Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

Genetic differentiation for size at first reproduction through male versus female functions in the widespread Mediterranean tree Pinus pinaster.

BACKGROUND AND AIMS: The study of local adaptation in plant reproductive traits has received substantial attention in short-lived species, but studies conducted on forest trees are scarce. This lack of research on long-lived species represents an important gap in our knowledge, because inferences about selection on the reproduction and life history of short-lived species cannot necessarily be extrapolated to trees. This study considers whether the size for first reproduction is locally adapted across a broad geographical range of the Mediterranean conifer species Pinus pinaster. In particular, the study investigates whether this monoecious species varies genetically among populations in terms of whether individuals start to reproduce through their male function, their female function or both sexual functions simultaneously. Whether differences among populations could be attributed to local adaptation across a climatic gradient is then considered. METHODS: Male and female reproduction and growth were measured during early stages of sexual maturity of a P. pinaster common garden comprising 23 populations sampled across the species range. Generalized linear mixed models were used to assess genetic variability of early reproductive life-history traits. Environmental correlations with reproductive life-history traits were tested after controlling for neutral genetic structure provided by 12 nuclear simple sequence repeat markers. KEY RESULTS: Trees tended to reproduce first through their male function, at a size (height) that varied little among source populations. The transition to female reproduction was slower, showed higher levels of variability and was negatively correlated with vegetative growth traits. Several female reproductive traits were correlated with a gradient of growth conditions, even after accounting for neutral genetic structure, with populations from more unfavourable sites tending to commence female reproduction at a lower individual size. CONCLUSIONS: The study represents the first report of genetic variability among populations for differences in the threshold size for first reproduction between male and female sexual functions in a tree species. The relatively uniform size at which individuals begin reproducing through their male function probably represents the fact that pollen dispersal is also relatively invariant among sites. However, the genetic variability in the timing of female reproduction probably reflects environment-dependent costs of cone production. The results also suggest that early sex allocation in this species might evolve under constraints that do not apply to other conifers.

NLRC5 deficiency selectively impairs MHC class I- dependent lymphocyte killing by cytotoxic T cells.

Nucleotide-binding oligomerization domain-like receptors (NLRs) are intracellular proteins involved in innate-driven inflammatory responses. The function of the family member NLR caspase recruitment domain containing protein 5 (NLRC5) remains a matter of debate, particularly with respect to NF-κB activation, type I IFN, and MHC I expression. To address the role of NLRC5, we generated Nlrc5-deficient mice (Nlrc5(Δ/Δ)). In this article we show that these animals exhibit slightly decreased CD8(+) T cell percentages, a phenotype compatible with deregulated MHC I expression. Of interest, NLRC5 ablation only mildly affected MHC I expression on APCs and, accordingly, Nlrc5(Δ/Δ) macrophages efficiently primed CD8(+) T cells. In contrast, NLRC5 deficiency dramatically impaired basal expression of MHC I in T, NKT, and NK lymphocytes. NLRC5 was sufficient to induce MHC I expression in a human lymphoid cell line, requiring both caspase recruitment and LRR domains. Moreover, endogenous NLRC5 localized to the nucleus and occupied the proximal promoter region of H-2 genes. Consistent with downregulated MHC I expression, the elimination of Nlrc5(Δ/Δ) lymphocytes by cytotoxic T cells was markedly reduced and, in addition, we observed low NLRC5 expression in several murine and human lymphoid-derived tumor cell lines. Hence, loss of NLRC5 expression represents an advantage for evading CD8(+) T cell-mediated elimination by downmodulation of MHC I levels-a mechanism that may be exploited by transformed cells. Our data show that NLRC5 acts as a key transcriptional regulator of MHC I in lymphocytes and support an essential role for NLRs in directing not only innate but also adaptive immune responses.

Genome-wide transposon insertion scanning of environmental survival functions in the polycyclic aromatic hydrocarbon degrading bacterium Sphingomonas wittichii RW1.

Sphingomonas wittichii RW1 is a dibenzofuran and dibenzodioxin-degrading bacterium with potentially interesting properties for bioaugmentation of contaminated sites. In order to understand the capacity of the microorganism to survive in the environment we used a genome-wide transposon scanning approach. RW1 transposon libraries were generated with around 22 000 independent insertions. Libraries were grown for an average of 50 generations (five successive passages in batch liquid medium) with salicylate as sole carbon and energy source in presence or absence of salt stress at -1.5 MPa. Alternatively, libraries were grown in sand with salicylate, at 50% water holding capacity, for 4 and 10 days (equivalent to 7 generations). Library DNA was recovered from the different growth conditions and scanned by ultrahigh throughput sequencing for the positions and numbers of inserted transposed kanamycin resistance gene. No transposon reads were recovered in 579 genes (10% of all annotated genes in the RW1 genome) in any of the libraries, suggesting those to be essential for survival under the used conditions. Libraries recovered from sand differed strongly from those incubated in liquid batch medium. In particular, important functions for survival of cells in sand at the short term concerned nutrient scavenging, energy metabolism and motility. In contrast to this, fatty acid metabolism and oxidative stress response were essential for longer term survival of cells in sand. Comparison to transcriptome data suggested important functions in sand for flagellar movement, pili synthesis, trehalose and polysaccharide synthesis and putative cell surface antigen proteins. Interestingly, a variety of genes were also identified, interruption of which cause significant increase in fitness during growth on salicylate. One of these was an Lrp family transcription regulator and mutants in this gene covered more than 90% of the total library after 50 generations of growth on salicylate. Our results demonstrate the power of genome-wide transposon scanning approaches for analysis of complex traits.

Heterogeneous discounting in consumption-investment problems. Time consistent solutions

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

Vertical Syndication-Proof Competitive Prices in Multilateral Markets

[eng] A multi-sided Böhm-Bawerk assignment game (Tejada, to appear) is a model for a multilateral market with a finite number of perfectly complementary indivisible commodities owned by different sellers, and inflexible demand and support functions. We show that for each such market game there is a unique vector of competitive prices for the commodities that is vertical syndication-proof, in the sense that, at those prices, syndication of sellers each owning a different commodity is neither beneficial nor detrimental for the buyers. Since, moreover, the benefits obtained by the agents at those prices correspond to the nucleolus of the market game, we provide a syndication-based foundation for the nucleolus as an appropriate solution concept for market games. For different solution concepts a syndicate can be disadvantageous and there is no escape to Aumman’s paradox (Aumann, 1973). We further show that vertical syndicationproofness and horizontal syndication-proofness – in which sellers of the same commodity collude – are incompatible requirements under some mild assumptions. Our results build on a self-interesting link between multi-sided Böhm-Bawerk assignment games and bankruptcy games (O’Neill, 1982). We identify a particular subset of Böhm-Bawerk assignment games and we show that it is isomorphic to the whole class of bankruptcy games. This isomorphism enables us to show the uniqueness of the vector of vertical syndication-proof prices for the whole class of Böhm-Bawerk assignment market using well-known results of bankruptcy problems.

Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

Pedotransfer functions related to spatial variability of water retention attributes for lowland soils

The estimation of non available soil variables through the knowledge of other related measured variables can be achieved through pedotransfer functions (PTF) mainly saving time and reducing cost. Great differences among soils, however, can yield non desirable results when applying this method. This study discusses the application of developed PTFs by several authors using a variety of soils of different characteristics, to evaluate soil water contents of two Brazilian lowland soils. Comparisons are made between PTF evaluated data and field measured data, using statistical and geostatistical tools, like mean error, root mean square error, semivariogram, cross-validation, and regression coefficient. The eight tested PTFs to evaluate gravimetric soil water contents (Ug) at the tensions of 33 kPa and 1,500 kPa presented a tendency to overestimate Ug 33 kPa and underestimate Ug1,500 kPa. The PTFs were ranked according to their performance and also with respect to their potential in describing the structure of the spatial variability of the set of measured values. Although none of the PTFs have changed the distribution pattern of the data, all resulted in mean and variance statistically different from those observed for all measured values. The PTFs that presented the best predictive values of Ug33 kPa and Ug1,500 kPa were not the same that had the best performance to reproduce the structure of spatial variability of these variables.

HIV-1 superinfection with a triple-class drug-resistant strain in a patient successfully controlled with antiretroviral treatment.

We report a case of HIV-1 superinfection (HSI) with a clade B, triple-class resistant virus in a patient successfully controlling viremia with continuous combination antiretroviral therapy started 8 years earlier during primary HIV infection. The course of HIV infection prior to HSI was monitored in both the source partner and recipient (8 and 11 years, respectively) and 4 years following HSI. This case report demonstrates re-infection with HIV-1 despite effective combination antiretroviral therapy.

Cytomegalovirus (CMV)-specific cellular immune responses.

A large percentage of healthy individuals (50-90%) is chronically infected with Cytomegalovirus (CMV). Over the past few years, several techniques were developed in order to monitor CMV-specific T-cell responses. In addition to the identification of antigen-specific T cells with peptide-loaded MHC complexes, most of the current strategies to identify CMV-specific T cells are centered on the assessment of the functions of memory T cells including their ability to mediate effector function, to proliferate or to secrete cytokines following antigen-specific stimulation. The investigation of these functions has allowed the characterization of the CMV-specific T-cell responses that are present during different phases of the infection. Furthermore, it has also been shown that the combination of virus-specific CD4 and CD8 T-cell responses are critical components of the immune response in the control of virus replication.

Herramientas estadísticas para el estudio de perfiles de riesgo

En este documento se ilustra de un modo práctico, el empleo de tres instrumentos que permiten al actuario definir grupos arancelarios y estimar premios de riesgo en el proceso que tasa la clase para el seguro de no vida. El primero es el análisis de segmentación (CHAID y XAID) usado en primer lugar en 1997 por UNESPA en su cartera común de coches. El segundo es un proceso de selección gradual con el modelo de regresión a base de distancia. Y el tercero es un proceso con el modelo conocido y generalizado de regresión linear, que representa la técnica más moderna en la bibliografía actuarial. De estos últimos, si combinamos funciones de eslabón diferentes y distribuciones de error, podemos obtener el aditivo clásico y modelos multiplicativos

T helper 1 (Th1) and Th2 characteristics start to develop during T cell priming and are associated with an immediate ability to induce immunoglobulin class switching.

The respective production of specific immunoglobulin (Ig)G2a or IgG1 within 5 d of primary immunization with Swiss type mouse mammary tumor virus [MMTV(SW)] or haptenated protein provides a model for the development of T helper 1 (Th1) and Th2 responses. The antibody-producing cells arise from cognate T cell B cell interaction, revealed by the respective induction of Cgamma2a and Cgamma1 switch transcript production, on the third day after immunization. T cell proliferation and upregulation of mRNA for interferon gamma in response to MMTV(SW) and interleukin 4 in response to haptenated protein also starts during this day. It follows that there is minimal delay in these responses between T cell priming and the onset of cognate interaction between T and B cells leading to class switching and exponential growth. The Th1 or Th2 profile is at least partially established at the time of the first cognate T cell interaction with B cells in the T zone. The addition of killed Bordetella pertussis to the hapten-protein induces nonhapten-specific IgG2a and IgG1 plasma cells, whereas the anti-hapten response continues to be IgG1 dominated. This indicates that a Th2 response to hapten-protein can proceed in a node where there is substantial Th1 activity.

Relaxation times of non-Markovian processes

We consider a general class of non-Markovian processes defined by stochastic differential equations with Ornstein-Uhlenbeck noise. We present a general formalism to evaluate relaxation times associated with correlation functions in the steady state. This formalism is a generalization of a previous approach for Markovian processes. The theoretical results are shown to be in satisfactory agreement both with experimental data for a cubic bistable system and also with a computer simulation of the Stratonovich model. We comment on the dynamical role of the non-Markovianicity in different situations.

Pedotransfer functions to estimate proctor test parameters under different tillage systems

The Proctor test is time-consuming and requires sampling of several kilograms of soil. Proctor test parameters were predicted in Mollisols, Entisols and Vertisols of the Pampean region of Argentina under different management systems. They were estimated from a minimum number of readily available soil properties (soil texture, total organic C) and management (training data set; n = 73). The results were used to generate a soil compaction susceptibility model, which was subsequently validated using a second group of independent data (test data set; n = 24). Soil maximum bulk density was estimated as follows: Maximum bulk density (Mg m-3) = 1.4756 - 0.00599 total organic C (g kg-1) + 0.0000275 sand (g kg-1) + 0.0539 management. Management was equal to 0 for uncropped and untilled soils and 1 for conventionally tilled soils. The established models predicted the Proctor test parameters reasonably well, based on readily available soil properties. Tillage systems induced changes in the maximum bulk density regardless of total organic matter content or soil texture. The lower maximum apparent bulk density values under no-tillage require a revision of the relative compaction thresholds for different no-tillage crops.