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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
181

The stochastic mortality modeling and the pricing of mortality/longevity linked derivatives

Chuang, Shuo-Li 01 September 2015 (has links)
The Lee-Carter mortality model provides the very first model for modeling the mortality rate with stochastic time and age mortality dynamics. The model is constructed modeling the mortality rate to incorporate both an age effect and a period effect. The Lee-Carter model provides the fundamental set up currently used in most modern mortality modeling. Various extensions of the Lee-Carter model include either adding an extra term for a cohort effect or imposing a stochastic process for mortality dynamics. Although both of these extensions can provide good estimation results for the mortality rate, applying them for the pricing of the mortality/ longevity linked derivatives is not easy. While the current stochastic mortality models are too complicated to be explained and to be implemented, transforming the cohort effect into a stochastic process for the pricing purpose is very difficult. Furthermore, the cohort effect itself sometimes may not be significant. We propose using a new modified Lee-Carter model with a Normal Inverse Gaussian (NIG) Lévy process along with the Esscher transform for the pricing of mortality/ longevity linked derivatives. The modified Lee-Carter model, which applies the Lee-Carter model on the growth rate of mortality rates rather than the level of mortality rates themselves, performs better than the current mortality rate models shown in Mitchell et al (2013). We show that the modified Lee-Carter model also retains a similar stochastic structure to the Lee-Carter model, so it is easy to demonstrate the implication of the model. We proposed the additional NIG Lévy process with Esscher transform assumption that can improve the fit and prediction results by adapting the mortality improvement rate. The resulting mortality rate matches the observed pattern that the mortality rate has been improving due to the advancing development of technology and improvements in the medical care system. The resulting mortality rate is also developed under a martingale measure so it is ready for the direct application of pricing the mortality/longevity linked derivatives, such as q-forward, longevity bond, and mortality catastrophe bond. We also apply our proposed model along with an information theoretic optimization method to construct the pricing procedures for a life settlement. While our proposed model can improve the mortality rate estimation, the application of information theory allows us to incorporate the private health information of a specific policy holder and hence customize the distribution of the death year distribution for the policy holder so as to price the life settlement. The resulting risk premium is close to the practical understanding in the life settlement market.
182

African American Longevity Advantage: Myth or Reality? A Racial Comparison of Supercentenarian Data

Young, Robert Douglas 21 July 2008 (has links)
Demographic researchers have identified a crossover pattern between the mortality rates of the Caucasian-American and African-American oldest-old (80+) populations for over a century. Debate has centered on whether the crossover effect is due to age misreporting or the heterogeneity hypothesis or if it continues beyond age 99. This thesis addresses these issues by using new data from the SSA’s study of supercentenarians. The study identified 355 persons aged 110 or older whose ages could be verified, creating the first reliable American dataset for this population group. Analysis of the data has indicated that mortality rates at ages 110-115 were significantly lower for African-American supercentenarians than for their Caucasian-American counterparts, and that the African-American proportion of the population increased steadily with age. The results of this analysis show that the crossover phenomenon is multicausal and cannot be fully accounted for by age misreporting, suggesting a need to consider genetic and environmental impacts on racial variations in maximum human longevity.
183

Mitochondrial respiratory transportation is the key determinant of aging in Caenorhabditis elegans

Feng, Jinliu, 1974- January 2001 (has links)
'The rate of living' hypothesis of aging speculates that the metabolic rate of a species ultimately determines its life expectancy. Using the nematode worm Caenorhabditis elegans as model system, mutation in twp-1 (t&barbelow;ime w&barbelow;arp) gene was found to significantly delay biological timing and remarkably increase mean and maximum life span. The rate of living in twp-1 is dramatically delayed in all the biological processes we tested, including rates of rhythmic adult behaviors, development, and reproduction. Oxygen consumption, which indicates metabolic rate of an organism, is reduced to approximately two-fold in twp-1 mutant. According to my study, twp-1 and dauer genes, daf-2 and daf-16, interact to determine biological timing and adult life span. twp-1 mutation prolongs life span in a way that is at least partially different from dauer formation mutants, whose longevity might due to their high resistance to stresses, especially oxidative stress. twp-1 gene is cloned and found to encode iron-sulfur protein (ISP) in complex III, which is the major site of mitochondrial superoxide radical production, of the mitochondrial respiratory chain. This suggests that twp-1 may live long because they produce less reactive oxygen species (ROS), and thus, result in less oxidative damage. mts-1 (mitochondrial twp-1 suppressor) mutation can fully or partially rescue most of the biological timing in twp-1 mutant, including both developmental and behavioral rates, but except life span. mts-1 encodes another subunit of complex III, cytochrome b, which normally interact with ISP during function. mts-1 might somehow restore the activity of complex III, and consequently, accelerate the rate of living. Paraquat, a herbicide that induces the formation of superoxide, was used to provide an acute oxidative stress to animals. twp-1; mts-1 was found to be highly resistant to paraquat, indicating that twp-1 animals are well capable of coping with oxidative stress. According to o
184

Är Leviathan giftig? : Autonomi och repression som förklaringar till regimskillnader i förväntad livslängd

Ahlskog, Rafael January 2015 (has links)
During the last decade a number of studies have been published that investigate how the most fundamental aspect of political organization, the regime type, affects population health. The results unanimously show that citizens of democracies live longer and healthier lives than citizens of non-democracies. Many explanations for this have been suggested, among these are that democracies redistribute more and invest more in salutogenic resources, and that the tendency of dictatorships to control the media negatively affects the ability to spread information crucial to public health. When these mechanisms are controlled for, however, it turns out that democracy has a large residual correlation with for example life expectancy, which suggests that other mechanisms are also involved. In this paper two new mechanisms regarding the possible psychosocially mediated health effects of the regime type are investigated, namely political repression, and the possible negative effects this might have on the levels of chronic stress, and autonomy, which connects to a large previous literature in social epidemiology. In the paper an ecological cross-country design is used and country-level data, provided mainly by the World Bank and Freedom House, is analyzed with a simple multiple OLS-regression model. The results show that that all residual correlation is captured by autonomy, while there is no evidence for political repression as a mediating factor. This could suggest that the feeling of personal autonomy that democracies can fulfill is an equally important factor to take into account as distribution of resources and access to information.
185

Nutzungsdauer von Kühen nach Labmagenverlagerung und Begleitkrankheiten in Abhängigkeit vom Schweregrad der Erkrankungen

Müller, Matthias 05 June 2014 (has links) (PDF)
Die chirurgische Labmagenreposition ist ökonomisch sinnvoll. Bei älteren Kühen (>5 Jahre) mit hoher Milchleistung und gleichzeitig schweren Begleiterkrankungen (Risikopatienten) ist eine kritische Prognose der Nutzungsdauer angezeigt. Bei Kühen mit einer Nutzungsdauer <1 Monat sind die Laborparameter Protein, Albumin, Beta-Hydroxybutyrat und Cholesterol für die Prognose der Nutzungsdauer nutzbar.
186

Är Leviathan giftig? : Autonomi och repression som förklaringar till regimskillnader i förväntad livslängd

Ahlskog, Rafael January 2014 (has links)
Det senaste decenniet har en rad studier publicerats som undersöker hur ett lands mest fundamentala politiska organisationssätt, regimtypen, påverkar befolkningens hälsa. Resultaten pekar entydigt på att invånare i demokratier lever längre och friskare liv än invånare i icke-demokratier. Flera förklaringar till detta har förts fram, bland annat att demokratier omfördelar mer och är bättre på att investera i hälsofrämjande resurser, och att diktaturers tendens att kontrollera media går ut över förmågan att sprida hälsofrämjande information. När dessa mekanismer kontrolleras för visar det sig dock att demokrati har en stor kvarvarande samvariation med exempelvis medellivslängden, vilket talar för att andra mekanismer också är inblandade.I denna uppsats undersöks två ytterligare mekanismer som berör de eventuella psykosocialt medierade hälsoeffekter som regimtypen kan ha, nämligen via politisk repression, och de negativa effekter på kronisk stress detta kan tänkas ha, samt autonomi, vilket ansluter till en omfattande tidigare socialepidemiologisk litteratur. I uppsatsen används en ekologisk tvärsnittsdesign och landnivådata, huvudsakligen från Världsbanken och Freedom House, analyseras med enkel multipel OLS-regression. Resultaten visar att all kvarvarande samvariation fångas upp av faktorn autonomi, medan politisk repression inte får något stöd som medierande faktor. Detta kan tyda på att den känsla av personlig autonomi som demokratier kan tillgodose är en minst lika viktig faktor att ta i beaktande som fördelning av resurser och tillgång till information. / During the last decade a number of studies have been published that investigate how the most fundamental aspect of political organization, the regime type, affects population health. The results unanimously show that citizens of democracies live longer and healthier lives than citizens of non-democracies. Many explanations for this have been suggested, among these are that democracies redistribute more and invest more in salutogenic resources, and that the tendency of dictatorships to control the media negatively affects the ability to spread information crucial to public health. When these mechanisms are controlled for, however, it turns out that democracy has a large residual correlation with for example life expectancy, which suggests that other mechanisms are also involved.In this paper two new mechanisms regarding the possible psychosocially mediated health effects of the regime type are investigated, namely political repression, and the possible negative effects this might have on the levels of chronic stress, and autonomy, which connects to a large previous literature in social epidemiology. In the paper an ecological cross-country design is used and country-level data, provided mainly by the World Bank and Freedom House, is analyzed with a simple multiple OLS-regression model. The results show that that all residual correlation is captured by autonomy, while there is no evidence for political repression as a mediating factor. This could suggest that the feeling of personal autonomy that democracies can fulfill is an equally important factor to take into account as distribution of resources and access to information.
187

Extension Of Flower Longevity In Transgenic Plants Via Antisense Blockage Of Ethylene Biosynthesis

Decani Yol, Betul 01 July 2004 (has links) (PDF)
Ethylene (C2H4) is a very simple molecule, a gas, and has numerous effects on the growth, development and storage life of many fruits, vegetables and ornamental crops. In higher plants, ethylene is produced from L-methionine in essentially all tissues and ACC Synthase and ACC Oxidase are the two key enzymes in the biosynthesis of ethylene. The objective of the present study was to transform tobacco (Nicotiana tabacum L. cv. Samsun) plant with partial sequence of torenia acc oxidase gene in antisense and sense orientations via Agrobacterium-mediated gene transfer system, and to analyze its effect on ethylene production in transgenic plants. Six antisense and seven sense T0 putative transgenic lines were obtained and were further analyzed with several assays. Leaf disc assay and chlorophenol red assay under selection (75 mg/L kanamycin) revealed positive results compared to the non-transformed plant. T1 generations were obtained from all putative transgenic lines. PCR analysis and Northern Blot Hybridization results confirmed the transgenic nature of T1 progeny. Furthermore, ethylene amount produced by flowers were measured with gas chromatography, which resulted in an average of 77% reduction in S7 line and 72% reduction in A1 line compared with the control flowers. These results indicated that, transgenic tobacco plants carrying torenia acc oxidase transgene both in antisense and sense orientations showed reduced ethylene production thus a possibility of flower life extension.
188

Modellierung stochastischer Mortalitätsraten zur Verbriefung von Langlebigkeitsrisiken / Modeling stochastic mortality for securitization of longevity risk

Lovász, Enrico 16 February 2012 (has links) (PDF)
In der Arbeit wird die Verbriefung von Mortalitätsrisiken mit dem Schwerpunkt der Modellierung des Langlebigkeitsrisikos bei Extremereignissen analysiert. Nach dem Aufzeigen der Vor- und Nachteile bereits existierender Wertpapiere für Mortalitätsrisiken wird der in dieser Arbeit verwendete hypothetische Langlebigkeitsbond präsentiert. Zentraler Bestandteil dieser Anleihe ist ein parametrisches Modell mit einem Sprungprozess und der Extremwerttheorie für die Berechnung zukünftiger Sterblichkeitsraten. Dieser Ansatz der Verbriefung von Mortalitätsrisiken ist neu. Es bietet die Vorteile die Steigerung der Überlebenswahrscheinlichkeit der vergangenen Jahre besser zu erfassen und seltene (extreme) Ereignisse, welche signifikante Auswirkungen auf die Sterberaten haben, zu berücksichtigen.
189

Life expectancy, labor force, and saving

Kinugasa, Tomoko January 2004 (has links)
Mode of access: World Wide Web. / Thesis (Ph. D.)--University of Hawaii at Manoa, 2004. / Includes bibliographical references (leaves 186-194). / Electronic reproduction. / Also available by subscription via World Wide Web / xi, 194 leaves, bound ill., 29 cm
190

Perceived benefits of, barriers and helpful cues to physical activity among tertiary institution students in Rwanda.

Tumusiime, David Kabagema January 2004 (has links)
According to literature, particularly from data obtained from the World Health Organisation, physical inactivity or sedentarism is one of the leading causes of the major non-communicable diseases, which contributes substantially to the global burden of diseases, death and disability. The burden of mortality, morbidity and disability attributable to non-communicable diseases is currently greatest and is continuing to grow in the developing countries. Most declines in physical activity are during the transition from high school to college or university. The aim of the study was to ascertain perceptions of physical activity, specifically / perceived benefits of, perceived barriers and perceived helpful motivational factors to physical activity among tertiary institution students in Rwanda, and to find out whether demographic and background characteristics have an influence on these perceptions.

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