Ruin Theory with Excess of Loss Reinsurance and Reinstatements

The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical Cramer-Lundberg risk model, piecewise deterministic Markov processes are used to describe the free surplus process in this more general situation. It is shown that the finite-time ruin probability is both the solution of a partial integro-differential equation and the fixed point of a contractive integral operator. We exploit the latter representation to develop and implement a recursive algorithm for numerical approximation of the ruin probability that involves high-dimensional integration. Furthermore we study the behavior of the finite-time ruin probability under various levels of initial surplus and security loadings and compare the efficiency of the numerical algorithm with the computational alternative of stochastic simulation of the risk process. (C) 2011 Elsevier Inc. All rights reserved.

La Ley de Estabilidad Presupuestaria en el largo plazo: efecto del ciclo demográfico

La actual situación económica y las perspectivas presupuestarias a largo plazo han suscitado una discusión acerca de la conveniencia de la Ley de Estabilidad Presupuestaria. Este trabajo, empleando contabilidad generacional, evalúa la sostenibilidad de la política fiscal española ampliando el horizonte temporal más allá del ciclo de los negocios, considerando los efectos del ciclo demográfico. Los resultados muestran que, aunque el proceso de consolidación fiscal ha mejorado ostensiblemente la situación financiera de las AA.PP, se sigue trasladando al futuro una deuda implí­cita sustancial

Absence of residual Hodgkin's disease demonstrated by PET/CT in a deceased organ donor.

With the current limited availability of organs for transplantation, it is important to consider marginal donor candidates, including survivors of potentially curable malignancies such as lymphoma. The absence of refractory/recurrent residual disease at the time of brain death can be difficult to establish. Therefore, it is critical to have objective data to decide whether to proceed or not with organ procurement and transplantation. We report a unique situation in which (18)F-fluorodeoxyglucose positron emission tomography (PET) was used to rule out Hodgkin's lymphoma recurrence in a 33-year-old, heart-beating, brain-dead, potential donor with a past history of Hodgkin's disease and a persistent mediastinal mass. PET showed no significant uptake in the mass, allowing organ donation and transplantation to occur. We present a new means of evaluating potential brain-dead donors with a past history of some lymphoma, whereby PET may help transplant physicians by optimizing donation safety while rationalizing the inclusion of marginal donors.

Coherence and anticoherence resonance tunned by noise

We present numerical evidence and a theoretical analysis of the appearance of anticoherence resonance induced by noise, not predicted in former analysis of coherence resonance. We have found that this phenomenon occurs for very small values of the intensity of the noise acting on an excitable system, and we claim that this is a universal signature of a nonmonotonous relaxational behavior near its oscillatory regime. Moreover, we demonstrate that this new phenomenon is totally compatible with the standard situation of coherence resonance appearing at intermediate values of noise intensity.

Conditions de travail, chômage et santé : la situation en Suisse à la lumière de l'Enquête suisse sur la santé 2007

"L'emploi et les conditions de travail ont une grande incidence sur l'équité en santé", note l'Organisation mondiale de la santé (OMS) dans un rapport publié en 2008: ils font partie des principaux déterminants sociaux "à l'origine d'une grande part des inégalités en santé observées entre pays et dans les pays". Ce constat se fonde sur un vaste corpus d'enquêtes et de recherches menées à l'échelle internationale, dont le renouveau ces trois dernières décennies a été stimulé par l'explosion du chômage et de la précarisation de l'emploi, ainsi que par l'intensification du travail. Pour la première fois, une vue chiffrée d'ensemble de cette problématique est également disponible pour la Suisse, basée sur les données de la dernière enquête suisse sur la santé, réalisée en 2007 par l'Office fédéral de la statistique (OFS). L'étude dont nous présentons ici les résultats cherche à répondre à trois questions?: 1) Quelles sont les conditions de travail à risque (physique ou psycho-social) les plus fréquentes? Qui y est le plus exposé, en fonction notamment du sexe, de la position sociale ou de la branche d'activité? 2) Quelles associations peut-on mettre en évidence entre ces conditions de travail et l'état de santé? 3) Quels sont les liens entre le fait d'être au chômage ou de craindre pour son emploi et l'état de santé? Les données analysées révèlent un lien significatif entre les conditions de travail à risques, plus fréquentes que souvent admis, et une santé dégradée chez les personnes concernées. L'association est encore plus forte avec le fait d'être au chômage. Ces réalités sont souvent passées sous silence, en Suisse encore plus qu'ailleurs. Cette étude contribue à les rendre visibles et à instruire ainsi le débat nécessaire sur les conditions économiques et sociales de leur changement. Débat dont l'actualité est redoublée par les conséquences dramatiques sur l'emploi et sur les conditions de travail de l'actuelle crise économique internationale. [Ed.]

Orthopedic implant used as drug delivery system: clinical situation and state of the research.

A partial review is proposed on the existing literature for the research performed in orthopedic implant used as drug delivery system. In the first part, an evaluation is given on the clinical need to deliver a drug in the surrounding of an implant. Secondly, a review of the clinical situation is developed for implants already used as drug delivery system. Experimental works performed for local delivery are reported. In particular, a description is given on the in vitro and in vivo studies where the implant is coated with different proteins or drugs. Finally, a conclusion is proposed on the next step in the development of orthopedic implant as drug delivery system mentioning also the industrial situation.

Malaria haplotype frequency estimation.

We present a Bayesian approach for estimating the relative frequencies of multi-single nucleotide polymorphism (SNP) haplotypes in populations of the malaria parasite Plasmodium falciparum by using microarray SNP data from human blood samples. Each sample comes from a malaria patient and contains one or several parasite clones that may genetically differ. Samples containing multiple parasite clones with different genetic markers pose a special challenge. The situation is comparable with a polyploid organism. The data from each blood sample indicates whether the parasites in the blood carry a mutant or a wildtype allele at various selected genomic positions. If both mutant and wildtype alleles are detected at a given position in a multiply infected sample, the data indicates the presence of both alleles, but the ratio is unknown. Thus, the data only partially reveals which specific combinations of genetic markers (i.e. haplotypes across the examined SNPs) occur in distinct parasite clones. In addition, SNP data may contain errors at non-negligible rates. We use a multinomial mixture model with partially missing observations to represent this data and a Markov chain Monte Carlo method to estimate the haplotype frequencies in a population. Our approach addresses both challenges, multiple infections and data errors.

The cardiovascular disease situation in Seychelles.

A rising frequency of cardiovascular diseases and related risk factors has been documented in Seychelles. This epidemiological transition to chronic diseases is believed to result from the aging of the population and from changes in lifestyle associated with a rapidly improving standard of living. Since 1990 a long-term national collaborative programme has been established for the prevention and control of cardiovascular diseases. It has been designed with a view to implementing a combination of population-based and specific, high-risk target-group strategies. Objectives have been formulated, and culturally acceptable multisectoral activities have been devised, along with plans for the monitoring of cardiovascular diseases and risk factors and for the evaluation of the programme as it proceeds.

Spatial planning to the test of property rights in Switzerland : an innovative land management approach to coordinate spatial planning goals with property rights interests

In Switzerland, the land management regime is characterized by a liberal attitude towards the institution of property rights, which is guaranteed by the Constitution. Under the present Swiss constitutional arrangement, authorities (municipalities) are required to take into account landowners' interests when implementing their spatial planning policy. In other words, the institution of property rights cannot be restricted easily in order to implement zoning plans and planning projects. This situation causes many problems. One of them is the gap between the way land is really used by the landowners and the way land should be used based on zoning plans. In fact, zoning plans only describe how landowners should use their property. There is no sufficient provision for handling cases where the use is not in accordance with zoning plans. In particular, landowners may not be expropriated for a non-conforming use of the land. This situation often leads to the opening of new building areas in greenfields and urban sprawl, which is in contradiction with the goals set into the Federal Law on Spatial Planning. In order to identify legal strategies of intervention to solve the problem, our paper is structured into three main parts. Firstly, we make a short description of the Swiss land management regime. Then, we focus on an innovative land management approach designed to implement zoning plans in accordance with property rights. Finally, we present a case study that shows the usefulness of the presented land management approach in practice. We develop three main results. Firstly, the land management approach brings a mechanism to involve landowners in planning projects. Coordination principle between spatial planning goals and landowners' interests is the cornerstone of all the process. Secondly, the land use is improved both in terms of space and time. Finally, the institution of property rights is not challenged, since there is no expropriation and the market stays free.

Visualization of RNA polymerase II ternary transcription complexes formed in vitro on a Xenopus laevis vitellogenin gene.

Stable ternary transcription complexes assembled in vitro, using a HeLa whole-cell extract, have been isolated and visualized by electron microscopy. The formation of these stable complexes on the DNA fragment used as template, the 5' end region of the Xenopus laevis vitellogenin gene B2, depends on factors present in the whole-cell extract, RNA polymerase II and at least two nucleotides. Interestingly, bending in the DNA fragment was frequently observed at the binding site of RNA polymerase II. Dinucleotides that can prime initiation within a short sequence of approximately 10 contiguous nucleotides centered around the initiation site used in vivo, also favour the formation of stable complexes. In addition, pre-initiation complexes were isolated and it was shown that factors in the extract involved in their formation are more abundant than the RNA polymerase II molecules available for binding. The possible implication of this observation relative to the in vivo situation is discussed.