Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure

Consider a portfolio containing heterogeneous risks. The premiums of the policyholders might not cover the amount of the payments which an insurance company pays the policyholders. When setting the premium, this risk has to be taken into consideration. On the other hand the premium that the insured pays has to be fair. This fairness is measured by a function of the difference between the risk and the premium paid—we call this function a distance function. For a given small probability of insolvency, we find the premium for each class, such that the distance function is minimized. Next we formulate and solve the dual problem, which is minimizing the insolvency probability under the constraint that the distance function does not exceed a given level. This paper generalizes a previous paper [Zaks, Y., Frostig, E., Levikson, B., 2006. Optimal pricing of a heterogeneous portfolio for a given risk level. Astin Bull. 36 (1), 161–185] where only a square distance function was considered.     

Covering pairs by quintuples with index λ  0 (mod 4)

A (v, k. λ) covering design of order v, block size k, and index λ is a collection of k-element subsets, called blocks, of a set V such that every 2-subset of V occurs in at least λ blocks. The covering problem is to determine the minimum number of blocks, α(v, k, λ), in a covering design. It is well known that $ \alpha \left({\nu,\kappa,\lambda } \right) \ge \left\lceil {\frac{\nu}{\kappa}\left\lceil {\frac{{\nu - 1}}{{\kappa - 1}}\lambda} \right\rceil} \right\rceil = \phi \left({\nu,\kappa,\lambda} \right) $, where [χ] is the smallest integer satisfying χ ≤ χ. It is shown here that α (v, 5, λ) = ?(v, 5, λ) + ? where λ ≡ 0 (mod 4) and e= 1 if λ (v?1)≡ 0(mod 4) and λv (v?1)/4 ≡ ?1 (mod 5) and e= 0 otherwise With the possible exception of (v,λ) = (28, 4). © 1993 John Wiley & Sons, Inc.     

A peptide-derived strategy for specifically targeting the mitochondria and ER of cancer cells: a new approach in fighting cancer

An effective anti-cancer therapy should exclusively target cancer cells and trigger in them a broad spectrum of cell death pathways that will prevent avoidance. Here, we present a new approach in cancer therapy that specifically targets the mitochondria and ER of cancer cells. We developed a peptide derived from the flexible and transmembrane domains of the human protein NAF-1/CISD2. This peptide (NAF-1^44-67) specifically permeates through the plasma membranes of human epithelial breast cancer cells, abolishes their mitochondria and ER, and triggers cell death with characteristics of apoptosis, ferroptosis and necroptosis. In vivo analysis revealed that the peptide significantly decreases tumor growth in mice carrying xenograft human tumors. Computational simulations of cancer vs. normal cell membranes reveal that the specificity of the peptide to cancer cells is due to its selective recognition of their membrane composition. NAF-1^44-67 represents a promising anti-cancer lead compound that acts via a unique mechanism.

An effective anti-cancer therapy should exclusively target cancer cells and trigger in them a broad spectrum of cell death pathways that will prevent avoidance.     

Tuning protonation states of tripelennamine antihistamines by cucurbit[7]uril

The formation of host–guest complexes of cucurbit[7]uril (CB7) with the antihistamine drug tripelennamine (TRP) was studied by optical and NMR spectroscopy. The experimental and computational results are consistent with inclusion of a single TRP molecule in CB7. Addition of CB7 has tuned drug protonation states associated with (de)protonation of the ethyldimethylammonium and exocyclic nitrogens with an increase in the associated pK_a values by 1.5 and 2.5 units, respectively. The incorporation of antihistamines drugs such as TRP in cucurbiturils could be utilized for switching their capability for selective binding to histamine H₁‐receptors, in the future. Copyright © 2015 John Wiley & Sons, Ltd.     

Morphological and Interaction Characteristics of Surface-Active Ionic Liquids and Palmitic Acid in Mixed Monolayers

A series of water soluble, surface-active ionic liquids (SAILs), namely, 1-alkyl-3-methyl imidazolium chlorides ([C_n-mim]Cl) and their mixtures with palmitic acid (PA) are investigated in Langmuir monolayers and Langmuir–Blodgett films. It is inferred from the surface pressure-area isotherms that C₁₆-mim-IL mixes non-ideally with PA and stabilizes the binary mixed films. In addition, the residence of mim-IL at the water surface is enhanced as a function of the increasing alkyl side chain length. Generally, the compressional moduli values decrease upon increasing the content of the mim-ILs over a wide range of compositions. Furthermore, film relaxation measurements indicate that the IL component is selectively excluded from the mixed films upon achieving a certain target pressure. Brewster angle microscope images demonstrate minimal changes on the PA domains in the presence of either C₄- and C₈-mim-ILs, whereas presence of the hexadecyl counterpart results in the formation of condensed sheets. Atomic force microscopy imaging of deposited films show the formation of propeller-like aggregates when C₈- or C₁₆-mim-IL is present in the mixed films.     

Tower techniques for cosimplicial resolutions

Let be a simplicial model category and J : a simplicial coaugmented functor. Given an object X, the assignment nJⁿ⁺¹X defines a cofacial resolution (an augmented cosimplicial space without its codegeneracy maps). Following Bousfield and Kan we define J^sX = tot^s([n] Jⁿ⁺¹X). An object X is called J-injective if it is a retract of JX in Ho() via the natural map. We show that certain homotopy limits of J-injective objects are J_s-injective. Our method is to use the notion of pro-weak equivalences which was first introduced in a different language and context by David Edwards and Harold Hastings. The key observation is that a cofacial resolution X (-1) X which admits a left contraction gives rise to a pro-weak equivalence of towers {X(-1)}_s0{tot^SX}_{s 0}.The first author was supported in part by National Science Foundation grant DMS-0296117     

Inclusion of neutral guests by water-soluble macrocyclic hosts – a comparative thermodynamic investigation with cyclodextrins,calixarenes and cucurbiturils

Abstract

The driving forces of association between three different families of macrocycles as hosts, namely cyclodextrins (α-, β-, and γ-), p-sulfonatocalix[n]arenes (n = 4–6) as well as cucurbit[n]urils (n = 6–8), and three different bicyclic azoalkane homologues as guests, namely 2,3-diazabicyclo[2.2.1]hept-2-ene (DBH), 2,3-diazabicyclo[2.2.2]oct-2-ene (DBO) as well as 2,3-diazabicyclo[2.2.3]non-2-ene (DBN), were examined by means of calorimetric titrations, NMR spectroscopy and molecular dynamics simulation, all in aqueous solution. The small, spherical and uncharged guests preferably bind inside the cavities of the medium sized hosts. The inclusion complexation by β-cyclodextrin and p-sulfonatocalix[4]arene shows medium binding affinities (millimolar), while cucurbit[7]uril macrocycle shows very strong binding (micromolar). For all types of macrocycles, the complex formation is enthalpically driven (ΔH° < 0), accompanied by slightly unfavourable entropy changes (ΔS° < 0). The results are discussed in terms of the flexibility of the hosts, the hydrophobic character of their cavities and the release of high-energy water upon binding, and generalised by including two additional guests, the ketones cyclopentanone and (+)-camphor.     

Syntheses, crystal structures, transport properties and first-principles electronic structure study of the (tTTF)2X (X=Br, I) low-dimensional antiferromagnets

An efficient synthetic procedure for the preparation of unsymmetrically substituted tetrathiafulvalene (TTF) donors has been used to obtain the trimethylene-tetrathiafulvalene (tTTF) donor with high purity. Good quality crystals of the two (tTTF)(2)X (X = Br, I) salts have been obtained by electrocrystallization. The two salts are isomorphous and contain tTTF layers which are built from (tTTF)(2) dimeric units. Both systems are low-dimensional antiferromagnets with the highest Ne?el temperatures for TTF based radical cation salts: ≈ 35 K (Br salt) and ≈43 K (I salt). The resistivity is found to substantially decrease with pressure although both salts still have activated conductivity at 25 kbar. First-principles Density Functional Theory (DFT) calculations have been used to investigate the relative strength of the three different types of magnetic interactions in the tTTF layers as well as the potential magnetic ground states. These calculations successfully predict the nature of the ground state and suggest a possible correlation between structural details and Ne?el temperatures for the bromine and iodine salts. Remarkably, the calculated antiferromagnetic ground state can be predicted from the nesting properties of the Fermi surface for the hypothetical Pauli paramagnetic metallic state.     

Identification of Potential SARS-CoV-2 Main Protease and Spike Protein Inhibitors from the Genus Aloe: An In Silico Study for Drug Development

Severe acute respiratory syndrome coronavirus (SARS-CoV-2) disease is a global rapidly spreading virus showing very high rates of complications and mortality. Till now, there is no effective specific treatment for the disease. Aloe is a rich source of isolated phytoconstituents that have an enormous range of biological activities. Since there are no available experimental techniques to examine these compounds for antiviral activity against SARS-CoV-2, we employed an in silico approach involving molecular docking, dynamics simulation, and binding free energy calculation using SARS-CoV-2 essential proteins as main protease and spike protein to identify lead compounds from Aloe that may help in novel drug discovery. Results retrieved from docking and molecular dynamics simulation suggested a number of promising inhibitors from Aloe. Root mean square deviation (RMSD) and root mean square fluctuation (RMSF) calculations indicated that compounds 132, 134, and 159 were the best scoring compounds against main protease, while compounds 115, 120, and 131 were the best scoring ones against spike glycoprotein. Compounds 120 and 131 were able to achieve significant stability and binding free energies during molecular dynamics simulation. In addition, the highest scoring compounds were investigated for their pharmacokinetic properties and drug-likeness. The Aloe compounds are promising active phytoconstituents for drug development for SARS-CoV-2.     

Evolved Gas Analysis‐Mass Spectrometry to Identify the Earliest Organic Binder in Aegean Style Wall Paintings

An organic binder was identified in the painted fragments from the Canaanite palace of Tel Kabri, Israel. Recently dated to the late 18th century B.C.E. by ¹⁴C, Tel Kabri is the most ancient of the Eastern Mediterranean sites in which Aegean style paintings have been found. The application of pigments was suspected to be using an organic binding medium, particularly for the Egyptian Blue pigment. Samples of blue paint were examined using evolved gas analysis‐mass spectrometry (EGA‐MS) in order to overcome the analytical challenges imposed by highly degraded aged proteinaceous materials. Egg was identified as the binder based on the presence of hexadecanonitrile and octadecanonitrile, confirming the use of a secco painting technique. Lysozyme C from Gallus gallus was detected by proteomics analysis, confirming the presence of egg. To our knowledge, this is the earliest use of egg as a binder in Aegean style wall paintings.