Modelling dependence in a ratemaking procedure with multivariate Poisson regression models

When actuaries face with the problem of pricing an insurance contract that contains different types of coverage, such as a motor insurance or homeowner's insurance policy, they usually assume that types of claim are independent. However, this assumption may not be realistic: several studies have shown that there is a positive correlation between types of claim. Here we introduce different regression models in order to relax the independence assumption, including zero-inflated models to account for excess of zeros and overdispersion. These models have been largely ignored to multivariate Poisson date, mainly because of their computational di±culties. Bayesian inference based on MCMC helps to solve this problem (and also lets us derive, for several quantities of interest, posterior summaries to account for uncertainty). Finally, these models are applied to an automobile insurance claims database with three different types of claims. We analyse the consequences for pure and loaded premiums when the independence assumption is relaxed by using different multivariate Poisson regression models and their zero-inflated versions.

PIDD orchestrates translesion DNA synthesis in response to UV irradiation.

PIDD has been implicated in survival and apoptotic pathways in response to DNA damage, and a role for PIDD was recently identified in non-homologous end-joining (NHEJ) repair induced by γ-irradiation. Here, we present an interaction of PIDD with PCNA, first identified in a proteomics screen. PCNA has essential functions in DNA replication and repair following UV irradiation. Translesion synthesis (TLS) is a process that prevents UV irradiation-induced replication blockage and is characterized by PCNA monoubiquitination and interaction with the TLS polymerase eta (polη). Both of these processes are inhibited by p21. We report that PIDD modulates p21-PCNA dissociation, and promotes PCNA monoubiquitination and interaction with polη in response to UV irradiation. Furthermore, PIDD deficiency leads to a defect in TLS that is associated, both in vitro and in vivo, with cellular sensitization to UV-induced apoptosis. Thus, PIDD performs key functions upon UV irradiation, including TLS, NHEJ, NF-κB activation and cell death.

Developmental critical period in gentic redox dysregulation: animal and human studies in schizophrenia

Converging evidence favors an abnormal susceptibility to oxidative stress in schizophrenia. Decreased levels of glutathione (GSH), the major cellular antioxidant and redox regulator, was observed in cerebrospinal-fluid and prefrontal cortex of patients. Importantly, abnormal GSH synthesis of genetic origin was observed: Two case-control studies showed an association with a GAG trinucleotide repeat (TNR) polymorphism in the GSH key synthesizing enzyme glutamate-cysteine-ligase (GCL) catalytic subunit (GCLC) gene. The most common TNR genotype 7/7 was more frequent in controls, whereas the rarest TNR genotype 8/8 was three times more frequent in patients. The disease associated genotypes (35% of patients) correlated with decreased GCLC protein, GCL activity and GSH content. Similar GSH system anomalies were observed in early psychosis patients. Such redox dysregulation combined with environmental stressors at specific developmental stages could underlie structural and functional connectivity anomalies. In pharmacological and knock-out (KO) models, GSH deficit induces anomalies analogous to those reported in patients. (a) morphology: spine density and GABA-parvalbumine immunoreactivity (PV-I) were decreased in anterior cingulate cortex. KO mice showed delayed cortical PV-I at PD10. This effect is exacerbated in mice with increased DA from PD5-10. KO mice exhibit cortical impairment in myelin and perineuronal net known to modulate PV connectivity. (b) physiology: In cultured neurons, NMDA response are depressed by D2 activation. In hippocampus, NMDA-dependent synaptic plasticity is impaired and kainate induced g-oscillations are reduced in parallel to PV-I. (c) cognition: low GSH models show increased sensitivity to stress, hyperactivity, abnormal object recognition, olfactory integration and social behavior. In a clinical study, GSH precursor N-acetyl cysteine (NAC) as add on therapy, improves the negative symptoms and decreases the side effects of antipsychotics. In an auditory oddball paradigm, NAC improves the mismatched negativity, an evoked potential related to pre-attention and to NMDA receptors function. In summary, clinical and experimental evidence converge to demonstrate that a genetically induced dysregulation of GSH synthesis combined with environmental insults in early development represent a major risk factor contributing to the development of schizophrenia Conclusion Based on these data, we proposed a model for PSIP1 promoter activity involving a complex interplay between yet undefined regulatory elements to modulate gene expression.

Estimation of dynamic latent variable models using simulated nonparametric moments

Abstract. Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter. Because conditional moments are calculated using kernel smoothing rather than simple averaging, it is not necessary that the model be simulable subject to the conditioning information that is used to define the moment conditions. For this reason, the proposed estimator is applicable to general dynamic latent variable models. It is shown that as the number of simulations diverges, the estimator is consistent and a higher-order expansion reveals the stochastic difference between the infeasible GMM estimator based on the same moment conditions and the simulated version. In particular, we show how to adjust standard errors to account for the simulations. Monte Carlo results show how the estimator may be applied to a range of dynamic latent variable (DLV) models, and that it performs well in comparison to several other estimators that have been proposed for DLV models.

Regulation of the akt signalling in human skeletal muscle atrophy

Abstract : The term "muscle disuse" is often used to refer collectively to reductions in neuromuscular activity as observed with sedentary lifestyles, reduced weight bearing, cancer, chronic obstructive pulmonary disease, chronic heart failure, spinal cord injury, sarcopenia or exposure to microgravity (spaceflight). Muscle disuse atrophy, caused by accelerated proteolysis, is predominantly due to the activation of the ATP-dependent ubiquitin (Ub) proteasome pathway. The current advances in understanding the molecular factors contributing to the Ub-dependent proteolysis process have been made mostly in rodent models of human disease and denervation with few investigations performed directly in humans. Recently, in mice, the genes Atrogin-1 and MuRF1 have been designated as primary candidates in the control of muscle atrophy. Additionally, the decreased activity of the Akt/GSK-3ß and Akt/mTOR pathways has been associated with a reduction in protein synthesis and contributing to skeletal muscle atrophy. Therefore, it is now commonly accepted that skeletal muscle atrophy is the result of a decreased protein synthesis concomitant with an increase in protein degradation (Glass 2003). Atrogin-1 and MuRF1 are genes expressed exclusively in muscle. In mice, their expression has been shown to be directly correlated with the severity of atrophy. KO-mice experiments showed a major protection against atrophy when either of these genes were deleted. Skeletal muscle hypertrophy is an important function in normal postnatal development and in the adaptive response to exercise. It has been shown, in vitro, that the activation of phosphatidylinositol 3-kinase (PI-3K), by insulin growth factor 1 (IGF-1), stimulates myotubes hypertrophy by activating the downstream pathways, Akt/GSK-3ß and Akt/mTOR. It has also been demonstrated in mice, in vivo, that activation of these signalling pathways causes muscle hypertrophy. Moreover, the latter were recently proposed to also reduce muscle atrophy by inhibiting the FKHR mediated transcription of several muscle atrophy genes; Atrogin-1 and MuRF1. Therefore, these targets present new avenues for developing further the understanding of the molecular mechanisms involved in both skeletal muscle atrophy and hypertrophy. The present study proposed to investigate the regulation of the Akt/GSK-3ß and Akt/mTOR signalling pathways, as well as the expression levels of the "atrogenes", Atrogin-1 and MuRF1, in four human models of skeletal muscle atrophy. In the first study, we measured the regulation of the Akt signalling pathway after 8 weeks of both hypertrophy stimulating resistance training and atrophy stimulation de-training. As expected following resistance training, muscle hypertrophy and an increase in the phosphorylation status of the different members of the Akt pathway was observed. This was paralleled by a concomitant decrease in FOXO1 nuclear protein content. Surprisingly, exercise training also induced an increase in the, expression of the atrophy genes and proteins involved in the ATP-dependant ubiquitin-proteasome system. On the opposite, following the de-training period a muscle atrophy, relative to the post-training muscle size, was measured. At the same time, the phosphorylation levels of Akt and GSK-3ß were reduced while the amount of FOXO1 in the nucleus increased. After the atrophy phase, there was also a reduction in Atrogin-1 and MuRF1 contents. In this study, we demonstrate for the first time in healthy human skeletal muscle, that the regulation of Akt and its downstream targets GSK-3ß, mTOR and FOXO1 are associated with both thé skeletal muscle hypertrophy and atrophy processes. Amyotrophic lateral sclerosis (ALS) is a progressive neurodegenerative disease characterized by the loss of both upper and lower motor neurons, which leads to severe muscle weakness and atrophy. All measurements were performed in biopsies from 22 ALS patients and 16 healthy controls. ALS patients displayed an increase in Atrogin-1 mRNA and protein content which was associated with a decrease in Akt activity. However there was no difference in the mRNA and phospho-protein content of FOXO1, FOXO3a, p70S6K and GSK-3ß. The transcriptional regulation of human Atrogin-1 may be controlled by an Akt-mediated transcription factor other than FKHR or via an other signalling pathway. Chronic complete spinal cord injury (SCI) is associated with severe muscle atrophy which is linked to co-morbidity factors such as diabetes, obesity, lipid disorders and cardiovascular diseases. Molecular mechanisms associated with chronic complete SCI-related muscle atrophy are not well understood. The aim of the present study was to determine if there was an increase in catabolic signalling targets such as Atrogin-1, MuRF1, FOXO and myostatin, and decreases in anabolic signalling targets such as IGF, Akt, GSK-3ß, mTOR, 4E-BP1 and p-70S6K in chronic complete SCI patients. All measurements were performed in biopsies taken from 8 complete chronic SCI patients and 7 age matched healthy controls. In SCI patients when compared with controls, there was a significant reduction in mRNA levels of Atrogin1, MuRF1 and Myostatin. Protein levels for Atrogin-1, FOX01 and FOX03a were also reduced. IGF-1 and both phosphorylated GSK-3ß and 4E-BP1 were decreased; the latter two in an Akt and mTOR independent manner, respectively. Reductions in Atrogin-1, MuRF1, FOXO and myostatin suggest the existence of an internal mechanism aimed at reducing further loss of muscle proteins during chronic SCI. The downregulation of signalling proteins regulating anabolism such as IGF, GSK3ß and 4E-BP1 would reduce the ability to increase protein synthesis rates in this chronic state of muscle wasting. The molecular mechanisms controlling age-related skeletal muscle loss in humans are poorly understood. The present study aimed to investigate the regulation of several genes and proteins involved in the activation of key signalling pathways promoting muscle hypertrophy such as GH/STAT5/IGF, IGF/Akt/GSK-3ß/4E-BP1 and muscle atrophy such as TNFα/SOCS3 and Akt/FOXO/Atrogin-1 or MuRF1 in muscle biopsies from 13 young and 16 elderly men. In the older, as compared with the young subjects, TNFα and SOCS-3 were increased while growth hormone receptor protein (GHR) and IGF-1 mRNA were both decreased. Akt protein levels were increased however no change in phosphorylated Akt content was observed. GSK-3ß phosphorylation levels were increased while 4E-BP1 was not changed. Nuclear FKHR and FKHRL1 protein levels were decreased, with no changes in their atrophy target genes, Atrogin-1 and MuRF1. Myostatin mRNA and protein levels were significantly elevated. Human sarcopenia may be linked to a reduction in the activity or sensitivity of anabolic signalling proteins such as GHR, IGF and Akt. TNFα, SOCS-3 and myostatin are potential candidates influencing this anabolic perturbation. In conclusion our results support those obtained in rodent or ín vitro models, and demonstrate Akt plays a pivotal role in the control of muscle mass in humans. However, the Akt phosphorylation status was dependant upon the model of muscle atrophy as Akt phosphorylation was reduced in all atrophy models except for SCI. Additionally, the activity pattern of the downstream targets of Akt appears to be different upon the various human models. It seems that under particular conditions such as spinal cord injury or sarcopenia, .the regulation of GSK-3ß, 4eBP1 and p70S6K might be independent of Akt suggesting alternative signalling pathways in the control of these the anabolic response in human skeletal muscle. The regulation of Atrogin-1 and MuRF1 in some of our studies has been shown to be also independent of the well-described Akt/FOXO signalling pathway suggesting that other transcription factors may regulate human Atrogin-1 and MuRF1. These four different models of skeletal muscle atrophy and hypertrophy have brought a better understanding concerning the molecular mechanisms controlling skeletal muscle mass in humans.

Evaluating the influence of spatial uncertainty in locality points for species distributional modeling

1. Species distribution modelling is used increasingly in both applied and theoretical research to predict how species are distributed and to understand attributes of species' environmental requirements. In species distribution modelling, various statistical methods are used that combine species occurrence data with environmental spatial data layers to predict the suitability of any site for that species. While the number of data sharing initiatives involving species' occurrences in the scientific community has increased dramatically over the past few years, various data quality and methodological concerns related to using these data for species distribution modelling have not been addressed adequately. 2. We evaluated how uncertainty in georeferences and associated locational error in occurrences influence species distribution modelling using two treatments: (1) a control treatment where models were calibrated with original, accurate data and (2) an error treatment where data were first degraded spatially to simulate locational error. To incorporate error into the coordinates, we moved each coordinate with a random number drawn from the normal distribution with a mean of zero and a standard deviation of 5 km. We evaluated the influence of error on the performance of 10 commonly used distributional modelling techniques applied to 40 species in four distinct geographical regions. 3. Locational error in occurrences reduced model performance in three of these regions; relatively accurate predictions of species distributions were possible for most species, even with degraded occurrences. Two species distribution modelling techniques, boosted regression trees and maximum entropy, were the best performing models in the face of locational errors. The results obtained with boosted regression trees were only slightly degraded by errors in location, and the results obtained with the maximum entropy approach were not affected by such errors. 4. Synthesis and applications. To use the vast array of occurrence data that exists currently for research and management relating to the geographical ranges of species, modellers need to know the influence of locational error on model quality and whether some modelling techniques are particularly robust to error. We show that certain modelling techniques are particularly robust to a moderate level of locational error and that useful predictions of species distributions can be made even when occurrence data include some error.

Theoretical aspects of graph models for MANETs

We survey the main theoretical aspects of models for Mobile Ad Hoc Networks (MANETs). We present theoretical characterizations of mobile network structural properties, different dynamic graph models of MANETs, and finally we give detailed summaries of a few selected articles. In particular, we focus on articles dealing with connectivity of mobile networks, and on articles which show that mobility can be used to propagate information between nodes of the network while at the same time maintaining small transmission distances, and thus saving energy.

Induction of synthesis of the rat cystatin S protein by the submandibular gland during the acute phase of experimental Chagas disease

Rats experimentally infected with Trypanosoma cruzi Y strain exhibited hypertrophy of the submandibular gland at 18 days after infection.SDS-PAGE of infected rats saliva revealed the presence of an additional band with an apparent molecular weight of about 13KDa. Electrophoresis of protein salivaand immunochemical analysis with antibody against rat cystatin S confirmed that the protein was identical to that induced by beta adrenergic stimulation.

Ichthyosen : Pathophysiologische Modelle der epidermalen Differenzierung [The ichthyoses : Pathophysiological models of epidermal differentiation].

The ichthyoses are a heterogeneous group of monogenetically inherited disorders of cornification, and characterized clinically by scaling or hyperkeratosis. Historically, they were classified by clinical features and inheritance patterns. As a result of the recent molecular biological revolution, the ichthyoses are now recognized as comprising many diverse entities. Importantly, identical phenotypes may be caused by mutations in multiple genes, while mutations in a single gene may result in multiple and sometimes widely divergent phenotypes. The considerable complexity of this clinically and genetically heterogeneous group of disorders has prompted the need for a new classification. A classification that uses terminology based on a combination of the clinical and molecular genetic details, for instance loricrin keratoderma, is desirable. In this chapter we will use in principle the nosology adopted recently by an international group of experts at the First Ichthyosis Consensus Conference in Sorèz, France.

Towards the validation of "in silico" models and physicochemical filters to identify and characterize new chemical entities

Summary: Lipophilicity plays an important role in the determination and the comprehension of the pharmacokinetic behavior of drugs. It is usually expressed by the partition coefficient (log P) in the n-octanol/water system. The use of an additional solvent system (1,2-dichlorethane/water) is necessary to obtain complementary information, as the log Poct values alone are not sufficient to explain ail biological properties. The aim of this thesis is to develop tools allowing to predict lipophilicity of new drugs and to analyze the information yielded by those log P values. Part I presents the development of theoretical models used to predict lipophilicity. Chapter 2 shows the necessity to extend the existing solvatochromic analyses in order to predict correctly the lipophilicity of new and complex neutral compounds. In Chapter 3, solvatochromic analyses are used to develop a model for the prediction of the lipophilicity of ions. A global model was obtained allowing to estimate the lipophilicity of neutral, anionic and cationic solutes. Part II presents the detailed study of two physicochemical filters. Chapter 4 shows that the Discovery RP Amide C16 stationary phase allows to estimate lipophilicity of the neutral form of basic and acidic solutes, except of lipophilic acidic solutes. Those solutes present additional interactions with this particular stationary phase. In Chapter 5, 4 different IANI stationary phases are investigated. For neutral solutes, linear data are obtained whatever the IANI column used. For the ionized solutes, their retention is due to a balance of electrostatic and hydrophobie interactions. Thus no discrimination is observed between different series of solutes bearing the same charge, from one column to an other. Part III presents two examples illustrating the information obtained thanks to Structure-Properties Relationships (SPR). Comparing graphically lipophilicity values obtained in two different solvent systems allows to reveal the presence of intramolecular effects .such as internai H-bond (Chapter 6). SPR is used to study the partitioning of ionizable groups encountered in Medicinal Chemistry (Chapter7). Résumé La lipophilie joue un .rôle important dans la détermination et la compréhension du comportement pharmacocinétique des médicaments. Elle est généralement exprimée par le coefficient de partage (log P) d'un composé dans le système de solvants n-octanol/eau. L'utilisation d'un deuxième système de solvants (1,2-dichloroéthane/eau) s'est avérée nécessaire afin d'obtenir des informations complémentaires, les valeurs de log Poct seules n'étant pas suffisantes pour expliquer toutes les propriétés biologiques. Le but de cette thèse est de développer des outils permettant de prédire la lipophilie de nouveaux candidats médicaments et d'analyser l'information fournie par les valeurs de log P. La Partie I présente le développement de modèles théoriques utilisés pour prédire la lipophilie. Le chapitre 2 montre la nécessité de mettre à jour les analyses solvatochromiques existantes mais inadaptées à la prédiction de la lipophilie de nouveaux composés neutres. Dans le chapitre 3, la même méthodologie des analyses solvatochromiques est utilisée pour développer un modèle permettant de prédire la lipophilie des ions. Le modèle global obtenu permet la prédiction de la lipophilie de composés neutres, anioniques et cationiques. La Partie II présente l'étude approfondie de deux filtres physicochimiques. Le Chapitre 4 montre que la phase stationnaire Discovery RP Amide C16 permet la détermination de la lipophilie de la forme neutre de composés basiques et acides, à l'exception des acides très lipophiles. Ces derniers présentent des interactions supplémentaires avec cette phase stationnaire. Dans le Chapitre 5, 4 phases stationnaires IAM sont étudiées. Pour les composés neutres étudiés, des valeurs de rétention linéaires sont obtenues, quelque que soit la colonne IAM utilisée. Pour les composés ionisables, leur rétention est due à une balance entre des interactions électrostatiques et hydrophobes. Donc aucune discrimination n'est observée entre les différentes séries de composés portant la même charge d'une colonne à l'autre. La Partie III présente deux exemples illustrant les informations obtenues par l'utilisation des relations structures-propriétés. Comparer graphiquement la lipophilie mesurée dans deux différents systèmes de solvants permet de mettre en évidence la présence d'effets intramoléculaires tels que les liaisons hydrogène intramoléculaires (Chapitre 6). Cette approche des relations structures-propriétés est aussi appliquée à l'étude du partage de fonctions ionisables rencontrées en Chimie Thérapeutique (Chapitre 7) Résumé large public Pour exercer son effet thérapeutique, un médicament doit atteindre son site d'action en quantité suffisante. La quantité effective de médicament atteignant le site d'action dépend du nombre d'interactions entre le médicament et de nombreux constituants de l'organisme comme, par exemple, les enzymes du métabolisme ou les membranes biologiques. Le passage du médicament à travers ces membranes, appelé perméation, est un paramètre important à optimiser pour développer des médicaments plus puissants. La lipophilie joue un rôle clé dans la compréhension de la perméation passive des médicaments. La lipophilie est généralement exprimée par le coefficient de partage (log P) dans le système de solvants (non miscibles) n-octanol/eau. Les valeurs de log Poct seules se sont avérées insuffisantes pour expliquer la perméation à travers toutes les différentes membranes biologiques du corps humain. L'utilisation d'un système de solvants additionnel (le système 1,2-dichloroéthane/eau) a permis d'obtenir les informations complémentaires indispensables à une bonne compréhension du processus de perméation. Un grand nombre d'outils expérimentaux et théoriques sont à disposition pour étudier la lipophilie. Ce travail de thèse se focalise principalement sur le développement ou l'amélioration de certains de ces outils pour permettre leur application à un champ plus large de composés. Voici une brève description de deux de ces outils: 1)La factorisation de la lipophilie en fonction de certaines propriétés structurelles (telle que le volume) propres aux composés permet de développer des modèles théoriques utilisables pour la prédiction de la lipophilie de nouveaux composés ou médicaments. Cette approche est appliquée à l'analyse de la lipophilie de composés neutres ainsi qu'à la lipophilie de composés chargés. 2)La chromatographie liquide à haute pression sur phase inverse (RP-HPLC) est une méthode couramment utilisée pour la détermination expérimentale des valeurs de log Poct.

Multivariate contemporaneous-threshold autoregressive models

This paper proposes a contemporaneous-threshold multivariate smooth transition autoregressive (C-MSTAR) model in which the regime weights depend on the ex ante probabilities that latent regime-specific variables exceed certain threshold values. A key feature of the model is that the transition function depends on all the parameters of the model as well as on the data. Since the mixing weights are also a function of the regime-specific innovation covariance matrix, the model can account for contemporaneous regime-specific co-movements of the variables. The stability and distributional properties of the proposed model are discussed, as well as issues of estimation, testing and forecasting. The practical usefulness of the C-MSTAR model is illustrated by examining the relationship between US stock prices and interest rates.

State-dependent threshold STAR models

In this paper we consider extensions of smooth transition autoregressive (STAR) models to situations where the threshold is a time-varying function of variables that affect the separation of regimes of the time series under consideration. Our specification is motivated by the observation that unusually high/low values for an economic variable may sometimes be best thought of in relative terms. State-dependent logistic STAR and contemporaneous-threshold STAR models are introduced and discussed. These models are also used to investigate the dynamics of U.S. short-term interest rates, where the threshold is allowed to be a function of past output growth and inflation.