Abstract not available

Thesis (Ph. D.)--University of Washington, 2006. / Vita. Includes bibliographical references (leaves 100-124).

The combined survival status of the insured lives is a critical problem when pricing and reserving insurance products with more than one life. Our preliminary experience examination of bivariate annuity data from a large Canadian insurance company shows that the relative risk of mortality for an individual increases after the loss of his/her spouse, and that the increase is especially dramatic shortly after bereavement. This preliminary result is supported by the empirical studies over the past 50 years, which suggest dependence between a husband and wife. The dependence between a married couple may be significant in risk management of joint-life policies. This dissertation progressively explores Markovian models in pricing and risk management of joint-life policies, illuminating their advantages in dependent modeling of joint time-until-death (or other exit time) random variables. This dissertation argues that in the dependent modeling of joint-life dependence, Markovian models are flexible, transparent, and easily extended. Multiple state models have been widely used in historic data analysis, particularly in the modeling of failures that have event-related dependence. This dissertation introduces a ¡°common shock¡± factor into a standard Markov joint-life mortality model, and then extends it to a semi-Markov model to capture the decaying effect of the "broken heart" factor. The proposed models transparently and intuitively measure the extent of three types of dependence: the instantaneous dependence, the short-term impact of bereavement, and the long-term association between lifetimes. Some copula-based dependence measures, such as upper tail dependence, can also be derived from Markovian approaches. Very often, death is not the only mode of decrement. Entry into long-term care and voluntary prepayment, for instance, can affect reverse mortgage terminations. The semi-Markov joint-life model is extended to incorporate more exit modes, to model joint-life reverse mortgage termination speed. The event-triggered dependence between a husband and wife is modeled. For example, one spouse's death increases the survivor's inclination to move close to kin. We apply the proposed model specifically to develop the valuation formulas for roll-up mortgages in the UK and Home Equity Conversion Mortgages in the US. We test the significance of each termination mode and then use the model to investigate the mortgage insurance premiums levied on Home Equity Conversion Mortgage borrowers. Finally, this thesis extends the semi-Markov joint-life mortality model to having stochastic transition intensities, for modeling joint-life longevity risk in last-survivor annuities. We propose a natural extension of Gompertz' law to have correlated stochastic dynamics for its two parameters, and incorporate it into the semi-Markov joint-life mortality model. Based on this preliminary joint-life longevity model, we examine the impact of mortality improvement on the cost of a last survivor annuity, and investigate the market prices of longevity risk in last survivor annuities using risk-neutral pricing theory.

Soil in the Mt. Longevity, Taiwan, eaten by Formosan macaques, was analyzed to determine the possible stimulus or stimuli for geophagy. I attempted to test the mineral supplementation hypothesis and to document macaques using particle size. I studied macaques soil-eating behavior from July 2000 to April 2002 in the Mt. Longevity, Taiwan, and analyzed soil samples eaten and uneaten by Formosan macaque for physical-chemical properties and geochemistry in the study area. The results show that samples of soil eaten contained relatively high iron ( 3.6% ) and aluminum ( 16.0% ). However, the concentration of samarium was significantly lower in soil from samples eaten than in the random samples. No difference in concentration of the remaining fifteen elements ( magnesium¡Bcalcium¡B chromium¡Bmanganese¡Bcopper¡Barsenic¡Bstrontium¡Bbarium¡Blanthanum¡Bcerium¡Bneodymium¡Bytterbium¡Bphosphorous¡Bsulfate¡Bchlorides ) and Nitrate nitrogen was found between these two groups of soil samples. Geophagy occurred at a high rate of 0.31 monkey per hour with an elevated frequency in the reproduction season. The density of geophagy has been estimated as 1.6¡Ñ103 individuals per km2 . Frequency of male geophagy were recorded highest in September. Frequency of Females eating soil was recorded mainly between February and April. The ingested soils were significantly richer in clay than control soils. This study supports the hypothesis that mineral supplementation is a major factor for Formosan macaque engaging in geophagy.

clk-1 encodes an enzyme involved in the biosynthesis of ubiquinone (UQ), a redox active lipid that is found in all cellular membranes, including in the mitochondrial respiratory chain. In the nematode Caenorhabditis elegans clk-1 mutants display slow and deregulated physiological rates, including slow embryonic and post-embryonic development, retarded germline development, slow behaviours, and an increased lifespan. clk-1 slow germline development phenotype was previously linked to clk-1 altered ROS metabolism and its effect on lipid oxidization and the let-60/ras pathway. I have taken a genetic suppressor approach to further investigate the causes of the slow germline development phenotype of the clk-1 mutants. / Through this approach one mutant that suppresses the germline phenotype of clk-1 was identified. This suppressor, gsc-1(qm216), restored clk-1 germline development to slightly faster rates than wild type worms. This effect was specific to clk-1 and gsc-1 did not speed germline development rates in wild type worms. Furthermore, this effect appeared to be additive to lowering cholesterol levels but not to increasing cytoplasmic ROS levels. gsc-1 by itself appeared to have a deleterious effect on brood size and to increase lifespan. Neither of these effects were additive to the clk-1 phenotype and were therefore believed to affect similar mechanisms. The genetic mapping of gsc-1 precisely located the mutation to the center of chromosome II and linked it tightly to the lin-5 mutation. However, none of the transgenic lines managed to complement the gsc-1 mutation and its identity was not discovered. / In addition, to determine the role of reactive oxygen species (ROS) in the Clk phenotype, I have been analyzing all clk mutants (clk-1 to -10), by increasing ROS levels through the disruption of sod-1 and sod-2 genes, and scoring Clk phenotypes. I found that, although several clk mutants appear to have altered ROS levels, the phenomenon does not apply to all clk worms and does not correlate with lifespan. The disruption of either sod-1 or -2 affects growth and embryonic viability: sod-2 tends to exacerbate the mutant phenotypes, while sod-1 shows both weakly enhancing or weakly suppressing effects. Interestingly, only one mutant, clk-4, and only one phenotype of this mutant, slow post-embryonic development, is suppressed by sod-2 (but not sod-1). Furthermore, disrupting the expression of the sod-1 gene has only moderate or no effect on the lifespan of wild type worms, while sod-2 was shown to extend lifespan. On the whole, our results suggest that low superoxide levels do not participate in extending lifespan and are not the common process inducing the Clk phenotype in these mutants. Yet, several of the mutants analyzed have a dramatically increased lifespan and specifically behave like mutants which affect mitochondrial electron transport such as isp-1. Thus, our findings suggest that electron transport has a crucial role in longevity and developmental rates that is independent of superoxide generation.

Caenorhabditis elegans clk-1(qm30) and isp-1(qm150) mutants exhibit highly pleiotropic phenotypes that include slow development and long lifespan. clk-1(qm30) and isp-1(qm150) correspond to loss of function mutations in genes necessary for ubiquinone biosynthesis and complex III electron transport, respectively. Previous research has lead to the hypothesis that altered levels of cellular reactive oxygen species (ROS) may underlie clk-1(qm30) and isp-1(qm150) mutant phenotypes. To test this hypothesis RNA interference (RNAi) by feeding was used to indirectly alter cellular ROS levels by knocking down genes that encode ROS detoxification enzymes. Specifically, genes that detoxify ROS using glutathione or thioredoxin, both of which are important cellular thiol-redox molecules, were knocked down to examine the role of ROS in determining clk-1(qm30) and isp-1(qm150) lifespan, post-embryonic development, and germline development. In summary, knocking down ROS detoxification genes does not severely appear to affect the phenotypes that were studied. ROS detoxification gene knockdowns consistently induced mild decreases in wild type, clk-1(qm30), and isp-1(qm150) lifespan. However, knocking down NAD+-dependent isocitrate dehydrogenases, which are not closely involved in ROS detoxification, similarly affected lifespan, indicating that decreases are not specific to ROS detoxification. Of note, knocking down gcs-1, which is required for glutathione biosynthesis, induced lethal intestinal abnormalities in wild type, c1k-1(qm30), and isp-1(qm150) worms. Overall, findings do not support that low ROS underlies the clk-1(qm30) and isp-1(qm150) mutant phenotypes.

Five allelic, maternal-effect mutations which affect developmental and behavioral timing in Caenorhabditis elegans have been identified. They result in a mean lengthening of embryonic and post-embryonic development, the cell cycle period, and life span, as well as the periods of the defecation, swimming, and pumping cycles. These mutants also display a number of additional phenotypes related to timing. For example, the variability in the length of embryonic development is several times larger in the mutants than in the wild-type, resulting in the occasional production of mutant embryos developing more rapidly than the most rapidly-developing wild-type embryos. In addition, the duration of embryonic development and the length of the defecation cycle of the mutants, but not of the wild-type, depends on the temperature at which their parents were raised. Finally, individual variations in the severity of distinct mutant phenotypes are correlated in a counter-intuitive way. For example, the animals with the shortest embryonic development have the longest defecation cycle and those with the longest embryonic development have the shortest defecation cycle. Most of the features affected by these mutations are believed to be controlled by biological clocks, and we therefore call the gene defined by these mutations clk-1, for "abnormal function of biological clocks".

The clk-1 gene was found in the screen for the maternal effect viable mutants in Caenorhabditis elegans. It is believed to be involved in controlling timing of various biological processes in the nematode including lengthening it's life span, and, as such, it belongs to the Clock group of genes. The CLK-1 homologue in yeast, COQ7, was shown to be involved in ubiquinone biosynthesis and gluconeogenic gene activation. The Drosophila clk-1 gene has been cloned. As a means to assay probable correlation between the timing mechanism of clk-1 and the circadian clocks, well studied in Drosophila, the clk-1 circadian mRNA expression has been monitored. At the middle of the dark phase, the level of clk-1 transcript decreases by approximately 30%. The Drosophila clk-1 mRNA expression during developmental stages was also analyzed. The amount of clk-1 mRNA is doubled during the larvae stage, the most metabolically active stage in the early Drosophila development.

While the virtues of social capital in democracies are widely recognized, previous studies have repeatedly shown that social capital is in short supply in heterogeneous communities with ethnic minorities. Against the view that levels of social capital are culturally predetermined, I argue that it is possible to generate social capital by carefully formulating political institutions. Drawing from theories of institutional management of ethnic conflict and theories of institutional learning, I construct an integrated theory of social capital which hypothesizes that citizens learn to trust one another based on their experiences with political institutions during an extended period of democratic rule. To test this integrated model of social capital, I use a probit analysis to examine how democratic longevity in different institutional settings (e.g., majoritarian vs. consensus) influences social capital. To overcome the endogeneity problem that exists between social capital and democratic longevity, I adopt an instrumental variables approach, drawing on theories in international relations. My analysis of World Values Survey data yields three main conclusions concerning the institutional arrangements that foster social capital. First, I find that democratic longevity fosters higher levels of trust in countries with consensus institutions containing powersharing arrangements through cabinets, executive-legislative balances, party systems, and electoral systemspresumably because cooperation among different groups enhances social capital. Second, a longer period of democratic rule in highly federal institutions undermines trust, as the devolution of powers through territorial units is thought to fragment the political system and society. Finally, consistent with the theoretical expectations, I find that these two conclusions hold only among ethnic minorities. Among ethnic majorities, the effect of democratic longevity disappears once we purge the endogenous component (i.e., the effect of social capital on democratic longevity), using an instrumental variables approach. Case studies of the Baltic States, the Canadian province of Quebec, and Malaysia corroborated the findings from the statistical analyses. By uncovering a mechanism through which social capital can be generated in multiethnic states, this study makes an important contribution to the literature.

Time-to-event data is used in this thesis to analyze private cars’ longevity in Sweden. Thedataset is provided by Trafikanalys and contains all registered, deregistered or temporary deregisteredcars in Sweden during the time period 2000 - 2012.A Cox proportional hazards model is fitted, including variables such as car manufacturer andcar body. The results show that directly imported cars have a much shorter median survivalcompared to non-imported cars. The convertible cars have the longest median survival amongthe five different car bodies. Sedan and station wagon body types have the shortest mediansurvival. Volvo and Mercedes have the longest survival while Renault, Ford and Opel have theshortest survival. The model fits the data reasonably well, and the assumption of proportionalhazards holds for most of the variables.