bluuebunny/crossref_metadata_2025_split huggingface dataset:
Solvency
Authors: Brender Allan 
Published: May 2010

Abstract
Studies of an insurer's solvency have shifted from an early focus on mathematical ruin theory to the use of computer simulation models. This has been stimulated by the development of increasingly sophisticated regulatory capital requirements and a move to establish consistent international standards for these. The development of advanced approaches for determining capital requirements, based upon an insurer's internal models, has stimulated firms to examine their economic capital requirements and expand their risk management programs, thereby focusing the firm's attention on its continuing solvency.
The business of insurance is essentially stochastic in nature. Many factors affecting an insurer's experience and financial standing, including insurance claims, aspects of policyholder behavior, interest rates, and equity values and rates of return, are best treated as random variables. Insurance companies price their products and provide for claims on the basis of their many years of experience. Pricing and the provision for policy liabilities are usually based upon the expected levels of that experience. To allow for unfavorable variations in future experience from assumed values, specific margins are usually added to the expected rates.
However, experience in any given year may vary considerably from average or expected levels. Premiums and policy liabilities or reserves may become insufficient to guarantee payments to policyholders and to provide for an insurer's continued operation. The insurer's solvency, its ability to meet all of its financial obligations, may be threatened. Since an insurer's fundamental product is its promise to pay benefits when circumstances warrant, it will usually seek to maintain the probability of its continuing solvency at an extremely high level. It is therefore necessary for an insurer to have sufficient financial resources, in addition to the value of its liabilities, available to survive the “rainy day”, that is, to absorb unexpectedly high losses and maintain its solvency. These additional funds are the company's capital.
Gerber–Shiu Function
Authors: Balbas Alejandro , Garrido Jose 
Published: May 2010

Abstract

Risk theory studies
insurance risk models
that describe the uncertainty associated with the claims recorded by an insurance company for the losses incurred by its policy holders. From premium and investment income, insurers set aside funds (surplus) to cover such losses. Ruin theory studies the fluctuations of these surplus processes. Classical problems include ruin (low) and dividend (high) barrier hitting times.

In the last decade, the expected discounted penalty function, proposed by Gerber and Shiu 5, has unified the treatment of the joint distribution of the time to ruin, the surplus just prior to ruin, and the deficit at ruin. This article centers on this expected discounted penalty function, commonly called the
Gerber–Shiu (G–S) function
in the actuarial literature.

The G–S function is somewhat akin to an expected discounted payoff function for financial instruments. A brief description of its general features is given here, together with references that discuss details, generalizations, and applications to insurance and finance.
Credibility Theory
Authors: Gisler Alois 
Published: May 2010

AbstractCredibility theory deals with the fundamental concepts ofindividual riskandcollectiveorindividual claims experienceanda priori knowledge.The aim is to assess the individual risks. There are two sources of information on an individual risk: observations of the individual risk on the one hand, anda prioriknowledge, gained from other similar risks in the portfolio (the collective) or from an expert opinion (personal belief), on the other. Credibility theory answers the question of how one should combine the information from these two sources to obtain a best estimate for the individual risk. It is the mathematical tool to describe heterogeneous collectives. Mathematically, it belongs to the area of Bayesian statistics, and credibility estimators are linear Bayes estimators.
Esscher Transform
Authors: Siu Tak Kuen 
Published: May 2010

AbstractThe Esscher transform is a time‐honored tool in actuarial science. It was first brought to bear in the actuarial community by the seminal work of the Esscher (1930). Since then, it has found many important applications in actuarial science ranging from premium calculation to approximating aggregate loss distributions. The new era of applications of the Esscher transform to quantitative finance started from the pioneering work of Gerber and Shiu (1994) on option valuation by the Esscher transform. Their work paves a way for the cross‐fertilization of two important fields, namely, actuarial valuation and financial pricing, and sheds lights on the applications of the Esscher transform to other important fields in quantitative finance. Nowadays, the Esscher transform has been adopted to solve various important problems in quantitative finance and is getting popular in the quantitative finance community. In this article, we aim at highlighting the applications of this important tool to solve problems arising from three important aspects of quantitative finance, namely, option valuation, asset allocation, and risk management, which are called the three pillars in quantitative finance. We believe that the continuing dialogue between researchers in quantitative finance and actuaries would be beneficial to the healthy development of each of the two fields. With the Esscher transform as a platform, we wish to further stimulate the dialogue of researchers from the two fields.
Large Deviations
Authors: Blanchet Jose H. , Pacheco‐González Carlos G. 
Published: May 2010

AbstractModern large deviations theory, pioneered by Donsker and Varadhan, concerns the study of rare events, and it has become a common tool for the analysis of stochastic systems in a variety of scientific disciplines and in engineering. The theory developed by Donsker and Varadhan is a generalization of Laplace's principle and Cramér's theorem. Here we concentrate on applications to finance and risk management.
Water‐Soluble Polyfluorenes as an Interfacial Layer Leading to Cathode‐Independent High Performance of Organic Solar Cells
Authors: Oh Seung‐Hwan , Na Seok‐In , Jo Jang , Lim Bogyu , Vak Doojin , Kim Dong‐Yu 
Published: May 2010

AbstractNovel poly[(9,9‐bis((6′‐(N,N,N‐trimethylammonium)hexyl)‐2,7‐fluorene)‐alt‐(9,9‐bis(2‐(2‐(2‐methoxyethoxy)ethoxy)ethyl)‐9‐fluorene)) dibromide (WPF‐6‐oxy‐F) and poly[(9,9‐bis((6′‐(N,N,N‐trimethylammonium)hexyl)‐2,7‐fluorene)‐alt‐(9,9‐bis(2‐(2‐methoxyethoxy)ethyl)‐fluorene)] dibromide (WPF‐oxy‐F) compounds are developed and the use of these water‐soluble polymers as an interfacial layer for low‐cost poly(3‐hexylthiophene):phenyl‐C61 butyric acid methyl ester (P3HT:PCBM) organic solar cells (OSCs) is investigated. When WPF‐oxy‐F or WPF‐6‐oxy‐F is simply inserted between the active layer and the cathode as an interfacial dipole layer by spin‐coating water‐soluble polyfluorenes, the open‐circuit voltage (Voc), fill factor (FF), and power‐conversion efficiency (PCE) of photovoltaic cells with high work‐function metal cathodes, such as Al, Ag, Au, and Cu, dramatically increases. For example, when WPF‐6‐oxy‐F is used with Al, Ag, Au, or Cu, regardless of the work‐function of the metal cathode, the Voc is 0.64, 0.64, 0.58, and 0.63 V, respectively, approaching the original value of the P3HT:PCBM system because of the formation of large interfacial dipoles through a reduction of the metal work‐function. In particular, introducing WPF‐6‐oxy‐F into a low‐cost Cu cathode dramatically enhanced the device efficiency from 0.8% to 3.36%.
Highly Efficient p‐i‐n and Tandem Organic Light‐Emitting Devices Using an Air‐Stable and Low‐Temperature‐Evaporable Metal Azide as an n‐Dopant
Authors: Yook Kyoung Soo , Jeon Soon Ok , Min Sung‐Yong , Lee Jun Yeob , Yang Ha‐Jin , Noh Taeyong , Kang Sung‐Kee , Lee Tae‐Woo 
Published: May 2010

AbstractCesium azide (CsN3) is employed as a novel n‐dopant because of its air stability and low deposition temperature. CsN3 is easily co‐deposited with the electron transporting materials in an organic molecular beam deposition chamber so that it works well as an n‐dopant in the electron transport layer because its evaporation temperature is similar to that of common organic materials. The driving voltage of the p‐i‐n device with the CsN3‐doped n‐type layer and a MoO3‐doped p‐type layer is greatly reduced, and this device exhibits a very high power efficiency (57 lm W−1). Additionally, an n‐doping mechanism study reveals that CsN3 was decomposed into Cs and N2 during the evaporation. The charge injection mechanism was investigated using transient electroluminescence and capacitance–voltage measurements. A very highly efficient tandem organic light‐emitting diodes (OLED; 84 cd A−1) is also created using an n–p junction that is composed of the CsN3‐doped n‐type organic layer/MoO3 p‐type inorganic layer as the interconnecting unit. This work demonstrates that an air‐stable and low‐temperature‐evaporable inorganic n‐dopant can very effectively enhance the device performance in p‐i‐n and tandem OLEDs, as well as simplify the material handling for the vacuum deposition process.
Mechanical Properties of Cellularly Responsive Hydrogels and Their Experimental Determination
Authors: Kloxin April M. , Kloxin Christopher J. , Bowman Christopher N. , Anseth Kristi S. 
Published: May 2010

AbstractHydrogels are increasingly employed as multidimensional cell culture platforms often with a necessity that they respond to or control the cellular environment. Specifically, synthetic hydrogels, such as poly(ethylene glycol) (PEG)‐based gels, are frequently utilized for probing the microenvironment's influence on cell function, as the gel properties can be precisely controlled in space and time. Synthetically tunable parameters, such as monomer structure and concentration, facilitate initial gel property control, while incorporation of responsive degradable units enables cell‐ and/or user‐directed degradation. Such responsive gel systems are complex with dynamic changes occurring over multiple time‐scales, and cells encapsulated in these synthetic hydrogels often experience and dictate local property changes profoundly different from those in the bulk material. Consequently, advances in bulk and local measurement techniques are needed to monitor property evolution quantatively and understand its effect on cell function. Here, recent progress in cell‐responsive PEG hydrogel synthesis and mechanical property characterization is reviewed.
Modeling the effect of chemotaxis on glioblastoma tumor progression
Authors: Vital‐Lopez Francisco G. , Armaou Antonios , Hutnik Michelle , Maranas Costas D. 
Published: May 2010

AbstractTumor progression depends on the intricate interplay between biological processes that span the molecular and macroscopic scales. A mathematical agent‐based model is presented to describe the 3‐D (three‐dimensional) progression of a brain tumor type (i.e., glioblastoma multiforme) as the collective behavior of individual tumor cells whose fate is determined by intracellular signaling pathways (i.e., MAPK pathway) that are governed by the temporal‐spatial distribution of key biochemical cues (i.e., growth factors, nutrients). The model is used to investigate how tumor growth and invasiveness depend on the response of migrating tumor cells to chemoattractants. Simulation results suggest that individual cell sensitivity to chemical gradients is necessary to generate in silico tumors with the irregular shape and diffusive tumor‐stroma interface characteristic of glioblastomas. In addition, vascular network damage influences tumor growth and invasiveness. The results quantitatively recapitulate the central role that nutrient availability and signaling proteins have on tumor invasive properties. © 2010 American Institute of Chemical Engineers AIChE J, 2011
Bayesian longitudinal plateau model of adult grip strength
Authors: Nahhas Ramzi W. , Choh Audrey C. , Lee Miryoung , Chumlea William M. Cameron , Duren Dana L. , Siervogel Roger M. , Sherwood Richard J. , Towne Bradford , Czerwinski Stefan A. 
Published: May 2010

AbstractObjectives:This article illustrates the use of applied Bayesian statistical methods in modeling the trajectory of adult grip strength and in evaluating potential risk factors that may influence that trajectory.Methods:The data consist of from 1 to 11 repeated grip strength measurements from each of 498 men and 533 women age 18–96 years in the Fels Longitudinal Study (Roche AF. 1992. Growth, maturation and body composition: the Fels longitudinal study 1929–1991. Cambridge: Cambridge University Press). In this analysis, the Bayesian framework was particularly useful for fitting a nonlinear mixed effects plateau model with two unknown change points and for the joint modeling of a time‐varying covariate. Multiple imputation (MI) was used to handle missing values with posterior inferences appropriately adjusted to account for between‐imputation variability.Results:On average, men and women attain peak grip strength at the same age (36 years), women begin to decline in grip strength sooner (age 50 years for women and 56 years for men), and men lose grip strength at a faster rate relative to their peak; there is an increasing secular trend in peak grip strength that is not attributable to concurrent secular trends in body size, and the grip strength trajectory varies with birth weight (men only), smoking (men only), alcohol consumption (men and women), and sports activity (women only).Conclusions:Longitudinal data analysis requires handling not only serial correlation but often also time‐varying covariates, missing data, and unknown change points. Bayesian methods, combined with MI, are useful in handling these issues. Am. J. Hum. Biol. 22:648–656, 2010. © 2010 Wiley‐Liss, Inc.
Chromosome 11p15 duplication in Silver‐Russell syndrome due to a maternally inherited translocation t(11;15)
Authors: Eggermann Thomas , Spengler Sabrina , Bachmann Nadine , Baudis Michael , Mau‐Holzmann Ulrike A. , Singer Sylke , Rossier Eva 
Published: May 2010

AbstractThe role of 11p15 disturbances in the aetiology of Silver‐Russell syndrome (SRS) is well established: in addition to hypomethylation of the H19/IGF2 differentially methylated regions, five patients with a duplication of maternal 11p15 material have been described. We report on a boy with SRS carrying a maternally inherited duplication of chromosome 11p15. The patient showed the typical clinical picture of SRS including severe intrauterine and postnatal growth restriction, relative macrocephaly, a prominent forehead, a triangular face, down‐turned corners of the mouth and fifth digit clinodactyly. Body asymmetry was not observed. By molecular genetic analyses, MLPA and microsatellite typing detected a duplication of chromosome 11p15 and cytogenetic analysis showed an unbalanced translocation t(11;15)(p15.5:p12). The size of the duplicated region is ∼8.8 Mb as determined by SNP‐array analysis. The healthy mother carried a balanced reciprocal chromosome translocation t(11;15). Thus, there is an increased risk for further children with SRS due to 11p15 duplication. Additionally, the family is at risk for offspring with an 11p15 deletion and Beckwith‐Wiedemann syndrome whereby the phenotype will be influenced by haploinsufficiency of additional genes at 11p15 due to the deletion. The balanced aberrant karyotype was identified in several other family members, but interestingly there was no history of recurrent miscarriages, intrauterine fetal death, or multiple congenital anomaly syndromes in the family. © 2010 Wiley‐Liss, Inc.
A t(5;16)(p15.32;q23.3) generating 16q23.3 → qter duplication and 5p15.32 → pter deletion in two siblings with mental retardation, dysmorphic features, and speech delay
Authors: Hellani Ali , Mohamed Sarar , Al‐Akoum Siham , Bosley Thomas M. , Abu‐Amero Khaled K. 
Published: May 2010

AbstractWe report on two siblings (half brothers on the paternal side) with a syndrome consisting of delayed development, cardiac anomalies, chest deformity, hip rotation, metatarsus adductus, genital hypoplasia, dysmorphic face, depressed nasal bridge, mental retardation, and speech delay. All metaphases examined showed a normal karyotype in the patients, their father, and both mothers. High‐resolution array CGH examination revealed a 16q (6 Mb) duplication dup(16)(16q23.3 → 16qter) and a 5p (0.97 Mb) terminal deletion del(5)(p15.32 → pter) in both affected boys but not their healthy siblings or parents. Interphase fluorescence in situ hybridization (FISH) confirmed both the 16q duplicated region and the 5p terminal deletion. Clinical abnormalities in the patients included thin upper lip, clinodactyly, and foot deformity, which were reported previously with duplications in 16q23.3. Pectus excavatum, hip rotation, metatarsus adductus, umbilical hernia, brachycephaly, and esotropia were not reported previously in chromosome 16q duplications but may be features that occur intermittently. The 5p deleted region has been associated previously only with speech delay, which was present in both patients. These patients display certain phenotypic characteristics not reported previously in 16q duplication and confirm 5p terminal deletion as an important chromosome anomaly for speech delay. © 2010 Wiley‐Liss, Inc.
Co‐occurrence of Joubert syndrome and Jeune asphyxiating thoracic dystrophy
Authors: Lehman A.M. , Eydoux P. , Doherty D. , Glass I.A. , Chitayat D. , Chung B.Y.H. , Langlois S. , Yong S.L. , Lowry R.B. , Hildebrandt F. , Trnka P. 
Published: May 2010

AbstractCiliary disorders share typical features, such as polydactyly, renal and biliary cystic dysplasia, and retinitis pigmentosa, which often overlap across diagnostic entities. We report on two siblings of consanguineous parents and two unrelated children, both of unrelated parents, with co‐occurrence of Joubert syndrome and Jeune asphyxiating thoracic dystrophy, an association that adds to the observation of common final patterns of malformations in ciliary disorders. Using homozygosity mapping in the siblings, we were able to exclude all known genes/loci for both syndromes except for INVS, AHI1, and three genes from the previously described Jeune locus at 15q13. No pathogenic variants were found in these genes by direct sequencing. In the third child reported, sequencing of RPGRIP1L, ARL13B, AHI1, TMEM67, OFD1, CC2D2A, and deletion analysis of NPHP1 showed no mutations. Although this study failed to identify a mutation in the patients tested, the co‐occurrence of Joubert and Jeune syndromes is likely to represent a distinct entity caused by mutations in a yet to be discovered gene. The mechanisms by which certain organ systems are affected more than others in the spectrum of ciliary diseases remain largely unknown. © 2010 Wiley‐Liss, Inc.
Lumbocostovertebral syndrome in an infant of a diabetic mother
Authors: Okumus Nurullah , Bas Ahmet Yagmur , Demirel Nihal , Zenciroglu Aysegul , Surmeli Sara , Ceylaner Serdar 
Published: May 2010

AbstractCongenital lumbar hernia (CLH) is rarely seen in children and the patients with CLH usually have other congenital anomalies. The most common clinical presentation of CLH, previously named lumbocostovertebral syndrome, includes hemivertebrae, absent ribs, and abdominal wall muscle hypoplasia. We report on an infant of a diabetic mother presenting with CLH with other anomalies, and we speculate that this clinical picture fits a developmental field defect associated with maternal diabetes. © 2010 Wiley‐Liss, Inc.
A new Ehlers–Danlos syndrome with craniofacial characteristics, multiple congenital contractures, progressive joint and skin laxity, and multisystem fragility‐related manifestations
Authors: Kosho Tomoki , Miyake Noriko , Hatamochi Atsushi , Takahashi Jun , Kato Hiroyuki , Miyahara Teruyoshi , Igawa Yasuhiko , Yasui Hiroshi , Ishida Tadao , Ono Kurahito , Kosuda Takashi , Inoue Akihiko , Kohyama Mohei , Hattori Tadashi , Ohashi Hirofumi , Nishimura Gen , Kawamura Rie , Wakui Keiko , Fukushima Yoshimitsu , Matsumoto Naomichi 
Published: May 2010

AbstractWe previously described two unrelated patients showing characteristic facial and skeletal features, overlapping with the kyphoscoliosis type Ehlers–Danlos syndrome (EDS) but without lysyl hydroxylase deficiency [Kosho et al. (2005) Am J Med Genet Part A 138A:282–287]. After observations of them over time and encounter with four additional unrelated patients, we have concluded that they represent a new clinically recognizable type of EDS with distinct craniofacial characteristics, multiple congenital contractures, progressive joint and skin laxity, and multisystem fragility‐related manifestations. The patients exhibited strikingly similar features according to their age: craniofacial, large fontanelle, hypertelorism, short and downslanting palpebral fissures, blue sclerae, short nose with hypoplastic columella, low‐set and rotated ears, high palate, long philtrum, thin vermilion of the upper lip, small mouth, and micro‐retrognathia in infancy; slender and asymmetric face with protruding jaw from adolescence; skeletal, congenital contractures of fingers, wrists, and hips, and talipes equinovarus with anomalous insertions of flexor muscles; progressive joint laxity with recurrent dislocations; slender and/or cylindrical fingers and progressive talipes valgus and cavum or planus, with diaphyseal narrowing of phalanges, metacarpals, and metatarsals; pectus deformities; scoliosis or kyphoscoliosis with decreased physiological curvatures of thoracic spines and tall vertebrae; cutaneous, progressive hyperextensibility, bruisability, and fragility with atrophic scars; fine palmar creases in childhood to acrogeria‐like prominent wrinkles in adulthood, recurrent subcutaneous infections with fistula formation; cardiovascular, cardiac valve abnormalities, recurrent large subcutaneous hematomas from childhood; gastrointestinal, constipation, diverticula perforation; respiratory, (hemo)pneumothorax; and ophthalmological, strabismus, glaucoma, refractive errors. © 2010 Wiley‐Liss, Inc.
Mesua ferrea L. seed oil‐based epoxy resins
Authors: Das Gautam , Karak Niranjan 
Published: May 2010

AbstractExhaustion of fossil fuels, tremendous increase of materials demand, and unpredictable prices of petroleum based products urge upon the sustainable development. Three different epoxy resins have been synthesized from monoglyceride of Mesua ferrea L. seed oil and epichlorohydrin with and without other dihydroxy compound like tetrabromobisphenol‐A (TBPA) and bisphenol‐A (BPA). The synthesized epoxy resin were characterized by measurement of physical properties like epoxy equivalent, viscosity, hydroxyl value, saponification value, acid value, etc., and spectroscopic techniques like FTIR and 1H NMR. High thermostability with initial decompositions temperature of 225–265°C was observed for the cured resins and 75 mol % BPA based resin exhibits the highest thermostability. Newtonian flow behavior was observed for all resins as indicated by the rheometric study (CVO 100). The flame retardency rating of TBPA based epoxy was found to be V1 as tested by UL 94. The performance characteristics as coating materials were studied by the measurement of gloss, impact resistance, scratch hardness, tensile strength, elongation at break, adhesive strength, and chemical resistance. The results indicate the suitability of the synthesized resins as coating materials. © 2010 Wiley Periodicals, Inc. J Appl Polym Sci, 2010