A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation

This paper analyses the impact of using different correlation assumptions between lines of business when estimating the risk-based capital reserve, the Solvency Capital Requirement -SCR-, under Solvency II regulations. A case study is presented and the SCR is calculated according to the Standard Model approach. Alternatively, the requirement is then calculated using an Internal Model based on a Monte Carlo simulation of the net underwriting result at a one-year horizon, with copulas being used to model the dependence between lines of business. To address the impact of these model assumptions on the SCR we conduct a sensitivity analysis. We examine changes in the correlation matrix between lines of business and address the choice of copulas. Drawing on aggregate historical data from the Spanish non-life insurance market between 2000 and 2009, we conclude that modifications of the correlation and dependence assumptions have a significant impact on SCR estimation.

Role and Function of c-Jun Protein Complex in Cancer Cell Behavior

Transcription factors play a crucial role in the regulation of cell behavior by modulating gene expression profiles. Previous studies have described a dual role for the AP-1 family transcription factor c-Jun in the regulation of cellular fate. In various cell types weak and transient activations of c-Jun N-terminal kinase (JNK) and c-Jun appear to contribute to proliferation and survival, whereas strong and prolonged activation of JNK and c-Jun result in apoptosis. These opposite roles played by c-Jun are cell type specific and the molecular mechanisms defining these antonymous c-Jun-mediated responses remain incompletely understood. c-Jun activity in transformed cells is regulated by signalling cascades downstream of oncoproteins such as Ras and Raf. In addition, the pro-proliferative role and the survival promoting function for c-Jun has been described in various cancer models. Furthermore, c-Jun was described to be overexpressed in different cancer types. However, the molecular mechanisms by which c-Jun exerts these oncogenic functions are not all clearly established. Therefore it is of primary interest to further identify molecular mechanisms and functions for c-Jun in cancer. Regulation of gene expression is tightly dependent on accurate protein-protein interactions. Therefore, co-factors for c-Jun may define the functions for c-Jun in cancer. Identification of protein-protein interactions promoting cancer may provide novel possibilities for cancer treatment. In this study, we show that DNA topoisomerase I (TopoI) is a transcriptional co-factor for c-Jun. Moreover, c-Jun and TopoI together promote expression of epidermal growth factor receptor (EGFR) in cancer cells. We also show that the clinically used TopoI inhibitor topotecan reduces EGFR expression. Importantly, the effect of TopoI on EGFR transcription was shown to depend on c-Jun as Jun-/- cells or cells treated with JNK inhibitor SP600125 are resistant to topotecan treatment both in regulation of EGFR expression and cell proliferation. Moreover, c-Jun regulates the nucleolar localization and the function of the ribonucleic acid (RNA) helicase DDX21, a previously identified member of c-Jun protein complex. In addition, c-Jun stimulates rRNA processing by supporting DDX21 rRNA binding. Finally, this study characterizes a DDX21 dependent expression of cyclin dependent kinase (Cdk) 6, a correlation of DDX21 expression with prostate cancer progression and a substrate binding dependency of DDX21 nucleolar localization in prostate cancer cells. Taken together, the results of this study validate the c-Jun-TopoI interaction and precise the c-Jun-DDX21 interaction. Moreover, these results show the importance for protein-protein interaction in the regulation of their cellular functions in cancer cell behavior. Finally, the results presented here disclose new exciting therapeutic opportunities for cancer treatment.

On the Connectivity of the Julia sets of meromorphic functions

We prove that every transcendental meromorphic map $f$ with disconnected Julia set has a weakly repelling fixed point. This implies that the Julia set of Newton's method for finding zeroes of an entire map is connected. Moreover, extending a result of Cowen for holomorphic self-maps of the disc, we show the existence of absorbing domains for holomorphic self-maps of hyperbolic regions, whose iterates tend to a boundary point. In particular, the results imply that periodic Baker domains of Newton's method for entire maps are simply connected, which solves a well-known open question.

The role of executive functions in the control of aggressive behavior

An extensive literature suggests a link between executive functions and aggressive behavior in humans, pointing mostly to an inverse relationship, i.e., increased tendencies toward aggression in individuals scoring low on executive function tests. This literature is limited, though, in terms of the groups studied and the measures of executive functions. In this paper, we present data from two studies addressing these issues. In a first behavioral study, we asked whether high trait aggressiveness is related to reduced executive functions. A sample of over 600 students performed in an extensive behavioral test battery including paradigms addressing executive functions such as the Eriksen Flanker task, Stroop task, n-back task, and Tower of London (TOL). High trait aggressive participants were found to have a significantly reduced latency score in the TOL, indicating more impulsive behavior compared to low trait aggressive participants. No other differences were detected. In an EEG-study, we assessed neural and behavioral correlates of error monitoring and response inhibition in participants who were characterized based on their laboratory-induced aggressive behavior in a competitive reaction time task. Participants who retaliated more in the aggression paradigm and had reduced frontal activity when being provoked did not, however, show any reduction in behavioral or neural correlates of executive control compared to the less aggressive participants. Our results question a strong relationship between aggression and executive functions at least for healthy, high-functioning people.

Is there a relationship between bilingual language switching and executive functions in bilingualism? Introducing a within-group analysis approach

Several studies have suggested a bilingual advantage in executive functions, presumably due to bilinguals' massive practice with language switching that requires executive resources, but the results are still somewhat controversial. Previous studies are also plagued by the inherent limitations of a natural groups design where the participant groups are bound to differ in many ways in addition to the variable used to classify them. In an attempt to introduce a complementary analysis approach, we employed multiple regression to study whether the performance of 30- to 75-year-old FinnishSwedish bilinguals (N = 38) on tasks measuring different executive functions (inhibition, updating, and set shifting) could be predicted by the frequency of language switches in everyday life (as measured by a language switching questionnaire), L2 age of acquisition, or by the self-estimated degree of use of both languages in everyday life. Most consistent effects were found for the set shifting task where a higher rate of everyday language switches was related to a smaller mixing cost in errors. Mixing cost is thought to reflect top-down management of competing task sets, thus resembling the bilingual situation where decisions of which language to use has to be made in each conversation. These findings provide additional support to the idea that some executive functions in bilinguals are affected by a lifelong experience in language switching and, perhaps even more importantly, suggest a complementary approach to the study of this issue.

Estimation of age- and stage-specific Catalan breast cancer survival functions using US and Catalan survival data

During the last part of the 1990s the chance of surviving breast cancer increased. Changes in survival functions reflect a mixture of effects. Both, the introduction of adjuvant treatments and early screening with mammography played a role in the decline in mortality. Evaluating the contribution of these interventions using mathematical models requires survival functions before and after their introduction. Furthermore, required survival functions may be different by age groups and are related to disease stage at diagnosis. Sometimes detailed information is not available, as was the case for the region of Catalonia (Spain). Then one may derive the functions using information from other geographical areas. This work presents the methodology used to estimate age- and stage-specific Catalan breast cancer survival functions from scarce Catalan survival data by adapting the age- and stage-specific US functions. Methods: Cubic splines were used to smooth data and obtain continuous hazard rate functions. After, we fitted a Poisson model to derive hazard ratios. The model included time as a covariate. Then the hazard ratios were applied to US survival functions detailed by age and stage to obtain Catalan estimations. Results: We started estimating the hazard ratios for Catalonia versus the USA before and after the introduction of screening. The hazard ratios were then multiplied by the age- and stage-specific breast cancer hazard rates from the USA to obtain the Catalan hazard rates. We also compared breast cancer survival in Catalonia and the USA in two time periods, before cancer control interventions (USA 1975–79, Catalonia 1980–89) and after (USA and Catalonia 1990–2001). Survival in Catalonia in the 1980–89 period was worse than in the USA during 1975–79, but the differences disappeared in 1990–2001. Conclusion: Our results suggest that access to better treatments and quality of care contributed to large improvements in survival in Catalonia. On the other hand, we obtained detailed breast cancer survival functions that will be used for modeling the effect of screening and adjuvant treatments in Catalonia

New approximation to the third-order density : application to the calculation of correlated multicenter indices

In this work we present the formulas for the calculation of exact three-center electron sharing indices (3c-ESI) and introduce two new approximate expressions for correlated wave functions. The 3c-ESI uses the third-order density, the diagonal of the third-order reduced density matrix, but the approximations suggested in this work only involve natural orbitals and occupancies. In addition, the first calculations of 3c-ESI using Valdemoro's, Nakatsuji's and Mazziotti's approximation for the third-order reduced density matrix are also presented for comparison. Our results on a test set of molecules, including 32 3c-ESI values, prove that the new approximation based on the cubic root of natural occupancies performs the best, yielding absolute errors below 0.07 and an average absolute error of 0.015. Furthemore, this approximation seems to be rather insensitive to the amount of electron correlation present in the system. This newly developed methodology provides a computational inexpensive method to calculate 3c-ESI from correlated wave functions and opens new avenues to approximate high-order reduced density matrices in other contexts, such as the contracted Schrödinger equation and the anti-Hermitian contracted Schrödinger equation

Critical behavior of a water monolayer under hydrophobic confinement

The properties of water can have a strong dependence on the confinement. Here, we consider a water monolayer nanoconfined between hydrophobic parallel walls under conditions that prevent its crystallization. We investigate, by simulations of a many-body coarse-grained water model, how the properties of the liquid are affected by the confinement. We show, by studying the response functions and the correlation length and by performing finite-size scaling of the appropriate order parameter, that at low temperature the monolayer undergoes a liquid-liquid phase transition ending in a critical point in the universality class of the two-dimensional (2D) Ising model. Surprisingly, by reducing the linear size L of the walls, keeping the walls separation h constant, we find a 2D-3D crossover for the universality class of the liquid-liquid critical point for L/h=~50, i.e. for a monolayer thickness that is small compared to its extension. This result is drastically different from what is reported for simple liquids, where the crossover occurs for , and is consistent with experimental results and atomistic simulations. We shed light on these findings showing that they are a consequence of the strong cooperativity and the low coordination number of the hydrogen bond network that characterizes water.

Correlation of anti-inflammatory activity with phenolic content in the leaves of syzygium cumini (l.) skeels (myrtaceae)

Phenolic contents of extracts of Syzygium cumini leaves, collected monthly over a one-year period, were quantitatively determined by the modified Folin-Ciocalteau method. Extracts and tannin-free fractions were assayed by their potential to inhibit mouse paw edema induced by C48/80. HPLC showed high molecular weight phenolic species and flavonoids in the active extracts and fractions. The highest total phenolic content corresponded to the most potent degree of inhibition and the flavonoids were supposed to be the main species responsible for the activity, given that the flavonoid-enriched ethyl-acetate fraction maintained its effect down to a dose of 0.01 mg/kg in a dose-response manner.

Probiotic lactobacilli and bifidobacteria in the mouth – in vitro studies on saliva-mediated functions and acid production

Probiotic lactobacilli and bifidobacteria in the mouth – in vitro studies on saliva-mediated functions and acid production Probiotics are viable bacteria which, when used in adequate amounts, are beneficial to the health of the host. Although most often related to intestinal health, probiotic bacteria can be found also in the mouth after consumption of products that contain them. This study aimed at evaluating the oral effects of probiotic bacteria already in commercial use. In a series of in vitro studies, the oral colonisation potential of different probiotic bacteria, their acid production and potential saliva-mediated effects on oral microbial ecology were investigated. The latter included effects on the salivary pellicle, the adhesion of other bacteria, and the activation of the peroxidase system. Streptococcus mutans, Streptococcus gordonii, Aggregatibacter actinomycetemcomitans and Helicobacter pylori were used as bacterial indicators of the studied phenomena. There were significant differences between the probiotic strains in their colonisation potential. They all were acidogenic, although using different sugars and sugar alcohols. However, their acid production could be inhibited by the peroxidase system. Based on the results, it can be suggested that probiotic bacteria might influence the oral microbiota by different, partly species or strain-specific means. These include the inhibition of bacterial adhesion, modification of the enamel pellicle, antimicrobial activity, and activation of the peroxidase system. To conclude, probiotic strains differed from each other in their colonisation potential and other oral effects as evaluated in vitro. Both positive and potentially harmful effects were observed, but the significance of the perceived results needs to be further evaluated in vivo.

Genetic Factors in the Regulation of Striatal and Extrastriatal Dopamine D2 Receptor Expression

Positron emission tomography (PET) studies on healthy individuals have revealed a marked interindividual variability in striatal dopamine D2 receptor density that can be partly accounted for by genetic factors. The examination of the extrastriatal lowdensity D2 receptor populations has been impeded by the lack of suitable tracers. However, the quantification of these D2 receptor populations is now feasible with recently developed PET radioligands. The objective of this thesis was to study brain neurobiological correlates of common functional genetic variants residing in candidate genes relevant for D2 receptor functioning. For this purpose, healthy subjects were studied with PET imaging using [₁₁C]raclopride and [₁₁C]FLB457 as radioligands. The candidate genes examined in this work were the human D2 receptor gene (DRD2) and the catechol-Omethyltransferase gene (COMT). The region-specific genotypic influences were explored by comparing D2 receptor binding properties in the striatum, the cortex and the thalamus. As an additional study objective, the relationship between cortical D2 receptor density and a cognitive phenotype i.e. verbal memory and learning was assessed. The main finding of this study was that DRD2 C957T genotype altered markedly D2 receptor density in the cortex and the thalamus whereas in the striatum the C957T genotype affected D2 receptor affinity, but not density. Furthermore, the A1 allele of the DRD2-related TaqIA polymorphism showed increased cortical and thalamic D2 receptor density, but had the opposite effect on striatal D2 receptor density. The DRD2 –141C Ins/Del or the COMT Val158Met genotypes did not change D2 receptor binding properties. Finally, unlike previously reported, cortical D2 receptor density did not show any significant correlation with verbal memory function. The results of this study suggest that the C957T and the TaqIA genotypes have region-specific neurobiological correlates in brain dopamine D2 receptor availability in vivo. The biological mechanisms underlying these findings are unclear, but they may be related to the region-specific regulation of dopamine neurotranssion, gene/receptor expression and epigenesis. These findings contribute to the understanding of the genetic regulation of dopamine and D2 receptor-related brain functions in vivo in man. In addition, the results provide potentially useful endophenotypes for genetic research on psychiatric and neurological disorders.

THE APPLICATION OF AUTOMATED CORRELATION OPTIMIZED WARPING TO THE QUALITY EVALUATION OF Radix Puerariae thomsonii: CORRECTING RETENTION TIME SHIFT IN THE CHROMATOGRAPHIC FINGERPRINTS

The application of automated correlation optimized warping (ACOW) to the correction of retention time shift in the chromatographic fingerprints of Radix Puerariae thomsonii (RPT) was investigated. Twenty-seven samples were extracted from 9 batches of RPT products. The fingerprints of the 27 samples were established by the HPLC method. Because there is a retention time shift in the established fingerprints, the quality of these samples cannot be correctly evaluated by using similarity estimation and principal component analysis (PCA). Thus, the ACOW method was used to align these fingerprints. In the ACOW procedure, the warping parameters, which have a significant influence on the alignment result, were optimized by an automated algorithm. After correcting the retention time shift, the quality of these RPT samples was correctly evaluated by similarity estimation and PCA. It is demonstrated that ACOW is a practical method for aligning the chromatographic fingerprints of RPT. The combination of ACOW, similarity estimation, and PCA is shown to be a promising method for evaluating the quality of Traditional Chinese Medicine.

Evaluation of group electronegativities and hardness (softness) of group 14 elements and containing functional groups through density functional theory and correlation with NMR spectra data

Quantum Chemical calculations for group 14 elements of Periodic Table (C, Si, Ge, Sn, Pb) and their functional groups have been carried out using Density Functional Theory (DFT) based reactivity descriptors such as group electronegativities, hardness and softness. DFT calculations were performed for a large series of tetracoordinated Sn compounds of the CH3SnRR'X type, where X is a halogen and R and R' are alkyl, halogenated alkyl, alkoxy, or alkyl thio groups. The results were interpreted in terms of calculated electronegativity and hardness of the SnRR'X groups, applying a methodology previously developed by Geerlings and coworkers (J. Phys. Chem. 1993, 97, 1826). These calculations allowed to see the regularities concerning the influence of the nature of organic groups RR' and inorganic group X on electronegativities and hardness of the SnRR'X groups; in this case, it was found a very good correlation between the electronegativity of the fragment and experimental 119Sn chemical shifts, a property that sensitively reflects the change in the valence electronic structure of molecules. This work was complemented with the study of some compounds of the EX and ER types, where E= C, Si, Ge, Sn and R= CH3, H, which was performed to study the influence that the central atom has on the electronegativity and hardness of molecules, or whether these properties are mainly affected for the type of ligand bound to the central atom. All these calculations were performed using the B3PW91 functional together with the 6-311++G** basis set level for H, C, Si, Ge, F, Cl and Br atoms and the 3-21G for Sn and I atoms.