One-year reserve risk including a tail factor: closed formula and bootstrap approaches

In this paper, we detail the main simulation methods used in practice to measure one-year reserve risk, and describe the bootstrap method providing an empirical distribution of the Claims Development Result (CDR) whose variance is identical to the closed-form expression of the prediction error proposed by Wüthrich et al. (2008). In particular, we integrate the stochastic modeling of a tail factor in the bootstrap procedure. We demonstrate the equivalence with existing analytical results and develop closed-form expressions for the error of prediction including a tail factor. A numerical example is given at the end of this study.Non‐life insurance, Reserve risk, Claims Development Result, Bootstrap method, Tail factor, Prediction error, Solvency II

Innovando en la pedagogía de la Gestión de Proyectos: Experiencia Transfronteriza 2.0

En este artículo se presenta la extensión de una experiencia pedagógica ya probada en un entorno universitario internacional, orientada a la iniciación del aprendizaje, por parte de estudiantes de primer curso, en el área de Gestión de Proyectos. La propuesta docente inicial permitía, iterativa e incrementalmente, exponer a estudiantes de primero a los problemas y conceptos de trabajo en equipo y gestión de proyectos. Mediante la extensión, se ha buscado ampliar la base del aprendizaje sobre la resolución de dichos problemas y el aprendizaje de dichos conceptos. Asimismo, se ha buscado implicar los estudiantes de segundo curso, expuestos a la misma experiencia en su primer curso, en tareas de tutorización/mentorización de equipos de primero, en un proceso de aprendizaje cooperativo sobre actividades novedosas para ambos grupos. La experiencia transnacional se ha realizado durante cinco cursos académicos, y la extensión de actividades se ha incorporado en los dos últimos, el 2019-20 incluido. Se ha desarrollado al inicio del primer cuatrimestre del primer curso de una titulación con características distintas al de un Grado de Ingeniería Informática. El análisis realizado sobre los datos recogidos entre profesores de ambos centros y estudiantes tanto de primero como de segundo curso (valoraciones, encuestas, sesiones de reflexión y síntesis) y los resultados obtenidos, han permitido validar la extensión de la experiencia y extraer un conjunto de conclusiones sobre su continuidad.This article presents the extension of a pedagogical experience already proven in an international university environment, oriented to the initiation of learning, by first year students, in the area of project management. The initial teaching proposal allowed working, iteratively and incrementally, with the concepts of teamwork and project management. Through extension, it has been sought to broaden the learning base on the resolution of such problems and learning of such concepts. Equally, it has been sought to involve second year students, exposed to the same experience in their first year, in tutoring/mentoring tasks for first year teams, in a cooperative learning process on innovative activities for both groups. This transnational experience has been carried out during five academic years, and the extension of activities has been incorporated in the last two, included 2019-20. It has been developed at the beginning of the first four-month period of the first year of a degree with different characteristics from a Computer Engineering degree. The analysis carried out on the data collected from teachers of both centers and students from both first and second years (assessments, surveys, reflection and synthesis sessions) and the results obtained, has allowed us to validate the extension of the experience and to draw conclusions about its continuity.Este trabajo ha sido parcialmente subvencionado por el Vicerrectorado de Innovación, Responsabilidad social y Acción cultural de la UPV/EHU, a través del proyecto i320-19 (oDsIMAROVE+) dentro del Programa de Innovación Educativa, convocatoria 2020

Cosmological observations in scalar-tensor quintessence

The framework for considering the astronomical and cosmological observations in the context of scalar-tensor quintessence in which the quintessence field also accounts for a time dependence of the gravitational constant is developed. The constraints arising from nucleosynthesis, the variation of the constant, and the post-Newtonian measurements are taken into account. A simple model of supernovae is presented in order to extract the dependence of their light curves with the gravitational constant; this implies a correction when fitting the luminosity distance. The properties of perturbations as well as CMB anisotropies are also investigated.Comment: 26 pages, 22 figures, to appear in PR

The acceleration of the universe and the physics behind it

Using a general classification of dark enegy models in four classes, we discuss the complementarity of cosmological observations to tackle down the physics beyond the acceleration of our universe. We discuss the tests distinguishing the four classes and then focus on the dynamics of the perturbations in the Newtonian regime. We also exhibit explicitely models that have identical predictions for a subset of observations.Comment: 18 pages, 18 figure

Relevance of platelet desialylation and thrombocytopenia in type 2B von Willebrand disease: preclinical and clinical evidence

Patients with type 2B von Willebrand disease (vWD) (caused by gain-of-function mutations in the gene coding for von Willebrand factor) display bleeding to a variable extent and, in some cases, thrombocytopenia. There are several underlying causes of thrombocytopenia in type 2B vWD. It was recently suggested that desialylation-mediated platelet clearance leads to thrombocytopenia in this disease. However, this hypothesis has not been tested in vivo. The relationship between platelet desialylation and the platelet count was probed in 36 patients with type 2B von Willebrand disease (p.R1306Q, p.R1341Q, and p.V1316M mutations) and in a mouse model carrying the severe p.V1316M mutation (the 2B mouse). We observed abnormally high elevated levels of platelet desialylation in both patients with the p.V1316M mutation and the 2B mice. In vitro, we demonstrated that 2B p.V1316M/von Willebrand factor induced more desialylation of normal platelets than wild-type von Willebrand factor did. Furthermore, we found that N-glycans were desialylated and we identified αIIb and β3 as desialylation targets. Treatment of 2B mice with sialidase inhibitors (which correct platelet desialylation) was not associated with the recovery of a normal platelet count. Lastly, we demonstrated that a critical platelet desialylation threshold (not achieved in either 2B patients or 2B mice) was required to induce thrombocytopenia in vivo. In conclusion, in type 2B vWD, platelet desialylation has a minor role and is not sufficient to mediate thrombocytopenia

Etude retrospective de 60 cas de lymphome NK/T et T de présentation ORL (aspects cliniques, morphologiques et phénotypiques avec analyse de l'expression des effecteurs et des inhibiteurs de l'apoptose)

PARIS7-Villemin (751102101) / SudocPARIS-BIUM (751062103) / SudocSudocFranceF

One-year reserve risk including a tail factor: closed formula and bootstrap approaches

48 pagesIn this paper, we detail the main simulation methods used in practice to measure one-year reserve risk, and describe the bootstrap method providing an empirical distribution of the Claims Development Result (CDR) whose variance is identical to the closed-form expression of the prediction error proposed by Wüthrich et al. (2008). In particular, we integrate the stochastic modeling of a tail factor in the bootstrap procedure. We demonstrate the equivalence with existing analytical results and develop closed-form expressions for the error of prediction including a tail factor. A numerical example is given at the end of this study