Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach for modelling and projecting mortality

In this paper, we develop accurate approximations for medians of life expectancy and life annuity pure premiums viewed as functions of future mortality trends as predicted by parametric models of the improvement rates in mortality. Numerical illustrations show that the comonotonic approximations perform well in this case, which suggests that they can be used in practice to evaluate the consequences of the uncertainty in future death rates. Prediction intervals based on 5% and 95% quantiles are also considered but appear to be wider compared to simulated ones. This provides the practitioner with a conservative shortcut, thereby avoiding the problem of simulations within simulations in, for instance, Solvency 2 calculations

Comparison of CDMA and FDMA for the MobileStar(sm) system

Spread-spectrum code division multiple access (CDMA) and single channel per carrier frequency division multiple access (FDMA) systems are compared for spectrum efficiency. CDMA is shown to have greater maximum throughput than FDMA for the MobileStar(sm) system which uses digital voice activated carriers and directive circularly polarized satellite antennas

Effects of prestrain on the ductile-to-brittle transition of ice

AbstractThe ductile-to-brittle transition was investigated in prestrained columnar ice at −10 °C. Laboratory-grown specimens of freshwater and saline ice were prestrained under uniaxial across-column compression (to levels from εp = 0.003 to εp = 0.20, at constant strain rates in the ductile regime) and likewise reloaded (at rates from 1 × 10−6s−1 to 3 × 10−2s−1). Prestrain caused solid-state recrystallization as well as damage in the form of non-propagating microcracks. The ductile-to-brittle transition strain rate ε˙D/B increased by a factor of 3–10 after prestrain of εp = 0.035 in both freshwater and saline ice, compared to that of initially undamaged ice of the same type. Additional prestrain had little further effect on ε˙D/B. The results are interpreted within the framework of a model (proposed by Schulson, 1990, and Renshaw and Schulson, 2001) that predicts the transition strain rate based on the micromechanical boundary between creep and fracture processes. Model parameters primarily affected by prestrain were the power-law creep coefficient B (more so than the creep exponent n), Young's modulus E and, by extension, the fracture toughness KIc

The Role of Damage and Recrystallization in the Elastic Properties of Columnar Ice

Effects of damage on elastic properties were studied in columnar-grained specimens of freshwater and saline ice, subjected, at −10°C, to varying levels of inelastic strain. The ice was compressed uniaxially at constant strain rates up to 0.20 strain, which caused localized recrystallization and imparted damage in the form of non-propagating cracks. Damage was quantified in terms of dimensionless crack density, which, along with recrystallized area fraction, was determined from thin sections. The change in porosity due to stress-induced cracks served as another indicator of damage. Elastic properties were derived using P-wave and S-wave ultrasonic transmission velocities measured in across-column directions through the damaged ice, either parallel (x 1) or perpendicular (x 2) to the initial loading direction. In general, as damage increased with greater strain, the ice became more compliant and (particularly freshwater ice) more anisotropic. Furthermore, with increasing strain rate, the magnitude of these effects and crack density tended to increase, in contrast to the recrystallized area fraction, which tended to decrease. We observed compliance to correspond closely with porosity and with dimensionless crack density, for strains up to 0.10. At greater levels of strain these correspondences became less clear due, in part, to the different character of the damage

Exploring neutrophil behaviour in a zebrafish model of inflammation through the generation of novel parameters using MatLab algorithms

Purpose/Objective: Tracking of immune cells is key to understanding their behaviour during inflammation. Current software available for tracking of immune cells is limited. The aim of this study was to develop a MatLab package of segmentation and tracking algorithms to apply in the tracking of neutrophils, fluorescently labelled in our zebrafish model [1]. The development of algorithms in MatLab allows us to explore parameters not available in other software packages such as directionality of neutrophil movement and neutrophil behaviour in- side and outside of a wound region. Materials and methods: Tail fin transection was performed on Tg(mpx:GFP) zebrafish (3 dpf) which were imaged on a spinning disk confocal from 1 h post injury (hpi) to 7 hpi. Images were exported from VolocityTM and analysed using MatLab m-files written for the tracking of immune cells. This is a fully automated analysis, after the user defines the initial thresholds based on fluorescent intensity of the images. Results: Neutrophils from injured embryos had a lower meandering ratio and a greater speed than neutrophils tracked in uninjured embryos (meandering ratio 0.24 ± 0.03 versus 0.42 ± 0.05, P = 0.003; speed 4.03 ± 0.32 versus 1.31 ± 0.21 pixels/frame, P 0.05). In injured embryos with a defined wound region, the oriented velocity towards the wound was 0.31 ± 0.24 pixels/frame. Once within the wound region, the oriented velocity of neutrophil tracks was -0.39 ± 0.32 pixels/frame; indicating that while the neutrophils travel at a similar speed, they are now travelling away from the wound. The ‘in wound ratio’ was 0.91 ± 0.04, indicating that once neutrophils enter the wound region they tend to stay, in the timeframe studied. The ‘leave wound ratio’ was 0.37 ± 0.03, a measure of the rate at which neutrophils move away from the site of injury once they have entered the wound region. Conclusions: Using these algorithms, we can analyse the behaviour of immune cells in a more detailed way. In addition to previously available parameters such as meandering ratio and speed, more complex parameters such as velocity towards or away from a wound region and a measurement of how neutrophils behave while in a wound region are available. Combining this novel tracking technology with established assays in our laboratory will enable the further dissection of neutrophil fate following an inflammatory stimulus

Tracking neutrophils in zebrafish: the use of synthetic data sets

In this work we present a series of data sets that model the behaviour of neutrophils as observed with a confocal microscope. The data sets describe important characteristics of the migration of neutrophils such as collisions and path tortuosity as well as different levels of background noise. Neutrophil trajectories were manually defined, and Gaussian shapes similar to those of real data sets were assigned to each position of a neutrophil. The availability of synthetic data sets such as the ones proposed here, together with appropriate gold standards will benefit those wanting to test the robustness and accuracy of segmentation and tracking algorithms

Plastic Faulting in Saltwater Ice

Compression experiments on laboratory-grown columnar S2 saltwater ice loaded triaxially through proportional loading at T = –20°C at applied strain rates of ε = 10–5–10–1 s–1 demonstrate that plastic (P) faulting is a mode of failure in saltwater ice when rapidly loaded under a high degree of confinement. In terms of microstructure, mechanical behavior and strength, saltwater ice that fails via P-faulting is almost indistinguishable from columnar S2 freshwater ice that fails via P-faulting loaded under the same conditions. The results also demonstrate that saltwater ice loaded rapidly may exhibit yet another mode of failure, in addition to P-faulting, through what appears to be a mechanism of pore collapse

Hydrophobically-modified chitosan nanoliposomes for intestinal drug delivery

A novel chitosan derivative, O-palmitoyl chitosan (OPC) was synthesized from chitosan and palmitoyl chloride using methane-sulfonic acid as a solvent. The success of synthesis was confirmed by Fourier transform infra-red (FT-IR) spectroscopy and proton NMR spectroscopy (H-NMR). Liposomes encapsulating ferrous sulphate as a model hydrophilic drug for intestinal delivery were prepared with or without OPC inclusion (Lipo-Fe and OPC-Lipo-Fe). Entrapment of iron was significantly higher in OPC containing liposomes compared to controls. Quantitative iron absorption from the OPC liposomes was significantly higher (1.5-fold P< 0.05) than free ferrous sulphate controls. Qualitative uptake analysis by confocal imaging using coumarin-6 dye loaded liposomes also indicated higher cellular uptake and internalization of the OPC-containing liposomes. These findings suggest that addition of OPC during liposome preparation creates robust vesicles that have improved mucoadhesive and absorption enhancing properties. The chitosan derivative OPC therefore provides a novel alternative for formulation of delivery vehicles targeting intestinal absorption

Longevity-contingent deferred life annuities

Considering the substantial systematic longevity risk threatening annuity providers’ solvency, indexing benefits on actual mortality improvements appears to be an efficient risk management tool, as discussed in Denuit et al. (2011) and Richter and Weber (2011). Whereas these papers consider indexing annuity payments, the present work suggests that the length of the deferment period could also be subject to revision, providing longevity-contingent deferred life annuities

Pricing reverse mortgages in Spain

[EN] In Spain, as in other European countries, the continuous ageing of the population creates a need for long-term care services and their financing. However, in Spain the development of this kind of services is still embryonic. The aim of this article is to obtain a calculation method for reverse mortgages in Spain based on the fit and projection of dynamic tables for Spanish mortality, using the Lee and Carter model. Mortality and life expectancy for the next 20 years are predicted using the fitted model, and confidence intervals are obtained from the prediction errors of parameters for the mortality index of the model. 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