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.

Interface dynamics in Hele-Shaw flows with centrifugal forces. Preventing cusp singularities with rotation

A class of exact solutions of Hele-Shaw flows without surface tension in a rotating cell is reported. We show that the interplay between injection and rotation modifies the scenario of formation of finite-time cusp singularities. For a subclass of solutions, we show that, for any given initial condition, there exists a critical rotation rate above which cusp formation is suppressed. We also find an exact sufficient condition to avoid cusps simultaneously for all initial conditions within the above subclass.

Dynamical Systems approach to Saffman-Taylor fingering. A Dynamical Solvability Scenario

A dynamical systems approach to competition of Saffman-Taylor fingers in a Hele-Shaw channel is developed. This is based on global analysis of the phase space flow of the low-dimensional ordinary-differential-equation sets associated with the classes of exact solutions of the problem without surface tension. Some simple examples are studied in detail. A general proof of the existence of finite-time singularities for broad classes of solutions is given. Solutions leading to finite-time interface pinchoff are also identified. The existence of a continuum of multifinger fixed points and its dynamical implications are discussed. We conclude that exact zero-surface tension solutions taken in a global sense as families of trajectories in phase space are unphysical because the multifinger fixed points are nonhyperbolic, and an unfolding does not exist within the same class of solutions. Hyperbolicity (saddle-point structure) of the multifinger fixed points is argued to be essential to the physically correct qualitative description of finger competition. The restoring of hyperbolicity by surface tension is proposed as the key point to formulate a generic dynamical solvability scenario for interfacial pattern selection.

Regulation and glucocorticoid-independent induction of lipocortin I in cultured astrocytes.

Stimulation of prostaglandin (PG) release in rat astroglial cultures by various substances, including phorbol esters, melittin, or extracellular ATP, has been reported recently. It is shown here that glucocorticoids (GCs) reduced both basal and stimulated PGD2 release. Hydrocortisone, however, did not inhibit ATP-, calcium ionophore A23187-, or tetradecanoyl phorbol acetate (TPA)-stimulated arachidonic acid release, and only TPA stimulations were affected by dexamethasone. GC-mediated inhibition of PGD2 release thus appeared to exclude regulation at the phospholipase A2 (PLA2) level. Therefore, the effects of GCs on the synthesis of lipocortin I (LC I), a potent, physiological inhibitor of PLA2, were studied in more detail. Dexamethasone was not able to enhance de novo synthesis of LC I in freshly seeded cultures and failed to increase LC I synthesis in 2-3-week-old cultures. It is surprising that LC I was the major LC synthesized in those cultures, and marked amounts accumulated with culture time, reaching plateau levels at approximately day 10. In contrast, LC I was barely detectable in vivo. This tonic inhibition of PLA2 is the most likely explanation for unsuccessful attempts to evoke PG release in astrocyte cultures by various physiological stimuli. GC receptor antagonists (progesterone and RU 38486) given throughout culture time reduced LC I accumulation and simultaneously increased PGD2 release. Nonetheless, a substantial production of LC I persisted in the presence of antagonists. Therefore, LC I induction did not seem to involve GC receptor activation. This was confirmed in serum- and GC-free brain cell aggregate cultures. Here also a marked accumulation of LC I was observed.(ABSTRACT TRUNCATED AT 250 WORDS)

Stability and robustness of blood variables in an antidoping context.

Introduction:  With the setting up of the newly Athlete's Biological Passport antidoping programme, novel guidelines have been introduced to guarantee results beyond reproach. We investigated in this context, the effect of storage time on the variables commonly measured for the haematological passport. We also wanted to assess for these variables, the within and between analyzer variations. Methods:  Blood samples were obtained from top level male professional cyclists (27 samples for the first part of the study and 102 for the second part) taking part to major stage races. After collection, they were transported under refrigerated conditions (2 °C < T < 12 °C), delivered to the antidoping laboratory, analysed and then stored at approximately 4 °C to conduct analysis at different time points up to 72 h after delivery. A mixed-model procedure was used to determine the stability of the different variables. Results:  As expected haemoglobin concentration was not affected by storage and showed stability for at least 72 h. Under the conditions of our investigation, the reticulocytes percentage showed a much better stability than previous published data (> 48 h) and the technical comparison of the haematology analyzer demonstrated excellent results. Conclusion:  In conclusion, our data clearly demonstrate that as long as the World Anti-Doping Agency's guidelines are followed rigorously, all blood results reach the quality level required in the antidoping context.

Field Performance and Evaluation of Slurry Seals, HR-195, 1980

As part of the overall research program of evaluating asphalt emulsion slurry seal as a pavement maintenance material, 31 duplicate 500-ft test sections were constructed on U.S. 6 between Adel and Waukee in Dallas County during September and October of 1978. These test sections included combinations of eight aggregates, two gradings, three asphalt emulsions, two mineral fillers, and a range of emulsion contents determined by laboratory mix designs. The emulsion contents of the test sections varied from 10.3% for Section 7A (Ferguson coarse) to 32.9% for Section 31A (lightweight aggregate). The post-construction performance evaluation of the test sections, consisting primarily of the friction tests and surface appearance observations, was conducted at different time intervals up to 24 months after construction. At the 24-month final evaluation, most of the test sections had carried a total of 1.4 million vehicles.

Photodynamic therapy induces selective extravasation of macromolecules: Insights using intravital microscopy.

Photodynamic therapy (PDT) with Visudyne acts by direct cellular phototoxicity and/or by an indirect vascular-mediated effect. Here, we demonstrate that the vessel integrity interruption by PDT can promote the extravasation of a macromolecular agent in normal tissue. To obtain extravasation in normal tissue PDT conditions were one order of magnitude more intensive than the ones in tissue containing neovessels reported in the literature. Fluorescein isothiocyanate dextran (FITC-D, 2000 kDa), a macromolecular agent, was intravenously injected 10 min before (LK0 group, n=14) or 2h (LK2 group, n=16) after Visudyne-mediated PDT in nude mice bearing a dorsal skin fold chamber. Control animals had no PDT (CTRL group, n=8). The extravasation of FITC-D from blood vessels in striated muscle tissue was observed in both groups in real-time for up to 2500 s after injection. We also monitored PDT-induced leukocyte rolling in vivo and assessed, by histology, the corresponding inflammatory reaction score in the dorsal skin fold chambers. In all animals, at the applied PDT conditions, FITC-D extravasation was significantly enhanced in the PDT-treated areas as compared to the surrounding non-treated areas (p<0.0001). There was no FITC-D leakage in the control animals. Animals from the LK0 group had significantly less FITC-D extravasation than those from the LK2 group (p=0.0002). In the LK0 group FITC-D leakage correlated significantly with the inflammation (p<0.001). At the selected conditions, Visudyne-mediated PDT promotes vascular leakage and FITC-D extravasation into the interstitial space of normal tissue. The intensity of vascular leakage depends on the time interval between PDT and FITC-D injection. This concept could be used to locally modulate the delivery of macromolecules in vivo.

Economics of Using Calcium Chloride vs. Sodium Chloride for Deicing/Anti-Icing, TR-488, 2008

The use of chemicals is a critical part of a pro-active winter maintenance program. However, ensuring that the correct chemicals are used is a challenge. On the one hand, budgets are limited, and thus price of chemicals is a major concern. On the other, performance of chemicals, especially at lower pavement temperatures, is not always assured. Two chemicals that are used extensively by the Iowa Department of Transportation (Iowa DOT) are sodium chloride (or salt) and calcium chloride. While calcium chloride can be effective at much lower temperatures than salt, it is also considerably more expensive. Costs for a gallon of salt brine are typically in the range of $0.05 to $0.10, whereas calcium chloride brine may cost in the range of $1.00 or more per gallon. These costs are of course subject to market forces and will thus change from year to year. The idea of mixing different winter maintenance chemicals is by no means new, and in general discussions it appears that many winter maintenance personnel have from time to time mixed up a jar of chemicals and done some work around the yard to see whether or not their new mix “works.” There are many stories about the mixture turning to “mayonnaise” (or, more colorfully, to “snot”) suggesting that mixing chemicals may give rise to some problems most likely due to precipitation. Further, the question of what constitutes a mixture “working” in this context is a topic of considerable discussion. In this study, mixtures of salt brine and calcium chloride brine were examined to determine their ice melting capability and their freezing point. Using the results from these tests, a linear interpolation model of the ice melting capability of mixtures of the two brines has been developed. Using a criterion based upon the ability of the mixture to melt a certain thickness of ice or snow (expressed as a thickness of melt-water equivalent), the model was extended to develop a material cost per lane mile for the full range of possible mixtures as a function of temperature. This allowed for a comparison of the performance of the various mixtures. From the point of view of melting capacity, mixing calcium chloride brine with salt brine appears to be effective only at very low temperatures (around 0° F and below). However, the approach described herein only considers the material costs, and does not consider application costs or other aspects of the mixture performance than melting capacity. While a unit quantity of calcium chloride is considerably more expensive than a unit quantity of sodium chloride, it also melts considerably more ice. In other words, to achieve the same result, much less calcium chloride brine is required than sodium chloride brine. This is important in considering application costs, because it means that a single application vehicle (for example, a brine dispensing trailer towed behind a snowplow) can cover many more lane miles with calcium chloride brine than with salt brine before needing to refill. Calculating exactly how much could be saved in application costs requires an optimization of routes used in the application of liquids in anti-icing, which is beyond the scope of the current study. However, this may be an area that agencies wish to pursue for future investigation. In discussion with winter maintenance personnel who use mixtures of sodium chloride and calcium chloride, it is evident that one reason for this is because the mixture is much more persistent (i.e. it stays longer on the road surface) than straight salt brine. Operationally this persistence is very valuable, but at present there are not any established methods to measure the persistence of a chemical on a pavement. In conclusion, the study presents a method that allows an agency to determine the material costs of using various mixtures of salt brine and calcium chloride brine. The method is based upon the requirement of melting a certain quantity of snow or ice at the ice-pavement interface, and on how much of a chemical or of a mixture of chemicals is required to do that.

ERK1/2 controls Na,K-ATPase activity and transepithelial sodium transport in the principal cell of the cortical collecting duct of the mouse kidney.

The collecting duct of normal kidney exhibits significant activity of the MEK1/2-ERK1/2 pathway as shown in vivo by immunostaining of phosphorylated active ERK1/2 (pERK1/2). The MEK1/2-ERK1/2 pathway controls many different ion transports both in proximal and distal nephron, raising the question of whether this pathway is involved in the basal and/or hormone-dependent transepithelial sodium reabsorption in the principal cell of the cortical collecting duct (CCD), a process mediated by the apical epithelial sodium channel and the basolateral sodium pump (Na,K-ATPase). To answer this question we used ex vivo microdissected CCDs from normal mouse kidney or in vitro cultured mpkCCDcl4 principal cells. Significant basal levels of pERK1/2 were observed ex vivo and in vitro. Aldosterone and vasopressin, known to up-regulate sodium reabsorption in CCDs, did not change ERK1/2 activity either ex vivo or in vitro. Basal and aldosterone- or vasopressin-stimulated sodium transport was down-regulated by the MEK1/2 inhibitor PD98059, in parallel with a decrease in pERK1/2 in vitro. The activity of Na,K-ATPase but not that of epithelial sodium channel was inhibited by MEK1/2 inhibitors in both unstimulated and aldosterone- or vasopressin-stimulated CCDs in vitro. Cell surface biotinylation showed that intrinsic activity rather than cell surface expression of Na,K-ATPase was controlled by pERK1/2. PD98059 also significantly inhibited the activity of Na,K-ATPase ex vivo. Our data demonstrate that the ERK1/2 pathway controls Na,K-ATPase activity and transepithelial sodium transport in the principal cell and indicate that basal constitutive activity of the ERK1/2 pathway is a critical component of this control.

Nanoparticles for gene delivery to retinal pigment epithelial cells.

PURPOSE: To evaluate the safety and potential use of poly(lactic) acid (PLA) and poly(lactide-co-glycolide) (PLGA) nanoparticles (NPs) as vectors for gene transfer to RPE cells. METHODS: Experiments were conducted with primary bovine RPE cells and with the ARPE-19 human RPE cell line. Rhodamine loaded NPs were used to study factors influencing the internalization process by the various RPE cells: concentrations of NPs, duration of contact time, stage of cell culture and ambient temperature. The extent of NPs internalization was evaluated by fluorescence and phase microscopy. Potential NP toxicity was measured by the trypan blue exclusion dye test and the MTT method. Green fluorescent protein (GFP) plasmid or red nuclear fluorescent protein (RNFP) plasmid were sequestered in NPs. The ability ot these "loaded" NPs to generate gene transfection and protein expression in RPE cells was assessed both in vivo and in vitro by fluorescence and confocal microscopy. RESULTS: The extent of NP internalization in cultured cells increases with their concentration reaching a plateau at 1 mg/ml and a contact time of up to 6 h. Temperature and culture stage did not influence the in vitro internalization process. No toxic effects on RPE cells could be detected when these were incubated with up to 4 mg/ml of NPs. In human and bovine RPE cells incubated with GFP loaded NPs, cytoplasmic green fluorescence was observed in 14+/-1.65% of the cultured cells. Incubation with RNFP loaded NPs yielded a nuclear red fluorescence in 18.9+/-1.6% of the cells. These percentage levels of expression initially detected after 48 h of incubation remained unchanged during the following 8 additional days in culture. No significant differences in the extent of cytoplasm or nuclear fluorescence expression were observed between bovine or human RPE cultured cells. In vivo, a preferential RNFP expression within the RPE cell layer was detected after intra vitreous injection of RNFP plasmid loaded NPs. CONCLUSIONS: The ability of PLGA NPs to sequester plasmids, their nontoxic characteristics, and rapid internalization enables gene transfer and expression in RPE cells. These findings may be of potential use when designing future gene therapy strategies for ocular diseases of the posterior segment.

Induction of cardiac Angptl4 by dietary fatty acids is mediated by peroxisome proliferator-activated receptor beta/delta and protects against fatty acid-induced oxidative stress.

RATIONALE: Although dietary fatty acids are a major fuel for the heart, little is known about the direct effects of dietary fatty acids on gene regulation in the intact heart. OBJECTIVE: To study the effect of dietary fatty acids on cardiac gene expression and explore the functional consequences. METHODS AND RESULTS: Oral administration of synthetic triglycerides composed of one single fatty acid altered cardiac expression of numerous genes, many of which are involved in the oxidative stress response. The gene most significantly and consistently upregulated by dietary fatty acids encoded Angiopoietin-like protein (Angptl)4, a circulating inhibitor of lipoprotein lipase expressed by cardiomyocytes. Induction of Angptl4 by the fatty acid linolenic acid was specifically abolished in peroxisome proliferator-activated receptor (PPAR)beta/delta(-/-) and not PPARalpha(-/-) mice and was blunted on siRNA-mediated PPARbeta/delta knockdown in cultured cardiomyocytes. Consistent with these data, linolenic acid stimulated binding of PPARbeta/delta but not PPARalpha to the Angptl4 gene. Upregulation of Angptl4 resulted in decreased cardiac uptake of plasma triglyceride-derived fatty acids and decreased fatty acid-induced oxidative stress and lipid peroxidation. In contrast, Angptl4 deletion led to enhanced oxidative stress in the heart, both after an acute oral fat load and after prolonged high fat feeding. CONCLUSIONS: Stimulation of cardiac Angptl4 gene expression by dietary fatty acids and via PPARbeta/delta is part of a feedback mechanism aimed at protecting the heart against lipid overload and consequently fatty acid-induced oxidative stress.

Points to consider for prioritizing clinical genetic testing services: a European consensus process oriented at accountability for reasonableness.

Given the cost constraints of the European health-care systems, criteria are needed to decide which genetic services to fund from the public budgets, if not all can be covered. To ensure that high-priority services are available equitably within and across the European countries, a shared set of prioritization criteria would be desirable. A decision process following the accountability for reasonableness framework was undertaken, including a multidisciplinary EuroGentest/PPPC-ESHG workshop to develop shared prioritization criteria. Resources are currently too limited to fund all the beneficial genetic testing services available in the next decade. Ethically and economically reflected prioritization criteria are needed. Prioritization should be based on considerations of medical benefit, health need and costs. Medical benefit includes evidence of benefit in terms of clinical benefit, benefit of information for important life decisions, benefit for other people apart from the person tested and the patient-specific likelihood of being affected by the condition tested for. It may be subject to a finite time window. Health need includes the severity of the condition tested for and its progression at the time of testing. Further discussion and better evidence is needed before clearly defined recommendations can be made or a prioritization algorithm proposed. To our knowledge, this is the first time a clinical society has initiated a decision process about health-care prioritization on a European level, following the principles of accountability for reasonableness. We provide points to consider to stimulate this debate across the EU and to serve as a reference for improving patient management.

Testausmenetelmien ja testauksen lähestymistapojen valintaperusteet kirjallisuudessa

Testaustapausten valitseminen on testauksessa tärkeää, koska kaikkia testaustapauksia ei voida testata aika- ja raharajoitteiden takia. Testaustapausten valintaan on paljon eri menetelmiä joista eniten esillä olevat ovat malleihin perustuva valinta, kombinaatiovalinta ja riskeihin perustuva valinta. Kaikkiin edellä mainittuihin menetelmiin testaustapaukset luodaan ohjelman spesifikaation perusteella. Malleihin perustuvassa menetelmässä käytetään hyväksi ohjelman toiminnasta olevia malleja, joista valitaan tärkeimmät testattavaksi. Kombinaatiotestauksessa testitapaukset on muodostettu ominaisuuspareina jolloin yhden parin testaamisesta päätellään kahden ominaisuuden toiminta. Kombinaatiotestaus on tehokas löytämään virheitä, jotka johtuvat yhdestä tai kahdesta tekijästä. Riskeihin perustuva testaus pyrkii arvioimaan ohjelman riskejä ja valitsemaan testitapaukset niiden perusteella. Kaikissa menetelmissä priorisointi on tärkeässä roolissa, jotta testauksesta saadaan riittävä luotettavuus ilman kustannusten nousua.

Customer satisfaction data utilization: identifying value drivers and information use practices

The objective of this master’s thesis was twofold: first to examine the concept of customer value and its drivers and second to identify information use practices. The first part of the study represents explorative research that was carried out by examining a case company’s customer satisfaction data that was used to identify sales and technical customer service related value drivers on a detailed attribute level. This was followed by an examination of whether these attributes had been commented on in a positive or a negative light and what were the reasons why the case company had received higher or lower ratings than its competitor. As a result a classification of different sales and technical customer service related attributes was created. The results indicated that the case company has performed well, but that the results varied on the company’s business segment level. The case company’s staff, service and the benefits from a long-lasting relationship came up in a positive light whereas attitude, flexibility and reaction time came up in a negative light. The reasons for a higher or lower score in comparison to competitor varied. The results indicated that a customer’s satisfaction with the company’s performance did not always mean that the company was outperforming the competition. The second part of the study focused on customer satisfaction information use from the viewpoints of information access, dissemination and reaction. The study was conducted by running an internal survey among the case company’s staff. The results showed that information use practices varied across the company and some units or teams had taken a more proactive approach to the information use than others.

Standardization of a fluorimetric assay for the determination of tissue angiotensin-converting enzyme activity in rats

The tripeptide Hip-His-Leu was used to standardize a fluorimetric method to measure tissue angiotensin-converting enzyme (ACE) activity in rats. The fluorescence of the o-phthaldialdehyde-His-Leu adduct was compared in the presence and absence of the homogenate (25 µl) to determine whether the homogenate from different tissues interfered with the fluorimetric determination of the His-Leu product. Only homogenates from lung and renal medulla and cortex showed significantly altered fluorescence intensity. To overcome this problem, the homogenate from these tissues were diluted 10 times with assay buffer. The specificity of the assay was demonstrated by the inhibition of ACE activity with 3 µM enalaprilat (MK-422). There was a linear relationship between product formation and incubation time for up to 90 min for homogenates of renal cortex and medulla and liver, for up to 60 min for ventricles and adrenals and for up to 30 min for the aorta, lung and atrium homogenates. In addition, there was a linear relationship between product formation and the amount of protein in the homogenates within the following range: lung, 30-600 µg; renal cortex and medulla, 40-400 µg; atrium and ventricles, 20-200 µg; adrenal, 20-100 µg; aorta, 5-100 µg; liver, 5-25 µg. No peptidase activity against the His-Leu product (31 nmol), assayed in borate buffer (BB), was detected in the different homogenates except the liver homogenate, which was inhibited by 0.1 mM r-chloromercuribenzoic acid. ACE activity in BB was higher than in phosphate buffer (PB) due, at least in part, to a greater hydrolysis of the His-Leu product in PB. ACE activity of lung increased 20% when BB plus Triton was used. Enzyme activity was stable when the homogenates were stored at -20o or -70oC for at least 30 days. These results indicate a condition whereby ACE activity can be easily and efficiently assayed in rat tissue samples homogenized in BB using a fluorimetric method with Hip-His-Leu as a substrate.