Verteilungsapproximation durch konvexe Schranken : mit Anwendungen auf Summen lognormalverteilter Zufallsvariablen

Ziel der vorliegenden Arbeit war es, Möglichkeiten zur Approximation des Vermögensendwerts von Fonds-Sparplänen, wie sie typischerweise von Banken und Versicherungen angeboten werden, aufzuspüren und zu untersuchen. Von Interesse sind hierbei Approximationen für die Verteilungsfunktion, Quantile, gestutzte Erwartungswerte und Tail-Values-at-Risk. Die Modellierung der zu Grunde liegenden Wertpapierpreisprozesse erfolgt, wie üblich, als geometrische Brownsche Bewegung, wodurch der Vermögensendwert eines Wertpapiersparplans strukturell eine Summe lognormalverteilter Zufallsvariablen ist. Die Verteilung einer solchen Summe ist jedoch bekanntlich nicht explizit anzugeben; deren Simulation ist natürlich möglich, jedoch ob der Vielzahl von bei einer Bank oder Versicherung zu verwaltender Sparpläne unpraktikabel. Immer wieder stößt man auf Arbeiten, in denen darauf hingewiesen wird, dass die Summe von lognormalverteilten Zufallsvariablen gut durch eine eindimensional lognormalverteilte Zufallsvariable, in der Regel durch eine mit demselben Erwartungswert und derselben Varianz, approximiert würde. Dies konnte meist einzig und allein durch Simulationen und numerische Berechnungen gestützt werden. Wir präsentieren hier ein Resultat, welches eine Rechtfertigung für die genannte Approximation liefert: die Verteilungskonvergenz gegen eine Lognormalverteilung bei verschwindenden Varianzen/ Kovarianzen der Summanden ...

Approximations and asymptotic expansions for sums of heavy-tailed random variables

Magdeburg, Univ., Fak. für Mathematik, Diss., 2015

Implementación de cópulas para la estimación del valor en riesgo

La dependencia entre las series financieras, es un parámetro fundamental para la estimación de modelos de Riesgo. El Valor en Riesgo (VaR) es una de las medidas más importantes utilizadas para la administración y gestión de Riesgos Financieros, en la actualidad existen diferentes métodos para su estimación, como el método por simulación histórica, el cual no asume ninguna distribución sobre los retornos de los factores de riesgo o activos, o los métodos paramétricos que asumen normalidad sobre las distribuciones. En este documento se introduce la teoría de cópulas, como medida de dependencia entre las series, se estima un modelo ARMA-GARCH-Cópula para el cálculo del Valor en Riesgo de un portafolio compuesto por dos series financiera, la tasa de cambio Dólar-Peso y Euro-Peso. Los resultados obtenidos muestran que la estimación del VaR por medio de copulas es más preciso en relación a los métodos tradicionales.

Incidental mild hyperglycemia in children: two MODY 2 families identified in Brazilian subjects

Maturity-onset diabetes of the young (MODY) is characterized by an autosomal dominant mode of inheritance, early onset of hyperglycemia, and defects of insulin secretion. MODY subtypes described present genetic, metabolic, and clinical differences. MODY 2 is characterized by mild asymptomatic fasting hyperglycemia, and rarely requires pharmacological treatment. Hence, precise diagnosis of MODY is important for determining management and prognosis. We report two heterozygous GCK mutations identified during the investigation of short stature. Case 1: a prepubertal 14-year-old boy was evaluated for constitutional delay of growth and puberty. During follow-up, he showed abnormal fasting glucose (113 mg/dL), increased level of HbA1c (6.6%), and negative beta-cell antibodies. His father and two siblings also had slightly elevated blood glucose levels. The mother had normal glycemia. A GCK heterozygous missense mutation, p.Arg191Trp, was identified in the proband. Eighteen family members were screened for this mutation, and 11 had the mutation in heterozygous state. Case 2: a 4-year-old boy investigated for short stature revealed no other laboratorial alterations than elevated glycemia (118 mg/dL); beta-cell antibodies were negative. His father, a paternal aunt, and the paternal grandmother also had slightly elevated glycemia, whereas his mother had normal glycemia. A GCK heterozygous missense mutation, p.Glu221Lys, was identified in the index patient and in four family members. All affected patients had mild elevated glycemia. Individuals with normal glycemia did not harbor mutations. GCK mutation screening should be considered in patients with chronic mild early-onset hyperglycemia, family history of impaired glycemia, and negative beta-cell antibodies. Arq Bras Endocrinol Metab. 2012;56(8):519-24

Effect of topical anesthetic agents and ethanol on corneoepithelial wound healing in an ex vivo whole-globe porcine model

To assess the impact of topical anesthetic agents and ethanol on ocular surface wound healing using an ex vivo whole-globe porcine model.

[The comatose child]

The child who presents with acute coma runs a high risk of cardiopulmonary insufficiency, direct brain injury or even cerebral herniation. The case-management of such child requires a coma-specific emergent evaluation, immediate treatment of any hypoxicischemic insults and of the underlying cause. The coma-specific examination includes performance of child-adapted Glasgow Coma Score, the evaluation of brain stem functions such as pupillary response to light, cough- and gag reflex, and determination of all vital signs including body temperature. Treatment of hypoxicischemic insults includes control of airways and ventilation in patient with coma defined as GCS <8; liberal treatment of impaired cardiovascular states with isotonic fluids such as 0.9% sodium chloride; and treatment of cerebral herniation with head elevation, mannitol, hypertonic sodium chlorid fluids, steroids and hyperventilation. Immediately treatable causes are hypoglycemia, meningitis/encephalitis, opioid overdose and status epilepticus. Exclusion of rapidly progressive intracranial lesions almost always requires referral to the tertiary centre with head CT-scan facilities. Finally, an extensive etiology search of the stable coma is performed by looking for disease or trauma of the brain, for metabolic causes, for intoxications and for cardiopulmonary problems.

Effects of physical exercise training in DNA damage and repair activity in humans with different genetic polymorphisms ofhOGG1(Ser326Cys)

The main purpose of this pilot study was to investigate the possible influence of genetic polymorphisms of the hOGG1 (Ser326Cys) gene in DNA damage and repair activity by 8-oxoguanine DNA glycosylase 1 (OGG1 enzyme) in response to 16 weeks of combined physical exercise training. Thirty-two healthy Caucasian men (40-74 years old) were enrolled in this study. All the subjects were submitted to a training of 16 weeks of combined physical exercise. The subjects with Ser/Ser genotype were considered as wild-type group (WTG), and Ser/Cys and Cys/Cys genotype were analysed together as mutant group (MG). We used comet assay in conjunction with formamidopyrimidine DNA glycoslyase (FPG) to analyse both strand breaks and FPG-sensitive sites. DNA repair activity were also analysed with the comet assay technique. Our results showed no differences between DNA damage (both strand breaks and FPG-sensitive sites) and repair activity (OGG1) between genotype groups (in the pre-training condition). Regarding the possible influence of genotype in the response to 16 weeks of physical exercise training, the results revealed a decrease in DNA strand breaks in both groups, a decrease in FPG-sensitive sites and an increase in total antioxidant capacity in the WTG, but no changes were found in MG. No significant changes in DNA repair activity was observed in both genotype groups with physical exercise training. This preliminary study suggests the possibility of different responses in DNA damage to the physical exercise training, considering the hOGG1 Ser326Cys polymorphism.

Operator and organizational maintenance manual (including repair parts and special tool lists) : tester, engine distributor, bench type, 6, 12, and 24-volt distributors, single-phase, 60-cycle, 115-volt (Heyer Products Company Inc., model 168) (4910-392-2939).

"30 September 1963."

Efeito de 24 semanas de treinamento com pesos sobre a composição corporal e indicadores de força muscular

Universidade Estadual de Campinas . Faculdade de Educação Física

Desenvolvimento motor : analise do saltar e cair e do subir e descer em crianças de 24 a 36 meses de idade frequentadoras de creches municipais

Universidade Estadual de Campinas . Faculdade de Educação Física

Effect of laser on the remnant liver after the first 24 hours following 70% hepatectomy in rats

PURPOSE: To evaluate the mitochondrial function of the remnant liver (RL) in the early phase of liver regeneration in rats after 70% partial hepatectomy (PH). METHODS: Sixty male Wistar rats (200-250g) submitted to 70% PH were divided into five groups according to the time of euthanasia and application or not of laser light: C = Control, time zero; 2 minutes, 4, 6 and 24 hours after PH. The dose of laser radiation was 22.5 J/cm², wavelength of 660 nm (visible/red), in the remnant liver. We studied the respiration activated by ADP (state 3), basal mitochondrial respiration (state 4), respiratory control ratio (RCR) and mitochondrial membrane potential (MMP). RESULTS: The mitochondrial function of RL changed at 4 and 6 hours after PH, with a significant increase in state 3 and a concomitant increase in state 4 and with maintenance of RCR. MMP differed significantly between the groups biostimulated with laser radiation and the control group 4 hours after HP, with a substantial reduction in the non-laser groups. CONCLUSION: The laser light at the dose used in this study did not induce additional damage to the RL and seems to have delayed the hepatocellular metabolic overload of the remnant liver.