Dividends and the Time of Ruin under Barrier Strategies with a Capital-Exchange Agreement

We consider a capital-exchange agreement, where two insurers recapitalize each other in certain situations with funds they would otherwise use for dividend payments. We derive equations characterizing the expected time of ruin and the expected value of the respective discounted dividends until ruin, if dividends are paid according to a barrier strategy. In a Monte Carlo simulation study we illustrate the potential advantages of this type of collaboration

From ruin to bankruptcy for compound Poisson surplus processes

In classical risk theory, the infinite-time ruin probability of a surplus process Ct is calculated as the probability of the process becoming negative at some point in time. In this paper, we consider a relaxation of the ruin concept to the concept of bankruptcy, according to which one has a positive surplus-dependent probability to continue despite temporary negative surplus. We study the resulting bankruptcy probability for the compound Poisson risk model with exponential claim sizes for different bankruptcy rate functions, deriving analytical results, upper and lower bounds as well as an efficient simulation method. Numerical examples are given and the results are compared with the classical ruin probabilities. Finally, it is illustrated how the analysis can be extended to study the discounted penalty function under this relaxed ruin criterion

FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES

In classical risk theory, the infinite-time ruin probability of a surplus process Ct is calculated as the probability of the process becoming negative at some point in time. In this paper, we consider a relaxation of the ruin concept to the concept of bankruptcy, according to which one has a positive surplus-dependent probability to continue despite temporary negative surplus. We study the resulting bankruptcy probability for the compound Poisson risk model with exponential claim sizes for different bankruptcy rate functions, deriving analytical results, upper and lower bounds as well as an efficient simulation method. Numerical examples are given and the results are compared with the classical ruin probabilities. Finally, it is illustrated how the analysis can be extended to study the discounted penalty function under this relaxed ruin criterio

Microconstriction Arrays for High-Throughput Quantitative Measurements of Cell Mechanical Properties

AbstractWe describe a method for quantifying the mechanical properties of cells in suspension with a microfluidic device consisting of a parallel array of micron-sized constrictions. Using a high-speed charge-coupled device camera, we measure the flow speed, cell deformation, and entry time into the constrictions of several hundred cells per minute during their passage through the device. From the flow speed and the occupation state of the microconstriction array with cells, the driving pressure across each constriction is continuously computed. Cell entry times into microconstrictions decrease with increased driving pressure and decreased cell size according to a power law. From this power-law relationship, the cell elasticity and fluidity can be estimated. When cells are treated with drugs that depolymerize or stabilize the cytoskeleton or the nucleus, elasticity and fluidity data from all treatments collapse onto a master curve. Power-law rheology and collapse onto a master curve are predicted by the theory of soft glassy materials and have been previously shown to describe the mechanical behavior of cells adhering to a substrate. Our finding that this theory also applies to cells in suspension provides the foundation for a quantitative high-throughput measurement of cell mechanical properties with microfluidic devices

Biomembrane-mimicking lipid bilayer system as a mechanically tunable cell substrate

Cell behavior such as cell adhesion, spreading, and contraction critically depends on the elastic properties of the extracellular matrix. It is not known, however, how cells respond to viscoelastic or plastic material properties that more closely resemble the mechanical environment that cells encounter in the body. In this report, we employ viscoelastic and plastic biomembrane-mimicking cell substrates. The compliance of the substrates can be tuned by increasing the number of polymer-tethered bilayers. This leaves the density and conformation of adhesive ligands on the top bilayer unaltered. We then observe the response of fibroblasts to these property changes. For comparison, we also study the cells on soft polyacrylamide and hard glass surfaces. Cell morphology, motility, cell stiffness, contractile forces and adhesive contact size all decrease on more compliant matrices but are less sensitive to changes in matrix dissipative properties. These data suggest that cells are able to feel and respond predominantly to the effective matrix compliance, which arises as a combination of substrate and adhesive ligand mechanical properties

Allele-dependent processing pathways generate the endogenous human leukocyte antigen (HLA) class I peptide repertoire in transporters associated with antigen processing (TAP)-deficient cells

The transporters associated with antigen processing (TAP) allow the supply of peptides derived from the cytosol to translocate to the endoplasmic reticulum, where they complex with nascent human leukocyte antigen (HLA) class I molecules. However, infected and tumor cells with TAP molecules blocked or individuals with nonfunctional TAP complexes are able to present HLA class I ligands generated by TAP-independent processing pathways. These peptides are detected by the CD8(+) lymphocyte cellular response. Here, the generation of the overall peptide repertoire associated with four different HLA class I molecules in TAP-deficient cells was studied. Using different protease inhibitors, four different proteolytic specificities were identified. These data demonstrate the different allele-dependent complex processing pathways involved in the generation of the HLA class I peptide repertoire in TAP-deficient cells.This work was supported by Fundación para la Investigación y Prevención del SIDA en España Foundation grants.S

N-cadherin-functionalized polymer-tethered multi-bilayer: a cell surface-mimicking substrate to probe cellular mechanosensitivity

Fate and function of anchorage-dependent cells depend on a variety of environmental cues, including those of mechanical nature. Previous progress in the understanding of cellular mechanosensitivity has been closely linked to the availability of artificial cell substrates of adjustable viscoelasticity, allowing for a direct correlation between substrate stiffness and cell response. Exemplary, polymeric gel substrates with polymer-conjugated cell-substrate linkers provided valuable insight into the role of mechanical signals during cell migration in an extracellular matrix environment. In contrast, less is known about the role of external mechanical signals across cell–cell interfaces, in part, due to the limitations of traditional polymeric substrates to mimic the remarkable dynamics of cell–cell linkages. To overcome this shortcoming, we introduce a cell surface-mimicking cell substrate of adjustable stiffness, which is comprised of a polymer-tethered lipid multi-bilayer stack with N-cadherin linkers. Unlike traditional polymeric cell substrates with polymer-conjugated linkers, this novel artificial cell substrate is able to replicate the dynamic assembly/disassembly of cadherin linkers into linker clusters and the long-range movements of cadherin-based cell-substrate linkages observed at cell–cell interfaces. Moreover, substrate stiffness can be changed by adjusting the number of bilayers in the multi-bilayer stack, thus enabling the analysis of cellular mechanosensitivity in the presence of artificial cell–cell linkages. The presented biomembrane-mimicking cell substrate provides a valuable tool to explore the functional role of mechanical cues from neighboring cells

Stage-Specific Inhibition of MHC Class I Presentation by the Epstein-Barr Virus BNLF2a Protein during Virus Lytic Cycle

gamma-herpesvirus Epstein-Barr virus (EBV) persists for life in infected individuals despite the presence of a strong immune response. During the lytic cycle of EBV many viral proteins are expressed, potentially allowing virally infected cells to be recognized and eliminated by CD8+ T cells. We have recently identified an immune evasion protein encoded by EBV, BNLF2a, which is expressed in early phase lytic replication and inhibits peptide- and ATP-binding functions of the transporter associated with antigen processing. Ectopic expression of BNLF2a causes decreased surface MHC class I expression and inhibits the presentation of indicator antigens to CD8+ T cells. Here we sought to examine the influence of BNLF2a when expressed naturally during EBV lytic replication. We generated a BNLF2a-deleted recombinant EBV (ΔBNLF2a) and compared the ability of ΔBNLF2a and wild-type EBV-transformed B cell lines to be recognized by CD8+ T cell clones specific for EBV-encoded immediate early, early and late lytic antigens. Epitopes derived from immediate early and early expressed proteins were better recognized when presented by ΔBNLF2a transformed cells compared to wild-type virus transformants. However, recognition of late antigens by CD8+ T cells remained equally poor when presented by both wild-type and ΔBNLF2a cell targets. Analysis of BNLF2a and target protein expression kinetics showed that although BNLF2a is expressed during early phase replication, it is expressed at a time when there is an upregulation of immediate early proteins and initiation of early protein synthesis. Interestingly, BNLF2a protein expression was found to be lost by late lytic cycle yet ΔBNLF2a-transformed cells in late stage replication downregulated surface MHC class I to a similar extent as wild-type EBV-transformed cells. These data show that BNLF2a-mediated expression is stage-specific, affecting presentation of immediate early and early proteins, and that other evasion mechanisms operate later in the lytic cycle

Association of LMP/TAP Gene Polymorphisms with Tuberculosis Susceptibility in Li Population in China

Background: Tuberculosis (TB) is a contagious disease affected by multiple genetic and environmental factors. Several association studies have suggested that cellular immune response is vital for controlling and preventing of tuberculosis infection. Low molecular weight polypeptides (LMPs) and transporters with antigen processing (TAPs) are the main molecules in the processing and presentation pathway for intracellular antigens. This study was performed to elucidate whether these antigen-processing genes (LMP/TAP) polymorphisms could be associated with the risk of tuberculosis infection in China. Methodology/Principal Findings: We recruited 205 active pulmonary tuberculosis patients and 217 normal controls from Li population for this study. Four polymorphisms of LMP/TAP genes were determined by PCR-RFLP assay and haplotypes were constructed by software PHASE 1.0. Of the total four polymorphisms, genotype frequencies of LMP7 AA homozygote and CA heterozygote were significantly greater among cases compared to controls, with odds ratio of 3.77 (95 % CI: 1.60–8.89; P = 0.002) and 2.97 (95 % CI: 1.80–4.90; P,0.0001), respectively. The genotypes of TAP1-2 GG homozygote and AG heterozygote were more frequent in subjects with TB than in controls, with odds ratio of 3.94 (95 % CI: 1.82–8.53; P = 0.001) and 2.87 (95 % CI: 1.75–4.71; P,0.0001), respectively. Similarly, we found that haplotype B which carried LMP7 and TAP1-2 variations significantly increased the susceptibility to TB (OR = 3.674, 95 % CI: 2.254–5.988; P,0.0001). Moreover, it i

Processing of a Multiple Membrane Spanning Epstein-Barr Virus Protein for Cd8+T Cell Recognition Reveals a Proteasome-Dependent, Transporter Associated with Antigen Processing–Independent Pathway

Epstein-Barr virus (EBV) latent membrane protein (LMP)2 is a multiple membrane spanning molecule which lacks ectodomains projecting into the lumen of the endoplasmic reticulum (ER). Human CD8+ cytotoxic T lymphocytes (CTL)s recognize a number of epitopes within LMP2. Assays with epitope-specific CTLs in two different cell backgrounds lacking the transporter associated with antigen processing (TAP) consistently show that some, but not all, LMP2 epitopes are presented in a TAP-independent manner. However, unlike published examples of TAP-independent processing from endogenously expressed antigens, presentation of TAP-independent LMP2 epitopes was abrogated by inhibition of proteasomal activity. We found a clear correlation between hydrophobicity of the LMP2 epitope sequence and TAP independence, and experiments with vaccinia minigene constructs expressing cytosolic epitope peptides confirmed that these more hydrophobic peptides were selectively able to access the HLA class I pathway in TAP-negative cells. Furthermore, the TAP-independent phenotype of particular epitope sequences did not require membrane location of the source antigen since (i) TAP-independent LMP2 epitopes inserted into an EBV nuclear antigen and (ii) hydrophobic epitope sequences native to EBV nuclear antigens were both presented in TAP-negative cells. We infer that there is a proteasome-dependent, TAP-independent pathway of antigen presentation which hydrophobic epitopes can selectively access