Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling

The idea of using common Poisson shock processes to model dependent event frequencies is well known in the reliability literature. In this paper we examine these models in the context of insurance loss modelling and credit risk modelling. To do this we set up a very general common shock framework for losses of a number of different types that allows for both dependence in loss frequencies across types and dependence in loss severities. Our aims are threefold: to demonstrate that the common shock model is a very natural way of approaching the modelling of dependent losses in an insurance or risk management context; to provide a summary of some analytical results concerning the nature of the dependence implied by the common shock specification; to examine the aggregate loss distribution that results from the model and its sensitivity to the specification of the model parameter

Abnormal arterial-venous fusions and fate specification in mouse embryos lacking blood flow.

The functions of blood flow in the morphogenesis of mammalian arteries and veins are not well understood. We examined the development of the dorsal aorta (DA) and the cardinal vein (CV) in Ncx1 -/- mutants, which lack blood flow due to a deficiency in a sodium calcium ion exchanger expressed specifically in the heart. The mutant DA and CV were abnormally connected. The endothelium of the Ncx1 -/- mutant DA lacked normal expression of the arterial markers ephrin-B2 and Connexin-40. Notch1 activation, known to promote arterial specification, was decreased in mutant DA endothelial cells (ECs), which ectopically expressed the venous marker Coup-TFII. These findings suggest that flow has essential functions in the DA by promoting arterial and suppressing venous marker expression. In contrast, flow plays a lesser role in the CV, because expression of arterial-venous markers in CV ECs was not as dramatically affected in Ncx1 -/- mutants. We propose a molecular mechanism by which blood flow mediates DA and CV morphogenesis, by regulating arterial-venous specification of DA ECs to ensure proper separation of the developing DA and CV

Rare Presentation of Rosai-Dorfman Disease in Soft Tissue: Diagnostic Findings and Surgical Treatment.

Introduction and Importance. Rosai-Dorfman disease (RDD) is a rare, benign type II histiocytosis characterized by the infiltration of S100+ histiocytes and emperipolesis. The disease may present in the lymph nodes (nodal RDD), in extranodal sites, or in both nodal and extranodal sites. Among those patients who present exclusively in extranodal sites, only a minority of cases present in the soft tissue. Case Presentation. An 18-year-old female presented to orthopedic oncology clinic with a chief complaint of a mass located in her lower back. The patient underwent excision of the lumbosacral mass. Pathologic review demonstrated emperipolesis of lymphocytes and plasma cells within enlarged, eosinophilic histiocytes in a background of lymphoplasmacytic infiltration and collagenous stroma. Immunohistochemical staining demonstrated S100+ and CD163+ histiocytes, consistent with diagnosis of soft tissue RDD. Clinical Discussion. Histologically, RDD is generally characterized by emperipolesis-the presence of intact lymphocytes within the histiocyte cytoplasm-and a mixed infiltrate of S100+ histiocytes, mononuclear cells, plasma cells, and lymphocytes. Although soft tissue RDD may histologically resemble nodal RDD, soft tissue RDD also demonstrates some notable histologic differences including the lack of nodal architecture, the presence of increased fibrosis and collagen deposition, and generally fewer RDD cells. Conclusion. This case presentation demonstrates one few reports of isolated soft tissue RDD within the lumbosacral region without associated lymphadenopathy or skin changes and highlights the heterogeneity that still exists in the treatment paradigm of extranodal RDD

Measuring degree-degree association in networks

The Pearson correlation coefficient is commonly used for quantifying the global level of degree-degree association in complex networks. Here, we use a probabilistic representation of the underlying network structure for assessing the applicability of different association measures to heavy-tailed degree distributions. Theoretical arguments together with our numerical study indicate that Pearson's coefficient often depends on the size of networks with equal association structure, impeding a systematic comparison of real-world networks. In contrast, Kendall-Gibbons' $\tau_{b}$ is a considerably more robust measure of the degree-degree association

Transient Calcium and Dopamine Increase PKA Activity and DARPP-32 Phosphorylation

Reinforcement learning theorizes that strengthening of synaptic connections in medium spiny neurons of the striatum occurs when glutamatergic input (from cortex) and dopaminergic input (from substantia nigra) are received simultaneously. Subsequent to learning, medium spiny neurons with strengthened synapses are more likely to fire in response to cortical input alone. This synaptic plasticity is produced by phosphorylation of AMPA receptors, caused by phosphorylation of various signalling molecules. A key signalling molecule is the phosphoprotein DARPP-32, highly expressed in striatal medium spiny neurons. DARPP-32 is regulated by several neurotransmitters through a complex network of intracellular signalling pathways involving cAMP (increased through dopamine stimulation) and calcium (increased through glutamate stimulation). Since DARPP-32 controls several kinases and phosphatases involved in striatal synaptic plasticity, understanding the interactions between cAMP and calcium, in particular the effect of transient stimuli on DARPP-32 phosphorylation, has major implications for understanding reinforcement learning. We developed a computer model of the biochemical reaction pathways involved in the phosphorylation of DARPP-32 on Thr34 and Thr75. Ordinary differential equations describing the biochemical reactions were implemented in a single compartment model using the software XPPAUT. Reaction rate constants were obtained from the biochemical literature. The first set of simulations using sustained elevations of dopamine and calcium produced phosphorylation levels of DARPP-32 similar to that measured experimentally, thereby validating the model. The second set of simulations, using the validated model, showed that transient dopamine elevations increased the phosphorylation of Thr34 as expected, but transient calcium elevations also increased the phosphorylation of Thr34, contrary to what is believed. When transient calcium and dopamine stimuli were paired, PKA activation and Thr34 phosphorylation increased compared with dopamine alone. This result, which is robust to variation in model parameters, supports reinforcement learning theories in which activity-dependent long-term synaptic plasticity requires paired glutamate and dopamine inputs

Эпидемиологическая характеристика парвовирусной В19 инфекции у детей с гематологическими заболеваниями

ДЕТИ, СЛУЖБЫ ОХРАНЫ ЗДОРОВЬЯКРОВИ БОЛЕЗНИПАРВОВИРУСНЫЕ ИНФЕКЦИИЭПИДЕМИОЛОГИ

The Bivariate Normal Copula

We collect well known and less known facts about the bivariate normal distribution and translate them into copula language. In addition, we prove a very general formula for the bivariate normal copula, we compute Gini's gamma, and we provide improved bounds and approximations on the diagonal.Comment: 24 page

Transfer Functions for Protein Signal Transduction: Application to a Model of Striatal Neural Plasticity

We present a novel formulation for biochemical reaction networks in the context of signal transduction. The model consists of input-output transfer functions, which are derived from differential equations, using stable equilibria. We select a set of 'source' species, which receive input signals. Signals are transmitted to all other species in the system (the 'target' species) with a specific delay and transmission strength. The delay is computed as the maximal reaction time until a stable equilibrium for the target species is reached, in the context of all other reactions in the system. The transmission strength is the concentration change of the target species. The computed input-output transfer functions can be stored in a matrix, fitted with parameters, and recalled to build discrete dynamical models. By separating reaction time and concentration we can greatly simplify the model, circumventing typical problems of complex dynamical systems. The transfer function transformation can be applied to mass-action kinetic models of signal transduction. The paper shows that this approach yields significant insight, while remaining an executable dynamical model for signal transduction. In particular we can deconstruct the complex system into local transfer functions between individual species. As an example, we examine modularity and signal integration using a published model of striatal neural plasticity. The modules that emerge correspond to a known biological distinction between calcium-dependent and cAMP-dependent pathways. We also found that overall interconnectedness depends on the magnitude of input, with high connectivity at low input and less connectivity at moderate to high input. This general result, which directly follows from the properties of individual transfer functions, contradicts notions of ubiquitous complexity by showing input-dependent signal transmission inactivation.Comment: 13 pages, 5 tables, 15 figure

Onset of main Phanerozoic marine radiation sparked by emerging Mid Ordovician icehouse

This is the final version. Available on open access from Springer Nature via the DOI in this recordThe Great Ordovician Biodiversification Event (GOBE) was the most rapid and sustained increase in marine Phanerozoic biodiversity. What generated this biotic response across Palaeozoic seascapes is a matter of debate; several intrinsic and extrinsic drivers have been suggested. One is Ordovician climate, which in recent years has undergone a paradigm shift from a text-book example of an extended greenhouse to an interval with transient cooling intervals - at least during the Late Ordovician. Here, we show the first unambiguous evidence for a sudden Mid Ordovician icehouse, comparable in magnitude to the Quaternary glaciations. We further demonstrate the initiation of this icehouse to coincide with the onset of the GOBE. This finding is based on both abiotic and biotic proxies obtained from the most comprehensive geochemical and palaeobiological dataset yet collected through this interval. We argue that the icehouse conditions increased latitudinal and bathymetrical temperature and oxygen gradients initiating an Early Palaeozoic Great Ocean Conveyor Belt. This fuelled the GOBE, as upwelling zones created new ecospace for the primary producers. A subsequent rise in δ(13)C ratios known as the Middle Darriwilian Isotopic Carbon Excursion (MDICE) may reflect a global response to increased bioproductivity encouraged by the onset of the GOBE.Our expeditions to Russia were mainly funded by the Carlsberg Foundation. C.M.Ø.R. and D.A.T.H. are particularly grateful to the Danish Council for Independent Research | Natural Sciences for their support of this specific project. C.M.Ø.R. further acknowledge support from the VILLUM Foundations Young Investigator Programme. A.L. was funded by the Royal Swedish Physiographic Society in Lund