An algebraic operator approach to the analysis of Gerber-Shiu functions

We introduce an algebraic operator framework to study discounted penalty functions in renewal risk models. For inter-arrival and claim size distributions with rational Laplace transform, the usual integral equation is transformed into a boundary value problem, which is solved by symbolic techniques. The factorization of the differential operator can be lifted to the level of boundary value problems, amounting to iteratively solving first-order problems. This leads to an explicit expression for the Gerber-Shiu function in terms of the penalty function.

Precursor-product relationship between vitellogenin and the yolk proteins as derived from the complete sequence of a Xenopus vitellogenin gene.

In Xenopus laevis four estrogen-responsive genes are expressed simultaneously to produce vitellogenin, the precursor of the yolk proteins. One of these four genes, the gene A2, was sequenced completely, as well as cDNAs representing 75% of the coding region of the gene. From this data the exon-intron structure of the gene was established, revealing 35 exons that give a transcript of 5,619 bp without the poly A-tail. This A2 transcript encodes a vitellogenin of 1,807 amino acids, whose structure is discussed with respect to its function. At the nucleic acid as well as at the protein level no extensive homologies with any sequences other than vitellogenin were observed. Comparison of the amino acid sequence of the vitellogenin A2 molecule with biochemical data obtained from the different yolk proteins allowed us to localize the cleavage products on the vitellogenin precursor as follows: NH2 - lipovitellin I - phosvitin (or phosvette II - phosvette I) - lipovitellin II - COOH.

The Complete Chromosomal Organization of the Reference Strain of the Leishmania Genome Project, L. major ;Friedlin'.

In recent years, analysis of the genomes of many organisms has received increasing international attention. The bulk of the effort to date has centred on the Human Genome Project and analysis of model organisms such as yeast, Drosophila and Caenorhabditis elegans. More recently, the revolution in genome sequencing and gene identification has begun to impact on infectious disease organisms. Initially, much of the effort was concentrated on prokaryotes, but small eukaryotic genomes, including the protozoan parasites Plasmodium, Toxoplasma and trypanosomatids (Leishmania, Trypanosoma brucei and T. cruzi), as well as some multicellular organisms, such as Brugia and Schistosoma, are benefiting from the technological advances of the genome era. These advances promise a radical new approach to the development of novel diagnostic tools, chemotherapeutic targets and vaccines for infectious disease organisms, as well as to the more detailed analysis of cell biology and function.Several networks or consortia linking laboratories around the world have been established to support these parasite genome projects[1] (for more information, see http://www.ebi.ac.uk/ parasites/paratable.html). Five of these networks were supported by an initiative launched in 1994 by the Specific Programme for Research and Tropical Diseases (TDR) of the WHO[2, 3, 4, 5, 6]. The Leishmania Genome Network (LGN) is one of these[3]. Its activities are reported at http://www.ebi.ac.uk/parasites/leish.html, and its current aim is to map and sequence the genome of Leishmania by the year 2002. All the mapping, hybridization and sequence data are also publicly available from LeishDB, an AceDB-based genome database (http://www.ebi.ac.uk/parasites/LGN/leissssoft.html).

Complete genome sequence of a clinical Bordetella pertussis isolate from Brazil

There has been a resurgence in the number of pertussis cases in Brazil and around the world. Here, the genome of a clinical Bordetella pertussis strain (Bz181) that was recently isolated in Brazil is reported. Analysis of the virulence-associated genes defining the pre- and post-vaccination lineages revealed the presence of the prn2-ptxS1A-fim3B-ptxP3 allelic profile in Bz181, which is characteristic of the current pandemic lineage. A putative metallo-β-lactamase gene presenting all of the conserved zinc-binding motifs that characterise the catalytic site was identified, in addition to a multidrug efflux pump of the RND family that could confer resistance to erythromycin, which is the antibiotic of choice for treating pertussis disease.

High cefepime plasma concentrations and neurological toxicity in febrile neutropenic patients with mild impairment of renal function.

High-dose cefepime therapy is recommended for febrile neutropenia. Safety issues have been raised in a recent meta-analysis reporting an increased risk of mortality during cefepime therapy. Cefepime-related neurological toxicity has been associated with overdosing due to severe renal dysfunction. This study aimed to investigate the association between cefepime plasma concentrations and neurological toxicity in febrile neutropenic patients. Cefepime trough concentrations (by high-performance liquid chromatography) were retrospectively analyzed for 30 adult febrile neutropenic patients receiving the recommended high-dose regimen (6 g/day for a glomerular filtration rate [GFR] of >50 ml/min). The dose adjustment to renal function was evaluated by the ratio of the cefepime daily dose per 100 ml/min of glomerular filtration. The association between cefepime plasma concentrations and neurological toxicity was assessed on the basis of consistent neurological symptoms and/or signs (by NCI criteria). The median cefepime concentration was 8.7 mg/liter (range, 2.1 to 38 mg/liter) at a median of 4 days (range, 2 to 15 days) after the start of therapy. Neurological toxicity (altered mental status, hallucinations, or myoclonia) was attributed to cefepime in 6/30 (20%) patients (median GFR, 45 ml/min; range, 41 to 65 ml/min) receiving a median dose of 13.2 g/day per 100 ml/min GFR (range, 9.2 to 14.3 g/day per 100 ml/min GFR). Cefepime discontinuation resulted in complete neurological recovery for five patients and improvement for one patient. A multivariate logistic regression model confirmed high cefepime concentrations as an independent predictor of neurological toxicity, with a 50% probability threshold at ≥22 mg/liter (P = 0.05). High cefepime plasma concentrations are associated with neurological toxicity in febrile neutropenic patients with mild renal dysfunction. Careful adherence to normalized dosing per 100 ml/min GFR is crucial. Monitoring of plasma concentrations may contribute to preventing neurological toxicity of high-dose therapy for this life-threatening condition.

Landscape of transcription in human cells.

Eukaryotic cells make many types of primary and processed RNAs that are found either in specific subcellular compartments or throughout the cells. A complete catalogue of these RNAs is not yet available and their characteristic subcellular localizations are also poorly understood. Because RNA represents the direct output of the genetic information encoded by genomes and a significant proportion of a cell's regulatory capabilities are focused on its synthesis, processing, transport, modification and translation, the generation of such a catalogue is crucial for understanding genome function. Here we report evidence that three-quarters of the human genome is capable of being transcribed, as well as observations about the range and levels of expression, localization, processing fates, regulatory regions and modifications of almost all currently annotated and thousands of previously unannotated RNAs. These observations, taken together, prompt a redefinition of the concept of a gene.

A total order in [0,1] defined through a 'next' operator

A `next' operator, s, is built on the set R1=(0,1]-{ 1-1/e} defining a partial order that, with the help of the axiom of choice, can be extended to a total order in R1. Besides, the orbits {sn(a)}nare all dense in R1 and are constituted by elements of the samearithmetical character: if a is an algebraic irrational of degreek all the elements in a's orbit are algebraic of degree k; if a istranscendental, all are transcendental. Moreover, the asymptoticdistribution function of the sequence formed by the elements in anyof the half-orbits is a continuous, strictly increasing, singularfunction very similar to the well-known Minkowski's ?(×) function.

The extended GLUT-family of sugar/polyol transport facilitators: nomenclature, sequence characteristics, and potential function of its novel members (review).

During the last 2 years, several novel genes that encode glucose transporter-like proteins have been identified and characterized. Because of their sequence similarity with GLUT1, these genes appear to belong to the family of solute carriers 2A (SLC2A, protein symbol GLUT). Sequence comparisons of all 13 family members allow the definition of characteristic sugar/polyol transporter signatures: (1) the presence of 12 membrane-spanning helices, (2) seven conserved glycine residues in the helices, (3) several basic and acidic residues at the intracellular surface of the proteins, (4) two conserved tryptophan residues, and (5) two conserved tyrosine residues. On the basis of sequence similarities and characteristic elements, the extended GLUT family can be divided into three subfamilies, namely class I (the previously known glucose transporters GLUT1-4), class II (the previously known fructose transporter GLUT5, the GLUT7, GLUT9 and GLUT11), and class III (GLUT6, 8, 10, 12, and the myo-inositol transporter HMIT1). Functional characteristics have been reported for some of the novel GLUTs. Like GLUT1-4, they exhibit a tissue/cell-specific expression (GLUT6, leukocytes, brain; GLUT8, testis, blastocysts, brain, muscle, adipocytes; GLUT9, liver, kidney; GLUT10, liver, pancreas; GLUT11, heart, skeletal muscle). GLUT6 and GLUT8 appear to be regulated by sub-cellular redistribution, because they are targeted to intra-cellular compartments by dileucine motifs in a dynamin dependent manner. Sugar transport has been reported for GLUT6, 8, and 11; HMIT1 has been shown to be a H+/myo-inositol co-transporter. Thus, the members of the extended GLUT family exhibit a surprisingly diverse substrate specificity, and the definition of sequence elements determining this substrate specificity will require a full functional characterization of all members.

The induced 2-tuple linguistic generalized OWA operator and its application in linguistic decision making

[spa] Se presenta el operador de media ponderada ordenada generalizada lingüística de 2 tuplas inducida (2-TILGOWA). Es un nuevo operador de agregación que extiende los anteriores modelos a través de utilizar medias generalizadas, variables de ordenación inducidas e información lingüística representada mediante el modelo de las 2 tuplas lingüísticas. Su principal ventaja se encuentra en la posibilidad de incluir a un gran número de operadores de agregación lingüísticos como casos particulares. Por eso, el análisis puede ser visto desde diferentes perspectivas de forma que se obtiene una visión más completa del problema considerado y seleccionar la alternativa que parece estar en mayor concordancia con nuestros intereses o creencias. A continuación se desarrolla una generalización mayor a través de utilizar medias cuasi-aritméticas, obteniéndose el operador Quasi-2-TILOWA. El trabajo finaliza analizando la aplicabilidad del nuevo modelo en un problema de toma de decisiones sobre gestión de la producción.

Consequences of modified lipid and glucose metabolism on peripheral nervous system structure and function

284 million people worldwide suffered from type 2 diabetes mellitus (T2DM) in 2010, which will, in approximately half of them, lead to the development of diabetic peripheral neuropathy (DPN). Although DPN is the most common complication of diabetes mellitus and the leading cause of non-traumatic amputations its pathophysiology is still poorly understood. To get more insight into the molecular mechanism underlying DPN in T2DM, I used a rodent model of T2DM, the db/db mice.¦ln vivo electrophysiological recordings of diabetic animals indicated that in addition to reduced nerve conduction velocity db/db mice also present increased nerve excitability. Further ex vivo evaluation of the electrophysiological properties of db/db nerves clearly established a presence of the peripheral nerve hyperexcitability (PNH) phenotype in diabetic animals. Using pharmacological inhibitors we demonstrated that PNH is mostly mediated by the decreased activity of Kv1 channels. ln agreement with these data 1 observed that the diabetic condition led to a reduced presence of the Kv1.2 subunits in juxtaparanodal regions of db/db peripheral nerves whereas its mANA and protein expression levels were not affected. Lmportantly, I confirmed a loss of juxtaparanodal Kv1.2 subunits in nerve biopsies from type 2 diabetic patients. Together these observations indicate that the type 2 diabetic condition leads to potassium-channel mediated changes of nerve excitability thus identifying them as potential drug targets to treat sorne of the DPN related symptoms.¦Schwann cells ensheath and isolate peripheral axons by the production of myelin, which consists of lipids and proteins in a ratio of 2:1. Peripheral myelin protein 2 (= P2, Pmp2 or FABP8) was originally described as one of the most abundant myelin proteins in the peripheral nervous system. P2, which is a member of the fatty acid binding protein (FABP) family, is a 14.8 kDa cytosolic protein expressed on the cytoplasmic side of compact myelin membranes. As indicated by their name, the principal role of FABPs is thought to be the binding and transport of fatty acids.¦To study its role in myelinating glial cells I have recently generated a complete P2 knockout mouse model (P2-/-). I confirmed the loss of P2 in the sciatic nerve of P2-/- mice at the mRNA and protein level. Electrophysiological analysis of the adult (P56) mutant mice revealed a mild but significant reduction in the motor nerve conduction velocity. lnterestingly, this functional change was not accompanied by any detectable alterations in general myelin structure. However, I have observed significant alterations in the mRNA expression level of other FABPs, predominantly FABP9, in the PNS of P2-/- mice as compared to age-matched P2+/+ mice indicating a role of P2 in the glial myelin lipid metabolism.¦Le diabète de type 2 touche 284 million de personnes dans le monde en 2010 et son évolution conduit dans la moitié des cas à une neuropathie périphérique diabétique. Bien que la neuropathie périphérique soit la complication la plus courante du diabète pouvant conduire jusqu'à l'amputation, sa physiopathologie est aujourd'hui encore mal comprise. Dans le but d'améliorer les connaissances moléculaires expliquant les mécanismes de la neuropathie liée au diabète de type 2, j'ai utilisé un modèle murin du diabète de type 2, les souris db/db.¦ln vivo, les enregistrements éléctrophysiologiques des animaux diabétiques montrent qu'en plus d'une diminution de la vitesse de conduction nerveuse, les souris db/db présentent également une augmentation de l'excitabilité nerveuse. Des mesures menées Ex­ vivo ont montré l'existence d'un phénotype d'hyperexcitabilité sur les nerfs périphériques isolés d'animaux diabétiques. Grâce à l'utilisation d'inhibiteurs pharmacologiques, nous avons pu démontrer que l'hyperexcitabilité démontrée était due à une réduction d'activité des canaux Kv1. En accord avec ces données, j'ai observé qu'une situation de diabète conduisait à une diminution des canaux Kv1.2 aux régions juxta-paranodales des nerfs périphériques db/db, alors que l'expression du transcrit et de la protéine restait stable. J'ai également confirmé l'absence de canaux Kv1.2 aux juxta-paranoeuds de biopsies de nerfs de patients diabétiques. L'ensemble de ces observations montrent que les nerfs périphériques chez les patients atteints de diabète de type 2 est due à une diminution des canaux potassiques rapides juxtaparanodaux les identifiant ainsi comme des cibles thérapeutiques potentielles.¦Les cellules de Schwann enveloppent et isolent les axones périphériques d'une membrane spécialisée, la myéline, composée de deux fois plus de lipides que de protéines. La protéine P2 (Pmp2 "peripheral myelin protein 2" ou FABP8 "fatty acid binding protein") est l'une des protéines les plus abondantes au système nerveux périphérique. P2 appartient à la famille de protéines FABP liant et transportant les acides gras et est une protéine cytosolique de 14,8 kDa exprimée du côté cytoplasmique de la myéline compacte.¦Afin d'étudier le rôle de P2 dans les cellules de Schwann myélinisantes, j'ai généré une souris knockout (P2-/-). Après avoir validé l'absence de transcrit et de protéine P2 dans les nerfs sciatiques P2-/-, des mesures électrophysiologiques ont montré une réduction modérée mais significative de la vitesse de conduction du nerf moteur périphérique. Il est important de noter que ces changements fonctionnels n'ont pas pu être associés à quelconque changement dans la structure de la myéline. Cependant, j'ai observé dans les nerfs périphériques P2-/-, une altération significative du niveau d'expression d'ARNm d'autres FABPs et en particulier FABP9. Ce dernier résultat démontre l'importance du rôle de la protéine P2 dans le métabolisme lipidique de la myéline.

The complete Raman spectrum of nanometric SnO2 particles

The complete Raman spectrum of SnO2 nanoparticles in presented and analyzed. In addition to the "classical" modes observed in the rutile structure, two other regions shown Raman activity for nanoparticles. The Raman bands in the low-frequency region are attributed to acoustic modes associated with the vibration of the individual nanoparticle as a whole. The high-frequency region is activated by surface disorder. A detailed analysis of these regions and the changes in the normal modes of SnO2 are presented as a function nanoparticle size.

The induced 2-tuple linguistic generalized OWA operator and its application in linguistic decision making

[spa] Se presenta el operador de media ponderada ordenada generalizada lingüística de 2 tuplas inducida (2-TILGOWA). Es un nuevo operador de agregación que extiende los anteriores modelos a través de utilizar medias generalizadas, variables de ordenación inducidas e información lingüística representada mediante el modelo de las 2 tuplas lingüísticas. Su principal ventaja se encuentra en la posibilidad de incluir a un gran número de operadores de agregación lingüísticos como casos particulares. Por eso, el análisis puede ser visto desde diferentes perspectivas de forma que se obtiene una visión más completa del problema considerado y seleccionar la alternativa que parece estar en mayor concordancia con nuestros intereses o creencias. A continuación se desarrolla una generalización mayor a través de utilizar medias cuasi-aritméticas, obteniéndose el operador Quasi-2-TILOWA. El trabajo finaliza analizando la aplicabilidad del nuevo modelo en un problema de toma de decisiones sobre gestión de la producción.

Whole-exome sequencing identifies mutations in GPR179 leading to autosomal-recessive complete congenital stationary night blindness.

Congenital stationary night blindness (CSNB) is a heterogeneous retinal disorder characterized by visual impairment under low light conditions. This disorder is due to a signal transmission defect from rod photoreceptors to adjacent bipolar cells in the retina. Two forms can be distinguished clinically, complete CSNB (cCSNB) or incomplete CSNB; the two forms are distinguished on the basis of the affected signaling pathway. Mutations in NYX, GRM6, and TRPM1, expressed in the outer plexiform layer (OPL) lead to disruption of the ON-bipolar cell response and have been seen in patients with cCSNB. Whole-exome sequencing in cCSNB patients lacking mutations in the known genes led to the identification of a homozygous missense mutation (c.1807C>T [p.His603Tyr]) in one consanguineous autosomal-recessive cCSNB family and a homozygous frameshift mutation in GPR179 (c.278delC [p.Pro93Glnfs(∗)57]) in a simplex male cCSNB patient. Additional screening with Sanger sequencing of 40 patients identified three other cCSNB patients harboring additional allelic mutations in GPR179. Although, immunhistological studies revealed Gpr179 in the OPL in wild-type mouse retina, Gpr179 did not colocalize with specific ON-bipolar markers. Interestingly, Gpr179 was highly concentrated in horizontal cells and Müller cell endfeet. The involvement of these cells in cCSNB and the specific function of GPR179 remain to be elucidated.

Intensity correlation function of dye lasers: Short-time behavior

We propose an equation to calculate the intensity correlation function of a dye-laser model with a pump parameter subject to finite-bandwidth fluctuations. The equation is valid, in the weak-noise limit, for all times. It incorporates novel non-Markovian features. Results are given for the short-time behavior of the correlation function. It exhibits a characteristic initial plateau. Our findings are supported by a numerical simulation of the model.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.