Garantias financeiras em seguros vida e previdência: um modelo de avaliação

Recentemente, o mercado brasileiro regulamentou produtos de seguro de vida e previdência com garantia de uma remuneração mínima, a ser corrigida por um índice de preços e acrescida da participação em retorno de fundo específico de investimento. Esta tese vem dar sua contribuição no âmbito da crescente demanda pela avaliação econômico financeira destes produtos. Esta demanda é motivada não apenas pelas exigências regulatórias internacionais mas também pelas necessidades de real percepção dos riscos fincnaceiros envolvidos. Assim, é aqui proposto um modelo de precificação cuja finalidade é permitir a calibragem, dentro de uma condição definida de equilíbrio, dos parâmetros de garantias de um contrato - taxa mínima e participação. Estes são assim determinados em função não só da maturidade estabelecida, como também das expectativas relativas às variáveis de mercado, como taxas de juros, volatilidade dos ativos e índice de preços. O modelo proposto mostrou comportamento similar ao constatado num conjunto referencial de modelos. Por esta razão, sugere-se que ele é adequado, dentro das limitações colocadas, ao processo de precificação dos produtos em questão.

Contribution of forest species to the floristic composition of a forested savanna in southeastern Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Pension legislation and gender equity in Latin America

Includes bibliography

Social security reforms and their implications for the Caribbean

Includes bibliography

Contrast sensitivity of pattern transient VEP components: contribution from M and P pathways

The purpose of this study was to compare contrast sensitivity estimated from transient visual evoked potentials (VEPs) elicited by achromatic pattern-reversal and pattern-onset/offset modes. The stimuli were 2-cpd, achromatic horizontal gratings presented either as a 1 Hz pattern reversal or a 300 ms onset/700 ms offset stimulus. Contrast thresholds were estimated by linear regression to amplitudes of VEP components vs. the logarithm of the stimulus contrasts, and these regressions were extrapolated to the zero amplitude level. Contrast sensitivity was defined as the inverse of contrast threshold. For pattern reversal, the relation between the P100 amplitude and log of the stimulus contrast was best described by two separate linear regressions. For the N135 component, a single straight line was sufficient. In the case of pattern onset/offset for both the C1 and C2 components, single straight lines described their amplitude vs. log contrast relations in the medium-to-low contrast range. Some saturation was observed for C2 components. The contrast sensitivity estimated from the low-contrast limb of the P100, from the N135, and from the C2 were all similar but higher than those obtained from the high-contrast limb of the P100 and C1 data, which were also similar to each other. With 2 cpd stimuli, a mechanism possibly driven by the M pathway appeared to contribute to the P100 component at medium-to-low contrasts and to the N135 and C2 components at all contrast levels, whereas another mechanism, possibly driven by the P and M pathways, appeared to contribute to the P100 component at high contrast and C1 component at all contrast levels.

New historical archeointensity data from Brazil: Evidence for a large regional non-dipole field contribution over the past few centuries

We report new archeointensity data obtained from the analyses of baked clay elements (architectural and kiln brick fragments) sampled in Southeast Brazil and historically and/or archeologically dated between the end of the XVIth century and the beginning of the XXth century AD. The results were determined using the classical Thellier and Thellier protocol as modified by Coe, including partial thermoremanent magnetization (pTRM) and pTRM-tail checks, and the Triaxe protocol, which involves continuous high-temperature magnetization measurements. In both protocols, TRM anisotropy and cooling rate TRM dependence effects were taken into account for intensity determinations which were successfully performed for 150 specimens from 43 fragments, with a good agreement between intensity results obtained from the two procedures. Nine site-mean intensity values were derived from three to eight fragments and defined with standard deviations of less than 8%. The site-mean values vary from similar to 25 mu T to similar to 42 mu T and describe in Southeast Brazil a continuous decreasing trend by similar to 5 mu T per century between similar to 1600 AD and similar to 1900 AD. Their comparison with recent archeointensity results obtained from Northeast Brazil and reduced at a same latitude shows that: (1) the geocentric axial dipole approximation is not valid between these southeastern and northeastern regions of Brazil, whose latitudes differ by similar to 10 degrees, and (2) the available global geomagnetic field models (gufm1 models, their recalibrated versions and the CALSK3 models) are not sufficiently precise to reliably reproduce the non-dipole field effects which prevailed in Brazil for at least the 1600-1750 period. The large non-dipole contribution thus highlighted is most probably linked to the evolution of the South Atlantic Magnetic Anomaly (SAMA) during that period. Furthermore, although our dataset is limited, the Brazilian archeointensity data appear to support the view of a rather oscillatory behavior of the axial dipole moment during the past three centuries that would have been marked in particular by a moderate increase between the end of the XVIIIth century and the middle of the XIXth century followed by the well-known decrease from 1840 AD attested by direct measurements. (C) 2011 Elsevier B.V. All rights reserved.

Contrasted crustal sources as defined by whole-rock and Sr-Nd-Pb isotope geochemistry of neoproterozoic early post-collisional granitic magmatism within the Southern Brazilian Shear Belt, Camboriu, Brazil

The early phase of post-collisional granitic magmatism in the Camboriu region, south Brazil, is represented by the porphyritic biotite +/- hornblende Rio Pequeno Granite (RPG; 630-620 Ma) and the younger (similar to 610 Ma), equigranular, biotite +/- muscovite Serra dos Macacos Granite (SMG). The two granite types share some geochemical characteristics, but the more felsic SMG constitutes a distinctive group not related to RPG by simple fractionation processes, as indicated by its lower FeOt, TiO2, K2O/Na2O and higher Zr Al2O3, Na2O, Ba and Sr when compared to RPG of similar SiO2 range. Sr-Nd-Pb isotopes require different sources. The SMG derives from old crustal sources, possibly related to the Paleoproterozoic protoliths of the Camboriu Complex, as indicated by strongly negative epsilon Nd-t (-23 to -24) and unradiogenic Pb (e.g., Pb-206/Pb-204 = 16.0-16.3; Pb-207/Pb-204 = 15.3-15.4) and confirmed by previous LA-MC-ICPMS data showing dominant zircon inheritance of Archean to Paleoproterozoic age. In contrast, the RPG shows less negative epsilon Nd-t (-12 to -15) and a distinctive zircon inheritance pattern with no traces of post-1.6 Ga sources. This is indicative of younger sources whose significance in the regional context is still unclear; some contribution of mantle-derived magmas is indicated by coeval mafic dykes and may account for some of the geochemical and isotopic characteristics of the least differentiated varieties of the RPG. The transcurrent tectonics seems to have played an essential role in the generation of mantle-derived magmas despite their emplacement within a low-strain zone. It may have facilitated their interaction with crustal melts which seem to be to a large extent the products of reworking of Paleoproterozoic orthogneisses from the Camboriu Complex. (C) 2012 Elsevier Ltd. All rights reserved.

The contribution of HGAL/GCET2 in immunohistological algorithms: a comparative study in 424 cases of nodal diffuse large B-cell lymphoma

Diffuse large B-cell lymphoma can be subclassified into at least two molecular subgroups by gene expression profiling: germinal center B-cell like and activated B-cell like diffuse large B-cell lymphoma. Several immunohistological algorithms have been proposed as surrogates to gene expression profiling at the level of protein expression, but their reliability has been an issue of controversy. Furthermore, the proportion of misclassified cases of germinal center B-cell subgroup by immunohistochemistry, in all reported algorithms, is higher compared with germinal center B-cell cases defined by gene expression profiling. We analyzed 424 cases of nodal diffuse large B-cell lymphoma with the panel of markers included in the three previously described algorithms: Hans, Choi, and Tally. To test whether the sensitivity of detecting germinal center B-cell cases could be improved, the germinal center B-cell marker HGAL/GCET2 was also added to all three algorithms. Our results show that the inclusion of HGAL/GCET2 significantly increased the detection of germinal center B-cell cases in all three algorithms (P<0.001). The proportions of germinal center B-cell cases in the original algorithms were 27%, 34%, and 19% for Hans, Choi, and Tally, respectively. In the modified algorithms, with the inclusion of HGAL/GCET2, the frequencies of germinal center B-cell cases were increased to 38%, 48%, and 35%, respectively. Therefore, HGAL/GCET2 protein expression may function as a marker for germinal center B-cell type diffuse large B-cell lymphoma. Consideration should be given to the inclusion of HGAL/GCET2 analysis in algorithms to better predict the cell of origin. These findings bear further validation, from comparison to gene expression profiles and from clinical/therapeutic data. Modern Pathology (2012) 25, 1439-1445; doi: 10.1038/modpathol.2012.119; published online 29 June 2012

Global gene expression under nitrogen starvation in Xylella fastidiosa: contribution of the σ54 regulon

Abstract Background Xylella fastidiosa, a Gram-negative fastidious bacterium, grows in the xylem of several plants causing diseases such as citrus variegated chlorosis. As the xylem sap contains low concentrations of amino acids and other compounds, X. fastidiosa needs to cope with nitrogen limitation in its natural habitat. Results In this work, we performed a whole-genome microarray analysis of the X. fastidiosa nitrogen starvation response. A time course experiment (2, 8 and 12 hours) of cultures grown in defined medium under nitrogen starvation revealed many differentially expressed genes, such as those related to transport, nitrogen assimilation, amino acid biosynthesis, transcriptional regulation, and many genes encoding hypothetical proteins. In addition, a decrease in the expression levels of many genes involved in carbon metabolism and energy generation pathways was also observed. Comparison of gene expression profiles between the wild type strain and the rpoN null mutant allowed the identification of genes directly or indirectly induced by nitrogen starvation in a σ54-dependent manner. A more complete picture of the σ54 regulon was achieved by combining the transcriptome data with an in silico search for potential σ54-dependent promoters, using a position weight matrix approach. One of these σ54-predicted binding sites, located upstream of the glnA gene (encoding glutamine synthetase), was validated by primer extension assays, confirming that this gene has a σ54-dependent promoter. Conclusions Together, these results show that nitrogen starvation causes intense changes in the X. fastidiosa transcriptome and some of these differentially expressed genes belong to the σ54 regulon.

Development of quantitative methods for sustainability assessment in process industry

The increasing aversion to technological risks of the society requires the development of inherently safer and environmentally friendlier processes, besides assuring the economic competitiveness of the industrial activities. The different forms of impact (e.g. environmental, economic and societal) are frequently characterized by conflicting reduction strategies and must be holistically taken into account in order to identify the optimal solutions in process design. Though the literature reports an extensive discussion of strategies and specific principles, quantitative assessment tools are required to identify the marginal improvements in alternative design options, to allow the trade-off among contradictory aspects and to prevent the “risk shift”. In the present work a set of integrated quantitative tools for design assessment (i.e. design support system) was developed. The tools were specifically dedicated to the implementation of sustainability and inherent safety in process and plant design activities, with respect to chemical and industrial processes in which substances dangerous for humans and environment are used or stored. The tools were mainly devoted to the application in the stages of “conceptual” and “basic design”, when the project is still open to changes (due to the large number of degrees of freedom) which may comprise of strategies to improve sustainability and inherent safety. The set of developed tools includes different phases of the design activities, all through the lifecycle of a project (inventories, process flow diagrams, preliminary plant lay-out plans). The development of such tools gives a substantial contribution to fill the present gap in the availability of sound supports for implementing safety and sustainability in early phases of process design. The proposed decision support system was based on the development of a set of leading key performance indicators (KPIs), which ensure the assessment of economic, societal and environmental impacts of a process (i.e. sustainability profile). The KPIs were based on impact models (also complex), but are easy and swift in the practical application. Their full evaluation is possible also starting from the limited data available during early process design. Innovative reference criteria were developed to compare and aggregate the KPIs on the basis of the actual sitespecific impact burden and the sustainability policy. Particular attention was devoted to the development of reliable criteria and tools for the assessment of inherent safety in different stages of the project lifecycle. The assessment follows an innovative approach in the analysis of inherent safety, based on both the calculation of the expected consequences of potential accidents and the evaluation of the hazards related to equipment. The methodology overrides several problems present in the previous methods proposed for quantitative inherent safety assessment (use of arbitrary indexes, subjective judgement, build-in assumptions, etc.). A specific procedure was defined for the assessment of the hazards related to the formations of undesired substances in chemical systems undergoing “out of control” conditions. In the assessment of layout plans, “ad hoc” tools were developed to account for the hazard of domino escalations and the safety economics. The effectiveness and value of the tools were demonstrated by the application to a large number of case studies concerning different kinds of design activities (choice of materials, design of the process, of the plant, of the layout) and different types of processes/plants (chemical industry, storage facilities, waste disposal). An experimental survey (analysis of the thermal stability of isomers of nitrobenzaldehyde) provided the input data necessary to demonstrate the method for inherent safety assessment of materials.

Biomechanics of sprint running: a methodological contribution

Sports biomechanics describes human movement from a performance enhancement and an injury reduction perspective. In this respect, the purpose of sports scientists is to support coaches and physicians with reliable information about athletes’ technique. The lack of methods allowing for in-field athlete evaluation as well as for accurate joint force estimates represents, to date, the main limitation to this purpose. The investigations illustrated in the present thesis aimed at providing a contribution towards the development of the above mentioned methods. Two complementary approaches were adopted: a Low Resolution Approach – related to performance assessment – where the use of wearable inertial measurement units is exploited during different phases of sprint running, and a High Resolution Approach – related to joint kinetics estimate for injury prevention – where subject-specific, non-rigid constraints for knee joint kinematic modelling used in multi-body optimization techniques are defined. Results obtained using the Low Resolution Approach indicated that, due to their portability and inexpensiveness, inertial measurement systems are a valid alternative to laboratory-based instrumentation for in-field performance evaluation of sprint running. Using acceleration and angular velocity data, the following quantities were estimated: trunk inclination and angular velocity, instantaneous horizontal velocity and displacement of a point approximating the centre of mass, and stride and support phase durations. As concerns the High Resolution Approach, results indicated that the length of the anterior cruciate and lateral collateral ligaments decreased, while that of the deep bundle of the medial collateral ligament increased significantly during flexion. Variations of the posterior cruciate and the superficial bundle of the medial collateral ligament lengths were concealed by the experimental indeterminacy. A mathematical model was provided that allowed the estimate of subject-specific ligament lengths as a function of knee flexion and that can be integrated in a multi-body optimization procedure.

Sustainable improvement of water networks : to achieve best decisions for rehabilitation plans using advanced GIS and statistical techniques

Many of developing countries are facing crisis in water management due to increasing of population, water scarcity, water contaminations and effects of world economic crisis. Water distribution systems in developing countries are facing many challenges of efficient repair and rehabilitation since the information of water network is very limited, which makes the rehabilitation assessment plans very difficult. Sufficient information with high technology in developed countries makes the assessment for rehabilitation easy. Developing countries have many difficulties to assess the water network causing system failure, deterioration of mains and bad water quality in the network due to pipe corrosion and deterioration. The limited information brought into focus the urgent need to develop economical assessment for rehabilitation of water distribution systems adapted to water utilities. Gaza Strip is subject to a first case study, suffering from severe shortage in the water supply and environmental problems and contamination of underground water resources. This research focuses on improvement of water supply network to reduce the water losses in water network based on limited database using techniques of ArcGIS and commercial water network software (WaterCAD). A new approach for rehabilitation water pipes has been presented in Gaza city case study. Integrated rehabilitation assessment model has been developed for rehabilitation water pipes including three components; hydraulic assessment model, Physical assessment model and Structural assessment model. WaterCAD model has been developed with integrated in ArcGIS to produce the hydraulic assessment model for water network. The model have been designed based on pipe condition assessment with 100 score points as a maximum points for pipe condition. As results from this model, we can indicate that 40% of water pipeline have score points less than 50 points and about 10% of total pipes length have less than 30 score points. By using this model, the rehabilitation plans for each region in Gaza city can be achieved based on available budget and condition of pipes. The second case study is Kuala Lumpur Case from semi-developed countries, which has been used to develop an approach to improve the water network under crucial conditions using, advanced statistical and GIS techniques. Kuala Lumpur (KL) has water losses about 40% and high failure rate, which make severe problem. This case can represent cases in South Asia countries. Kuala Lumpur faced big challenges to reduce the water losses in water network during last 5 years. One of these challenges is high deterioration of asbestos cement (AC) pipes. They need to replace more than 6500 km of AC pipes, which need a huge budget to be achieved. Asbestos cement is subject to deterioration due to various chemical processes that either leach out the cement material or penetrate the concrete to form products that weaken the cement matrix. This case presents an approach for geo-statistical model for modelling pipe failures in a water distribution network. Database of Syabas Company (Kuala Lumpur water company) has been used in developing the model. The statistical models have been calibrated, verified and used to predict failures for both networks and individual pipes. The mathematical formulation developed for failure frequency in Kuala Lumpur was based on different pipeline characteristics, reflecting several factors such as pipe diameter, length, pressure and failure history. Generalized linear model have been applied to predict pipe failures based on District Meter Zone (DMZ) and individual pipe levels. Based on Kuala Lumpur case study, several outputs and implications have been achieved. Correlations between spatial and temporal intervals of pipe failures also have been done using ArcGIS software. Water Pipe Assessment Model (WPAM) has been developed using the analysis of historical pipe failure in Kuala Lumpur which prioritizing the pipe rehabilitation candidates based on ranking system. Frankfurt Water Network in Germany is the third main case study. This case makes an overview for Survival analysis and neural network methods used in water network. Rehabilitation strategies of water pipes have been developed for Frankfurt water network in cooperation with Mainova (Frankfurt Water Company). This thesis also presents a methodology of technical condition assessment of plastic pipes based on simple analysis. This thesis aims to make contribution to improve the prediction of pipe failures in water networks using Geographic Information System (GIS) and Decision Support System (DSS). The output from the technical condition assessment model can be used to estimate future budget needs for rehabilitation and to define pipes with high priority for replacement based on poor condition. rn

The \bar{B} \to X_s γγdecay: NLL QCD contribution of the Electromagnetic Dipole operator O_7

We calculate the set of O(\alpha_s) corrections to the double differential decay width d\Gamma_{77}/(ds_1 \, ds_2) for the process \bar{B} \to X_s \gamma \gamma originating from diagrams involving the electromagnetic dipole operator O_7. The kinematical variables s_1 and s_2 are defined as s_i=(p_b - q_i)^2/m_b^2, where p_b, q_1, q_2 are the momenta of b-quark and two photons. While the (renormalized) virtual corrections are worked out exactly for a certain range of s_1 and s_2, we retain in the gluon bremsstrahlung process only the leading power w.r.t. the (normalized) hadronic mass s_3=(p_b-q_1-q_2)^2/m_b^2 in the underlying triple differential decay width d\Gamma_{77}/(ds_1 ds_2 ds_3). The double differential decay width, based on this approximation, is free of infrared- and collinear singularities when combining virtual- and bremsstrahlung corrections. The corresponding results are obtained analytically. When retaining all powers in s_3, the sum of virtual- and bremstrahlung corrections contains uncanceled 1/\epsilon singularities (which are due to collinear photon emission from the s-quark) and other concepts, which go beyond perturbation theory, like parton fragmentation functions of a quark or a gluon into a photon, are needed which is beyond the scope of our paper.

Contribution of Ectodomain Mutations in Epidermal Growth Factor Receptor to Signaling in Glioblastoma Multiforme

CONTRIBUTION OF ECTODOMAIN MUTATIONS IN EPIDERMAL GROWTH FACTOR RECEPTOR TO SIGNALING IN GLIOBLASTOMA MULTIFORME Publication No._________ Marta Rojas, M.S. Supervisory Professor: Oliver Bögler, Ph.D. The Cancer Genome Atlas (TCGA) has conducted a comprehensive analysis of a large tumor cohort and has cataloged genetic alterations involving primary sequence variations and copy number aberrations of genes involved in key signaling pathways in glioblastoma (GBM). This dataset revealed missense ectodomain point mutations in epidermal growth factor receptor (EGFR), but the biological and clinical significance of these mutations is not well defined in the context of gliomas. In our study, we focused on understanding and defining the molecular mechanisms underlying the functions of EGFR ectodomain mutants. Using proteomic approaches to broadly analyze cell signaling, including antibody array and mass spectrometry-based methods, we found a differential spectrum of tyrosine phosphorylation across the EGFR ectodomain mutations that enabled us to stratify them into three main groups that correlate with either wild type EGFR (EGFR) or the long-studied mutant, EGFRvIII. Interestingly, one mutant shared characteristics of both groups suggesting a continuum of behaviors along which different mutants fall. Surprisingly, no substantial differences were seen in activation of classical downstream signaling pathways such as Akt and S6 pathways between these classes of mutants. Importantly, we demonstrated that ectodomain mutations lead to differential tumor growth capabilities in both in vitro (anchorage independent colony formation) and in vivo conditions (xenografts). Our data from the biological characterization allowed us to categorize the mutants into three main groups: the first group typified by EGFRvIII are mutations with a more aggressive phenotype including R108K and A289T; a second group characterized by a less aggressive phenotype exemplified by EGFR and the T263P mutation; and a third group which shared characteristics from both groups and is exemplified by the mutation A289D. In addition, we treated cells overexpressing the mutants with various agents employed in the clinic including temozolomide, cisplatin and tarceva. We found that cells overexpressing the mutants in general displayed resistance to the treatments. Our findings yield insights that help with the molecular characterization of these mutants. In addition, our results from the drug studies might be valuable in explaining differential responses to specific treatments in GBM patients.

NLL QCD contribution of the electromagnetic dipole operator to B -> Xs gamma gamma with a massive strange quark

We calculate the O(αs) corrections to the double differential decay width dΓ77/(ds1ds2) for the process B¯→Xsγγ, originating from diagrams involving the electromagnetic dipole operator O7. The kinematical variables s1 and s2 are defined as si=(pb−qi)2/m2b, where pb, q1, q2 are the momenta of the b quark and two photons. We introduce a nonzero mass ms for the strange quark to regulate configurations where the gluon or one of the photons become collinear with the strange quark and retain terms which are logarithmic in ms, while discarding terms which go to zero in the limit ms→0. When combining virtual and bremsstrahlung corrections, the infrared and collinear singularities induced by soft and/or collinear gluons drop out. By our cuts the photons do not become soft, but one of them can become collinear with the strange quark. This implies that in the final result a single logarithm of ms survives. In principle, the configurations with collinear photon emission could be treated using fragmentation functions. In a related work we find that similar results can be obtained when simply interpreting ms appearing in the final result as a constituent mass. We do so in the present paper and vary ms between 400 and 600 MeV in the numerics. This work extends a previous paper by us, where only the leading power terms with respect to the (normalized) hadronic mass s3=(pb−q1−q2)2/m2b were taken into account in the underlying triple differential decay width dΓ77/(ds1ds2ds3).