bluuebunny/crossref_metadata_2025_split huggingface dataset:
L'assurance de la propriété de l'état dans la République populaire de Pologne
Authors: Banasinski Antoni 
Published: July 2016

1. Le fait que le 8-e Colloque ASTIN a lieu en Pologne donne une bonne occasion pour informer les membres de l'ASTIN sur l'organisation actuelle des assurances dans ce pays qui est d'ailleurs pareille à celle des assurances dans les autres pays socialistes. Dans le présent rapport sera présenté en particulier le problème des assurances du patrimoine national (propriété de l'État) qui comprennent aussi les risques d'assurance importants et complexes.2. Après la II-e Guerre Mondiale la Pologne a connu de profonds changements sociaux et économiques. La grande et moyenne industries ont été nationalisées. On a réalisé la réforme agraire. Le transport et l'échange des marchandises ont été confiés à des entreprises d'Etat et coopératives. Tout le système financier, y compris les banques et les assurances, a été nationalisé, etc. Actuellement en Pologne les activités d'assurance sont effectuées par deux établissements.Panstwowy Zakład Ubezpieczeń — en abréviation PZU — (Assurance Nationale Polonaise);Towarzystwo Ubezpieczeń i Reasekuracji „WARTA” — en abréviation „WARTA” (Compagnie d'Assurances et de Réassurances SA „WARTA”).3. La PZU ne s'occupe que des assurances du pays, c.á.d. des assurances des objets situés en Pologne et des personnes domiciliées en Pologne.La „WARTA” s'occupe de toutes assurances extérieures liées aux paiements en devises (contractées pour la plupart en monnaie étrangère), ainsi done avant tout des assurances des marchandises dans le transport maritime, des assurances des moyens de transport maritime et fluvial, des assurances d'aviation, des assurances des véhicules automobiles etc.
Control of a portfolio of insurance Contracts
Authors: Borch Karl 
Published: July 2016

1.1. In this paper we shall consider a given portfolio of insurance contracts, and we shall study the following two problems:(i) How should this portfolio be reinsured?(ii) What reserves should the company maintain to pay claims which will be made under the contracts in the portfolio?This means that we shall ignore all questions as to how the company acquired the portfolio, i.e. some of the most important questions concerning management control of insurance companies, such as rating policy, underwriting control etc.1.2. Even the two simple problems, which are singled out for study in this paper, cannot be solved unless we specify the objectives and the external circumstances of the company.It is obvious that the reinsurance problem cannot be solved unless we know something about the company's “attitude to risk”, and about the cost of obtaining cover for various kinds of risk in the reinsurance market.It is also obvious that we cannot solve the reserve problem unless we specify the safety requirements, which the company has to satisfy. We shall see in the following that we may also have to specify the portfolios, which the company expects to underwrite in the future.
Minimum Variance Reinsurance
Authors: Vajda Stefan 
Published: July 2016

In a paper entitled “An Attempt to Determine the Optimum Amount of Stop Loss Reinsurance” (XVIth Int. Congr. Act. Bruxelles 1960) Karl Borch has shown that, if the reinsurance premium is given, the smallest variance of the cedent's payments is obtained by a stop-loss reinsurance contract. Paul Markham Kahn, in “Some Remarks on a Recent Paper by Borch”, a paper read to the 1961 Astin Colloquium, has given an elegant proof of this theorem which appears to apply also to cases not considered by Borch. In this paper we study the problem from the reinsurer's point of view and it will be seen that, under natural conditions which are also used in the proof of the Borch-Kahn theorem, the minimum variance of the reinsurer's payments is obtained by a quota contract. This focusses attention on a peculiar opposition of interests of the two partners of a reinsurance contract. However, we do not enter any further into the investigation of a possible resolution of this conflict.We study a problem concerning the division of risk between a cedent and his reinsurer. The risk may refer to a whole portfolio (in which case one might consider a Stop-Loss contract), or to a single contract (when an Excess-Loss contract is a possibility). We shall here use the nomenclature of a portfolio reinsurance.Let it be assumed that a function F(x) is known which gives the probability of a total claim not exceeding x. We have then in Stieltjes integral notationThe two partners to a reinsurance arrangement agree that the reinsurer reimburses m(x).x out of a claim of x, where m(x) is a continuous and differentiate function of x and o ≤ m(x) ≤ 1.
A Distribution Free Method for General Risk Problems
Authors: Bühlmann H. 
Published: July 2016

In practical applications of the collective theory of risk one is very often confronted with the problem of making some kind of assumptions about the form of the distribution functions underlying the frequency as well as the severity of claims. Lundberg's [6] and Cramér's [3] approach are essentially based upon the hypothesis that the number of claims occurring in a certain period obey the Poisson distribution whereas for the conditional distribution of the amount claimed upon occurrence of such a claim the exponential distribution is very often used. Of course, by weighting the Poisson distributions (as e.g. done by Ammeter [1]) one enlarges the class of “frequency of claims” distributions considerably but nevertheless there remains an uneasy feeling about artificial assumptions, which are just made for mathematical convenience but are not necessarily related to the practical problems to which the theory of risk is applied.It seems to me that, before applying the general model of the theory of risk, one should always ask the question: “How much information do we want from the mathematical model which describes the risk process?” The answer will be that in many practical cases it is sufficient to determine the mean and the variance of this process. Let me only mention the rate making, the experience control, the refund problems and the detection of secular trends in a certain risk category. In all these cases the practical solutions seem to be sufficiently determined by mean and variance.Let us therefore attack the problem of determining mean and variance of the risk process while trying to make as few assumptions as possible about the type of the underlying probability distributions. This approach is not original. De Finetti [5] has already proposed an approach to risk theory only based upon the knowledge of mean and variance. It is along his lines of thought, although in different mathematical form, that I wish to proceed.
Formulation Bayesienne du probleme des valeurs extremes en relation à la réassurance en “excedent de sinistres”
Authors: Fürst Dario 
Published: July 2016

En matière de détermination de la prime de réassurance en “excédent de sinistres”, nous nous trouvons devant le problème de la distribution des valeurs extrêmes, duquel nous avons déjà une littérature vaste et bien connue, plus particulièrement en ce qui concerne l'allure asymptotique de la distribution qui nous intéresse. Dans cette note on veut indiquer, dans ses grandes lignes, un procédé largement dégagé des résultats de la théorie mentionnée, qui permet un examen de l'influence réciproque entre les hypothèses et la signification des résultats expérimentaux qui est dans l'esprit du procédé par induction.Pour fixer l'attention sur l'allure asymptotique de la distribution, sans nous occuper de sa forme d'ensemble, nous n'examinerons que la distribution des sinistres qui dépassent une certaine valeur ξ. En particulier, nous pouvons choisir pour cette valeur la limite assignée pour une certaine forme de réassurance; d'ailleurs, on peut penser à un choix arbitraire, ce qui se fera également dans cette note, où elle sera supposée indéterminée à priori, afin que l'on puisse la choisir sur la base des résultats obtenus.Soit done ξ l'extrême inferieur des sinistres, exprimés en termes monétaires, dont la distribution est à l'étude; et soit F(x;ξ = P(X ≤ x | X ˃ ξ) la fonction de répartition correspondante. En pratique, nous pourrons assumer comme F(x;ξ) une fonction, opportunément simple, qui respecce nos hypothèses dans un voisinage droit suffisamment grand de ξ. Cette précision sera sousentendu par la suite, de sorte que, lorsque nous considérerons le simple exemple concret exposé plus bas, nous devrons tenir compte du fait que la foncion F(x; ξ) considérée n'est qu'une approximation, valide dans un voisinage droit de ξ, de la distribution effective.
Possibilite d'etablir des bases techniques acceptables pour le calcul d'une marge minimum de solvabilite des entreprises d'assurances contre les dommages
Authors: De Mori Bruno 
Published: July 2016

La solvabilité d'une entreprise est généralement référée à des vérifications d'ordre patrimonial et financier, à des considérations de nature économique (relatives à l'entreprise en elle-même, à son avenir, au milieu dans lequel elle opère, au marché dont elle constitue une unité élémentaire), à des relèvements, constatations, informations même de caractère subjectif et personnel. En d'autres termes, elle se définit sur la base d'un ensemble d'éléments “réels”, mais aussi de facteurs diversement constitués et diversement déterminés qui consentent, dans leur ensemble, de formuler un jugement, positif ou négatif, dont dérive l'attitude des “tiers” face à la possibilité, plus ou moins large, d'établir ou de développer ou de réduire ou de trancher des rapports contractuels.Dans le domaine des entreprises d'assurances — à l'égard desquelles l'élément “confiance” de la part du grand public a un poids fondamental, s'agissant d'engagements qui se réalisent dans le temps en fonction de certaines probabilités — le critère de solvabilité n'est pas uniquement basé sur l'ensemble des facteurs d'appréciation indiqués ci-haut, mais trouve un point de répère solide, sur la consistance des “Réserves techniques” (ou, au moins, d'une partie de ces réserves) et sur le contrôle que, dans presque tous les Pays, est exercé par l'Etat en sauvegarde de la “masse des assurés”.
Regards sur le Développement récent de la Théorie du Risque
Authors: Thyrion P. 
Published: July 2016

Trois traits caractérisent, me semble-t-il, le développement récent de la théorie du risque et influencent done l'exposé dont notre Président m'a chargé, avec une amabilité tenement pressante que je n'ai pu m'y dérober.Le temps n'est plus où l'on pouvait déplorer un manque d'intérêt des actuaires pour la théorie du risque: tel est le trait le plus immédiatement évident. ASTIN y a certainement contribué. Le cercle restreint d'adeptes — dirais-je d'initiés — a éclaté. Les idées traversent les frontières et même l'océan. Ce faisant, elles s'enrichissent au passage, se généralisent, ou bien encore rencontrent une idée-soeur qui leur ressemble parfois comme une jumelle mais porte un autre nom. On voit les idées “reςues” se heurter à des conceptions rajeunissantes. On voit aussi les nécessités pratiques infléchir la théorie. Bref il se produit un véritable bouillonnement de recherches et d'applications, des plus heureux pour la théorie du risque, mais des plus pénibles pour le conférencier qui voudrait en cerner convenablement l'évolution. Pour ce faire, l'ampleur et la diversité des publications exigeraient un professionnel en la matière, disposant du temps voulu pour s'informer complètement. Ce n'est pas mon cas et cela explique — et excusera, je l'espère — le cadre délibérément restreint de mon exposé. Car je n'ai pas l'intention de suivre la théorie dans ses multiples démarches réeentes et dans tous ses perfectionnements les plus subtils. Je vous propose plutôt de jeter quelques regards sur le développement récent de la théorie du risque et ainsi de tenter de dégager et d'illustrer quelques idées essentielles sur cette évolution et d'essayer d'entrevoir son déroulement futur. Telles sont les limites de mon objectif.
Note on the Relation Between Compound and Composed Poisson Processes
Authors: Philipson Carl 
Published: July 2016

1. In an article on such processes in ASTIN Bull. (II-3, pp. 450–451) the author has derived a relation between cPp i.n.s. (compound Poisson processes in the narrow sense) and composed Poisson processes, which is quite general. In this note this relation shall be simplified under the rather weak condition that Po(t), Pn(t) being the distribution of the number of changes occurring in the interval (o, t), for every fixed value of t, tends to a positive limit less than unity when t tends to infinity.2. By the theory expounded by Thyrion (Bull, de l'Assoc. Act. Beiges, 1959 and 1963) the characteristic function of the number of events in the interval (o, t) can for each fixed value of t in this case be written
where η is a real variable and i the imaginary unity.It is easily seen that (1) is equal to the following expression
which has the form of a characteristic function of the number of changes in a composed Poisson process.
On the Calculation of the Ruin Probability for a finite time Period
Authors: Beard R. E. 
Published: July 2016

In many risk theoretical questions a central problem is the numerical evaluation of a convolution integral and much effort has been devoted over the years to mathematical and computational aspects. The paper presented to this colloquium by O. Thorin shows the subject to be topical but the present note stems from a recent paper by H. L. Seal, “Simulation of the ruin potential of non-life insurance companies”, published in the Transactions of the Society of Actuaries, Volume XXI page 563.In this paper, amongst other topics, Seal has presented some simulations of ruin probabilities over a finite time interval. Some years ago (Journal Institute of Actuaries Students' Society, Volume 15, 1959). I pointed out that the form of ruin probability could be expressed as a successive product of values of a distribution function. To my knowledge no one has attempted to see if this product form was capable of development and the numerical values in Seal's paper prompted me to spend a little time on the problem. In the time I had available it has not been possible to do more than experiment, but the conclusions reached may be of interest to other workers in this field. They showed that calculation is feasible but laborious. However, the knowledge that it can be done may suggest methods of improving the techniques.Seal's first simulation example is the calculation of ruin probabilities when the distribution of the interval of time between the claims is negative exponential and the individual claim distribution is also negative exponential. Instead of following Seal's method we can determine the “gain per interval” and find that if λ is the security loading the frequency function for the gain z isi.e. a Laplace distribution.
Statistical review of a motor insurance portfolio
Authors: Johnson P. D. , Hey G. B. 
Published: July 2016

Motor insurers in the United Kingdom are not subject to Government control over the rating structures they use or the levels of premiums they charge. The market is highly competitive, and each insurer therefore needs to make the best estimate he can of the premium required for each category of risk, to produce a given level of profit. He also needs to estimate the extent to which departures from such premium levels can be justified, for example in order to have a simple rating structure or to meet competition.The purpose of this note is to give some examples of the statistical tabulations being produced in one insurance office in the United Kingdom. The statistical system which has been developed covers many aspects of motor insurance management, but in this note we shall direct attention to just two, namely(i) continuous review of the variations in the claims experience from one risk category to another, as a guide to the relative premiums required for the different categories; and(ii) continuous review of the changing composition of the portfolio and of the movements in and out, to try to assess the extent to which gains and losses of business can be attributed to pricing differences, marketing strategies, etc.
Cumulants of Convolution—Mixed Distributions
Authors: Brown Alan 
Published: July 2016

Consider a risk process which is characterised by three stochastic variables(1) the number of accidents, N,(2) the number of claims per accident, C, and(3) the amount of a claim, X.Let Y be a random variable denoting the total loss in a given period.Suppose thatandIf Pr represents the probability that exactly r claims occur in the period, then Kupper [4] has shown on certain simplifying assumptions thatwhere , the probability of exactly r claims in n accidents, is given byand for γ < nFurther
An Analysis of Claim Experience in Private Health Insurance to Establish a Relation between Deductibles and Premium Rebates
Authors: de Wit G. W. , Kastelijn W. M. 
Published: July 2016

Many studies concerning the frequency of claims by size in health insurance are not generally known). A possible explanation of this circumstance could be the fact that in most countries this line of insurance has been brought entirely within the ambit of social insurance. Also from the side of the social insurance very few investigations have been published).In this paper we will analyse the claim experience (relating, to the calendar year 1972) of a private health insurance business. The data have been subdivided according to three levels of coverage (in increasing order of benefits these are: class III, class IIb and class IIa). The claim payments comprise nursing costs, auxiliary costs and the fees for specialist treatment in and out of the hospital.We will use the following notations:Si: claim amount paid for the insured i in one year,n: number of claims,v: number of risks (policies insured).In many instances the premium is simply determined as a level premium. In other words each insured pays the premium p, calculated as follows:.Actually we make the assumption that the claims are normally distributed, the parameters of which can be estimated as follows:which permits the calculation of the premium according to:.
VON NEUMANN’S CONSISTENCY PROOF
Authors: BELLOTTI LUCA 
Published: July 2016

AbstractWe consider the consistency proof for a weak fragment of arithmetic published by von Neumann in 1927. This proof is rather neglected in the literature on the history of consistency proofs in the Hilbert school. We explain von Neumann’s proof and argue that it fills a gap between Hilbert’s consistency proofs for the so-called elementary calculus of free variables with a successor and a predecessor function and Ackermann’s consistency proof for second-order primitive recursive arithmetic. In particular, von Neumann’s proof is the first rigorous proof of the consistency of an axiomatization of the first-order theory of a successor function.
The four and a half LIM domains 2 (FHL2) regulates ovarian granulosa cell tumor progression via controlling AKT1 transcription
Authors: Hua G , He C , Lv X , Fan L , Wang C , Remmenga S W , Rodabaugh K J , Yang L , Lele S M , Yang P , Karpf A R , Davis J S , Wang C 
Published: July 2016

AbstractThe four and a half LIM domains 2 (FHL2) has been shown to play important roles in the regulation of cell proliferation, survival, adhesion, motility and signal transduction in a cell type and tissue-dependent manner. However, the function of FHL2 in ovarian physiology and pathology is unclear. The aim of this study was to determine the role and functional mechanism of FHL2 in the progression of ovarian granulosa cell tumors (GCTs). Immunohistochemical analysis indicated that FHL2 was overexpressed in GCT tissues. Cellular localization of FHL2 in GCT cells was cell cycle dependent. Knockdown of FHL2 suppressed GCT cell growth, reduced cell viability and inhibited cell migration. Consistently, ectopic expression of FHL2 in GCT cells with very low endogenous FHL2 promoted cell growth, improved cell viability and enhance cell migration. Importantly, overexpression of FHL2 promoted GCT progression in vivo. Mechanistic studies indicated that FHL2 regulates AKT1 gene expression in vitro and in vivo. Knockdown of FHL2 or AKT1 in GCT cell lines induced very similar phenotypes. Ectopic expression of constitutively active AKT1 rescued FHL2 knockdown-induced arrest of GCT cell growth and reduction of GCT cell viability, suggesting that FHL2 regulates GCT cell growth and viability through controlling AKT1 expression. Finally, co-immunoprecipitation and chromatin immunoprecipitation analyses indicated that FHL2 functions as a co-activator of NFκB and AP-1 to regulate AKT1 gene transcription. In conclusion, results from the present study indicate that FHL2 exerts its oncogenic action in GCT cells via controlling AKT1 gene expression. FHL2 is a promising target for the development of novel drugs against ovarian granulosa cell tumor.
Opposite monosynaptic scaling of BLP–vCA1 inputs governs hopefulness- and helplessness-modulated spatial learning and memory
Authors: Yang Ying , Wang Zhi-Hao , Jin Sen , Gao Di , Liu Nan , Chen Shan-Ping , Zhang Sinan , Liu Qing , Liu Enjie , Wang Xin , Liang Xiao , Wei Pengfei , Li Xiaoguang , Li Yin , Yue Chenyu , Li Hong-lian , Wang Ya-Li , Wang Qun , Ke Dan , Xie Qingguo , Xu Fuqiang , Wang Liping , Wang Jian-Zhi 
Published: July 2016

AbstractDifferent emotional states lead to distinct behavioural consequences even when faced with the same challenging events. Emotions affect learning and memory capacities, but the underlying neurobiological mechanisms remain elusive. Here we establish models of learned helplessness (LHL) and learned hopefulness (LHF) by exposing animals to inescapable foot shocks or with anticipated avoidance trainings. The LHF animals show spatial memory potentiation with excitatory monosynaptic upscaling between posterior basolateral amygdale (BLP) and ventral hippocampal CA1 (vCA1), whereas the LHL show memory deficits with an attenuated BLP–vCA1 connection. Optogenetic disruption of BLP–vCA1 inputs abolishes the effects of LHF and impairs synaptic plasticity. By contrast, targeted BLP–vCA1 stimulation rescues the LHL-induced memory deficits and mimics the effects of LHF. BLP–vCA1 stimulation increases synaptic transmission and dendritic plasticity with the upregulation of CREB and intrasynaptic AMPA receptors in CA1. These findings indicate that opposite excitatory monosynaptic scaling of BLP–vCA1 controls LHF- and LHL-modulated spatial memory, revealing circuit-specific mechanisms linking emotions to memory.
Critical role of RanBP2-mediated SUMOylation of Small Heterodimer Partner in maintaining bile acid homeostasis
Authors: Kim Dong-Hyun , Kwon Sanghoon , Byun Sangwon , Xiao Zhen , Park Sean , Wu Shwu-Yuan , Chiang Cheng-Ming , Kemper Byron , Kemper Jongsook Kim 
Published: July 2016

AbstractBile acids (BAs) are recently recognized signalling molecules that profoundly affect metabolism. Because of detergent-like toxicity, BA levels must be tightly regulated. An orphan nuclear receptor, Small Heterodimer Partner (SHP), plays a key role in this regulation, but how SHP senses the BA signal for feedback transcriptional responses is not clearly understood. We show an unexpected function of a nucleoporin, RanBP2, in maintaining BA homoeostasis through SUMOylation of SHP. Upon BA signalling, RanBP2 co-localizes with SHP at the nuclear envelope region and mediates SUMO2 modification at K68, which facilitates nuclear transport of SHP and its interaction with repressive histone modifiers to inhibit BA synthetic genes. Mice expressing a SUMO-defective K68R SHP mutant have increased liver BA levels, and upon BA- or drug-induced biliary insults, these mice exhibit exacerbated cholestatic pathologies. These results demonstrate a function of RanBP2-mediated SUMOylation of SHP in maintaining BA homoeostasis and protecting from the BA hepatotoxicity.