Stochastic approximations of present value functions.

The aim of the paper is to apply the method proposed by Denuit, Genest and Marceau (1999) for deriving stochastic upper and lower bounds on the present value of a sequence of cash flows, where the discounting is performed under a given stochastic return process. The convex approximation provided by Goovaerts, Dhaene and De Schepper (1999) and Goovaerts and Dhaene (1999) is then compared to these stochastic bounds. On the basis of several numerical examples, it will be seen that the convex approximation seems reasonable.Value; Functions;

The geometry of r-adaptive meshes generated using optimal transport methods

The principles of mesh equidistribution and alignment play a fundamental role in the design of adaptive methods, and a metric tensor M and mesh metric are useful theoretical tools for understanding a methods level of mesh alignment, or anisotropy. We consider a mesh redistribution method based on the Monge-Ampere equation, which combines equidistribution of a given scalar density function with optimal transport. It does not involve explicit use of a metric tensor M, although such a tensor must exist for the method, and an interesting question to ask is whether or not the alignment produced by the metric gives an anisotropic mesh. For model problems with a linear feature and with a radially symmetric feature, we derive the exact form of the metric M, which involves expressions for its eigenvalues and eigenvectors. The eigenvectors are shown to be orthogonal and tangential to the feature, and the ratio of the eigenvalues (corresponding to the level of anisotropy) is shown to depend, both locally and globally, on the value of the density function and the amount of curvature. We thereby demonstrate how the optimal transport method produces an anisotropic mesh along a given feature while equidistributing a suitably chosen scalar density function. Numerical results are given to verify these results and to demonstrate how the analysis is useful for problems involving more complex features, including for a non-trivial time dependant nonlinear PDE which evolves narrow and curved reaction fronts

Glycogen Storage Disease Type Ia in Canines: A Model for Human Metabolic and Genetic Liver Disease

A canine model of Glycogen storage disease type Ia (GSDIa) is described. Affected dogs are homozygous for a previously described M121I mutation resulting in a deficiency of glucose-6-phosphatase-α. Metabolic, clinicopathologic, pathologic, and clinical manifestations of GSDIa observed in this model are described and compared to those observed in humans. The canine model shows more complete recapitulation of the clinical manifestations seen in humans including “lactic acidosis”, larger size, and longer lifespan compared to other animal models. Use of this model in preclinical trials of gene therapy is described and briefly compared to the murine model. Although the canine model offers a number of advantages for evaluating potential therapies for GSDIa, there are also some significant challenges involved in its use. Despite these challenges, the canine model of GSDIa should continue to provide valuable information about the potential for generating curative therapies for GSDIa as well as other genetic hepatic diseases

Modelling overdispersion with integer-valued moving average processes

A new first-order integer-valued moving average, INMA(1), model based on the negative binomial thinning operation defined by Risti´c et al. [21] is proposed and characterized. It is shown that this model has negative binomial (NB) marginal distribution when the innovations follow a NB distribution and therefore it can be used in situations where the data present overdispersion. Additionally, this model is extended to the bivariate context. The Generalized Method of Moments (GMM) is used to estimate the unknown parameters of the proposed models and the results of a simulation study that intends to investigate the performance of the method show that, in general, the estimates are consistent and symmetric. Finally, the proposed model is fitted to a real dataset and the quality of the adjustment is evaluated.publishe

A Biopersistence Study following Exposure to Chrysotile Asbestos Alone or in Combination with Fine Particles

In designing a study to evaluate the inhalation biopersistence of a chrysotile asbestos that was used as a component of a joint-compound, a feasibility study was initiated to evaluate the short-term biopersistence of the chrysotile alone and of the chrysotile in combination witht the sanded reformulated joint-compound. Two groups of Wistar rats were exposed to either 7RF3 chrysotile (Group 2) or to 7RF3 chrysotile combined with aerosolized sanded joint-compound (Group 3). In addition, a control group was exposed to flltered-air. The chrysotile used in the Ready Mix joint compound is rapidly removed from the lung. The chrysotile alone exposure group had a clearance half-time of fibers L > 20 μm of 2.2 days; in the chrysotile plus sanded exposure group the clearance half-time of fibers L > 20 μm was 2.8 days. However, across all size ranges there was approximately an order of magnitude decrease in the mean number of fibers remaining in the lungs of Group 3 as compared to Group 2 despite similiar aerosol exposures. Histopathological examination showed that the chrysotile exposed lungs had the same appearance as the flltered-air controls. This study uniquely illustrates that additional concurrent exposure to an aerosol of the sanded joint-compound, with large numbers of fine-particles depositing in the lungs, accelerates the recruitment of macrophages, resulting in a tenfold decrease in the number of fibers remaining in the lung. The increased number of macrophages in the chrysotile/sanded joint exposure group was confirmed histologically, with this being the only exposure-related histological finding reported

Testing association of rare genetic variants with resistance to three common antiseizure medications

OBJECTIVE: Drug resistance is a major concern in the treatment of individuals with epilepsy. No genetic markers for resistance to individual antiseizure medication (ASM) have yet been identified. We aimed to identify the role of rare genetic variants in drug resistance for three common ASMs: levetiracetam (LEV), lamotrigine (LTG), and valproic acid (VPA). METHODS: A cohort of 1622 individuals of European descent with epilepsy was deeply phenotyped and underwent whole exome sequencing (WES), comprising 575 taking LEV, 826 LTG, and 782 VPA. We performed gene- and gene set-based collapsing analyses comparing responders and nonresponders to the three drugs to determine the burden of different categories of rare genetic variants. RESULTS: We observed a marginally significant enrichment of rare missense, truncating, and splice region variants in individuals who were resistant to VPA compared to VPA responders for genes involved in VPA pharmacokinetics. We also found a borderline significant enrichment of truncating and splice region variants in the synaptic vesicle glycoprotein (SV2) gene family in nonresponders compared to responders to LEV. We did not see any significant enrichment using a gene-based approach. SIGNIFICANCE: In our pharmacogenetic study, we identified a slightly increased burden of damaging variants in gene groups related to drug kinetics or targeting in individuals presenting with drug resistance to VPA or LEV. Such variants could thus determine a genetic contribution to drug resistance