New genetic loci link adipose and insulin biology to body fat distribution.

Body fat distribution is a heritable trait and a well-established predictor of adverse metabolic outcomes, independent of overall adiposity. To increase our understanding of the genetic basis of body fat distribution and its molecular links to cardiometabolic traits, here we conduct genome-wide association meta-analyses of traits related to waist and hip circumferences in up to 224,459 individuals. We identify 49 loci (33 new) associated with waist-to-hip ratio adjusted for body mass index (BMI), and an additional 19 loci newly associated with related waist and hip circumference measures (P < 5 × 10(-8)). In total, 20 of the 49 waist-to-hip ratio adjusted for BMI loci show significant sexual dimorphism, 19 of which display a stronger effect in women. The identified loci were enriched for genes expressed in adipose tissue and for putative regulatory elements in adipocytes. Pathway analyses implicated adipogenesis, angiogenesis, transcriptional regulation and insulin resistance as processes affecting fat distribution, providing insight into potential pathophysiological mechanisms

The Default Cascade Process in Stochastic Financial Networks

We introduce and study the following default cascade process in stochastic financial networks. We consider a finite set of agents, holding claims on each other, who meet and interact pairwise with their counterparties at random times (agents meet at times of a Poisson process) and, upon meeting, update their states. If, at the meeting time, the debtor agent is solvent, the two agents continue to meet and interact. Otherwise, when a defaulted debtor agent meets its creditor agent, the creditor agent receives a random loss with distribution depending on its characteristics. In this case, the two agents stop meeting each other.Our main result consists of a precise asymptotic expression for the fraction of defaulted agents at any time, in the case of heterogeneous random financial networks, where agents meet counterparties in a sparse directed random graph, and when the meeting times are i.i.d. expo-nential random variables

Application of stochastic control to portfolio selection with transaction costs

SIGLECNRS 14802 E / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc

Optimal risk control under excess of loss reinsurance

Theme 4 - Simulation et optimisation de systemes complexes - Projet MATHFISIGLEAvailable from INIST (FR), Document Supply Service, under shelf-number : 14802 E, issue : a.2001 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc

Supply delays and the inventory stocking policy

SIGLEAvailable at INIST (FR), Document Supply Service, under shelf-number : DO 1924 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc

MACROTEX: a LATEX code generator in MACSYMA

SIGLECNRS 14802 F / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc

Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs

Theme 4 - Simulation et optimisation de systemes complexes - Projet MathfiSIGLEAvailable from INIST (FR), Document Supply Service, under shelf-number : 14802 E, issue : a.1999 n.3749 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc