caution should be taken when adding or removing data from an aggregated objective function.