Extremal properties of certain risk models

Cette thèse s'intéresse à étudier les propriétés extrémales de certains modèles de risque d'intérêt dans diverses applications de l'assurance, de la finance et des statistiques. Cette thèse se développe selon deux axes principaux, à savoir: Dans la première partie, nous nous concentrons sur deux modèles de risques univariés, c'est-à- dire, un modèle de risque de déflation et un modèle de risque de réassurance. Nous étudions le développement des queues de distribution sous certaines conditions des risques commun¬s. Les principaux résultats sont ainsi illustrés par des exemples typiques et des simulations numériques. Enfin, les résultats sont appliqués aux domaines des assurances, par exemple, les approximations de Value-at-Risk, d'espérance conditionnelle unilatérale etc. La deuxième partie de cette thèse est consacrée à trois modèles à deux variables: Le premier modèle concerne la censure à deux variables des événements extrême. Pour ce modèle, nous proposons tout d'abord une classe d'estimateurs pour les coefficients de dépendance et la probabilité des queues de distributions. Ces estimateurs sont flexibles en raison d'un paramètre de réglage. Leurs distributions asymptotiques sont obtenues sous certaines condi¬tions lentes bivariées de second ordre. Ensuite, nous donnons quelques exemples et présentons une petite étude de simulations de Monte Carlo, suivie par une application sur un ensemble de données réelles d'assurance. L'objectif de notre deuxième modèle de risque à deux variables est l'étude de coefficients de dépendance des queues de distributions obliques et asymétriques à deux variables. Ces distri¬butions obliques et asymétriques sont largement utiles dans les applications statistiques. Elles sont générées principalement par le mélange moyenne-variance de lois normales et le mélange de lois normales asymétriques d'échelles, qui distinguent la structure de dépendance de queue comme indiqué par nos principaux résultats. Le troisième modèle de risque à deux variables concerne le rapprochement des maxima de séries triangulaires elliptiques obliques. Les résultats théoriques sont fondés sur certaines hypothèses concernant le périmètre aléatoire sous-jacent des queues de distributions. -- This thesis aims to investigate the extremal properties of certain risk models of interest in vari¬ous applications from insurance, finance and statistics. This thesis develops along two principal lines, namely: In the first part, we focus on two univariate risk models, i.e., deflated risk and reinsurance risk models. Therein we investigate their tail expansions under certain tail conditions of the common risks. Our main results are illustrated by some typical examples and numerical simu¬lations as well. Finally, the findings are formulated into some applications in insurance fields, for instance, the approximations of Value-at-Risk, conditional tail expectations etc. The second part of this thesis is devoted to the following three bivariate models: The first model is concerned with bivariate censoring of extreme events. For this model, we first propose a class of estimators for both tail dependence coefficient and tail probability. These estimators are flexible due to a tuning parameter and their asymptotic distributions are obtained under some second order bivariate slowly varying conditions of the model. Then, we give some examples and present a small Monte Carlo simulation study followed by an application on a real-data set from insurance. The objective of our second bivariate risk model is the investigation of tail dependence coefficient of bivariate skew slash distributions. Such skew slash distributions are extensively useful in statistical applications and they are generated mainly by normal mean-variance mixture and scaled skew-normal mixture, which distinguish the tail dependence structure as shown by our principle results. The third bivariate risk model is concerned with the approximation of the component-wise maxima of skew elliptical triangular arrays. The theoretical results are based on certain tail assumptions on the underlying random radius.

Reconstituted human polyclonal plasma-derived secretory-like IgM and IgA maintain the barrier function of epithelial cells infected with an enteropathogen.

Intravenous administration of polyclonal and monoclonal antibodies has proven to be a clinically valid approach in the treatment, or at least relief, of many acute and chronic pathologies, such as infection, immunodeficiency, and a broad range of autoimmune conditions. Plasma-derived IgG or recombinant IgG are most frequently used for intravenous or subcutaneous administration, whereas a few IgM-based products are available as well. We have established recently that secretory-like IgA and IgM can be produced upon association of plasma-derived polymeric IgA and IgM with a recombinant secretory component. As a next step toward potential future mucosal administration, we sought to unravel the mechanisms by which these secretory Igs protect epithelial cells located at the interface between the environment and the inside of the body. By using polarized epithelial Caco-2 cell monolayers and Shigella flexneri as a model enteropathogen, we found that polyspecific plasma-derived SIgA and SIgM fulfill many protective functions, including dose-dependent recognition of the antigen via formation of aggregated immune complexes, reduction of bacterial infectivity, maintenance of epithelial cell integrity, and inhibition of proinflammatory cytokine/chemokine production by epithelial cells. In this in vitro model devoid of other cellular or molecular interfering partners, IgM and secretory IgM showed stronger bacterial neutralization than secretory IgA. Together, these data suggest that mucosally delivered antibody preparations may be most effective when combining both secretory-like IgA and IgM, which, together, play a crucial role in preserving several levels of epithelial cell integrity.

Host immune response to Toxoplasma gondii and Ascaris lumbricoides in a highly endemic area: evidence of parasite co-immunomodulation properties influencing the outcome of both infections

Toxoplasmosis and ascaridiasis evoke polar Th-1 and Th-2 host immune responses, respectively. A study to investigate the specific cytokine profile production by in vitro cultures of peripheral blood mononuclear cells from individuals living under precarious sanitary conditions in a highly endemic area for the parasites Toxoplasma gondii and Ascaris lumbricoides was conducted. High levels of both IFN-³ (Th-1) and IL-13 (Th-2) were observed in groups of co-infected individuals presenting toxoplasmic ocular lesions. Significantly lower IL-10 and TGF-² levels were produced by co-infected individuals in comparison with groups of individuals not infected with A. lumbricoides and either positive or negative for T. gondii living under good sanitary conditions (control groups). The possible influence of co-parasitism on the clinical presentation of ocular toxoplasmosis is discussed.

Novel functions of the polymeric Ig receptor: well beyond transport of immunoglobulins.

The polymeric Ig receptor (pIgR) ensures efficient secretion of polymeric IgA (pIgA) at mucosal surfaces. On basal to apical transport across epithelial cells, the pIgR extracellular domain is cleaved, releasing secretory component (SC) in association with pIgA. This finds its raison d'être in the recent observation that SC is directly involved in the protective function of secretory IgA. In addition, free SC exhibits scavenger properties with respect to enteric pathogens. However, although pIgR dedicates its life to mucosal protection, it also seems to permit pathogen entrance through the epithelial barrier. The multiple mechanisms that they are involved in make pIgR and SC instrumental to mucosal immunity.

Vaporization behaviour and some thermodynamic properties of the Pd-In, Pd-Pb, Pd-Sn systems

In this study, the vaporization behaviour of solid Pd-rich phases in the Pd-Pb, Pd-In and Pd-Sn systems was investigated by Knudsen-effusion-cell coupled with mass-spectrometry. The Pb, Pd, In vapor pressures [no Sn(g) has been detected in the vapor of Pd-Sn system] were evaluated in the temperatures range 1190-1563 K from the ion intensities measured over two-phases regions. Thermodynamic quantities were derived from vapor pressure data. In particular, for the Pd-Sn binary, the intermediate phase Pd7Sn2, the existence of which has been recently proposed, has been studied here for the first time. Furthermore, preliminary thermochemical data are presented for the diatomic intermetallic molecules PdSn and PdPb, which have been for the first time identified in the vapors in equilibrium over liquid solutions of appropriate composition at higher temperatures (1935-2025 K). (C) 2000 Elsevier Science Ltd. All rights reserved.

Biochemical properties, enterohaemolysin production and plasmid carriage of Shiga toxin-producing Escherichia coli strains

Thirty-eight strains of Shiga toxin-producing Escherichia coli (STEC) were characterised in terms of biochemical properties, enterohaemolysin production and plasmid carriage. A wide variation in the biochemical properties was observed among the STEC, with 14 distinct biotypes identified. Biotype 1 was the most common, found in 29% of the strains. Enterohaemolysin production was detected in 29% of the strains. Most of the bacterial strains (95%) carried one or more plasmids and considerable heterogeneity in size and combinations was observed. Seven distinct plasmid profiles were identified. The most common profile, characterised by the presence of a single plasmid of ~90 kb, was found in 50% of these strains. These data indicate extensive diversity among STEC strains. No correlation was found among biotype, serotype, enterohaemolysin production and plasmid profile.

Properties of ideal composite knots.

The shortest tube of constant diameter that can form a given knot represents the 'ideal' form of the knot. Ideal knots provide an irreducible representation of the knot, and they have some intriguing mathematical and physical features, including a direct correspondence with the time-averaged shapes of knotted DNA molecules in solution. Here we describe the properties of ideal forms of composite knots-knots obtained by the sequential tying of two or more independent knots (called factor knots) on the same string. We find that the writhe (related to the handedness of crossing points) of composite knots is the sum of that of the ideal forms of the factor knots. By comparing ideal composite knots with simulated configurations of knotted, thermally fluctuating DNA, we conclude that the additivity of writhe applies also to randomly distorted configurations of composite knots and their corresponding factor knots. We show that composite knots with several factor knots may possess distinct structural isomers that can be interconverted only by loosening the knot.

Remorin, a uronide binding protein with physical properties similar to the tobacco mosaic virus movement protein

The extracellular pectic matrix is a rich source of oligogalacturonic acid (OGA), one of the most abundant polymeric regulatory molecules on the earth's surface. OGAs regulate the expression of a variety of defense genes and have also been implicated in developmental processes. Little is known about how cells perceive OGAs and we have been attempting to characterise proteins capable of interacting with these molecules. We recently succeeded in cloning a cDNA encoding a small OGA-binding protein, remorin. OGA-binding to remorin is not highly specific, the protein binds homogalacturonides, complex pectic polymers and the animal polyuronide heparin. This lack of specificity contrasts with that often observed with classical receptors and the function of remorin remains to be discovered. Remorin copurifies with the plasma membrane but is a very hydrophilic polypeptide. Its behavior during cell fractionation, as well as a number of properties including the OGA-stimulated in vitro phosphorylation and preliminary localization studies, all suggest parallels with some viral movement proteins. Some of these comparisons will be presented. Experiments to directly test for the possible role of this protein in cell-to-cell signalling are in progress. EEF is supported by FNRS grant 31-3672-92.

The cover basement contact beneath the Rawil axial depression (Western Alps) - True amplitude seismic processing, petrophysical properties, and modeling

Since 1986, several near-vertical seismic reflection profiles have been recorded in Switzerland in order to map the deep geologic structure of the Alps. One objective of this endeavour has been to determine the geometries of the autochthonous basement and of the external crystalline massifs, important elements for understanding the geodynamics of the Alpine orogeny. The PNR-20 seismic line W1, located in the Rawil depression of the western Swiss Alps, provides important information on this subject. It extends northward from the `'Penninic front'' across the Helvetic nappes to the Prealps. The crystalline massifs do not outcrop along this profile. Thus, the interpretation of `'near-basement'' reflections has to be constrained by down-dip projections of surface geology, `'true amplitude'' processing, rock physical property studies and modelling. 3-D seismic modelling has been used to evaluate the seismic response of two alternative down-dip projection models. To constrain the interpretation in the southern part of the profile, `'true amplitude'' processing has provided information on the strength of the reflections. Density and velocity measurements on core samples collected up-dip from the region of the seismic line have been used to evaluate reflection coefficients of typical lithologic boundaries in the region. The cover-basement contact itself is not a source of strong reflections, but strong reflections arise from within the overlaying metasedimentary cover sequence, allowing the geometry of the top of the basement to be determined on the basis of `'near-basement'' reflections. The front of the external crystalline massifs is shown to extend beneath the Prealps, about 6 km north of the expected position. A 2-D model whose seismic response shows reflection patterns very similar to the observed is proposed.

Analysis of GPCR properties of Frizzled receptors and establishment of the "in vitro" platform for screening of Frizzled agonists/antagonists as potential therapeutic agents

Morphogens of the Wnt protein family are the secreted lipoglycoprotein ligands which initiate several pathways heavily involved in the coordination of various developmental stages of organisms in the majority of animal species. Deregulation of these pathways in the adult leads to formation and sustaining of multiple types of cancer. The latter notion is reinforced by the fact that the very discovery of the first Wnt ligand was due to its role as the causative factor of carcinogenic transformation (Nusse and Varmus, 1982). Nowadays our knowledge on Wnt signaling has "moved with the times" and these pathways were identified to be often crucial for tumor formation, its interactions with the microenvironment, and promotion of the metastases (Huang and Du, 2008; Zerlin et al., 2008; Jessen, 2009). Thus the relevance of the pathway as the target for drug development has further increased in the light of modern paradigms of the complex cancer treatments which target also spreading and growth- promoting factors of tumors by specific and highly efficient substances (Pavet et al., 2010). Presently the field of the Wnt-targeting drug research is almost solely dominated by assays based on transcriptional activation induced by the signaling. This approach resulted in development of a number of promising substances (Lee et al., 2011). Despite its effectiveness, the method nevertheless suffers from several drawbacks. Among the major ones is the fact that this approach is prone to identify compounds targeting rather downstream effectors of the pathway, which are indiscriminately used by all the subtypes of the Wnt signaling. Additionally, proteins which are involved in several signaling cascades and not just the Wnt pathway turn out as targets of the new compounds. These issues increase risks of side effects due to off-target interactions and blockade of the pathway in healthy cells. In the present work we put forward a novel biochemical approach for drug development on the Wnt pathway. It targets Frizzleds (Fzs) - a family of 7-transmbembrane proteins which serve as receptors for Wnt ligands. They offer unique properties for the development of highly specific and effective drugs as they control all branches of the Wnt signaling. Recent advances in the understanding of the roles of heterotrimeric G proteins downstream from Fzs (Katanaev et al., 2005; Liu et al., 2005; Jernigan et al., 2010) suggest application of enzymatic properties of these effectors to monitor the receptor-mediated events. We have applied this knowledge in practice and established a specific and efficient method based on utilization of a novel high-throughput format of the GTP-binding assay to follow the activation of Fzs. This type of assay is a robust and well-established technology for the research and screenings on the GPCRs (Harrison and Traynor, 2003). The conventional method of detection involves the radioactively labeled non-hydrolysable GTP analog [35S]GTPyS. Its application in the large-scale screenings is however problematic which promoted development of the novel non-radioactive GTP analog GTP-Eu. The new molecule employs phenomenon of the time-resolved fluorescence to provide sensitivity comparable to the conventional radioactive substance. Initially GTP-Eu was tested only in one of many possible types of GTP-binding assays (Frang et al., 2003). In the present work we expand these limits by demonstrating the general comparability of the novel label with the radioactive method in various types of assays. We provide a biochemical characterization of GTP-Eu interactions with heterotrimeric and small GTPases and a comparative analysis of the behavior of the new label in the assays involving heterotrimeric G protein effectors. These developments in the GTP-binding assay were then applied to monitor G protein activation by the Fz receptors. The data obtained in mammalian cultured cell lines provides for the first time an unambiguous biochemical proof for direct coupling of Fzs with G proteins. The specificity of this interaction has been confirmed by the experiments with the antagonists of Fz and by the pertussis toxin-mediated deactivation. Additionally we have identified the specificity of Wnt3a towards several members of the Fz family and analyzed the properties of human Fz-1 which was found to be the receptor coupled to the Gi/o family of G proteins. Another process playing significant role in the functioning of every GPCR is endocytosis. This phenomenon can also be employed for drug screenings on GPCRs (Bickle, 2010). In the present work we have demonstrated that Drosophila Fz receptors are involved in an unusual for many GPCRs manifestation of the receptor-mediated internalization. Through combination of biochemical approaches and studies on Drosophila as the model organism we have shown that direct interactions of the Fzs and the α-subunit of the heterotrimeric G protein Go with the small GTPase Rab5 regulate internalization of the receptor in early endosomes. We provide data uncovering the decisive role of this self-promoted endocytosis in formation of a proper signaling output in the canonical as well as planar cell polarity (PCP) pathways regulated by Fz. The results of this work thus establish a platform for the high-throughput screening to identify substances active in the cancer-related Wnt pathways. This methodology has been adjusted and applied to provide the important insights in Fz functioning and will be instrumental for further investigations on the Wnt-mediated pathways.

Marital satisfaction: Psychometric properties of the PFB and comparison with the DAS

This study examines the French versions of two marital satisfaction scales: the Dyadic Adjustment Scale (DAS) and the Partnership Questionnaire (PFB). 127 couples, married or living together for at least 3 years, participated in this research and each partner responded individually to both scales. The analysis revealed high internal consistencies for both scales and most of the subscales. Concerning the DAS, the factorial structure did not replicate the theoretical structure. Moreover, the structure underlying this scale seems unstable across cultures. On the other hand, the structure of the PFB seems reliable and stable through cultures. The correlation between the DAS and the PFB is high (r=.80) and the three canonical correlation variates explain about 60% of the variance of both scales. Both scales are sensitive to demographic variables and couple characteristics. The agreement within couples is high. The PFB seems well suited to assess marital satisfaction for clinical and research purposes.

Secretory immunoglobulin A: well beyond immune exclusion at mucosal surfaces.

At mucosal surfaces, secretory IgA (SIgA) antibodies serve as the first line of defense against microorganisms through a mechanism called immune exclusion that prevents interaction of neutralized antigens with the epithelium. In addition, SIgA plays a role in the immune balance of the epithelial barrier through selective adhesion to M cells in intestinal Peyer's patches. This mediates the transepithelial retro-transport of the antibody and associated antigens from the intestinal lumen to underlying gut-associated organized lymphoid tissue. In Peyer's patches, SIgA-based immune complexes are internalized by underlying antigen-presenting cells, leaving the antigen with masked epitopes, a form that limits the risk of overwhelming the local immune protection system with danger signals. This translates into the onset of mucosal and systemic responses associated with production of anti-inflammatory cytokines and limited activation of antigen-presenting cells. In the gastrointestinal tract, SIgA exhibits thus properties of a neutralizing agent (immune exclusion) and of an immunopotentiator inducing effector immune responses in a noninflammatory context favorable to preserve local homeostasis.

Characterization of the immunological properties of " Plasmodium falciparum " and " Plasmodium berghei " circumsporozoite proteins : antibody responses and recognition by specific CD8+ T cells

SUMMARY Interest in developing intervention strategies against malaria by targeting the liver stage of the Plasmodium life cycle has been fueled by studies which show that sterile protective immunity can be achieved by immunization with radiation-attenuated sporozoites. Anti-malarial drugs and insecticides have been widely used to control the disease, but in the hope of developing a more cost-effective intervention strategy, vaccine development has taken centre stage in malaria research. There is currently no vaccine against malaria. Attenuated sporozoite-induced immunity is achieved by antibodies and T cells against malaria liver stage antigens, the most abundant being the circumsporozoite protein (CSP), and many vaccine formulations aim at mimicking this immunity. However, the mechanisms by which the antibody and T cell immune responses are generated after infection by sporozoites, or after immunization with different vaccine formulations are still not well understood. The first part of this work aimed at determining the ability of primary hepatocytes from BALB/c mice to process and present CSP-derived peptides after infection with P. berghei sporozoites. Both infected hepatocytes and those traversed by sporozoites during migration were found to be capable of processing and presenting the CSP to specific CD8+ T cells in vitro. The pathway of processing and presentation involved the proteasome, aspartic proteases and transport through a post-Endoplasmic Reticulum (ER) compartment. These results suggest that in vivo, infected hepatocytes contribute to the elicitation and expansion of a T cell response. In the second part, the antibody responses of CB6F1 mice to synthetic peptides corresponding to the N- and C-terminal domains of P. berghei and P. falciparum CS proteins were characterized. Mice were immunized with single peptides or a combination of N- and C-terminal peptides. The peptides were immunogenic in mice and the antisera generated could recognize the native CSP on the sporozoite surface. Antisera generated against the N-terminal peptides or against the combinations inhibited sporozoite invasion of hepatocytes in vitro. In vivo, more mice immunized with single P. berghei peptides were protected from infection upon a challenge with P. berghei sporozoites, than mice immunized with a combination of N- and C-terminal peptides. Furthermore, P. falciparum N-terminal peptides were recognized by serum samples from people living in malaria-endemic areas. Importantly, recognition of a peptide from the N-terminal fragment of the P. falciparum CSP by sera from children living in a malaria-endemic region was associated with protection from disease. These results underline the potential of using such peptides as malaria vaccine candidates. RESUME L'intérêt de développer des stratégies d'intervention contre la malaria ciblant le stade pré-erythrocytaire a été alimenté par des études qui montrent qu'il est possible d'obtenir une immunité par l'injection de sporozoites irradiés. Les médicaments et les insecticides anti-paludiques ont été largement utilisés pour contrôler la maladie, mais dans l'espoir de développer une stratégie d'intervention plus rentable, le développement de vaccins a été placé au centre des recherches actuelles contre la malaria. A l'heure actuelle, il n'existe aucun vaccin contre la malaria. L'immunité induite par les sporozoites irradiés est due à l'effet combiné d'anticorps et de cellules T qui agissent contre les antigènes du stade hépatique dont le plus abondant est la protéine circumsporozoite (CSP). Beaucoup de formulations de vaccin visent à imiter l'immunité induite par les sporozoites irradiés. Cependant, les mécanismes par lesquels les anticorps et les cellules T sont génerés après infection par les sporozoites ou après immunisation avec des formulations de vaccin ne sont pas bien compris. La première partie de ce travail a visé à déterminer la capacité de hépatocytes primaires provenant de souris BALB/c à "processer" et à présenter des peptides dérivés de la CSP, après infection par des sporozoites de Plasmodium berghei. Nous avons montré que in vitro, les hépatocytes infectés et ceux traversés par les sporozoites pendant leur migration étaient capables de "processer" et de présenter la CSP aux cellules T CD8+ spécifiques. La voie de présentation implique le protéasome, les protéases de type aspartique et le transport à travers un compartiment post-reticulum endoplasmique. Ces résultats suggèrent que in vivo, les hépatocytes infectés contribuent à l'induction et à l'expansion d'une réponse immunitaire spécifique aux cellules T. Dans la deuxième partie, nous avons caractérisé les réponses anticorps chez les souris de la souche CB6F1 face aux peptides N- et C-terminaux des protéines circumsporozoites de Plasmodium berghei et Plasmodium falciparum. Les souris ont été immunisées avec les peptides individuellement ou en combinaison. Les peptides utilisés étaient immunogéniques chez les souris, et les anticorps produits pouvaient reconnaître la protéine CSP native à la surface des sporozoites. In vitro, les sera contre les peptides N-teminaux et les combinaisons étaient capables d'inhiber l'invasion de hépatocytes par les sporozoites. In vivo, plus de souris immunisées avec les peptides individuels de la CSP de P. berghei étaient protégées contre la malaria que les souris immunisées avec une combinaison de peptides N- et C-terminaux. De plus, les peptides N-terminaux de la CSP de P. falciparum ont été reconnus par les sera de personnes vivant dans des régions endémiques pour la malaria. Il est intéressant de voir que la reconnaissance d'un peptide N-terminal de P. falciparum par des sera d'enfants habitant dans des régions endémiques était associé à la protection contre la maladie. Ces résultats soulignent le potentiel de ces peptides comme candidats-vaccin contre la malaria.

NO rebinding to myoglobin: a reactive molecular dynamics study.

The rebinding of NO to myoglobin after photolysis is studied using the 'reactive molecular dynamics' method. In this approach the energy of the system is evaluated on two potential energy surfaces that include the heme-ligand interactions which change between liganded and unliganded myoglobin. This makes it possible to take into account in a simple way, the high dimensionality of the transition seam connecting the reactant and product states. The dynamics of the dissociated NO molecules are examined, and the geometrical and energetic properties of the transition seam are studied. Analysis of the frequency of recrossing shows that the height of the effective rebinding barrier is dependent on the time after photodissociation. This effect is due mainly to protein relaxation and may contribute to the experimentally observed non-exponential rebinding rate of NO, as has been suggested previously.