Managing longevity and disability risks in life annuities with long term care

The aim of the paper is twofold. Firstly, it develops a model for risk assessment in a portfolio of life annuities with long term care benefits. These products are usually represented by a Markovian Multi-State model and are affected by both longevity and disability risks. Here, a stochastic projection model is proposed in order to represent the future evolution of mortality and disability transition intensities. Data from the Italian National Institute of Social Security (INPS) and from Human Mortality Database (HMD) are used to estimate the model parameters. Secondly, it investigates the solvency in a portfolio of enhanced pensions. To this aim a risk model based on the portfolio risk reserve is proposed and different rules to calculate solvency capital requirements for life underwriting risk are examined. Such rules are then compared with the standard formula proposed by the Solvency II project.     

Automated detection and localization of bowhead whale sounds in the presence of seismic airgun surveys

An automated procedure has been developed for detecting and localizing frequency-modulated bowhead whale sounds in the presence of seismic airgun surveys. The procedure was applied to four years of data, collected from over 30 directional autonomous recording packages deployed over a 280 km span of continental shelf in the Alaskan Beaufort Sea. The procedure has six sequential stages that begin by extracting 25-element feature vectors from spectrograms of potential call candidates. Two cascaded neural networks then classify some feature vectors as bowhead calls, and the procedure then matches calls between recorders to triangulate locations. To train the networks, manual analysts flagged 219 471 bowhead call examples from 2008 and 2009. Manual analyses were also used to identify 1.17 million transient signals that were not whale calls. The network output thresholds were adjusted to reject 20% of whale calls in the training data. Validation runs using 2007 and 2010 data found that the procedure missed 30%-40% of manually detected calls. Furthermore, 20%-40% of the sounds flagged as calls are not present in the manual analyses; however, these extra detections incorporate legitimate whale calls overlooked by human analysts. Both manual and automated methods produce similar spatial and temporal call distributions.     

Multipulse Phases in k-Mixtures of Bose–Einstein Condensates

For the system

$-\Delta U_i+ U_i=U_i^3-\beta U_i\sum_{j\neq i}U_j^2,\quad i=1,\dots,k,$

(with k ≧ 3), we prove the existence for β large of positive radial solutions on \({\mathbb R^N}\) . We show that as β →  + ∞, the profile of each component U _i separates, in many pulses, from the others. Moreover, we can prescribe the location of such pulses in terms of the oscillations of the changing-sign solutions of the scalar equation  ? ΔW  +  W  =  W³. Within an Hartree–Fock approximation, this provides a theoretical indication of phase separation into many nodal domains for the k-mixtures of Bose–Einstein condensates.

     

The reversibility and the center problem

In this work we study the narrow relation between reversibility and the center problem and also between reversibility and the integrability problem. It is well known that an analytic system having either a non-degenerate or nilpotent center at the origin is analytically reversible or orbitally analytically reversible, respectively. In this paper we prove the existence of a smooth map that transforms an analytic system having a degenerate center at the origin with either an analytic first integral or a C^∞ inverse integrating factor into a reversible linear system (after rescaling the time). Moreover, if the degenerate center has an analytic or a C^∞ reversing symmetry, then the transformed system by the map also has a reversing symmetry. From the knowledge of a first integral near the center we give a procedure to detect reversing symmetries.     

A new approach to center conditions for simple analytic monodromic singularities

In this paper we present an alternative algorithm for computing Poincaré-Lyapunov constants of simple monodromic singularities of planar analytic vector fields based on the concept of inverse integrating factor. Simple monodromic singular points are those for which after performing the first (generalized) polar blow-up, there appear no singular points. In other words, the associated Poincaré return map is analytic. An improvement of the method determines a priori the minimum number of Poincaré-Lyapunov constants which must cancel to ensure that the monodromic singularity is in fact a center when the explicit Laurent series of an inverse integrating factor is known in (generalized) polar coordinates. Several examples show the usefulness of the method.     

Counting Shi Regions with a Fixed Separating Wall

Athanasiadis introduced separating walls for a region in the extended Shi arrangement and used them to generalize the Narayana numbers. In this paper, we fix a hyperplane in the extended Shi arrangement for type A and calculate the number of dominant regions which have the fixed hyperplane as a separating wall; that is, regions where the hyperplane supports a facet of the region and separates the region from the origin.     

Nonlinear Schrödinger equations with symmetric multi-polar potentials

This paper deals with a class of nonlinear elliptic equations involving a critical power-nonlinearity as well as a potential featuring multiple inverse square singularities. When the poles form a symmetric structure, it is natural we wonder how the symmetry affects such mutual interaction. The present paper means to study this aspect from the point of view of the existence of solutions inheriting the same symmetry properties as the set of singularities. Mathematics Subject Classification (2000) 35J60, 35J20, 35B33     

Mapping the Electronic Structure and the Reactivity Trends for Stabilized α-Boryl Carbanions

The chemistry of stabilized α-boryl carbanions shows remarkable diversity, and can enable many different synthetic routes towards efficient C−C bond formation. The electron-deficient, trivalent boron center stabilizes the carbanion facilitating its generation and tuning its reactivity. Here, the electronic structure and the reactivity trends of a large dataset of α-boryl carbanions are described. DFT-derived parameters were used to capture their electronic and steric properties, computational reactivity towards model substrates, and crystallographic analysis within the Cambridge Structural Dataset. This study maps the reactivity space by systematically varying the nature of the boryl moiety, the substituents of the carbanionic center, the number of α-boryl motifs, and the metal counterion. In general, the free carbanionic intermediates are described as borata-alkene species with C−B π interactions polarized towards the carbon. Furthermore, it was possible to classify the α-boryl alkylidene metal precursors into three classes directly related to their reactivity: 1) nucleophilic borata-alkene salts with alkali and alkaline earth metals, 2) nucleophilic η²-(C−B) borata-alkene complexes with early transition metals, Cu and Ag, and 3) α-boryl alkyl complexes with late transition metals. This trend map aids selection of the appropriate reactive synthon depending on the reactivity sought.     

Multifunctional Small Molecules as Potential Anti-Alzheimer’s Disease Agents

Alzheimer’s disease (AD) is a severe multifactorial neurodegenerative disorder characterized by a progressive loss of neurons in the brain. Despite research efforts, the pathogenesis and mechanism of AD progression are not yet completely understood. There are only a few symptomatic drugs approved for the treatment of AD. The multifactorial character of AD suggests that it is important to develop molecules able to target the numerous pathological mechanisms associated with the disease. Thus, in the context of the worldwide recognized interest of multifunctional ligand therapy, we report herein the synthesis, characterization, physicochemical and biological evaluation of a set of five (1a–e) new ferulic acid-based hybrid compounds, namely feroyl-benzyloxyamidic derivatives enclosing different substituent groups, as potential anti-Alzheimer’s disease agents. These hybrids can keep both the radical scavenging activity and metal chelation capacity of the naturally occurring ferulic acid scaffold, presenting also good/mild capacity for inhibition of self-Aβ aggregation and fairly good inhibition of Cu-induced Aβ aggregation. The predicted pharmacokinetic properties point towards good absorption, comparable to known oral drugs.