Ruin and related quantities in some advanced insurance risk models

Risk theory has been a very active research area over the last decades. The main objectives of the theory are to find adequate stochastic processes which can model the surplus of a (non-life) insurance company and to analyze the risk related quantities such as ruin time, ruin probability, expected discounted penalty function and expected discounted dividend/tax payments. The study of these ruin related quantities provides crucial information for actuaries and decision makers. This thesis consists of the study of four different insurance risk models which are essentially related. The ruin and related quantities are investigated by using different techniques, resulting in explicit or asymptotic expressions for the ruin time, the ruin probability, the expected discounted penalty function and the expected discounted tax payments. - La recherche en théorie du risque a été très dynamique au cours des dernières décennies. D'un point de vue théorique, les principaux objectifs sont de trouver des processus stochastiques adéquats permettant de modéliser le surplus d'une compagnie d'assurance non vie et d'analyser les mesures de risque, notamment le temps de ruine, la probabilité de ruine, l'espérance de la valeur actuelle de la fonction de pénalité et l'espérance de la valeur actuelle des dividendes et taxes. L'étude de ces mesures associées à la ruine fournit des informations cruciales pour les actuaires et les décideurs. Cette thèse consiste en l'étude des quatre différents modèles de risque d'assurance qui sont essentiellement liés. La ruine et les mesures qui y sont associées sont examinées à l'aide de différentes techniques, ce qui permet d'induire des expressions explicites ou asymptotiques du temps de ruine, de la probabilité de ruine, de l'espérance de la valeur actuelle de la fonction de pénalité et l'espérance de la valeur actuelle des dividendes et taxes.

Recruitment models for Norway spruce, Scots pine, birch and other broadleaves in young growth forests in Norway

Abstract

Equilibrium curves and growth models to deal with forests in transition to uneven-aged structure : application in two sample stands

Abstract

Minimal requirements for parameters to be used for the development of predictive models for microbial source tracking. The example of the pair somatic coliphages and phages infecting Bacteroides

Several methods and approaches for measuring parameters to determine fecal sources of pollution in water have been developed in recent years. No single microbial or chemical parameter has proved sufficient to determine the source of fecal pollution. Combinations of parameters involving at least one discriminating indicator and one universal fecal indicator offer the most promising solutions for qualitative and quantitative analyses. The universal (nondiscriminating) fecal indicator provides quantitative information regarding the fecal load. The discriminating indicator contributes to the identification of a specific source. The relative values of the parameters derived from both kinds of indicators could provide information regarding the contribution to the total fecal load from each origin. It is also essential that both parameters characteristically persist in the environment for similar periods. Numerical analysis, such as inductive learning methods, could be used to select the most suitable and the lowest number of parameters to develop predictive models. These combinations of parameters provide information on factors affecting the models, such as dilution, specific types of animal source, persistence of microbial tracers, and complex mixtures from different sources. The combined use of the enumeration of somatic coliphages and the enumeration of Bacteroides-phages using different host specific strains (one from humans and another from pigs), both selected using the suggested approach, provides a feasible model for quantitative and qualitative analyses of fecal source identification.

Three mathematical models for bucking-to-order

Abstract

Models d'educació i formació de persones adultes.

En el present article es descriuen en primer lloc les tres tipologies de models de formació d'adults que han estat predominants en aquestes dues darreres dècades. A la segona part de l'article es comentaran alguns deis problemes que es donen i, es descriuran algunes propostes que a la llum de les diferents experiències poden ser més innovadores i poden resultar més convincents.

Mechanistic insights into cytosolic molecular chaperones in protein unfolding and disaggregation

Under optimal non-physiological conditions of low concentrations and low temperatures, proteins may spontaneously fold to the native state, as all the information for folding lies in the amino acid sequence of the polypeptide. However, under conditions of stress or high protein crowding as inside cells, a polypeptide may misfold and enter an aggregation pathway resulting in the formation of misfolded conformers and fibrils, which can be toxic and lead to neurodegenerative illnesses, such as Alzheimer's, Parkinson's or Huntington's diseases and aging in general. To avert and revert protein misfolding and aggregation, cells have evolved a set of proteins called molecular chaperones. Here, I focussed on the human cytosolic chaperones Hsp70 (DnaK) and HspllO, and co-chaperone Hsp40 (DnaJ), and the chaperonin CCT (GroEL). The cytosolic molecular chaperones Hsp70s/Hspll0s and the chaperonins are highly upregulated in bacterial and human cells under different stresses and are involved both in the prevention and the reversion of protein misfolding and aggregation. Hsp70 works in collaboration with Hsp40 to reactivate misfolded or aggregated proteins in a strict ATP dependent manner. Chaperonins (CCT and GroEL) also unfold and reactivate stably misfolded proteins but we found that it needed to use the energy of ATP hydrolysis in order to evict over- sticky misfolded intermediates that inhibited the unfoldase catalytic sites. Ill In this study, we initially characterized a particular type of inactive misfolded monomeric luciferase and rhodanese species that were obtained by repeated cycles of freeze-thawing (FT). These stable misfolded monomeric conformers (FT-luciferase and FT-rhodanese) had exposed hydrophobic residues and were enriched with wrong ß-sheet structures (Chapter 2). Using FT-luciferase as substrate, we found that the Hsp70 orthologs, called HspllO (Sse in yeast), acted similarly to Hsp70 as were bona fide ATP- fuelled polypeptide unfoldases and was much more than a mere nucleotide exchange factor, as generally thought. Moreover, we found that HspllO collaborated with Hsp70 in the disaggregation of stable protein aggregates in which Hsp70 and HspllO acted as equal partners that synergistically combined their individual ATP-consuming polypeptide unfoldase activities to reactivate the misfolded/aggregated proteins (Chapter 3). Using FT-rhodanese as substrate, we found that chaperonins (GroEL and CCT) could catalytically reactivate misfolded rhodanese monomers in the absence of ATP. Also, our results suggested that encaging of an unfolding polypeptide inside the GroEL cavity under a GroES cap was not an obligatory step as generally thought (Chapter 4). Further, we investigated the role of Hsp40, a J-protein co-chaperone of Hsp70, in targeting misfolded polypeptides substrates onto Hsp70 for unfolding. We found that even a large excess of monomeric unfolded a-synuclein did not inhibit DnaJ, whereas, in contrast, stable misfolded a-synuclein oligomers strongly inhibited the DnaK-mediated chaperone reaction by way of sequestering the DnaJ co-chaperone. This work revealed that DnaJ could specifically distinguish, and bind potentially toxic stably aggregated species, such as soluble a-synuclein oligomers involved in Parkinson's disease, and with the help of DnaK and ATP convert them into from harmless natively unfolded a-synuclein monomers (chapter 5). Finally, our meta-analysis of microarray data of plant and animal tissues treated with various chemicals and abiotic stresses, revealed possible co-expressions between core chaperone machineries and their co-chaperone regulators. It clearly showed that protein misfolding in the cytosol elicits a different response, consisting of upregulating the synthesis mainly of cytosolic chaperones, from protein misfolding in the endoplasmic reticulum (ER) that elicited a typical unfolded protein response (UPR), consisting of upregulating the synthesis mainly of ER chaperones. We proposed that drugs that best mimicked heat or UPR stress at increasing the chaperone load in the cytoplasm or ER respectively, may prove effective at combating protein misfolding diseases and aging (Chapter 6).  - Dans les conditions optimales de basse concentration et de basse température, les protéines vont spontanément adopter un repliement natif car toutes les informations nécessaires se trouvent dans la séquence des acides aminés du polypeptide. En revanche, dans des conditions de stress ou de forte concentration des protéines comme à l'intérieur d'une cellule, un polypeptide peu mal se replier et entrer dans un processus d'agrégation conduisant à la formation de conformères et de fibrilles qui peuvent être toxiques et causer des maladies neurodégénératives comme la maladie d'Alzheimer, la maladie de Parkinson ou la chorée de Huntington. Afin d'empêcher ou de rectifier le mauvais repliement des protéines, les cellules ont développé des protéines appelées chaperonnes. Dans ce travail, je me suis intéressé aux chaperonnes cytosoliques Hsp70 (DnaK) et HspllO, la co-chaperones Hsp40 (DnaJ), le complexe CCT/TRiC et GroEL. Chez les bactéries et les humains, les chaperonnes cytosoliques Hsp70s/Hspl 10s et les « chaperonines» sont fortement activées par différentes conditions de stress et sont toutes impliquées dans la prévention et la correction du mauvais repliement des protéines et de leur agrégation. Hsp70 collabore avec Hsp40 pour réactiver les protéines agrégées ou mal repliées et leur action nécessite de 1ATP. Les chaperonines (GroEL) déplient et réactivent aussi les protéines mal repliées de façon stable mais nous avons trouvé qu'elles utilisent l'ATP pour libérer les intermédiaires collant et mal repliés du site catalytique de dépliage. Nous avons initialement caractérisé un type particulier de formes stables de luciférase et de rhodanese monomériques mal repliées obtenues après plusieurs cycles de congélation / décongélation répétés (FT). Ces monomères exposaient des résidus hydrophobiques et étaient plus riches en feuillets ß anormaux. Ils pouvaient cependant être réactivés par les chaperonnes Hsp70+Hsp40 (DnaK+DnaJ) et de l'ATP, ou par Hsp60 (GroEL) sans ATP (Chapitre 2). En utilisant la FT-Luciferase comme substrat nous avons trouvé que HspllO (un orthologue de Hsp70) était une authentique dépliase, dépendante strictement de l'ATP. De plus, nous avons trouvé que HspllO collaborait avec Hsp70 dans la désagrégation d'agrégats stables de protéines en combinant leurs activités dépliase consommatrice d'ATP (Chapitre 3). En utilisant la FT-rhodanese, nous avons trouvé que les chaperonines (GroEL et CCT) pouvaient réactiver catalytiquement des monomères mal repliés en absence d'ATP. Nos résultats suggérèrent également que la capture d'un polypeptide en cours de dépliement dans la cavité de GroEL et sous un couvercle du complexe GroES ne serait pas une étape obligatoire du mécanisme, comme il est communément accepté dans la littérature (Chapitre 4). De plus, nous avons étudié le rôle de Hsp40, une co-chaperones de Hsp70, dans l'adressage de substrats polypeptidiques mal repliés vers Hsp70. Ce travail a révélé que DnaJ pouvait différencier et lier des polypeptide mal repliés (toxiques), comme des oligomères d'a-synucléine dans la maladie de Parkinson, et clairement les différencier des monomères inoffensifs d'a-synucléine (Chapitre 5). Finalement une méta-analyse de données de microarrays de tissus végétaux et animaux traités avec différents stress chimiques et abiotiques a révélé une possible co-expression de la machinerie des chaperonnes et des régulateurs de co- chaperonne. Cette meta-analyse montre aussi clairement que le mauvais repliement des protéines dans le cytosol entraîne la synthèse de chaperonnes principalement cytosoliques alors que le mauvais repliement de protéines dans le réticulum endoplasmique (ER) entraine une réponse typique de dépliement (UPR) qui consiste principalement en la synthèse de chaperonnes localisées dans l'ER. Nous émettons l'hypothèse que les drogues qui reproduisent le mieux les stress de chaleur ou les stress UPR pourraient se montrer efficaces dans la lutte contre le mauvais repliement des protéines et le vieillissement (Chapitre 6).

Models of social networks based on social distance attachment

We propose a class of models of social network formation based on a mathematical abstraction of the concept of social distance. Social distance attachment is represented by the tendency of peers to establish acquaintances via a decreasing function of the relative distance in a representative social space. We derive analytical results (corroborated by extensive numerical simulations), showing that the model reproduces the main statistical characteristics of real social networks: large clustering coefficient, positive degree correlations, and the emergence of a hierarchy of communities. The model is confronted with the social network formed by people that shares confidential information using the Pretty Good Privacy (PGP) encryption algorithm, the so-called web of trust of PGP.

Active strain and activation models in cardiac electromechanics

We present a model for mechanical activation of the cardiac tissue depending on the evolution of the transmembrane electrical potential and certain gating/ionic variables that are available in most of electrophysiological descriptions of the cardiac membrane. The basic idea consists in adding to the chosen ionic model one ordinary differential equation for the kinetics of the mechanical activation function. A relevant example illustrates the desired properties of the proposed model, such as delayed muscle contraction and correct magnitude of the muscle fibers' shortening.

Effects of sample size on the performance of species distribution models

A wide range of modelling algorithms is used by ecologists, conservation practitioners, and others to predict species ranges from point locality data. Unfortunately, the amount of data available is limited for many taxa and regions, making it essential to quantify the sensitivity of these algorithms to sample size. This is the first study to address this need by rigorously evaluating a broad suite of algorithms with independent presence-absence data from multiple species and regions. We evaluated predictions from 12 algorithms for 46 species (from six different regions of the world) at three sample sizes (100, 30, and 10 records). We used data from natural history collections to run the models, and evaluated the quality of model predictions with area under the receiver operating characteristic curve (AUC). With decreasing sample size, model accuracy decreased and variability increased across species and between models. Novel modelling methods that incorporate both interactions between predictor variables and complex response shapes (i.e. GBM, MARS-INT, BRUTO) performed better than most methods at large sample sizes but not at the smallest sample sizes. Other algorithms were much less sensitive to sample size, including an algorithm based on maximum entropy (MAXENT) that had among the best predictive power across all sample sizes. Relative to other algorithms, a distance metric algorithm (DOMAIN) and a genetic algorithm (OM-GARP) had intermediate performance at the largest sample size and among the best performance at the lowest sample size. No algorithm predicted consistently well with small sample size (n < 30) and this should encourage highly conservative use of predictions based on small sample size and restrict their use to exploratory modelling.

European Integration Without EU Membership : Models, Experiences, Perspectives

At the beginning of the 1990s, the concept of "European integration" could still be said to be fairly unambiguous. Nowadays, it has become plural and complex almost to the point of unintelligibility. This is due, of course, to the internal differentiation of EU membership, with several Member States pulling out of key integrative projects such as establishing an area without frontiers, the "Schengen" area, and a common currency. But this is also due to the differentiated extension of key integrative projects to European non-EU countries - Schengen is again a case in point. Such processes of "integration without membership", the focus of the present publication, are acquiring an ever-growing topicality both in the political arena and in academia. International relations between the EU and its neighbouring countries are crucial for both, and their development through new agreements features prominently on the continent's political agenda. Over and above this aspect, the dissemination of EU values and standards beyond the Union's borders raises a whole host of theoretical and methodological questions, unsettling in some cases traditional conceptions of the autonomy and separation of national legal orders. This publication brings together the papers presented at the Integration without EU Membership workshop held in May 2008 at the EUI (Max Weber Programme and Department of Law). It aims to compare different models and experiences of integration between the EU, on the one hand, and those European countries that do not currently have an accession perspective on the other hand. In delimiting the geographical scope of the inquiry, so as to scale it down to manageable proportions, the guiding principles have been to include both the "Eastern" and "Western" neighbours of the EU, and to examine both structured frameworks of cooperation, such as the European Neighbourhood Policy and the European Economic Area, and bilateral relations developing on a more ad hoc basis. These principles are reflected in the arrangement of the papers, which consider in turn the positions of Ukraine, Russia, Norway, and Switzerland in European integration - current standing, perspectives for evolution, consequences in terms of the EU-ization of their respective legal orders1. These subjects are examined from several perspectives. We had the privilege of receiving contributions from leading practitioners and scholars from the countries concerned, from EU highranking officials, from prominent specialists in EU external relations law, and from young and talented researchers. We wish to thank them all here for their invaluable insights. We are moreover deeply indebted to Marise Cremona (EUI, Law Department, EUI) for her inspiring advice and encouragement, as well as to Ramon Marimon, Karin Tilmans, Lotte Holm, Alyson Price and Susan Garvin (Max Weber Programme, EUI) for their unflinching support throughout this project. A word is perhaps needed on the propriety and usefulness of the research concept embodied in this publication. Does it make sense to compare the integration models and experiences of countries as different as Norway, Russia, Switzerland, and Ukraine? Needless to say, this list of four evokes a staggering diversity of political, social, cultural, and economic conditions, and at least as great a diversity of approaches to European integration. Still, we would argue that such diversity only makes comparisons more meaningful. Indeed, while the particularities and idiosyncratic elements of each "model" of integration are fully displayed in the present volume, common themes and preoccupations run through the pages of every contribution: the difficulty in conceptualizing the finalité and essence of integration, which is evident in the EU today but which is greatly amplified for non-EU countries; the asymmetries and tradeoffs between integration and autonomy that are inherent in any attempt to participate in European integration from outside; the alteration of deeply seated legal concepts, and concepts about the law, that are already observable in the most integrated of the non-EU countries concerned. These issues are not transient or coincidental: they are inextricably bound up with the integration of non-EU countries in the EU project. By publishing this collection, we make no claim to have dealt with them in an exhaustive, still less in a definitive manner. Our ambition is more modest: to highlight the relevance of these themes, to place them more firmly on the scientific agenda, and to provide a stimulating basis for future research and reflection.

Estimating parameters for generalized mass action models using constraint propagation.

As modern molecular biology moves towards the analysis of biological systems as opposed to their individual components, the need for appropriate mathematical and computational techniques for understanding the dynamics and structure of such systems is becoming more pressing. For example, the modeling of biochemical systems using ordinary differential equations (ODEs) based on high-throughput, time-dense profiles is becoming more common-place, which is necessitating the development of improved techniques to estimate model parameters from such data. Due to the high dimensionality of this estimation problem, straight-forward optimization strategies rarely produce correct parameter values, and hence current methods tend to utilize genetic/evolutionary algorithms to perform non-linear parameter fitting. Here, we describe a completely deterministic approach, which is based on interval analysis. This allows us to examine entire sets of parameters, and thus to exhaust the global search within a finite number of steps. In particular, we show how our method may be applied to a generic class of ODEs used for modeling biochemical systems called Generalized Mass Action Models (GMAs). In addition, we show that for GMAs our method is amenable to the technique in interval arithmetic called constraint propagation, which allows great improvement of its efficiency. To illustrate the applicability of our method we apply it to some networks of biochemical reactions appearing in the literature, showing in particular that, in addition to estimating system parameters in the absence of noise, our method may also be used to recover the topology of these networks.

The Caribbean-North America-Cocos Triple Junction and the dynamics of the Polochic-Motagua fault systems: Pull-up and zipper models

The Polochic-Motagua fault systems (PMFS) are part of the sinistral transform boundary between the North American and Caribbean plates. To the west, these systems interact with the subduction zone of the Cocos plate, forming a subduction-subduction-transform triple junction. The North American plate moves westward relative to the Caribbean plate. This movement does not affect the geometry of the subducted Cocos plate, which implies that deformation is accommodated entirely in the two overriding plates. Structural data, fault kinematic analysis, and geomorphic observations provide new elements that help to understand the late Cenozoic evolution of this triple junction. In the Miocene, extension and shortening occurred south and north of the Motagua fault, respectively. This strain regime migrated northward to the Polochic fault after the late Miocene. This shift is interpreted as a ``pull-up'' of North American blocks into the Caribbean realm. To the west, the PMFS interact with a trench-parallel fault zone that links the Tonala fault to the Jalpatagua fault. These faults bound a fore-arc sliver that is shared by the two overriding plates. We propose that the dextral Jalpatagua fault merges with the sinistral PMFS, leaving behind a suturing structure, the Tonala fault. This tectonic ``zipper'' allows the migration of the triple junction. As a result, the fore-arc sliver comes into contact with the North American plate and helps to maintain a linear subduction zone along the trailing edge of the Caribbean plate. All these processes currently make the triple junction increasingly diffuse as it propagates eastward and inland within both overriding plates.