Time of ruin in a risk model with generalized Erlang (n) interclaim times and a constant dividend barrier

In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin. Explicit solutions for the moments of the time of ruin are presented when the individual claim amounts have a distribution with rational Laplace transform. Finally, some numerical results and a compare son with the classical risk model, with interclaim times following an exponential distribution, are given.

Discounting Arduousness

[cat] Hi ha una literatura creixent que considera desviacions del descompte exponencial estàndar. En aquest article combinem preferències temporalment inconsistents (descompte no constant) amb preferències recursives. Aquest formalisme l’apliquem a les propietats relatives a la demanda del que anomenem bens ardus. La justificació del descompte no estàndar proposat ve donada pel fet que la producció i el consum no són separables per a aquest tipus de bens. L’esforç implica que els individus descompten el consum d’aquests bens d’una manera especial, amb la presència de preferències esbiaixades i d’un ajustament recursiu dinàmic. D’aquesta manera, la voluntat de realitzar un esforç, caracteritzada per un factor de descompte, resulta endògena.

Organisational reforms in active welfare states: A comparative analysis of the turn to 'single gateways' in Western Europe

Based on the case of reforms aimed at integrating the provision of income protection and employment services for jobless people in Europe, this thesis seeks to understand the reasons which may prompt governments to engage in large-scale organisational reforms. Over the last 20 years, several European countries have indeed radically redesigned the organisational structure of their welfare state by merging or bundling existing front-line offices in charge of benefit payment and employment services together into 'one-stop' agencies. Whereas in academic and political debates, these reforms are generally presented as a necessary and rational response to the problems and inconsistencies induced by fragmentation in a context of the reorientation of welfare states towards labour market activation, this thesis shows that the agenda setting of these reforms is in fact the result of multidimensional political dynamics. More specifically, the main argument of this thesis is that these reforms are best understood not so such from the problems induced by organisational compartmentalism, whose political recognition is often controversial, but from the various goals that governments may simultaneously achieve by means of their adoption. This argument is tested by comparing agenda-setting processes of large-scale reforms of coordination in the United Kingdom (Jobcentre Plus), Germany (Hartz IV reform) and Denmark (2005 Jobcentre reform), and contrasting them with the Swiss case where the government has so far rejected any coordination initiative involving organisational redesign. This comparison brings to light the importance, for the rise of organisational reforms, of the possibility to couple them with the following three goals: first, goals related to the strengthening of activation policies; second, institutional goals seeking to redefine the balance of responsibilities between the central state and non-state actors, and finally electoral goals for governments eager to maintain political credibility. The decisive role of electoral goals in the three countries suggests that these reforms are less bound by partisan politics than by the particular pressures facing governments arrived in office after long periods in opposition.

Electronic and magnetic structure of LaMnO3 from hybrid periodic density-functional theory

The electronic and magnetic structures of the LaMnO3 compound have been studied by means of periodic calculations within the framework of spin polarized hybrid density-functional theory. In order to quantify the role of approximations to electronic exchange and correlation three different hybrid functionals have been used which mix nonlocal Fock and local Dirac-Slater exchange. Periodic Hartree-Fock results are also reported for comparative purposes. The A-antiferromagnetic ground state is properly predicted by all methods including Hartree-Fock exchange. In general, the different hybrid methods provide a rather accurate description of the band gap and of the two magnetic coupling constants, strongly suggesting that the corresponding description of the electronic structure is also accurate. An important conclusion emerging from this study is that the nature of the occupied states near the Fermi level is intermediate between the Hartree-Fock and local density approximation descriptions with a comparable participation of both Mn and O states.

Bacterial sensors: synthetic design and application principles

Bacterial reporters are live, genetically engineered cells with promising application in bioanalytics. They contain genetic circuitry to produce a cellular sensing element, which detects the target compound and relays the detection to specific synthesis of so-called reporter proteins (the presence or activity of which is easy to quantify). Bioassays with bacterial reporters are a useful complement to chemical analytics because they measure biological responses rather than total chemical concentrations. Simple bacterial reporter assays may also replace more costly chemical methods as a first line sample analysis technique. Recent promising developments integrate bacterial reporter cells with microsystems to produce bacterial biosensors. This lecture presents an in-depth treatment of the synthetic biological design principles of bacterial reporters, the engineering of which started as simple recombinant DNA puzzles, but has now become a more rational approach of choosing and combining sensing, controlling and reporting DNA 'parts'. Several examples of existing bacterial reporter designs and their genetic circuitry will be illustrated. Besides the design principles, the lecture also focuses on the application principles of bacterial reporter assays. A variety of assay formats will be illustrated, and principles of quantification will be dealt with. In addition to this discussion, substantial reference material is supplied in various Annexes.

'Biased' Risk Perceptions of Longevity and Disability in Old Age

Rational learning theories postulate that information channels and cognitive biases such as individual optimism may influence an individual¿s assessment of the risk of undesired events, especially with regard to those that have a cumulative nature. This is the case with disability in old age, which may take place upon survival to an advanced age, and such factors have been regarded as responsible for certain individual behaviours (for example, the limited incidence of insurance purchase). This paper examines the determinants of individual perceptions with regard to disability in old age and longevity. The cumulative nature of such perceptions of risk is tested, and potential biases are identified, including `optimism¿ and a set of information determinants. Empirical evidence from a representative survey of Catalonia is presented to illustrate these effects. The findings from this research suggest a significant overestimation of disability in old age, yet this is not the case with longevity. Furthermore, individual perceptions with regard to disability in old age, unlike those with regard to longevity, exhibit on aggregate an `optimistic bias¿ and, are perceived as `cumulative risks¿. Gender influences the perceived risk of disability in old age at a population level but not at the individual level, and the opposite holds true for age. Finally, self-reported health status is the main variable behind risk perceptions at both the individual and population level.

Predicting future distributions of mountain plants under climate change: does dispersal capacity matter?

Many studies have investigated the impacts that climate change could potentially have on the distribution of plant species, but few have attempted to constrain projections through plant dispersal limitations. Instead, most studies published so far have been using the simplification of considering dispersal as either unlimited or null. However, depending on a species' dispersal capacity, landscape fragmentation, and the rate of climatic change, these assumptions can lead to serious over- or underestimation of a species' future distribution. To quantify the discrepancies between unlimited, realistic, and no dispersal scenarios, we carried out projections of future distribution over the 21st century for 287 mountain plant species in a study area of the Western Swiss Alps. For each species, simulations were run for four dispersal scenarios (unlimited dispersal, no dispersal, realistic dispersal and realistic dispersal with long-distance dispersal events) and under four climate change scenarios. Although simulations accounting for realistic dispersal limitations did significantly differ from those considering dispersal as unlimited or null in terms of projected future distribution, using the unlimited dispersal simplification nevertheless provided good approximations for species extinctions under more moderate climate change scenarios. Overall, simulations accounting for dispersal limitations produced, for our mountainous study area, results that were significantly closer to unlimited dispersal than to no dispersal. Finally, analyzing the temporal pattern of species extinctions over the entire 21st century showed that, due to the possibility of a large number of species shifting their distribution to higher elevation, important species extinctions for our study area might not occur before the 2080-2100 time periods.

MM-GBSA binding free energy decomposition and T cell receptor engineering.

Recognition by the T-cell receptor (TCR) of immunogenic peptides (p) presented by class I major histocompatibility complexes (MHC) is the key event in the immune response against virus infected cells or tumor cells. The major determinant of T cell activation is the affinity of the TCR for the peptide-MHC complex, though kinetic parameters are also important. A study of the 2C TCR/SIYR/H-2Kb system using a binding free energy decomposition (BFED) based on the MM-GBSA approach had been performed to assess the performance of the approach on this system. The results showed that the TCR-p-MHC BFED including entropic terms provides a detailed and reliable description of the energetics of the interaction (Zoete and Michielin, 2007). Based on these results, we have developed a new approach to design sequence modifications for a TCR recognizing the human leukocyte antigen (HLA)-A2 restricted tumor epitope NY-ESO-1. NY-ESO-1 is a cancer testis antigen expressed not only in melanoma, but also on several other types of cancers. It has been observed at high frequencies in melanoma patients with unusually positive clinical outcome and, therefore, represents an interesting target for adoptive transfer with modified TCR. Sequence modifications of TCR potentially increasing the affinity for this epitope have been proposed and tested in vitro. T cells expressing some of the proposed TCR mutants showed better T cell functionality, with improved killing of peptide-loaded T2 cells and better proliferative capacity compared to the wild type TCR expressing cells. These results open the door of rational TCR design for adoptive transfer cancer therapy.

Linear relations between writhe and minimal crossing number in Conway families of ideal knots and links

We showed earlier how to predict the writhe of any rational knot or link in its ideal geometric configuration, or equivalently the average of the 3D writhe over statistical ensembles of random configurations of a given knot or link (Cerf and Stasiak 2000 Proc. Natl Acad. Sci. USA 97 3795). There is no general relation between the minimal crossing number of a knot and the writhe of its ideal geometric configuration. However, within individual families of knots linear relations between minimal crossing number and writhe were observed (Katritch et al 1996 Nature 384 142). Here we present a method that allows us to express the writhe as a linear function of the minimal crossing number within Conway families of knots and links in their ideal configuration. The slope of the lines and the shift between any two lines with the same

From neuroprogression to neuroprotection: implications for clinical care.

Bipolar disorder follows a staged trajectory in which persistence of illness is associated with a number of clinical features such as progressive shortening of the inter-episode interval and decreased probability of treatment response. This neuroprogressive clinical process is reflected by both progressive neuroanatomical changes and evidence of cognitive decline. The biochemical foundation of this process appears to incorporate changes in inflammatory cytokines, cortisone, neurotrophins and oxidative stress. There is a growing body of evidence to suggest that these markers may differ between the early and late stages of the disorder. The presence of a series of tangible targets raises the spectre of development of rational neuroprotective strategies, involving judicious use of current therapies and novel agents. Most of the currently used mood stabilisers share effects on oxidative stress and neurotrophins, while novel potentially neuroprotective agents are being developed. These developments need to be combined with service initiatives to maximise the opportunities for early diagnosis and intervention.

Rationaalisen valinnan teorian rakenne ja tieteellisen edistyksen arviointi

Abstract: The structure of rational choice theory and the evaluation of scientific progress

Cutaneous leishmaniasis: progress towards a vaccine.

Leishmaniases are vector-borne diseases due to the protozoan parasite Leishmania . Since no prevention method is available and as current therapy is costly, often poorly tolerated and not always efficacious, the development of alternative therapies, including vaccines, constitutes the priority in the fight of Leishmania infection. This review focuses on recent advances in the development of vaccines against leishmaniasis, with emphasis on the cutaneous form. Indeed, the fact that recovery from leishmaniasis is associated with immunity against new infection provides a rational basis for the development of vaccination strategy against infection with Leishmania . Evidence from animal studies demonstrate that protection can be achieved following infection with live-attenuated Leishmania as well as through immunization with purified proteins or DNA vaccines. In addition, recent results have shown that immunization against the saliva of the insect vector could have synergistic effects with conventional vaccination. Finally, vaccination using dendritic cells was recently demonstrated as a possible tool for Leishmania vaccination.

Subgroup-specific structural variation across 1,000 medulloblastoma genomes.

Medulloblastoma, the most common malignant paediatric brain tumour, is currently treated with nonspecific cytotoxic therapies including surgery, whole-brain radiation, and aggressive chemotherapy. As medulloblastoma exhibits marked intertumoural heterogeneity, with at least four distinct molecular variants, previous attempts to identify targets for therapy have been underpowered because of small samples sizes. Here we report somatic copy number aberrations (SCNAs) in 1,087 unique medulloblastomas. SCNAs are common in medulloblastoma, and are predominantly subgroup-enriched. The most common region of focal copy number gain is a tandem duplication of SNCAIP, a gene associated with Parkinson's disease, which is exquisitely restricted to Group 4α. Recurrent translocations of PVT1, including PVT1-MYC and PVT1-NDRG1, that arise through chromothripsis are restricted to Group 3. Numerous targetable SCNAs, including recurrent events targeting TGF-β signalling in Group 3, and NF-κB signalling in Group 4, suggest future avenues for rational, targeted therapy.

Geomorphological method in the elaboration of hazard maps for flash-floods in the municipality of Jucuarán (El Salvador)

This work deals with the elaboration of flood hazard maps. These maps reflect the areas prone to floods based on the effects of Hurricane Mitch in the Municipality of Jucuarán of El Salvador. Stream channels located in the coastal range in the SE of El Salvador flow into the Pacific Ocean and generate alluvial fans. Communities often inhabit these fans can be affected by floods. The geomorphology of these stream basins is associated with small areas, steep slopes, well developed regolite and extensive deforestation. These features play a key role in the generation of flash-floods. This zone lacks comprehensive rainfall data and gauging stations. The most detailed topographic maps are on a scale of 1:25 000. Given that the scale was not sufficiently detailed, we used aerial photographs enlarged to the scale of 1:8000. The effects of Hurricane Mitch mapped on these photographs were regarded as the reference event. Flood maps have a dual purpose (1) community emergency plans, (2) regional land use planning carried out by local authorities. The geomorphological method is based on mapping the geomorphological evidence (alluvial fans, preferential stream channels, erosion and sedimentation, man-made terraces). Following the interpretation of the photographs this information was validated on the field and complemented by eyewitness reports such as the height of water and flow typology. In addition, community workshops were organized to obtain information about the evolution and the impact of the phenomena. The superimposition of this information enables us to obtain a comprehensive geomorphological map. Another aim of the study was the calculation of the peak discharge using the Manning and the paleohydraulic methods and estimates based on geomorphologic criterion. The results were compared with those obtained using the rational method. Significant differences in the order of magnitude of the calculated discharges were noted. The rational method underestimated the results owing to short and discontinuous periods of rainfall data with the result that probabilistic equations cannot be applied. The Manning method yields a wide range of results because of its dependence on the roughness coefficient. The paleohydraulic method yielded higher values than the rational and Manning methods. However, it should be pointed out that it is possible that bigger boulders could have been moved had they existed. These discharge values are lower than those obtained by the geomorphological estimates, i.e. much closer to reality. The flood hazard maps were derived from the comprehensive geomorphological map. Three categories of hazard were established (very high, high and moderate) using flood energy, water height and velocity flow deduced from geomorphological and eyewitness reports.

Toxic substances in blood: an analysis of current recommendations under a Bayesian (decision) approach

This article extends existing discussion in literature on probabilistic inference and decision making with respect to continuous hypotheses that are prevalent in forensic toxicology. As a main aim, this research investigates the properties of a widely followed approach for quantifying the level of toxic substances in blood samples, and to compare this procedure with a Bayesian probabilistic approach. As an example, attention is confined to the presence of toxic substances, such as THC, in blood from car drivers. In this context, the interpretation of results from laboratory analyses needs to take into account legal requirements for establishing the 'presence' of target substances in blood. In a first part, the performance of the proposed Bayesian model for the estimation of an unknown parameter (here, the amount of a toxic substance) is illustrated and compared with the currently used method. The model is then used in a second part to approach-in a rational way-the decision component of the problem, that is judicial questions of the kind 'Is the quantity of THC measured in the blood over the legal threshold of 1.5 μg/l?'. This is pointed out through a practical example.