Monte Carlo Methods for Insurance Risk Computation

In this paper we consider the problem of computing tail probabilities of the distribution of a random sum of positive random variables. We assume that the individual variables follow a reproducible natural exponential family (NEF) distribution, and that the random number has a NEF counting distribution with a cubic variance function. This specific modelling is supported by data of the aggregated claim distribution of an insurance company. Large tail probabilities are important as they reflect the risk of large losses, however, analytic or numerical expressions are not available. We propose several simulation algorithms which are based on an asymptotic analysis of the distribution of the counting variable and on the reproducibility property of the claim distribution. The aggregated sum is simulated efficiently by importancesampling using an exponential cahnge of measure. We conclude by numerical experiments of these algorithms.Comment: 26 pages, 4 figure

New exponential dispersion models for count data -- the ABM and LM classes

In their fundamental paper on cubic variance functions, Letac and Mora (The Annals of Statistics,1990) presented a systematic, rigorous and comprehensive study of natural exponential families on the real line, their characterization through their variance functions and mean value parameterization. They presented a section that for some reason has been left unnoticed. This section deals with the construction of variance functions associated with natural exponential families of counting distributions on the set of nonnegative integers and allows to find the corresponding generating measures. As exponential dispersion models are based on natural exponential families, we introduce in this paper two new classes of exponential dispersion models based on their results. For these classes, which are associated with simple variance functions, we derive their mean value parameterization and their associated generating measures. We also prove that they have some desirable properties. Both classes are shown to be overdispersed and zero-inflated in ascending order, making them as competitive statistical models for those in use in both, statistical and actuarial modeling. To our best knowledge, the classes of counting distributions we present in this paper, have not been introduced or discussed before in the literature. To show that our classes can serve as competitive statistical models for those in use (e.g., Poisson, Negative binomial), we include a numerical example of real data. In this example, we compare the performance of our classes with relevant competitive models.Comment: 27 pages, 4 tables, 3 figure

Advances in MRI Assessment of Gliomas and Response to Anti-VEGF Therapy

Bevacizumab is thought to normalize tumor vasculature and restore the blood–brain barrier, decreasing enhancement and peritumoral edema. Conventional measurements of tumor response rely upon dimensions of enhancing tumor. After bevacizumab treatment, glioblastomas are more prone to progress as nonenhancing tumor. The RANO (Response Assessment in Neuro-Oncology) criteria for glioma response use fluid-attenuated inversion recovery (FLAIR)/T2 hyperintensity as a surrogate for nonenhancing tumor; however, nonenhancing tumor can be difficult to differentiate from other causes of FLAIR/T2 hyperintensity (eg, radiation-induced gliosis). Due to these difficulties, recent efforts have been directed toward identifying new biomarkers that either predict treatment response or accurately measure response of both enhancing and nonenhancing tumor shortly after treatment initiation. This will allow for earlier treatment decisions, saving patients from the adverse effects of ineffective therapies while allowing them to try alternative therapies sooner. An active area of research is the use of physiologic imaging, which can potentially detect treatment effects before changes in tumor size are evident

Control of Cerebellar Long-Term Potentiation by P-Rex-Family Guanine-Nucleotide Exchange Factors and Phosphoinositide 3-Kinase

Long-term potentiation (LTP) at the parallel fibre-Purkinje cell synapse in the cerebellum is a recently described and poorly characterized form of synaptic plasticity. The induction mechanism for LTP at this synapse is considered reciprocal to "classical" LTP at hippocampal CA1 pyramidal neurons: kinases promote increased trafficking of AMPA receptors into the postsynaptic density in the hippocampus, whereas phosphatases decrease internalization of AMPA receptors in the cerebellum. In the hippocampus, LTP occurs in overlapping phases, with the transition from early to late phases requiring the consolidation of initial induction processes by structural re-arrangements at the synapse. Many signalling pathways have been implicated in this process, including PI3 kinases and Rho GTPases.We hypothesized that analogous phases are present in cerebellar LTP, and took as the starting point for investigation our recent discovery that P-Rex--a Rac guanine nucleotide exchange factor which is activated by PtdIns(3,4,5)P(3)--is highly expressed in mouse cerebellar Purkinje neurons and plays a role in motor coordination. We found that LTP evoked at parallel fibre synapses by 1 Hz stimulation or by NO donors was not sustained beyond 30 min when P-Rex was eliminated or Rac inhibited, suggesting that cerebellar LTP exhibits a late phase analogous to hippocampal LTP. In contrast, inhibition of PI3 kinase activity eliminated LTP at the induction stage.Our data suggest that a PI3K/P-Rex/Rac pathway is required for late phase LTP in the mouse cerebellum, and that other PI3K targets, which remain to be discovered, control LTP induction

The Minimal Proteome in the Reduced Mitochondrion of the Parasitic Protist Giardia intestinalis

The mitosomes of Giardia intestinalis are thought to be mitochondria highly-reduced in response to the oxygen-poor niche. We performed a quantitative proteomic assessment of Giardia mitosomes to increase understanding of the function and evolutionary origin of these enigmatic organelles. Mitosome-enriched fractions were obtained from cell homogenate using Optiprep gradient centrifugation. To distinguish mitosomal proteins from contamination, we used a quantitative shot-gun strategy based on isobaric tagging of peptides with iTRAQ and tandem mass spectrometry. Altogether, 638 proteins were identified in mitosome-enriched fractions. Of these, 139 proteins had iTRAQ ratio similar to that of the six known mitosomal markers. Proteins were selected for expression in Giardia to verify their cellular localizations and the mitosomal localization of 20 proteins was confirmed. These proteins include nine components of the FeS cluster assembly machinery, a novel diflavo-protein with NADPH reductase activity, a novel VAMP-associated protein, and a key component of the outer membrane protein translocase. None of the novel mitosomal proteins was predicted by previous genome analyses. The small proteome of the Giardia mitosome reflects the reduction in mitochondrial metabolism, which is limited to the FeS cluster assembly pathway, and a simplicity in the protein import pathway required for organelle biogenesis

Serum from Calorie-Restricted Rats Activates Vascular Cell eNOS through Enhanced Insulin Signaling Mediated by Adiponectin

eNOS activation resulting in mitochondrial biogenesis is believed to play a central role in life span extension promoted by calorie restriction (CR). We investigated the mechanism of this activation by treating vascular cells with serum from CR rats and found increased Akt and eNOS phosphorylation, in addition to enhanced nitrite release. Inhibiting Akt phosphorylation or immunoprecipitating adiponectin (found in high quantities in CR serum) completely prevented the increment in nitrite release and eNOS activation. Overall, we demonstrate that adiponectin in the serum from CR animals increases NO• signaling by activating the insulin pathway. These results suggest this hormone may be a determinant regulator of the beneficial effects of CR

Non-Overlapping Functions for Pyk2 and FAK in Osteoblasts during Fluid Shear Stress-Induced Mechanotransduction

Mechanotransduction, the process by which cells convert external mechanical stimuli such as fluid shear stress (FSS) into biochemical changes, plays a critical role in maintenance of the skeleton. We have proposed that mechanical stimulation by FSS across the surfaces of bone cells results in formation of unique signaling complexes called mechanosomes that are launched from sites of adhesion with the extracellular matrix and with other bone cells [1]. Deformation of adhesion complexes at the cell membrane ultimately results in alteration of target gene expression. Recently, we reported that focal adhesion kinase (FAK) functions as a part of a mechanosome complex that is required for FSS-induced mechanotransduction in bone cells. This study extends this work to examine the role of a second member of the FAK family of non-receptor protein tyrosine kinases, proline-rich tyrosine kinase 2 (Pyk2), and determine its role during osteoblast mechanotransduction. We use osteoblasts harvested from mice as our model system in this study and compared the contributions of Pyk2 and FAK during FSS induced mechanotransduction in osteoblasts. We exposed Pyk2+/+ and Pyk2−/− primary calvarial osteoblasts to short period of oscillatory fluid flow and analyzed downstream activation of ERK1/2, and expression of c-fos, cyclooxygenase-2 and osteopontin. Unlike FAK, Pyk2 was not required for fluid flow-induced mechanotransduction as there was no significant difference in the response of Pyk2+/+ and Pyk2−/− osteoblasts to short periods of fluid flow (FF). In contrast, and as predicted, FAK−/− osteoblasts were unable to respond to FF. These data indicate that FAK and Pyk2 have distinct, non-redundant functions in launching mechanical signals during osteoblast mechanotransduction. Additionally, we compared two methods of generating FF in both cell types, oscillatory pump method and another orbital platform method. We determined that both methods of generating FF induced similar responses in both primary calvarial osteoblasts and immortalized calvarial osteoblasts

Brugia malayi Excreted/Secreted Proteins at the Host/Parasite Interface: Stage- and Gender-Specific Proteomic Profiling

Relatively little is known about the filarial proteins that interact with the human host. Although the filarial genome has recently been completed, protein profiles have been limited to only a few recombinants or purified proteins of interest. Here, we describe a large-scale proteomic analysis using microcapillary reverse-phase liquid chromatography-tandem-mass spectrometry to identify the excretory-secretory (ES) products of the L3, L3 to L4 molting ES, adult male, adult female, and microfilarial stages of the filarial parasite Brugia malayi. The analysis of the ES products from adult male, adult female, microfilariae (Mf), L3, and molting L3 larvae identified 852 proteins. Annotation suggests that the functional and component distribution was very similar across each of the stages studied; however, the Mf contributed a higher proportion to the total number of identified proteins than the other stages. Of the 852 proteins identified in the ES, only 229 had previous confirmatory expressed sequence tags (ESTs) in the available databases. Moreover, this analysis was able to confirm the presence of 274 “hypothetical” proteins inferred from gene prediction algorithms applied to the B. malayi (Bm) genome. Not surprisingly, the majority (160/274) of these “hypothetical” proteins were predicted to be secreted by Signal IP and/or SecretomeP 2.0 analysis. Of major interest is the abundance of previously characterized immunomodulatory proteins such as ES-62 (leucyl aminopeptidase), MIF-1, SERPIN, glutathione peroxidase, and galectin in the ES of microfilariae (and Mf-containing adult females) compared to the adult males. In addition, searching the ES protein spectra against the Wolbachia database resulted in the identification of 90 Wolbachia-specific proteins, most of which were metabolic enzymes that have not been shown to be immunogenic. This proteomic analysis extends our knowledge of the ES and provides insight into the host–parasite interaction