On ruin probability and aggregate claim representations for Pareto claim size distributions

We generalize an integral representation for the ruin probability in a Cramer-Lundberg risk model with shifted (or also called US-)Pareto claim sizes, obtained by Ramsay (2003), to classical Pareto(a) claim size distributions with arbitrary real values a > 1 and derive its asymptotic expansion. Furthermore an integral representation for the tail of compound sums of Pareto-distributed claims is obtained and numerical illustrations of its performance in comparison to other aggregate claim approximations are provided

Tail asymptotics for dependent subexponential differences

We study the asymptotic behavior of ℙ(X − Y > u) as u → ∞, where X is subexponential, Y is positive, and the random variables X and Y may be dependent. We give criteria under which the subtraction of Y does not change the tail behavior of X. It is also studied under which conditions the comonotonic copula represents the worst-case scenario for the asymptotic behavior in the sense of minimizing the tail of X − Y. Some explicit construction of the worst-case copula is provided in other case

Tail asymptotics for dependent subexponential differences

We study the asymptotic behavior of ℙ(X − Y > u) as u → ∞, where X is subexponential, Y is positive, and the random variables X and Y may be dependent. We give criteria under which the subtraction of Y does not change the tail behavior of X. It is also studied under which conditions the comonotonic copula represents the worst-case scenario for the asymptotic behavior in the sense of minimizing the tail of X − Y. Some explicit construction of the worst-case copula is provided in other cases

bíogo/hts: high throughput sequence handling for the Go language

biogo/hts provides a Go native implementation of the SAM specification (Group 2016) for SAM and BAM alignment formats (H. et al. 2012) commonly used for representation of high throughput genomic data, the BAI, CSI and tabix indexing formats, and the BGZF blocked compression format. The biogo/hts packages perform parallelized read and write operations and are able to cache recent reads according to user-specified caching methods. The parallelisation approach used by the biogo/hts package is influenced by the approach of the D implementation, sambamba by Tarazov et al. (T. A. et al. 2015). The biogo/hts APIs have been constructed to provide a consistent interface to sequence alignment data and the underlying compression system in order to aid ease of use and tool development.R. Daniel Kortschak, Brent S. Pedersen, and David L. Adelso

Tail asymptotics of randomly weighted large risks

Tail asymptotic probabilities for linear combinations of randomly weighted order statistics are approximated under various assumptions. One key assumption is the asymptotic independence for all risks, and thus, it is not surprising that the maxima represents the most influential factor when one investigates the tail behaviour of our considered risk aggregation, which for example, can be found in the reinsurance market. This extreme behaviour confirms the “one big jump” property that has been vastly discussed in the existing literature in various forms whenever the asymptotic independence is present. An illustration of our results together with a specific application are explored under the assumption that the underlying risks follow the multivariate Log-normal distribution. Keywords and phrases: Davis-Resnick tail property; Extreme value distribution; Max-domain of attraction; Mitra-Resnick model; Risk aggregatio

Second Order Asymptotics of Aggregated Log-Elliptical Risk

In this paper we establish the error rate of first order asymptotic approximation for the tail probability of sums of log-elliptical risks. Our approach is motivated by extreme value theory which allows us to impose only some weak asymptotic conditions satisfied in particular by log-normal risks. Given the wide range of applications of the log-normal model in finance and insurance our result is of interest for both rare-event simulations and numerical calculations. We present numerical examples which illustrate that the second order approximation derived in this paper significantly improves over the first order approximation

Transposable elements and gene expression during the evolution of amniotes

Published online: 12 June 2018Background: Transposable elements (TEs) are primarily responsible for the DNA losses and gains in genome sequences that occur over time within and between species. TEs themselves evolve, with clade specific LTR/ERV, LINEs and SINEs responsible for the bulk of species-specific genomic features. Because TEs can contain regulatory motifs, they can be exapted as regulators of gene expression. While TE insertions can provide evolutionary novelty for the regulation of gene expression, their overall impact on the evolution of gene expression is unclear. Previous investigators have shown that tissue specific gene expression in amniotes is more similar across species than within species, supporting the existence of conserved developmental gene regulation. In order to understand how species-specific TE insertions might affect the evolution/conservation of gene expression, we have looked at the association of gene expression in six tissues with TE insertions in six representative amniote genomes. Results: A novel bootstrapping approach has been used to minimise the conflation of effects of repeat types on gene expression. We compared the expression of orthologs containing recent TE insertions to orthologs that contained older TE insertions, and the expression of non-orthologs containing recent TE insertions to non-orthologs with older TE insertions. Both orthologs and non-orthologs showed significant differences in gene expression associated with TE insertions. TEs were found associated with species-specific changes in gene expression, and the magnitude and direction of expression changes were noteworthy. Overall, orthologs containing species-specific TEs were associated with lower gene expression, while in non-orthologs, non-species specific TEs were associated with higher gene expression. Exceptions were SINE elements in human and chicken, which had an opposite association with gene expression compared to other species. Conclusions: Our observed species-specific associations of TEs with gene expression support a role for TEs in speciation/response to selection by species. TEs do not exhibit consistent associations with gene expression and observed associations can vary depending on the age of TE insertions. Based on these observations, it would be prudent to refrain from extrapolating these and previously reported associations to distantly related species.Lu Zeng, Stephen M. Pederson, R.Daniel Kortschak and David L. Adelso

bíogo: a simple high-performance bioinformatics toolkit for the Go language

biogo is a framework designed to ease development and maintenance of computationally intensive bioinformatics applications (Kortschak and Adelson 2014). The library is written in the Go programming language, a garbage-collected, strictly typed compiled language with built in support for concurrent processing, and performance comparable to C and Java. It provides a variety of data types and utility functions to facilitate manipulation and analysis of large scale genomic and other biological data. biogo uses a concise and expressive syntax, lowering the barriers to entry for researchers needing to process large data sets with custom analyses while retaining computational safety and ease of code review. We believe biogo provides an excellent environment for training and research in computational biology because of its combination of strict typing, simple and expressive syntax, and high performance.R. Daniel Kortschak, Josh Bleecher Snyder, Manolis Maragkakis, and David L. Adelso

LINEs between species: evolutionary dynamics of LINE-1 retrotransposons across the eukaryotic tree of life

LINE-1 (L1) retrotransposons are dynamic elements. They have the potential to cause great genomic change because of their ability to 'jump' around the genome and amplify themselves, resulting in the duplication and rearrangement of regulatory DNA. Active L1, in particular, are often thought of as tightly constrained, homologous and ubiquitous elements with well-characterized domain organization. For the past 30 years, model organisms have been used to define L1s as 6-8 kb sequences containing a 5'-UTR, two open reading frames working harmoniously in cis, and a 3'-UTR with a polyA tail. In this study, we demonstrate the remarkable and overlooked diversity of L1s via a comprehensive phylogenetic analysis of elements from over 500 species from widely divergent branches of the tree of life. The rapid and recent growth of L1 elements in mammalian species is juxtaposed against the diverse lineages found in other metazoans and plants. In fact, some of these previously unexplored mammalian species (e.g. snub-nosed monkey, minke whale) exhibit L1 retrotranspositional 'hyperactivity' far surpassing that of human or mouse. In contrast, non-mammalian L1s have become so varied that the current classification system seems to inadequately capture their structural characteristics. Our findings illustrate how both long-term inherited evolutionary patterns and random bursts of activity in individual species can significantly alter genomes, highlighting the importance of L1 dynamics in eukaryotes.Atma M. Ivancevic, R. Daniel Kortschak, Terry Bertozzi and David L. Adelso

Identification of candidate anti-cancer molecular mechanisms of compound kushen injection using functional genomics

Compound Kushen Injection (CKI) has been clinically used in China for over 15 years to treat various types of solid tumours. However, because such Traditional Chinese Medicine (TCM) preparations are complex mixtures of plant secondary metabolites, it is essential to explore their underlying molecular mechanisms in a systematic fashion. We have used the MCF-7 human breast cancer cell line as an initial in vitro model to identify CKI induced changes in gene expression. Cells were treated with CKI for 24 and 48 hours at two concentrations (1 and 2 mg/mL total alkaloids), and the effect of CKI on cell proliferation and apoptosis were measured using XTT and Annexin V/Propidium Iodide staining assays respectively. Transcriptome data of cells treated with CKI or 5-Fluorouracil (5-FU) for 24 and 48 hours were subsequently acquired using high-throughput Illumina RNA-seq technology. In this report we show that CKI inhibited MCF-7 cell proliferation and induced apoptosis in a dose-dependent fashion. We integrated and applied a series of transcriptome analysis methods, including gene differential expression analysis, pathway over-representation analysis, de novo identification of long non-coding RNAs (lncRNA) as well as co-expression network reconstruction, to identify candidate anti-cancer molecular mechanisms of CKI. Multiple pathways were perturbed and the cell cycle was identified as the potential primary target pathway of CKI in MCF-7 cells. CKI may also induce apoptosis in MCF-7 cells via a p53 independent mechanism. In addition, we identified novel lncRNAs and showed that many of them might be expressed as a response to CKI treatment.Zhipeng Qu, Jian Cui, Yuka Harata-Lee, Thazin Nwe Aung, Qianjin Feng, Joy M. Raison, Robert Daniel Kortschak, David L. Adelso