The counterparty credit risk is particularly hard to simulate and this thesis is only the second work so far, which considers effective simulation of couterparty risk. There are two new approaches to stochastic modelling, which are useful with respect to ef- ficient simulation of counterparty risk. These are Path-Dependent Simulation (PDS) and Direct-Jump to Simulation date (DJS). It had been show that DJS is far more ef- fective, when it comes counterparty risk simulation of path-independent derivatives. We focus on a portfolio of interest rate swaps, which are effectively path-dependent. DJS approach yields estimates with much lower variance than PDS approach. But as expected, the DJS is also much more computationally intensive. The increase in computing time in majority of cases wipes out any gains in lower variance and PDS approach is shown to be more effective, when computing time is taken into account. We also show that in practice the convergence rate of Monte Carlo method signif- icantly underestimates the true reduction in variance, which can be achieved with increasing number of scenarios. JEL Classification C02, C15, C63, G01, G12, G32 Keywords Monte Carlo, CVA, Exposure, Variance Author's e-mail robberth.cz@gmail.com Supervisor's e-mail boril.sopov@gmail.com

MSc (Med) Molecular Medicine and Haematology, Faculty of Health Sciences, University of the Witwatersrand, 2009 / This is the third phase of a project to identify, confirm, and operationalise biomarkers for crystalline silica dust exposure that could be used for surveillance of dust exposure levels in South African mines. The first phase of the project involved a comprehensive review of the relevant literature [Gulumian et al., 2006] from which ten potential biomarkers of effect were identified as being worthy of further investigation. The second phase of the project examined the ten identified biomarkers in silica dust-exposed and unexposed black male subjects [Murray et al., 2006]. Two of the ten short listed biomarkers, namely erythrocyte glutathione peroxidase (GPx) and serum Clara cell protein 16 (CC16), were found to have significantly reduced levels in the silica dust-exposed versus unexposed subjects. In addition, the biomarkers were found to be unaffected by HIV sero-status, smoking, age and the presence of silicosis. As a result, this third phase of the project aimed to confirm the levels of and further analyze GPx and CC16 in miners exposed to crystalline silica dust. This third phase involved the measurement of the levels of erythrocyte GPx and serum CC16 in 80 adult male gold miners upon their return from leave and then again two to six months after they had returned to work (involving exposure to crystalline silica). Before the field work was conducted, however, the optimal operational parameters for the biomarkers (namely storage temperature, delay in time between blood collection and separation, laboratory temperature and storage duration) were established. The results of these optimization experiments were used to develop Standard Operating Procedures (SOPs) for biomarker specimen handling and storage under field conditions, and for laboratory assays. In this phase, the findings of the second phase were confirmed in that the levels of GPx and CC16 were lowered in miners exposed to crystalline silica dust and were unaffected by age, race and cigarette smoking. In addition, while CC16 was unaffected by the presence of radiological silicosis, GPx may have been affected. Finally, the decrease in the levels of GPx activity and CC16 concentration observed in the study were unaffected by the level of silica dust exposure (high or low) as determined by job category or by the duration of crystalline silica exposure. Regarding the levels of GPx activity, the results suggested that GPx levels decrease after two to six months of chronic exposure to crystalline silica dust and remain decreased (throughout the working week and over a weekend) and then increase or even recover to normal levels during a period of leave. It was therefore concluded that GPx activity levels rise and fall, in response to silica dust exposure, gradually and over periods of some time, possibly months. The CC16 results were, however, less promising. After two to six months of chronic exposure to crystalline silica dust there was a significant change in CC16 on a Wednesday afternoon following an 8-hour shift and during the duration of a shift. In addition, there is the possibility that the observed changes were due to a time-dependent diurnal variation in the CC16 levels. It was concluded that the results of the current phase warrant further research into the use of erythrocyte GPx and serum CC16 as biomarkers of early effect from crystalline silica exposure.

Airborne dusts can transport radioactive materials in the form of isolated individual radioactively-hot particles containing high concentrations of radioisotopes. These airborne particles may be inhaled or ingested, becoming a source of internal radiation exposure. After the March 11, 2011, nuclear reactor accidents at Fukushima Daiichi, in northern Japan; eighty-five Japanese environmental samples and 234 US and Canadian samples were collected and analyzed by gamma spectrometry, autoradiography, scanning electron microscopy with energy dispersive X-ray analysis (SEM/EDS), and total alpha and beta counts. Social media and volunteer organizations were an important part of the sample collection effort. The combination of autoradiography and SEM/EDS allowed individual radioactively-hot particles to be isolated and analyzed. Detectable levels of 134Cs and 137Cs were found in 62 of 85 Japanese particulate matter samples. The median dust specific activity for Japanese samples was 2.5 Bq g-1 +/- 1.6 Bq g-1, while the mean dust specific activity was 71 Bq g-1 (RSD = 335 %). The mean was skewed high due to five dust samples with sharply higher specific activities. These five samples had specific activities ranging from 167 kBq g-1 to 5.2 PBq kg-1. Only four of 234 US and Canadian environmental samples had detectable levels of both 134Cs and 137Cs. Gross gamma spectroscopy of Japanese samples also detected 131I and 60Co. US and Canadian dust samples showed primarily naturally-occurring nuclides. More than 300 individual hot particles were identified in Japanese samples. The Japanese particles analyzed by SEM/EDS were found to contain cesium, americium, radium, polonium, tellurium, rubidium and other necessarily or potentially radioactive elements. No cesium-containing hot particles were found in the US, however some dust particles were found that contained uranium, thorium and plutonium. These US particles were all related to identified uranium mines or nuclear materials storage and processing sites. Some of the hot particles detected in this study could cause significant radiation exposures to individuals if inhaled. Where hot particles are present in the environment, radiation dose models must include this exposure component to remain accurate.

Mycotoxins are secondary metabolites produced by many fungal species. Health effects induced by the ingestion of these substances are well documented and some mycotoxins are now regulated for their maximum tolerable levels in foods. However, other routes of exposure to these contaminants are possible. Thus, if irritating or allergenic reactions related to the inhalation of fungal spores or mycelial fragments have been demonstrated, inhalation of mycotoxins is also suspected to be causing certain respiratory disorders or certain pathologies. Indeed, mycotoxins can be found in spores but also on finer particles which are easily aerosolized and therefore likely to be inhaled. However, data on the hazard associated with human exposure to mycotoxins by inhalation are still very fragmented. In this context, our main objective was to characterize the aerosolization of mycotoxins during the colonization of different materials encountered in indoor environments by toxinogenic molds. First we studied growth and production of mycotoxins during the colonization of building materials (wallpaper, painted fiberglass wallpaper, vinyl wallpaper, fir, fiberglass) by three fungal species of interest: Aspergillus versicolor, Penicillium brevicompactum, Stachybotrys chartarum. These species were chosen because of their frequent presence in indoor environments and their diverse mycelial organization. In addition, these three species produce different toxins: sterigmatocystin, mycophenolic acid and macrocyclic trichothecenes for A. versicolor, P. brevicompactum and S. chartarum, respectively. These studies have shown that, during their development on tested materials, three species produce mycotoxins. The most favorable material for fungal development and toxinogenesis is wallpaper. Mycophenolic acid, sterigmatocystin and macrocyclic trichothecenes can thus be produced at levels of 1.8, 112.1 and 27.8 mg/m2, respectively, on this material. These toxins can then be partially aerosolized. We have shown that aerosolization depends on species and their mycelial structure, but also on culture conditions and airflow. This transfer to air is nevertheless observed after aeraulic solicitations which can be easily encountered in indoor environments because theycorrespond to the movement of people in a room (0.3 m/s), speed of air in ceiling diffusers (2 m/s), slamming doors or air drafts when opening windows(6 m/s). P. brevicompactum showed to be the easiest to aerosolize. The major part of the aerosols’ toxic charge is found in particles whose size corresponds to that of spores or mycelial fragments. However, for macrocyclic trichothecenes, toxins were also found in particles smaller than spores, which could easily be inhaled by occupants and penetrate deep into the respiratory tract. In order to better characterize the actual hazard associated with inhalation of these compounds, cytotoxicity studies have been performed using lung cells and comparing with results observed on digestive cells. Pulmonary toxicity is comparable to that observed in digestive cells. Macrocyclic trichothecenes are much more toxic than other tested toxins with IC50 in order of ng/ml. In parallel, we analyzed the VOCs specifically produced during active mycotoxinogenesis in order to identify potential biomarkers of the actual production of mycotoxins that could be used as tools for monitoring of indoor environments. Unfortunately, this approach has not, for the moment, led to the identification of specific targets. In the end, we evaluated the persistence of these contaminants during application of bleach, the most frequently used decontamination process. We have shown that a normal cleaning procedure allows only partial removal of mold.

Faculty of Health Sciences, Master of Science in Medicine in the field of Epidemiology and Biostatistics, 9502650w / An autopsy-based case-series of South African miners was used to evaluate the evidence required to attribute a miner’s lung cancer to occupational asbestos exposure for compensation. The slightly different Helsinki (1997) and National Institute for Occupational Health (NIOH) criteria (1988) require that one of four factors (asbestosis, occupational exposure, raised burden of asbestos fibres and/or bodies) be fulfilled for attribution. These criteria were applied to the case-series to determine and compare the proportions of NIOH- and Helsinki-attributable lung cancers. Of 195 lung cancer cases, 47% (91) were Helsinki-attributable and 52% (101) NIOH-attributable: with 72% concordance. Some differences in the details of occupational exposure criteria and methods for assessing the burden of asbestos in the lung were responsible for differences in these proportions. If attribution had taken place using only presence of asbestosis and the occupational exposure history, many cases would not have been attributable to asbestos. Therefore, taking into account burden of asbestos in lung tissue was important. However, it was found that phase contrast microscopy (PCM) for counting asbestos bodies was “sufficient” and that scanning electron microscopy (SEM), advocated by the Helsinki criteria, added <1% of the cases, suggesting that the cost of expensive SEM fibre counts in a developing country may outweigh the benefits. Using the Helsinki criteria as the gold standard, the sensitivity of the NIOH criteria was 75.8% (95% CI: 65.7 – 84.2).

BACKGROUND: The biopsychosocial model of pain suggests that one’s perception of pain is affected by one’s beliefs about pain (Moseley & Butler, 2015). Metaphors have been shown to be effective in educating the patient about pain, which in turn reduces it (Gallagher et al., 2013). How might metaphors be used by the patient to express their pain, and what do these metaphors have in common? This qualitative study will examine the pain-expressing metaphors (PEMs) used by the pediatric chronic pain patients in a graded exposure treatment. METHODS: 36 patients recruited from Pain Treatment Service at Boston Children’s Hospital and the Pediatric Headache Program were enrolled GET Living, a pediatric chronic pain intervention composed of a series of individualized graded exposure sessions. Of these 36 patients, video recordings for GET Living sessions were available for 19. Of these 19 patients, video recordings of at least 5 sessions were available for 11 patients. Each video-recorded session for these 11 patients was viewed, reviewed, and coded for the use of PEM by the patient. RESULTS: Each of the PEMs patients used in this study could be organized into one of 6 categories: Sharp, Burning, Throbbing, Spectrum, Physical Qualities, and Other Sensation. “Other Sensation” was the category into which the most individual PEMs fell, but the category that had PEMs used by the most number of patients was “Sharp.” CONCLUSION: This study added to existing literature regarding categories of pain metaphors, supporting groupings such as sharp, throbbing, and burning. This study furthermore described groupings such as characterizing pain as a spectrum and characterizing pain as something with physical qualities. Future studies with more robust data sets could code PEMs in the same way and then conduct a quantitative analysis of metaphor use by patients enrolled in GET Living, correlating metaphor use with measures such as fear of pain and functional disability as recorded in the GET Living Child Assessment. / 2018-07-11T00:00:00Z

Atmospheric transport and dispersion modeling systems are often used in assessing human exposures to chemical hazards. Models validated through quantitative and qualitative evaluation can be applied to epidemiologic study. Here, we modeled the 2005 Graniteville, South Carolina, USA railcar release of chlorine using dense gas plume dispersion models including the Hazard Prediction and Assessment Capability (HPAC) and Areal Locations of Hazardous Atmospheres (ALOHA). The release volume (54,915 kg) and rate was estimated by an engineering analysis combining semi-quantitative observations and fundamental physical principles. The use of regional meteorological conditions was validated by statistically (correlation, mean bias, root mean square deviation) comparing 1,024 HPAC concentration and surface dosage point estimates generated by two source-location weather data sets. An improved HPAC model was then statistically (correlation, root mean square deviation) compared to the earlier HPAC model using up to 9,446 surface dosage sampling points paired in time and space. The older HPAC model consistently overpredicted compared to the newer, refined model. When compared to HPAC, the ALOHA model significantly overpredicted downwind, centerline concentrations (up to 55 times that of HPAC). The refined HPAC model was then evaluated against post-incident environmental indicators of exposure such as phytotoxicity, corrosion events, deposition benchmarks, casualty data and exposed animal health outcome. A further sub-analysis was performed by comparing observed dog health outcome-derived exposure estimations versus model-predicted exposure. This statistical sub-analysis showed good agreement between observed and estimated, particularly when a sub-cohort of indoor dogs was excluded to determine the impact of structural shielding. Although the model was favorably evaluated based on literature-established standards, further assessment should be performed before the model can be fully validated and applied in human epidemiologic study to estimate acute exposures. Language: English / 1 / Dev D. Jani

Introduction: Increasing the imaging demand in the dental field has lead to a dramatic increase in the number of CBCT machines in the U.S. market with a variety of new models and features, as well as different radiation exposures. These differences in exposure among the different CBCT machines and the potential for radiation accumulation over a life time are major concerns for aiming for a reduction in patients’ radiation exposure. Most of the studies have aimed to measure the radiation dose in different CBCT units with different field of views. Up to date, few studies have aimed to measure the radiation dose in different CBCT devices with similar fields of view. The aim of the study was to compare the dosimetry levels with relatively small FOV in different scan protocols in two CBCT units. Materials and methods: A 16-cm diameter PMMA phantom with 10-cm pencil ionization chamber were used to measure the radiation exposure from two CBCT devices: i-CAT FLX and CS9000. A smallest FOV in both CBCT (8 x 8 cm in the i-CAT FLX and 5 x 3.7 cm in the CS9000) was selected at different scan protocols. The scan settings included in the i-CAT FLX HD (120 kVp; 5 mA; 7.4 sec; 0.125, 0.250, 0.200 mm voxel sizes; 360° rotation) Quick HD (120 kVp; 5 mA; 4.1 sec; 0.200, 0.250 mm voxel sizes; 180° rotation), Quick+ (90 kVp; 3 mA; 2 sec; 0.300, 0.400 mm voxel sizes; 180° rotation) , Quick (120 kVp; 5 mA; 2 sec; 0.300, 0.400 mm voxel sizes; 180° rotation), and standard scans (120 kVp; 5 mA; 3.7 sec; 0.300, 0.400 mm voxel sizes; 360° rotation). In the CS9000 scan settings included voxel sizes (CS9000: 0.076 mm, 0.100 mm, and 0.200 mm), 80 kVp, 10 mA, 10.8 sec, and 360° rotation. The phantom was exposed three times at the same position to calculate the average measurement of dose by the ionization chamber. All the radiation exposure doses were read by one examiner. Results: The radiation exposure of the phantom slots in different resolutions and scan protocols in the both CBCT units ranged from 4.31 to 60.73 mR. There were statistically significant differences in radiation value between i-CAT FLX and CS9000 due to voxel size (P < 0.001). Each voxel size was significantly different from the other in both scanners, except between CS9000 0.076 and HD 0.125; CS9000 0.200 and HD 0.125; and CS9000 0.100 and HD 0.200. Also, there were no statistically significant differences between the voxel size within the same scan protocols in the i-CAT FLX, especially the Quick HD, Quick+, Quick, and Standard scans. Conclusion: The selection of x-ray parameters (mainly scan time), voxel size, and rotation angle have a significant radiation expsoure reduction in both the i-CAT FLX and CS9000 units and hence should be appropriately selected to minimize the radiation dose.

As combat veterans returned from supporting the wars in Iraq and Afghanistan, questions over the safety of vaccinations as well as exposure to burn pit smoke and toxic metals lying dormant in the sand emerged. For many, returning home was marred by unexplained symptoms followed by diagnoses of autoimmune diseases and/or cancer. This research examines how these veterans negotiate this transition from healthy to sick struggling with the many forces that interact with this transition. I focused on the lived experience of their illness as it is non-verbally expressed through embodiment, verbally expressed through illness narratives, and negotiated to avoid stigma. This research is situated in and through the body. It is based on assumptions, rooted in context, founded on theory, and framed by visual methodology. I utilized photo elicitation and photo voice in concert with open-ended interviews of 10 Operation Iraqi and/or Enduring Freedom veterans diagnosed with autoimmune diseases and/or cancer. I then created a digital story to give voice to these often overlooked veterans in hopes of educating not only clinicians but also a broader audience. It is also a call to other anthropologists to fill this most important qualitative research gap.

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