Modeling Joint Lives within Families

Family history is usually seen as a significant factor insurance companies look at when applying for a life insurance policy. Where it is used, family history of cardiovascular diseases, death by cancer, or family history of high blood pressure and diabetes could result in higher premiums or no coverage at all. In this article, we use massive (historical) data to study dependencies between life length within families. If joint life contracts (between a husband and a wife) have been long studied in actuarial literature, little is known about child and parents dependencies. We illustrate those dependencies using 19th century family trees in France, and quantify implications in annuities computations. For parents and children, we observe a modest but significant positive association between life lengths. It yields different estimates for remaining life expectancy, present values of annuities, or whole life insurance guarantee, given information about the parents (such as the number of parents alive). A similar but weaker pattern is observed when using information on grandparents

Investigating long-term lifestyles changes in France: a statistical and modelling approach

International audienceAs lifestyles relate to our ways of "doing" , "having" , "using" and "displaying" , our behaviour and all of the related products, objects and infrastructures (Røpke, 2009), they are both a broad and complex object of thought and a key determinant of the sustainability of our societies. Conducted in a qualitative way, the analysis of future lifestyles offers great freedom to imagine dramatic changes of societies and to explore paradigm shifts. These changes could result from the widespread of various existing behaviours considered today as weak signals or from the emergence of social movements of great magnitude. Performing a quantitative analysis is less straightforward and could be conceptually questioned. Yet for the specific problem of sustainable lifestyles a quantitative approach can help ground the scenarios not only on technical solutions but also on elements of lifestyles change. What is missing is a quantitative method to define the possible long term impact of lifestyle change on mobility, housing and consumption patterns. In this paper we introduce a statistical model that we developed especially to address long-term lifestyles changes and their consequences on the consumption of goods and services and on the energy services demand in France. We make use of national mobility housing and consumption surveys to identify significant patterns. We propose a model of their diffusion in the long term according while also taking into account the demographic changes. Our contribution is organised as follows: we first describe the statistical model and the surveys; then an application to future societal trends is proposed in a prospective approach. A set of lifestyles anticipated for France in 2050 that explore various changes are considered. Finally we aim to discuss the contributions and limitations of the proposed quantitative model and how it can fit into futures thinking

Towards an ultra efficient kinetic scheme. Part I: basics on the BGK equation

In this paper we present a new ultra efficient numerical method for solving kinetic equations. In this preliminary work, we present the scheme in the case of the BGK relaxation operator. The scheme, being based on a splitting technique between transport and collision, can be easily extended to other collisional operators as the Boltzmann collision integral or to other kinetic equations such as the Vlasov equation. The key idea, on which the method relies, is to solve the collision part on a grid and then to solve exactly the transport linear part by following the characteristics backward in time. The main difference between the method proposed and semi-Lagrangian methods is that here we do not need to reconstruct the distribution function at each time step. This allows to tremendously reduce the computational cost of the method and it permits for the first time, to the author's knowledge, to compute solutions of full six dimensional kinetic equations on a single processor laptop machine. Numerical examples, up to the full three dimensional case, are presented which validate the method and assess its efficiency in 1D, 2D and 3D

Effets d’une exposition chronique au césium 137 à faibles doses sur la progression de l’athérosclérose

Large amounts of radionuclides were released in the environment after the Chernobyl (1986) or Fukushima-Daichii (2011) nuclear accidents, and mostly cesium 137. Populations living in contaminated territories are chronically exposed to radionuclides by ingestion of contaminated food. There is a real interrogation about the potential effects that could be induced following such ionizing exposure on physiological functions in the long term.Concerning the cardiovascular system, there is a correlation between the irradiation dose and the appearance of cardiovascular diseases. However, when we focused on post-accidental situations, with a low dose exposure, available data are not all in accordance, due to multifactorial aspect of these pathologies. Epidemiological results should be interpreted carefully.Thus, the aim of my thesis is to complete epidemiological studies about chronic internal γ low dose exposure, using cesium 137, in an atheromatous context. Atherosclerosis and its consequences are known to be the main cause of mortality/morbidity in industrialized countries.Predisposed animals (ApoE-/- mice) were exposed to 137Cs through the drinking water. The concentration range was 4 to 100 kBq.L-1, to surround concentration found in contaminated territories around Chernobyl. Exposure times were 3, 6 or 9 months to follow atherosclerosis progression.After 3 months exposure, for the early stages, mice exposed to the highest dose presented an increase in some inflammatory cytokines, notably IFN-γ and VCAM-1, with an intimal-medial thickness increased compared to non-exposed animals. Moreover, at this time exposure, we noticed concomitant variation of genic expression of pro and anti-oxydative enzymes (p47, p67, GPx). These effects are only transient and do not perdure over the time. Indeed, after 6 and 9 months exposure, atheromatous plaque observed in the aortic sinus, present more stability parameters than the control group (collagen), with also a decrease in pro-inflammatory profile cytokines expression (CRP, TNF-α, MCP-1 et IFN-γ), and MMPs expression, and increase in GPx activity compared to the control group.All together, these results suggest that chronic internal exposure to low dose ionizing radition with 137Cs do not potentiate atherosclerosis progression. Such exposure induces an adaptive response along the experimental process, with an amelioration of atheromatous plaque phenotype, acting on the balance of pro/anti-inflammatory cytokines, pro/anti oxydant system.Suite aux accidents nucléaires de Tchernobyl (1986) ou Fukushima (2011), de grandes quantités de radioéléments ont été disséminées dans l’environnement. Parmi ces derniers, le césium 137 est le radionucléide le plus abondant et constitue la principale source d’exposition des populations avoisinantes sur le long terme, notamment par son intégration dans la chaîne alimentaire. Ce sont quelques milliers de becquerels qui sont quotidiennement ainsi ingérés. Un important questionnement concerne donc les effets potentiels que peuvent induire une telle exposition sur les fonctions physiologiques.Concernant le système cardiovasculaire, il existe une corrélation entre la dose d’exposition et la fréquence d’apparition de pathologies cardiovasculaires. Cependant, lorsqu’il s’agit d’une exposition à faibles doses, comme en cas de situations post-accidentelles, les études ne sont pas toutes en accord, dû au caractère multifactoriel de ces maladies, une grande prudence est nécessaire quant à l’interprétation des données épidémiologiques. Ainsi, ce travail de thèse vise à compléter les études épidémiologiques disponibles suivant une exposition interne à faibles doses de césium 137, et plus particulièrement dans le cadre de la pathologie athéromateuse. En effet, l’athérosclérose est reconnue comme étant la 1ère cause de mortalité/morbidité dans les pays industrialisés. Des animaux prédisposés à la pathologie (souris ApoE-/-), ont été exposés à des concentrations de césium de 4 à 100 kBq.L-1 pendant 3, 6 ou 9 mois.Ainsi, au bout de 3 mois d’exposition, les animaux ayant reçu la plus forte concentration présentent une augmentation de certains paramètres inflammatoires, notamment IFN-γ et VCAM-1, ainsi qu’une augmentation de l’épaisseur média-intima comparé aux animaux témoins. De plus, nous avons noté des variations concomitantes de l’expression d’enzymes pro/anti oxydantes (p47, p67, GPx). Ces observations ne perdurent pas au fil du temps. En effet, après 6 et 9 mois d’exposition, les plaques d’athérome qui se sont formées présentent des caractéristiques de stabilité plus importantes que les animaux témoins, avec des paramètres pro-inflammatoires (CRP, TNF-α, MCP-1 et IFN-γ) diminués, une augmentation du contenu en collagène, ainsi qu’une baisse de l’expression de certaines collagénases.L’ensemble de ces résultats suggèrent qu’une exposition interne chronique à faibles doses de césium 137 ne potentialise pas la pathologie athéromateuse dans notre modèle expérimental. Une telle exposition induit la mise en place d’une réponse adaptative au cours du temps, allant en faveur d’une amélioration du phénotype des plaques d’athérome, en agissant sur la balance des cytokines pro/anti inflammatoires, ainsi qu’une modulation du système anti-oxydant

Weather Shocks

How much do weather shocks matter? The literature addresses this question in two isolated ways: either by looking at long-term effects through the prism of theoretical models, or by focusing on short-term effects using empirical analysis. We propose a framework to bring together both the short and long-term effects through the lens of an estimated DSGE model with a weather-dependent agricultural sector. The model is estimated using Bayesian methods and quarterly data for New Zealand using the weather as an observable variable. In the short-run, our analysis underlines the key role of weather as a driver of business cycles over the sample period. An adverse weather shock generates a recession, boosts the non-agricultural sector and entails a domestic currency depreciation. Taking a long-term perspective, a welfare analysis reveals that weather shocks are not a free lunch: the welfare cost of weather is currently estimated at 0.19% of permanent consumption. Climate change critically increases the variability of key macroeconomic variables (such as GDP, agricultural output or the real exchange rate) resulting in a higher welfare cost peaking to 0.29% in the worst case scenario

Differences of Profitability Within a Multi-species Multi-gear Multi-area Fishery: How much is explained by barriers to entry?

The fishing activities within the English Channel may be regarded as various components of one large multi-species multi-gear multi-area fishery. As a result of a bioeconomic analysis of this fishery, significant differences in profitability between activities were outlined. According to industrial economics, such differences may be regarded as the result of barriers to entry limiting the access to the most profitable activities. The aim of this paper is to determine which part of the differences of profitability outlined in the survey can be explained by usual barriers to entry (geographical, technical, institutional, informational), and which part should be attributed to other factors, such as non monetary arguments of the utility function of producers. It is based on a socio-economic survey of 160 French fishermen. The interest of this analysis is both theoretical and practical: on one side, it intends to provide some new evidence in the debate concerning the economic rationality of fishermen; on the other side, it helps to identify the range of remote constraints fishery management has to cope with.Keywords: barriers to entry, economic behavior, English Channel fishery

Weather Shocks

How much do weather shocks matter? The literature addresses this question in two isolated ways: either by looking at long-term effects through the prism of theoretical models, or by focusing on short-term effects using empirical analysis. We propose a framework to bring together both the short and long-term effects through the lens of an estimated DSGE model with a weather-dependent agricultural sector. The model is estimated using Bayesian methods and quarterly data for New Zealand using the weather as an observable variable. In the short-run, our analysis underlines the key role of weather as a driver of business cycles over the sample period. An adverse weather shock generates a recession, boosts the non-agricultural sector and entails a domestic currency depreciation. Taking a long-term perspective, a welfare analysis reveals that weather shocks are not a free lunch: the welfare cost of weather is currently estimated at 0.19% of permanent consumption. Climate change critically increases the variability of key macroeconomic variables (such as GDP, agricultural output or the real exchange rate) resulting in a higher welfare cost peaking to 0.29% in the worst case scenario

Weather Shocks, Climate Change and Business Cycles

How much do weather shocks matter? This paper analyzes the role of weather shocks in the generation and propagation of business cycles. We develop and estimate an original DSGE model with a weather-dependent agricultural sector. The model is estimated using Bayesian methods and quarterly data for New Zealand over the sample period 1994:Q2 to 2016:Q4. Our model suggests that weather shocks play an important role in explaining macroeconomic fluctuations over the sample period. A weather shock -- as measured by a drought index -- acts as a negative supply shock characterized by declining output and rising relative prices in the agricultural sector. Increasing the variance of weather shocks in accordance with forthcoming climate change leads to a sizable increase in the volatility of key macroeconomic variables and causes significant welfare costs up to 0.58% of permanent consumption