bluuebunny/crossref_metadata_2025 huggingface dataset:
Economic Applications to Actuarial Work: Personal Pensions and Future Rates of Return
Authors: Cantor A.C.M. , Sefton J.A.
Published: June 2011

This paper considers certain applications of economics to actuarial work, concentrating on three issues of public interest. The background to the first two issues is the Government's encouragement of personal pensions particularly through stakeholder pensions. The paper shows how the use of an economics model enables investigations to be made, firstly on the demand for personal pensions by different income groups and secondly on the likely inequality of benefits between generations due to variations in the rates of return. The conclusion on the first issue is that personal pensions are of little benefit to low-earners, i.e. those the Government most wants to benefit, and recommends a way of rectifying this; the main conclusion on the second issue is that households will take action to mitigate much of the inequality. The third issue, that of estimating future rates of return, is one of key financial importance. The paper reviews relevant economic papers in this area and considers how the actuarial profession may improve communication with the economics discipline and with its members.
On Valuation and Risk Management at the Interface of Insurance and Finance
Authors: Møller T.
Published: June 2011

This paper reviews methods for hedging and valuation of insurance claims with an inherent financial risk, with special emphasis on quadratic hedging approaches and indifference pricing principles and their applications in insurance. It thus addresses aspects of the interplay between finance and insurance, an area which has gained considerable attention during the past years, in practice as well as in theory. Products combining insurance risk and financial risk have gained considerable market shares. Special attention is paid to unit-linked life insurance contracts, and it is demonstrated how these contracts can be valued and hedged by using traditional methods as well as more recent methods from incomplete financial markets such as risk-minimisation, mean-variance hedging, super-replication and indifference pricing with mean-variance utility functions.
A Review of Policyholders' Reasonable Expectations
Authors: Shelley M. , Arnold M. , Needleman P. D.
Published: June 2011

The text of this paper, together with the abstract of the discussion held by the Institute of Actuaries on 25 February 2002, are printed in British Actuarial Journal, 8, IV, 705-755.
Notes on the FTSE All-World Index Series: Constituent Changes in 2001
Authors: Brumwell J. C. H.
Published: June 2011

During 2001, which was the fifteenth year of publication of the FTSE All-World Index series – previously known as the Financial Times-Actuaries World Index, and the FT/S&P Actuaries World Index – the major change was the implementation of long promised adjustments to reflect the available free floats of each constituent company's shares on 18 June 2001.
Reserving, Pricing and Hedging For Policies with Guaranteed Annuity Options
Authors: Wilkie A. D. , Waters H. R. , Yang S.
Published: June 2011

In this paper we consider reserving and pricing methodologies for a pensions-type contract with a simple form of guaranteed annuity option. We consider only unit-linked contracts, but our methodologies and, to some extent, our numerical results would apply also to with-profits contracts.

The Report of the Annuity Guarantees Working Party (Bolton et al., 1997), presented the results of a very interesting survey, as at the end of 1996, of life assurance companies offering guaranteed annuity options. There was no consensus at that time among the companies on how to reserve for such options. The Report discussed several approaches to reserving, but concluded that it was unable to recommend a single approach. This paper is an attempt to fill that gap.

We investigate two approaches to reserving and pricing. In the first sections of the paper we consider quantile, and conditional tail expectation, reserves. The methodology we adopt here is very close to that proposed by the Maturity Guarantees Working Party in its Report to the profession (Ford et al., 1980). We show how these policies could have been reserved for in 1985, and what would have been the outcome of using the proposed method.

In a later section we consider the feasibility of using option pricing methodology to dynamically hedge a guaranteed annuity option. It is shown that this is possible within the context of the model we propose, but we submit that, in practical terms, dynamic hedging is not a complete solution to the problem since suitable tradeable assets do not in practice exist.

Finally, we describe several enhancements to our models and methodology, which would make them even more realistic, though generally they would have the effect of increasing the required contingency reserves
Notes on the FTSE Actuaries Share Indices (United Kingdom Series) in 2002
Authors: Brumwell J. C. H.
Published: June 2011

Consolidation of the FTSE Actuaries Share Indices Series and of the FTSE Global Industry Classification System. Introduction of ‘free float’ weightings (in six bands) introduced in 2001.
Lease Terms, Option Pricing and the Financial Characteristics of Property
Authors: Adams A.T. , Booth P.M. , MacGregor B.D.
Published: June 2011

Traditional and standard discounted cash flow valuation techniques are unable to deal with a variety of options contained in lease contracts. In the United Kingdom the most important embedded option is the upward-only rent review. This becomes more valuable to the landlord in an era of low demand and low inflation, as nominal market rents are more likely to fall. Lease contracts are freely negotiated between landlord and tenant, and alternative forms of rent review clause would fundamentally change the investment characteristics of property. Many other less common options also exist in lease contracts and these create further valuation difficulties. It is essential that property valuation techniques be developed that explicitly value the options in lease contracts.
Lessons from Closure: An Analysis and Comparison of the Issues Facing Closed Life Funds and Closed Pension Schemes
Authors: Campbell A. C. , Grimley D. C. , Pallister J. K. , Stoker A. M. , Walton A. R. , Yiasoumi C. A.
Published: June 2011

FOREWORD

An observer of the United Kingdom financial services scene over the last few years will have noticed the rising numbers of closed with-profits funds and final salary schemes closed to new entrants. Closed funds were not previously unheard of, but until recently most life insurance and pensions actuaries would not have come across them in their daily work.

There can be no doubt that, when compared to open funds, the closed variety have different characteristics and their financial management requires different approaches. Life and pensions actuaries tend to operate in their own separate fields, largely oblivious to what their fellow actuaries in other practice areas are doing. The growth of closed funds gives the two major branches of the U.K. actuarial profession an ideal opportunity to explore what we can learn from each other.

I am very grateful to the authors for tackling this subject on behalf of the profession and hope that it will be the first of many examples of useful cross-fertilisation of ideas.
Maturity Guarantees Revisited: Allowing for Extreme Stochastic Fluctuations using Stable Distributions
Authors: Finkelstein G.S.
Published: June 2011

The paper examines the suitability of the stable family of distributions with the Maturity Guarantees Working Party's stochastic investment model (Fordet al, 1980). It then examines the effect of replacing the Gaussian assumption made by the working party with a more general stable distribution. It also explains how the appropriate stable distribution can be fitted.
Modelling the Impact of Reinsurance on Financial Strength
Authors: Coutts S.M. , Thomas T.R.H.
Published: June 2011

This paper develops the Daykin et al (1994) asset/liability model to examine specifically the effects of different reinsurance programmes on the capital of a direct insurance company. By modelling the gross premiums and claims separately from the impact of reinsurance on them, it is possible to examine directly the effects of different reinsurance programmes on a company's expected performance just as easily as changes in asset mix or business volumes. The paper goes on to discuss the necessary assumptions to be built into such a model, and then gives a worked example. The emphasis of the paper is on management reporting rather than on mathematical detail.
The Political Economy of Regulation
Authors: Booth P.M.
Published: June 2011

This paper examines the political economy of regulation, reviewing market socialist, neo-classical and public interest approaches to regulation and analysing the development of financial services and insurance regulation in these frameworks. However, the paper suggests that these approaches do not capture properly many of the features of a market and the behaviour of regulators. Public choice theory is discussed, and it is concluded that there has not been significant capture of the regulatory process by interest groups. Austrian economics is proposed as a possible framework within which to analyse markets and regulators. It is concluded that there is prima facie evidence to suggest that the Austrian view of the market is realistic and that regulation in insurance markets can have unforeseen and undesirable effects. The author also concludes that, until 1970, insurance regulation did not deviate from principles which are appropriate if either a public choice or Austrian view is taken. However, the Financial Services Act 1998 and the Pensions Act 1995 do deviate from those principles.
Notes on the FT/S&P Actuaries World Indices in 1996
Authors: Brumwell J.C.H.
Published: June 2011

This note marks 10 years of publication of the FT/S&P World Indices. Equity indices are given for 28 countries, 11 continental groups, and the whole world, covering the Developed World and an increasing number of those in Emerging Markets.
Human Genetics and Financial Services. A Discussion Meeting with Supporting Papers
Authors: Wilkie A.D. , Le Grys D.J. , Macdonald A.S. , Ross T.M. , Daykin C.D.
Published: June 2011

The Profession held a joint seminar on ‘Human Genetics: Uncertainties and the Financial Implications Ahead’ with the Royal Society of London in September 1996. Papers submitted to that seminar included four from the profession and several from the medical, legal, social and scientific communities.

This Sessional Meeting is designed to provide a forum for discussion amongst a wider actuarial audience. The topic is important to the profession, not only in relation to life insurance, but perhaps even more in relation to health insurance. The four papers by the actuarial authors are reproduced, together with a short third party summary of the whole seminar and a more detailed summary by C.D. Daykin of the actuarial, legal and social points raised in the discussions.

The meeting takes the form of a panel discussion. Each of the panellists is to be invited to make introductory comments on their papers to update them where appropriate in the light of developments since September 1996 (for example the ABI statement) and will also suggest specific topics for discussion at the meeting. There is then an opportunity for members and guests to raise and debate all relevant issues.
Minimum Funding Requirement: Specimen Calculations
Authors:   The Technical Support and Research Committee of the Pensions Board
Published: June 2011

These calculations of the Minimum Funding Requirement replace those that were issued with version 1.0 of GN27, which were made obsolete by the issue of version 1.1.
Address by the President of the Institute of Actuaries: For Goodness Sake
Authors: Ferguson D.G.R.
Published: June 2011

The Presidential Address argues that, by acting in the public interest, the power of actuaries to benefit individuals financially can become a competitive advantage for the profession. This theme is explored by reference to professionalism being under threat, the negative impact of professional negligence claims, the need for unity in the profession, nationally and internationally, and the consequences for our education. The future of the profession will be brighter, and can be expansionist, if actuaries are recognised and valued for serving the public interest in the wider fields, but this will require effective public relations.
Address by the President of the Faculty of Actuaries
Authors: Grace P.H.
Published: June 2011

The first part of the Address is a review of changes over the last 30 years in the actuarial management of a life office — ranging from the introduction of the Appointed Actuary system to some of the consequences of the Financial Services Act. It draws attention to some of the differences in the regulatory treatment of life assurance companies and other competing organisations in the savings field, highlights some of the shortcomings in the European solvency regime that is currently being reviewed by the authorities, comments on developments in the area of anti-discriminatory legislation and draws attention to some possible problems arising from such legislation.

The Address continues by outlining some of the issues that must be tackled if the profession is to expand into other fields, and the last part comments on developments in the day-to-day management of the United Kingdom actuarial profession and the Faculty's relationship with the Institute.
A Review of Wilkie's Stochastic Asset Model
Authors: Huber P.P.
Published: June 2011

This paper reviews the United Kingdom stochastic asset model developed by Wilkie (1995b). Certain aspects of the methodology used to develop this model could be problematic. Moreover, Wilkie (1995b) did not provide a complete evaluation of his model; certain economic theories and the constancy of the model's parameter values did not appear to have been specifically considered. This paper attempts to provide a comprehensive review of Wilkie's model.
Address by the President of the Institute of Actuaries. Flourishing in a Changing Employment Landscape
Authors: Masters Nigel Barry
Published: June 2011

Against a background of globalisation, regulatory change and the prospect of a merger with the Faculty of Actuaries, the profession is in a state of renewal. Traditional areas of actuarial expertise are likely to see employment reductions. However, our skills in risk and finance should be in demand. To ensure this we need to maintain the relevance of our examination system, develop the appropriate research resources and CPD offerings, give members the support that they need throughout their careers whilst working with employers to produce the skilled professionals that they require.
A Review of Lifetime Risk Factors for Mortality
Authors: Kuh D. , Hardy R. , Hotopf M. , Lawlor D. A. , Maughan B. , Westendorp R. , Cooper R. , Black S. , Mishra G. D.
Published: June 2011

This review was undertaken for the Faculty and Institute of Actuaries as part of their programme to encourage research collaborations between health researchers and actuaries in order to understand better the factors influencing mortality and longevity. The authors presented their findings in a number of linked sessions at the Edinburgh conference (Joining Forces on Mortality and Longevity) in October 2009 and contributed to this overview. The purpose is to review evidence for the impact on adult mortality of characteristics of the individual's lifetime socioeconomic or psychosocial environment or phenotype at the behavioural; multi-system (e.g. cognitive and physical function); or body system level (e.g. vascular and metabolic traits) that may be common risk factors for a number of major causes of death. This review shows there is growing evidence from large studies and systematic reviews that these individual characteristics, measured in pre-adult as well as the adult life, are associated with later mortality risk. The relative contribution of lifetime environment, genetic factors and chance, whether these contributions change with age, and the underlying social and biological pathways are still to be clarified. This review identifies areas where further life course research is warranted.
Selected Issues in Modelling Mortality by Cause and in Small Populations
Authors: Richards S. J.
Published: June 2011

Actuarial practice as regards mortality analysis and projection is changing rapidly. This paper provides a short introduction to some of the limitations and risks in using trends in cause of death as a means for projecting future mortality rates. It also covers recent developments in analysing the mortality of smaller populations, including survival models and “piggyback” models.
Holocene climate variability of the Norwegian Atlantic Current during high and low solar insolation forcing
Authors: Berner K. S. , Koç N. , Godtliebsen F. , Divine D.
Published: June 2011

A high‐resolution sediment core from the Vøring Plateau has been studied to document the centennial to millennial variability of the surface water conditions during the Holocene Climate Optimum (HCO) and the late Holocene period (LHP) in order to evaluate the effects of solar insolation on surface ocean climatology. Quantitative August summer sea surface temperatures (SSSTs) with a time resolution of 2–40 years are reconstructed by using three different diatom transfer function methods. Spectral‐ and scale‐space methods are applied to the records to explore the variability present in the time series at different time scales. The SSST development in core MD95‐2011 shows a delayed response to Northern Hemisphere maximum summer insolation at ∼11,000 years B.P. The record shows the maximum SSST of the HCO to be from 7.3 to 8.9 kyr B.P., which implies that the site was located in the regional warm water pool removed from the oceanic fronts and Arctic waters. Superimposed on the general cooling trend are higher‐frequency variabilities at time scales of 80–120, 210–320, 320–640, and 640–1280 years. The climate variations at the time scale of 320–640 years are documented both for periods of high and low solar orbital insolation. We found evidence that the submillennial‐scale mode of variability (640–900 years) in SSST evident during the LHP is directly associated with varying solar forcing. At the shorter scale of 260–450 years, the SSST during the LHP displays a lagged response to solar forcing with a phase‐locked behavior indicating the existence of a feedback mechanism in the climate system triggered by variations in the solar constant as well as the role of the thermal inertia of the ocean. The abruptness of the cooling events in the LHP, especially pronounced during the onsets of the Holocene Cold Period I (approximately 2300 years B.P.) and the Little Ice Age (approximately 550 years B.P.), can be explained by a shutdown of deep convection in the Nordic Seas in response to negative solar insolation anomalies. These cooling events are on the order of 1.5°C.
Controls on the long‐term downward transport of δ²H of water in a regionally extensive, two‐layered aquitard system
Authors: Hendry M. J. , Barbour S. L. , Zettl J. , Chostner V. , Wassenaar L. I.
Published: June 2011

Seven high‐resolution (0.3–0.6 m depth intervals), 1‐D vertical profiles of the δ²H of pore water were collected across a 300 km2 study area in southern Saskatchewan, Canada, to define the vertical controls on solute transport in a >120 m thick, two‐layered aquitard system. The 1‐D profiles were augmented with an existing δ²H profile collected from a previous study. The surficial aquitard in the area consists of Quaternary deposits (either glacial till or lacustrine deposits; 13 to 128 m thick) underlain by an upper Cretaceous claystone aquitard (80–110 m thick). The shape of the individual δ²H profiles and associated 1‐D transport modeling suggest diffusion is the regionally dominant vertical transport mechanism across the aquitards. The profile shape is controlled by the thickness of the Quaternary deposit and the δ²H value at the upper boundary, which coincides with the depth of the water table. The upper boundary δ²H value varies considerably across the area (−149‰ to −101‰), perhaps due to differences in local hydrological conditions (e.g., slope, aspect, infiltration) across the landscape. Modeling of all profiles shows the timing for till deposition and the timing of climate change during the Holocene are consistent across the area (∼30 ka and 7–10 ka before the present, respectively), corroborating other studies. This study provides insights into the hydrogeologic controls on solute transport in an aquitard system and associated geologic and climatic changes for a prairie region over the past 30 ka, and improves our understanding of initial and time‐dependent transport boundary conditions for the study of aquitards.
Impact of climate change on the water resources of the eastern Mediterranean and Middle East region: Modeled 21st century changes and implications
Authors: Chenoweth Jonathan , Hadjinicolaou Panos , Bruggeman Adriana , Lelieveld Jos , Levin Zev , Lange Manfred A. , Xoplaki Elena , Hadjikakou Michalis
Published: June 2011

The likely effects of climate change on the water resources of the eastern Mediterranean and Middle East region are investigated using a high‐resolution regional climate model (PRECIS) by comparing precipitation simulations of 2040–2069 and 2070–2099 with 1961–1990. The simulations show about a 10% decline in precipitation across the region by both the middle and the end of the century, with considerable variation between countries and international river basins. Results suggest that per capita water resources will not change particularly significantly in southeastern Europe, where they are relatively plentiful and population growth is minimal. However, in much of the Middle East, climate change coupled with population growth is likely to reduce per capita water resources considerably. This will inevitably result in major social, economic, and environmental change in the region. Countries where the required adaptation is likely to be particularly challenging include Turkey and Syria because of the large agricultural workforces, Iraq because of the magnitude of the change and its downstream location, and Jordan because of its meager per capita water resources coupled with limited options for desalination. If the internal water footprint of the region declines in line with precipitation but the total water footprint of the region increases in line with population, then by midcentury, as much as half the total water needs of the region may need to be provided through desalination and imported in the form of virtual water.
Crystal structure of the N‐terminal region of human Ash2L shows a winged‐helix motif involved in DNA binding
Authors: Chen Yong , Wan Bingbing , Wang Kevin C , Cao Fang , Yang Yuting , Protacio Angeline , Dou Yali , Chang Howard Y , Lei Ming
Published: June 2011

Ash2L is a core component of the MLL family histone methyltransferases and has an important role in regulating the methylation of histone H3 on lysine 4. Here, we report the crystal structure of the N‐terminal domain of Ash2L and reveal a new function of Ash2L. The structure shows that Ash2L contains an atypical PHD finger that does not have histone tail‐binding activity. Unexpectedly, the structure shows a previously unrecognized winged‐helix motif that directly binds to DNA. The DNA‐binding‐deficient mutants of Ash2L reduced Ash2L localization to the HOX locus. Strikingly, a single mutation in Ash2LWH (K131A) breaks the chromatin domain boundary, suggesting that Ash2L also has a role in chromosome demarcation.
Regulation of mammalian DNA methyltransferases: a route to new mechanisms
Authors: Denis Hélène , Ndlovu 'Matladi N , Fuks François
Published: June 2011

DNA methyltransferases (DNMTs) establish and maintain DNA methylation patterns at specific regions of the genome, thereby contributing to gene regulation. It is becoming evident that an intricate web of pathways target DNMTs to these genomic regions. Here, we review the understanding of these regulatory mechanisms and provide an overview of the new findings, emphasizing the emerging scenario in which several levels of regulation are coordinated to control DNMTs. The mechanisms involved include the dynamic interplay between interdependent post‐translational modifications that regulate DNMTs, post‐transcriptional regulation by miRNAs and the emerging role of non‐coding RNA in targeting mammalian DNMTs. The analysis of these mechanisms is imperative to the understanding of the role of DNA methylation in regulating gene expression during development and in disease.
Inhibition of Nitric Oxide Synthesis Increases Focal Ischemic Infarction in Rat
Authors: Yamamoto Seiji , Golanov Eugene V. , Berger Scott B. , Reis Donald J.
Published: June 2011

We investigated whether inhibition of nitric oxide (NO) biosynthesis with N-ω-nitro-l-arginine (NNA), a competitive inhibitor of NO synthase (NOS), would modify the volume of the focal ischemic infarction produced by occlusion of the middle cerebral artery (MCA) in spontaneously hypertensive rats. NNA was infused for 1 h (2.4 mg/kg/h) immediately following occlusion of the MCA. NNA increased lesion volume 24 h later by 32% over controls (150.8 ± 16.6 to 199.2 ± 17.4 mm3; p < 0.001, n = 6). This effect was antagonized by co-infusion of l- but not d-arginine. The antihypertensive rilmenidine (0.75 mg/kg) reduced the lesion by 27% (p < 0.05, n = 4). Changes in lesion size were confined to the penumbra. NNA increased arterial pressure (AP) (118 ± 8.9 to 149 ± 16.0 mm Hg; p < 0.01, n = 3) but did not change regional CBF. However, elevation of AP did not change the lesion volume or distribution. We conclude that inhibition of the constitutive form of NOS in vivo increases the volume of focal ischemic infarction as a consequence of reduced NO biosynthesis. The absence of NO availability may extend lesion formation by inhibition of reactive hyperemia, platelet disaggregation, and/or release of neuroprotective neuromodulators in the penumbra, which may counteract and override any of its neurotoxic actions.
Sciatic Nerve Stimulation Does Not Increase Endogenous Adenosine Production in Sensory-Motor Cortex
Authors: Northington Frances J. , Matherne G. Paul , Coleman Sharon D. , Berne Robert M.
Published: June 2011

Adenosine participates in the coupling of cerebral blood flow to oxygen consumption in the brain during such stimuli as hypoxia, ischemia, and seizures. It has been suggested that it also participates in the regulation of cerebral blood flow during somatosensory stimulation, a condition during which cerebral blood flow and oxygen consumption appear to be uncoupled. Interstitial adenosine was estimated by the microdialysis technique and cerebral blood flow was measured by hydrogen clearance in the hindlimb sensory-motor cortex during sciatic nerve stimulation. Cerebral blood flow increased from 102 to 188 ml min−1 100 g−1 (p < 0.001) in the cortex contralateral to the stimulated leg without an associated increase in interstitial adenosine (baseline 0.624 μ M, stimulation 0.583 μ M). Infusion of the adenosine antagonist 8-sulfophenyltheophylline failed to block an increase in cerebral blood flow during central sciatic nerve stimulation, but decreased basal cerebral blood flow (69 ml min−1 100 g−1). These results suggest that adenosine does not mediate changes in cerebral blood flow during somatosensory stimulation, but may participate in the regulation of cerebral blood flow in the basal state.
Stimulation of C1 Area Neurons Globally Increases Regional Cerebral Blood Flow but Not Metabolism
Authors: Underwood Mark D. , Iadecola Costantino , Sved Alan , Reis D. J.
Published: June 2011

We examined the effects of electrical and chemical stimulation of the C1 area of the rostral ventrolateral medulla (RVL) on regional cerebral blood flow (rCBF) and regional cerebral glucose utilization (rCGU) in anesthetized (chloralose), paralyzed (curare) and ventilated rats. rCBF and rCGU were measured using 14C-iodoantipyrine (IAP) and 14C-deoxyglucose (2-DG), respectively, as indicators, with bilateral regional dissection of 11 brain regions. Electrical stimulation of the RVL elicited increases in arterial pressure (AP), heart rate (HR) and plasma concentration of epinephrine (EPI) and norepinephrine (NE). In addition, stimulation of the RVL, but not the adjacent medial longitudinal fasciculus, with AP maintained, increased rCBF ( p < 0.05, n = 6), but not rCGU, bilaterally and symmetrically (134–169% of control) throughout the brain. Bilateral adrenalectomy abolished the increase in plasma EPI elicited by stimulation of the RVL but did not affect resting rCBF ( n = 5) or the elevation in rCBF elicited by RVL stimulation ( n = 5). Increases in rCBF elicited by RVL stimulation were also unaffected by acute transection of the superior cervical ganglion ( p > 0.05). Kainic acid (KA) microinjected into the RVL unilaterally ( n = 6) at a dose producing sustained elevation in AP (5 nmol in 100 nl), elicited changes in rCBF similar to those elicited by electrical stimulation. We conclude that neurons within the RVL, possibly those of the adrenergic C1 group, can initiate a global cerebrovasodilation, but not an increase in rCGU, largely through neural pathways intrinsic to the brain. The responses may represent activation of networks in RVL mediating circulatory adjustments to hypoxia.
The Effect of Profound Levels of Hypothermia (Below 14°C) on Canine Cerebral Metabolism
Authors: Michenfelder John D. , Milde James H.
Published: June 2011

The goal of this study was to determine the temperature coefficient (Q10) for canine CMRO2 at temperatures below 14°C. Eight dogs were anesthetized with halothane for surgical preparation. The animals were placed on total cardiopulmonary bypass and CBF was measured by direct sagittal sinus outflow. Duplicate measurements were taken at 37, 13, and 7°C. The EEG became isoelectric at a temperature of 12.0 ± 0.8°C. The Q10 between 13 and 7°C was 2.19 ± 0.59. With rewarming to 37°C, cerebral metabolic variables returned to control levels. Brain biopsies taken at the end of the study yielded normal values for brain energy stores. We conclude that the Q10 for CMRO2 at temperatures between 7 and 37°C can be profoundly affected by the state of cerebral function as reflected by the EEG. In the absence of EEG activity, an expected Q10 value of 2.2 reflects only the direct effect of temperature on the rates of biologic reactions.
Plasma L-[18F]6-Fluorodopa Input Function: A Simplified Method
Authors: Chan Grace L.-Y. , Morrison K. Scott , Holden James E. , Ruth Thomas J.
Published: June 2011

This article describes a simplified method for the determination of the l-[18F]6-fluorodopa (FDOPA) fraction time course that takes advantage of the strong correlation between the radioactivity ratio (metabolites/FDOPA) and time. Serial arterial blood samples are collected for assay of plasma total radioactivities following an intravenous injection of FDOPA into carbidopa-pretreated subjects. In addition, a single plasma sample, collected late in the study and analyzed for FDOPA fraction, is sufficient to determine accurately the time course of the FDOPA concentration in plasma. The validated straight-line method greatly simplifies blood analysis for routine positron emission tomography FDOPA studies.
Remote Sensing for Water Quality Monitoring & Watershed Assessment On the Lake Traverse Reservation
Authors: German David , O’Neill Mary , Sampson James , Shmagin Boris
Published: June 2011

During the summer of 2010, three student interns from Sisseton Wahpeton Tribal College along with researchers from South Dakota State University engaged in a pilot project to assess the feasibility of using Landsat imagery to determine water transparency in reservation lakes in northeastern South Dakota. The students were trained to assist with data collection, image processing, and spatial and statistical analyses. Secchi depth measurements and lake algae bloom observations were made on cloud-free Landsat overpass days. Measurement locations were geo-referenced using GPS. Field observations and satellite image classification and interpretation techniques were used to create a land use map for the watershed and explore possible land-use-related causes of the variation in water transparency. The results of this project included a better understanding of the relationship between Landsat images and on site observations of water transparency at first and then land use and water quality in reservation lakes.
Real-Time Elastography: Strain Ratio Measurements Are Influenced by the Position of the Reference Area
Authors: Havre R. F. , Waage J. R. , Gilja O. H. , Ødegaard S. , Nesje L. B.
Published: June 2011

Purpose: Real-time elastography (RTE) is an ultrasound-based method for the visualization of relative strain distribution in soft tissues. Strain ratio is a semi-quantitative measurement of strain differences between two user-defined areas in an elastogram. The aim of this study was to evaluate the impact of the size and location of a reference area when measuring the strain ratio of focal lesions in a tissue-mimicking phantom and in normal liver tissue. We also investigated whether the strain ratio was affected by changing the scanner parameter: elasticity dynamic range (E-dyn).

Materials and Methods: Two investigators individually collected data by scanning 4 spherical inclusions with different elasticity in a phantom in which the elastic modulus was known in both the lesions and the background. Subsequently, a liver scan was performed in-vivo using the same scanning protocol. Five different setups with changes in reference area position or size were tested. All eight levels of the scanner setting Edyn were recorded for each setup and the strain ratio was measured in 3 different representative elastograms for each recording situation.

Results: The four inclusions had significantly different mean strain ratio levels (p < 0.01) when compared to the surrounding material. Changing the position of the reference area to a deeper position influenced the strain ratio measurements significantly for all phantom lesions and in the liver. Changing the size of the reference area, while keeping the center depth unchanged, did not influence the mean strain ratio levels significantly. The strain ratio was independent of the E-dyn parameter setting. The intraand interobserver reliability was high when measuring the strain ratio with a free-hand technique.

Conclusion: Strain ratio provides reproducible measurements of inclusions representing different elastic contrasts using a free-hand technique in vitro. Changes in the distance of the reference areas to the ultrasound probe, representing the stress source, seem to have a significant impact on strain ratio measurements.
Up-down symmetry of the turbulent transport of toroidal angular momentum in tokamaks
Authors: Parra Felix I. , Barnes Michael , Peeters Arthur G.
Published: June 2011

Two symmetries of the local nonlinear δf gyrokinetic system of equations in tokamaks in the high flow regime are presented. The turbulent transport of toroidal angular momentum changes sign under an up-down reflection of the tokamak and a sign change of both the rotation and the rotation shear. Thus, the turbulent transport of toroidal angular momentum must vanish for up-down symmetric tokamaks in the absence of both rotation and rotation shear. This has important implications for the modeling of spontaneous rotation.
Counting lithium ions in the diffusion channel of an LiV2O4 crystal
Authors: Lee Soyeon , Oshima Yoshifumi , Sawada Hidetaka , Hosokawa Fumio , Okunishi Eiji , Kaneyama Toshikatsu , Kondo Yukihito , Niitaka Seiji , Takagi Hidenori , Tanishiro Yasumasa , Takayanagi Kunio
Published: June 2011

As a new microscopic method to reveal lithium ion behavior in lithium ion batteries, we demonstrated that lithium atoms in the diffusion channel of the spinel structure (LiV2O4 crystal) were visualized and their number was countable one-by-one by using annular bright field imaging method in conjunction with a spherical aberration corrected electron microscope: the lithium column intensity varied by a step of single lithium atom in correlation with the thickness change of the LiV2O4 crystal, in accordance with theoretical image simulations.
Evaporation of Lennard-Jones fluids
Authors: Cheng Shengfeng , Lechman Jeremy B. , Plimpton Steven J. , Grest Gary S.
Published: June 2011

Evaporation and condensation at a liquid/vapor interface are ubiquitous interphase mass and energy transfer phenomena that are still not well understood. We have carried out large scale molecular dynamics simulations of Lennard-Jones (LJ) fluids composed of monomers, dimers, or trimers to investigate these processes with molecular detail. For LJ monomers in contact with a vacuum, the evaporation rate is found to be very high with significant evaporative cooling and an accompanying density gradient in the liquid domain near the liquid/vapor interface. Increasing the chain length to just dimers significantly reduces the evaporation rate. We confirm that mechanical equilibrium plays a key role in determining the evaporation rate and the density and temperature profiles across the liquid/vapor interface. The velocity distributions of evaporated molecules and the evaporation and condensation coefficients are measured and compared to the predictions of an existing model based on kinetic theory of gases. Our results indicate that for both monatomic and polyatomic molecules, the evaporation and condensation coefficients are equal when systems are not far from equilibrium and smaller than one, and decrease with increasing temperature. For the same reduced temperature T/Tc, where Tc is the critical temperature, these two coefficients are higher for LJ dimers and trimers than for monomers, in contrast to the traditional viewpoint that they are close to unity for monatomic molecules and decrease for polyatomic molecules. Furthermore, data for the two coefficients collapse onto a master curve when plotted against a translational length ratio between the liquid and vapor phase.
Circular photogalvanic effect induced by near-infrared radiation in InAs quantum wires patterned quasi-two-dimensional electron system
Authors: Jiang Chongyun , Chen Yonghai , Ma Hui , Yu Jinling , Liu Yu
Published: June 2011

In this letter we investigated the InAs/InAlAs quantum wires (QWRs) superlattice by optically exciting the structure with near-infrared radiation. By varying the helicity of the radiation at room temperature we observed the circular photogalvanic effect related to the C2v symmetry of the structure, which could be attributed to the formation of a quasi-two-dimensional system underlying in the vicinity of the QWRs pattern. The ratio of Rashba and Dresselhaus terms shows an evolution of the spin–orbit interaction in quasi-two-dimensional structure with the QWR layer deposition thickness.
Anomalous deformation twinning in fcc metals at high temperatures
Authors: Sinha Tanushree , Kulkarni Yashashree
Published: June 2011

Nanotwinned structures have shown strong promise as optimal motifs for strength, ductility, and grain stability in fcc metals—in sharp contrast to their nano-grained counterparts where gains in strength are disappointingly offset by loss of ductility. However, their high temperature stability has remained relatively unaddressed. Here we investigate the high temperature response of twin boundaries that constitute these nanostructured metals, by way of molecular dynamics simulations. At low and intermediate temperatures, the twin boundaries exhibit normal motion coupled to shear deformation as expected. However, our simulations at higher temperatures (above 0.5–0.7 Tm), reveal considerable deformation twinning, an occurrence that has not been observed before in fcc metals. Although the origins of this intriguing behavior are not yet clear to us, we discuss a possible conjecture by addressing the following questions: (i) Why is the high temperature response of some fcc metals different? (ii) Why do we observe a transition from twin migration to stacking fault nucleation and subsequent twin formation at high temperatures?
Luminescence properties and optical dephasing in a glass-ceramic containing sodium-niobate nanocrystals
Authors: Almeida E. , de S. Menezes L. , de Araújo Cid B. , Lipovskii A. A.
Published: June 2011

Photoluminescence (PL) and degenerate four-wave-mixing (DFWM) experiments were performed in a silica–niobic composite containing NaNbO3 nanocrystals. The PL results indicate the presence of in-gap states attributed to excitons in the nanocrystals and defect centers. The luminescence of the samples becomes more intense at low temperatures, indicating that nonradiative relaxations dominate the dynamics of the in-gap states. The DFWM experiments allowed for measurements of the homogeneous relaxation time, (20 ± 3) fs, of the third-order polarization at room temperature. The main contributions to the dynamics of the electronic response are attributed to the trapping of electrons in the in-gap states and to carrier and phonon scattering.
First principles calculation of polarization induced interfacial charges in GaN/AlN heterostructures
Authors: Mishra Rohan , Restrepo Oscar D. , Rajan Siddharth , Windl Wolfgang
Published: June 2011

We propose a method to calculate polarization induced interfacial charges in semiconductor heterostructures using classical electrostatics applied to real-space band diagrams from first principles calculations and apply it to GaN/AlN heterostructures with ultrathin AlN layers (4–6 monolayers). We show that the calculated electric fields and interfacial charges are independent of the exchange-correlation functionals used (local density approximation and hybrid). We also find the calculated interfacial charge of (6.8±0.4)×1013 cm−2 to be in excellent agreement with experiments and the value of 6.58×1013 cm−2 calculated from bulk polarization constants, validating the use of bulk constants even for very thin films.
Determination of the anisotropic elastic properties of Ge1Sb2Te4
Authors: Marmier Arnaud , Kohary Krisztian , Wright C. David
Published: June 2011

The elastic properties of Ge–Sb–Te (GST) alloys are important for phase-change devices (such as CD-RW, DVD-RW, Blu-ray, or phase-change random access memory) because the transition between the crystalline and amorphous phases involves a volume change accommodated by a strain estimated to be between 150 MPa and 10 GPa. However, the elastic properties of GST alloys are poorly characterized and the experimental and theoretical values show large discrepancies. We carry out a careful analysis of the elastic properties of a model system, crystalline Ge1Sb2Te4, using density functional theory and elastic anisotropy considerations. We show that Ge1Sb2Te4 exhibits significant anisotropy in its elastic properties.
Unveiling the nonadiabatic rotational excitation process in a symmetric-top molecule induced by two intense laser pulses
Authors: Baek Daeyul , Hasegawa Hirokazu , Ohshima Yasuhiro
Published: June 2011

We experimentally investigate the nonadiabatic rotational excitation process of a symmetric-top molecule, benzene, in the electronic ground state irradiated by intense nonresonant ultrafast laser fields. The initial rotational-state distribution was restricted mostly to the five lowest levels with different nuclear spin modifications by an extensive adiabatic cooling with the rotational temperature well below 1 K, and distributions after the interaction with a femtosecond double-pulse pair (3–5 TW/cm2 each with 160 fs duration) with time delays were probed in a quantum-state resolved manner by employing resonant enhanced multiphoton ionization via the S1 ← S0 $6_0^1$601 vibronic transition. Populations of 10 rotational levels with J ranging from 0 to 4 and K from 0 to 3 were examined to show an oscillatory dependence on the time delay between the two pulses. Fourier analysis of the beat signals provides the coupling strengths between the constituent levels of the rotational wave packets created by the nonadiabatic excitation. These data are in good agreement with the results from quantum mechanical calculations, evidencing stepwise excitation pathways in the wave packet creation with ΔJ = 2 in the K = 0 stack while ΔJ = 1 and 2 in the K > 0 stacks.
Renormalization-group analysis of the RI − RV rotator phase transition
Authors: Mukherjee Prabir K.
Published: June 2011

A model for coupled tilt angle and lattice distortion parameter is proposed to describe the RI − RV transition in n-alkane. The model is treated in the framework of a Landau mean-field theory and renormalization-group theory. The influence of gauche conformations and molecular flexibility on the RI − RV transition is discussed within the mean-field theory. The fluctuations on the RI − RV transition are discussed by the renormalization-group theory. Renormalization-group theory predicts that the RI − RV transition can be driven first order by fluctuations and becomes second order at a tricritical point. Available experimental data are consistent with our model.
All-boron analogues of aromatic hydrocarbons: B17− and B18−
Authors: Sergeeva Alina P. , Averkiev Boris B. , Zhai Hua-Jin , Boldyrev Alexander I. , Wang Lai-Sheng
Published: June 2011

We have investigated the structural and electronic properties of the B17− and B18− clusters using photoelectron spectroscopy (PES) and ab initio calculations. The adiabatic electron detachment energies of B17− and B18− are measured to be 4.23 ± 0.02 and 3.53 ± 0.05 eV, respectively. Calculated electron detachment energies are compared with experimental data, confirming the presence of one planar C2v (1A1) isomer for B17− and two nearly isoenergetic quasi-planar C3v (2A1) and Cs (2A′) isomers for B18−. The stability and planarity/quasi-planarity of B17− and B18− are ascribed to σ- and π-aromaticity. Chemical bonding analyses reveal that the nature of π-bonding in B17− and B18− is similar to that in the recently elucidated B162− and B19− clusters, respectively. The planar B17− cluster can be considered as an all-boron analogue of naphthalene, whereas the π-bonding in the quasi-planar B18− is reminiscent of that in coronene.
Risk of collective failure provides an escape from the tragedy of the commons
Authors: Santos Francisco C. , Pacheco Jorge M.
Published: June 2011

From group hunting to global warming, how to deal with collective action may be formulated in terms of a public goods game of cooperation. In most cases, contributions depend on the risk of future losses. Here, we introduce an evolutionary dynamics approach to a broad class of cooperation problems in which attempting to minimize future losses turns the risk of failure into a central issue in individual decisions. We find that decisions within small groups under high risk and stringent requirements to success significantly raise the chances of coordinating actions and escaping the tragedy of the commons. We also offer insights on the scale at which public goods problems of cooperation are best solved. Instead of large-scale endeavors involving most of the population, which as we argue, may be counterproductive to achieve cooperation, the joint combination of local agreements within groups that are small compared with the population at risk is prone to significantly raise the probability of success. In addition, our model predicts that, if one takes into consideration that groups of different sizes are interwoven in complex networks of contacts, the chances for global coordination in an overall cooperating state are further enhanced.