bluuebunny/crossref_metadata_2025_split huggingface dataset:
Modified Recursions for a Class of Compound Distributions
Authors: Waldmann Karl-Heinz 
Published: March 2005

AbstractRecursions are derived for a class of compound distributions having a claim frequency distribution of the well known (a,b)-type. The probability mass function on which the recursions are usually based is replaced by the distribution function in order to obtain increasing iterates. A monotone transformation is suggested to avoid an underflow in the initial stages of the iteration. The faster increase of the transformed iterates is diminished by use of a scaling function. Further, an adaptive weighting depending on the initial value and the increase of the iterates is derived. It enables us to manage an arbitrary large portfolio. Some numerical results are displayed demonstrating the efficiency of the different methods. The computation of the stop-loss premiums using these methods are indicated. Finally, related iteration schemes based on the cumulative distribution function are outlined.
Credibility in the Regression case Revisited (A Late Tribute to Charles A. Hachemeister)
Authors: Bühlmann H. , Gisler A. 
Published: March 2005

AbstractMany authors have observed that Hachemeisters Regression Model for Credibility – if applied to simple linear regression – leads to unsatisfactory credibility matrices: they typically ‘mix up’ the regression parameters and in particular lead to regression lines that seem ‘out of range’ compared with both individual and collective regression lines. We propose to amend these shortcomings by an appropriate definition of the regression parameters:–intercept–slopeContrary to standard practice the intercept should however not be defined as the value at time zero but as the value of the regression line at the barycenter of time. With these definitions regression parameters which are uncorrected in the collective can be estimated separately by standard one dimensional credibility techniques.A similar convenient reparametrization can also be achieved in the general regression case. The good choice for the regression parameters is such as to turn the design matrix into an array with orthogonal columns.
The Swiss Re Exposure Curves and the MBBEFD Distribution Class
Authors: Bernegger Stefan 
Published: March 2005

AbstractA new two-parameter family of analytical functions will be introduced for the modelling of loss distributions and exposure curves. The curve family contains the Maxwell-Boltzmann, the Bose-Einstein and the Fermi-Dirac distributions, which are well known in statistical mechanics. The functions can be used for the modelling of loss distributions on the finite interval [0, 1] as well as on the interval [0, ∞]. The functions defined on the interval [0, 1] are discussed in detail and related to several Swiss Re exposure curves used in practice. The curves can be fitted to the first two moments μ and σ of a loss distribution or to the first moment μ and the total loss probability p.
A Semi-Parametric Predictor of the IBNR Reserve
Authors: Doray Louis G. 
Published: March 2005

AbstractWe develop a semi-parametric predictor of the IBNR reserve in a macro-model when the claim amount for a certain accident and development year can be expressed in a loglinear form composed of a deterministic part and a random error. We need to make assumptions only on the first two moments of the error, without any specified parametric assumption on its distribution. We give its properties, present its advantages and compare the estimates obtained with various predictors of the IBNR reserve, parametric and non-parametric, using a data set.
Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
Authors: Bacinello Anna Rita 
Published: March 2005

AbstractIn this paper we analyse, in a contingent-claims framework, one of the most common life insurance policies sold in Italy during the last two decades. The policy, of the endowment type, is initially priced as a standard one, given a mortality table and a technical interest rate. Subsequently, at the end of each policy year, the insurance company grants a bonus, which is credited to the mathematical reserve and depends on the performance of a special investment portfolio. More precisely, this bonus is determined in such a way that the total interest rate credited to the insured equals a given percentage (participation level) of the annual return on the reference portfolio and anyway does not fall below the technical rate (minimum interest rate guaranteed, henceforth). Moreover, if the contract is paid by periodical premiums, it is usually stated that the annual premium is adjusted at the same rate of the bonus, and thus the benefit is also adjusted in the same measure. In such policy the variables controlled by the insurance company (control-variables, henceforth) are the technical rate, the participation level and, in some sense, the riskiness of the reference portfolio measured by its volatility. However, as it is intuitive, not all sets of values for these variables give rise to a fair contract, i.e. to a contract priced consistently with the usual assumptions on financial markets and, in particular, with no-arbitrage. We derive then necessary and sufficient conditions under which each control-variable is determined by a fair pricing of the contract, given the remaining two ones.
Empirical Issues in Value-at-Risk
Authors: Bams Dennis , Wielhouwer Jacco L. 
Published: March 2005

AbstractFor the purpose of Value-at-Risk (VaR) analysis, a model for the return distribution is important because it describes the potential behavior of a financial security in the future. What is primarily, is the behavior in the tail of the distribution since VaR analysis deals with extreme market situations. We analyze the extension of the normal distribution function to allow for fatter tails and for time-varying volatility. Equally important to the distribution function are the associated parameter values. We argue that parameter uncertainty leads to uncertainty in the reported VaR estimates. There is a tradeoff between more complex tail-behavior and this uncertainty. The “best estimate”-VaR should be adjusted to take account of the uncertainty in the VaR. Finally, we consider the VaR forecast for a portfolio of securities. We propose a method to treat the modeling in a univariate, rather than a multivariate, framework. Such a choice allows us to reduce parameter uncertainty and to model directly the relevant variable.
Allowance for the Age of Claims in Bonus-Malus Systems
Authors: Pinquet Jean , Guillén Montserrat , Bolancé Catalina 
Published: March 2005

AbstractThe purpose of the paper is to use the age of claims in the prediction of risks. A dynamic random effects model on longitudinal count data is presented, and estimated on the portfolio of a major Spanish insurance company. The estimated autocorrelation coefficients of stationary random effects are decreasing. A consequence is that the predictive ability of a claim decreases with the lag between the period of risk prediction and the period of occurrence. There is a wide gap between the long term properties of actuarial and real-world experience rating schemes. This gap can be partly filled if the age of claims is taken into account in the actuarial model.
Sentinel Node Biopsy as Staging Tool in a Multimodality Treatment Approach to Cancer of the Oral Cavity and the Oropharynx
Authors: Kovács Adorján F. , Landes Constantin A. , Hamscho Nadja , Risse Jörn H. , Berner Uwe , Menzel Christian 
Published: April 2005

OBJECTIVES:Feasibility of sentinel lymph node (SLN) biopsy in head and neck cancer as a staging tool embedded in a multimodality regimen including neoadjuvant intraarterial chemotherapy.STUDY DESIGN AND SETTING:39 patients with oral and anterior oropharyngeal cancer classified N0 by [18F]FDG‐PET underwent SLN scintigraphy. Selective SLN biopsy without elective neck dissection (ND) was performed, immediately followed by radical resection of the primary tumor. Histopathology included step‐serial sections and immunocyto‐chemistry.RESULTS:Lymphoscintigraphy detected 104 spots. In 15 patients there was bilateral drainage. 114 SLN were excised due to additional intraoperative discrimination. 95% of visualised SLN could be removed. Histology was positive in 3 patients (8%), all underwent ND which yielded another positive node in 2 cases. Median observation time was 30 months. Two patients (5%) had a neck relapse in combination with a second primary.CONCLUSIONS:SLN biopsy as only surgical staging tool seems to be feasible.SIGNIFICANCE:Method promises reduction of elective ND and morbidity in N0 patients.
Effects of Genioglossal Muscle Advancement on Speech: An Acoustic Study of Vowel Sounds
Authors: Vähätalo Kimmo , Laaksonen Juha‐Pertti , Tamminen Henna , Aaltonen Olli , Happonen Risto‐Pekka 
Published: April 2005

OBJECTIVE:The effects of the genioglossal muscle advancement on phonetic quality of speech were studied analyzing the acoustic features of vowel sounds.STUDY DESIGN AND SETTING:The study group consisted of 5 men suffering from partial upper airway obstruction during sleep. To prevent tongue base collapse, genioglossal muscle advancement was made with chin osteotomy without hyoid myotomy and suspension. The speech material consisted of 8 vowels produced in sentence context repeated 10 times before the operation, and 10 days and 6 weeks after the operation. The acoustic features of vowels were analyzed.RESULTS:The operation had no significant effects on vowel quality. Only for 2 of the subjects the pitches changed systematically due to the operation.CONCLUSION:According to the acoustic analysis, genioglossal muscle advancement with chin osteotomy has no effects on vowel production. Some short‐term changes were observed, but these changes were highly individual.SIGNIFICANCE:The operation seems to have no potential to change vowel production.
A Hystopathological Study of Thyroarytenoid Muscle Invasion in Early (T1) Glottic Carcinoma
Authors: Kocatürk Sinan , Han Ünsal , Yilmazer D. , Onal Binnur , Erkam Ünsal 
Published: April 2005

PATIENTS AND METHODS:Surgical specimens belonging to 16 patients who underwent partial laryngectomy for T1 glottic cancer were subjected to detailed histopathologic examination; 11 of the patients were staged as T1a while 5 were staged as T1b.RESULTS:It was detected that in 11 patients the tumor was confined to the mucosal or submucosal connective layer, and in 5 (31.2%) cases, the tumor invaded the thyroarytenoid (TA) muscle. In cases involving the one‐third anterior part of the vocal cords and the anterior commissure, a 50% (4/8) TA muscle invasion was detected.DISCUSSION AND CONCLUSION:Our finding TA muscle invasion at the rate of 31.2% in our 16 case series clinically staged as T1 revealed that deep invasion did not always impair the vocal cord mobility. Observing TA muscle invasion at the rate of 50% in cases involving the one‐third anterior part of the vocal cord and the anterior commissure suggested that TA muscle invasion in the anterior part did not significantly impair mobility.
Long‐Term Effects of Repetitive Transcranial Magnetic Stimulation (rTMS) in Patients with Chronic Tinnitus
Authors: Kleinjung Tobias , Eichhammer Peter , Langguth Berthold , Jacob Peter , Marienhagen Joerg , Hajak Goeran , Wolf Stephan R. , Strutz Juergen 
Published: April 2005

OBJECTIVES:The pathophysiologic mechanisms of idiopathic tinnitus remain unclear. Recent studies demonstrated focal brain activation in the auditory cortex of patients with chronic tinnitus. Low‐frequency repetitive transcranial magnetic stimulation (rTMS) is able to reduce cortical hyperexcitability.STUDY DESIGN:Fusing of the individual PET‐scan with the structural MRI‐scan (T1, MPRAGE) allowed us to identify exactly the area of increased metabolic activity in the auditory cortex of patients with chronic tinnitus. With the use of a neuronavigational system, this target area was exactly stimulated by the figure 8‐shaped magnetic coil. In a prospective study, rTMS (110% motor threshold; 1 Hz; 2000 stimuli/day over 5 days) was performed using a placebo controlled cross‐over design. Patients were blinded regarding the stimulus condition. For the sham stimulation a specific sham‐coil system was used. Fourteen patients were followed for 6 months. Treatment outcome was assessed with a specific tinnitus questionnaire (Goebel and Hiller).SETTING:Tertiary referral medical center.RESULTS:Increased metabolic activation in the auditory cortex was verified in all patients. After 5 days of verum rTMS, a highly significant improvement of the tinnitus score was found whereas the sham treatment did not show any significant changes. The treatment outcome after 6 months still demonstrated significant reduction of tinnitus score.CONCLUSION:These preliminary results demonstrate that neuronavigated rTMS offers new possibilities in the understanding and treatment of chronic tinnitus.
Cloning and Characterization of MicroRNAs from Rice
Authors: Sunkar Ramanjulu , Girke Thomas , Jain Pradeep Kumar , Zhu Jian-Kang 
Published: April 2005

AbstractMicroRNAs (miRNAs) are a growing family of small noncoding RNAs that downregulate gene expression in a sequence-specific manner. The identification of the entire set of miRNAs from a model organism is a critical step toward understanding miRNA-guided gene regulation. Rice (Oryza sativa) and Arabidopsis thaliana, two plant model species with fully sequenced genomes, are representatives of monocotyledonous and dicotyledonous flowering plants, respectively. Thus far, experimental identification of miRNAs in plants has been confined to Arabidopsis. Computational analysis based on conservation with known miRNAs from Arabidopsis has predicted 20 families of miRNAs in rice. To identify miRNAs that are difficult to predict in silico or not conserved in Arabidopsis, we generated three cDNA libraries of small RNAs from rice shoot, root, and inflorescence tissues. We identified 35 miRNAs, of which 14 are new, and these define 13 new families. Thirteen of the new miRNAs are not conserved in Arabidopsis. Four of the new miRNAs are conserved in related monocot species but not in Arabidopsis, which suggests that these may have evolved after the divergence of monocots and dicots. The remaining nine new miRNAs appear to be absent in the known sequences of other plant species. Most of the rice miRNAs are expressed ubiquitously in all tissues examined, whereas a few display tissue-specific expression. We predicted 46 genes as targets of the new rice miRNAs: 16 of these predicted targets encode transcription factors, and other target genes appear to play roles in diverse physiological processes. Four target genes have been experimentally verified by detection of miRNA-mediated mRNA cleavage. Our identification of new miRNAs in rice suggests that these miRNAs may have evolved independently in rice or been lost in other species.
Conflict Processes between Youth Groups in a Norwegian City: Polarisation and Revenge
Authors: Bjørgo Tore 
Published: April 2005

AbstractThis study analyses the dynamics of conflict between two youth scenes in the Norwegian city of Kristiansand, commonly described as 'the neo-Nazis', and their counterparts, referred to as 'the anti-racists' or 'the Valla Gang'. The 'neo-Nazis' regularly committed acts of violence against other youths belonging to the multi-ethnic youth scene. As such, many of these incidents could clearly be described as acts of racist violence or hate crime. However, through interviews with 50 participants from both sides it became clear that the acts of violence were part of a more complex set of conflict dynamics between youth groups. This involved processes of polarisation within and between the local youth scenes as well as cycles of generalised revenge based on widely shared notions of 'one for all and all for one'. Youth groups and individual actors switched between political identities and gang identities depending on the situation, and conflicts that initially had nothing to do with racism or anti-racism could easily become politicised. Based on an understanding of the conflict processes, several points of intervention could be identified. Several of the interventions gave positive outcomes.
Super paramagnetic clustering of protein sequences
Authors: Tetko Igor V , Facius Axel , Ruepp Andreas , Mewes Hans-Werner 
Published: April 2005

Abstract
Background
Detection of sequence homologues represents a challenging task that is important for the discovery of protein families and the reliable application of automatic annotation methods. The presence of domains in protein families of diverse function, inhomogeneity and different sizes of protein families create considerable difficulties for the application of published clustering methods.

Results
Our work analyses the Super Paramagnetic Clustering (SPC) and its extension, global SPC (gSPC) algorithm. These algorithms cluster input data based on a method that is analogous to the treatment of an inhomogeneous ferromagnet in physics. For the SwissProt and SCOP databases we show that the gSPC improves the specificity and sensitivity of clustering over the original SPC and Markov Cluster algorithm (TRIBE-MCL) up to 30%. The three algorithms provided similar results for the MIPS FunCat 1.3 annotation of four bacterial genomes, Bacillus subtilis, Helicobacter pylori, Listeria innocua and Listeria monocytogenes. However, the gSPC covered about 12% more sequences compared to the other methods. The SPC algorithm was programmed in house using C++ and it is available at http://mips.gsf.de/proj/spc. The FunCat annotation is available at http://mips.gsf.de.

Conclusion
The gSPC calculated to a higher accuracy or covered a larger number of sequences than the TRIBE-MCL algorithm. Thus it is a useful approach for automatic detection of protein families and unsupervised annotation of full genomes.
Bayesian coestimation of phylogeny and sequence alignment
Authors: Lunter Gerton , Miklós István , Drummond Alexei , Jensen Jens Ledet , Hein Jotun 
Published: April 2005

Abstract
Background
Two central problems in computational biology are the determination of the alignment and phylogeny of a set of biological sequences. The traditional approach to this problem is to first build a multiple alignment of these sequences, followed by a phylogenetic reconstruction step based on this multiple alignment. However, alignment and phylogenetic inference are fundamentally interdependent, and ignoring this fact leads to biased and overconfident estimations. Whether the main interest be in sequence alignment or phylogeny, a major goal of computational biology is the co-estimation of both.

Results
We developed a fully Bayesian Markov chain Monte Carlo method for coestimating phylogeny and sequence alignment, under the Thorne-Kishino-Felsenstein model of substitution and single nucleotide insertion-deletion (indel) events. In our earlier work, we introduced a novel and efficient algorithm, termed the "indel peeling algorithm", which includes indels as phylogenetically informative evolutionary events, and resembles Felsenstein's peeling algorithm for substitutions on a phylogenetic tree. For a fixed alignment, our extension analytically integrates out both substitution and indel events within a proper statistical model, without the need for data augmentation at internal tree nodes, allowing for efficient sampling of tree topologies and edge lengths. To additionally sample multiple alignments, we here introduce an efficient partial Metropolized independence sampler for alignments, and combine these two algorithms into a fully Bayesian co-estimation procedure for the alignment and phylogeny problem.
Our approach results in estimates for the posterior distribution of evolutionary rate parameters, for the maximum a-posteriori (MAP) phylogenetic tree, and for the posterior decoding alignment. Estimates for the evolutionary tree and multiple alignment are augmented with confidence estimates for each node height and alignment column. Our results indicate that the patterns in reliability broadly correspond to structural features of the proteins, and thus provides biologically meaningful information which is not existent in the usual point-estimate of the alignment. Our methods can handle input data of moderate size (10–20 protein sequences, each 100–200 bp), which we analyzed overnight on a standard 2 GHz personal computer.

Conclusion
Joint analysis of multiple sequence alignment, evolutionary trees and additional evolutionary parameters can be now done within a single coherent statistical framework.
Investigation of the potentiation of the analgesic effects of fentanyl by ketamine in humans: a double-blinded, randomised, placebo controlled, crossover study of experimental pain[ISRCTN83088383]
Authors: Tucker Adam P , Kim Yong Ik , Nadeson Raymond , Goodchild Colin S 
Published: April 2005

Abstract
Background
Despite preclinical evidence suggesting a synergistic interaction between ketamine and opioids promoting analgesia, several clinical trials have not identified dosing regimens capable of eliciting a benefit in the co-administration of ketamine with opioids.

Methods
Ten healthy volunteers participated in a double blinded, randomised, placebo controlled, crossover laboratory study in order to determine whether a low dose of ketamine potentiated the antinociceptive effect of fentanyl without causing an increase in sedative effects. A battery of tests was used to assess both nociception and sedation including electrical current, pressure, thermal stimuli, psychometric tests, and both subjective and objective scores of sedation. Target controlled infusions of the study drugs were used. Ketamine and fentanyl were administered alone and in combination in a double-blinded randomised crossover design. Saline was used as the control, and propofol was used to validate the tests of sedation. Cardiovascular and respiratory parameters were also assessed.

Results
The electrical current pain threshold dose response curve of fentanyl combined with ketamine was markedly steeper than the dose response curve of fentanyl alone. While a ketamine serum concentration of 30 ng/ml did not result in a change in electrical pain threshold when administered alone, when it was added to fentanyl, the combination resulted in greater increase in pain threshold than that of fentanyl administered alone. When nociception was assessed using heat and pressure stimuli, ketamine did not potentiate the anti-nociceptive effect of fentanyl. There was no difference between the sedative effect of fentanyl and fentanyl in combination with ketamine as assessed by both subjective and objective measures of sedation. Cardiovascular and respiratory parameters were unaffected by the study drugs at the doses given.

Conclusion
A serum concentration of ketamine that did not alter indices of sedation potentiated the antinociceptive effect of fentanyl. This potentiation of antinociception occurred without an increase in sedation suggesting that low steady doses of ketamine (30–120 ng/ml) might be combined with μ opioid agonists to improve their analgesic effect in a clinical setting. (296 words)