Asymptotics for VaR and CTE of Total Aggregate Losses in a Bivariate Operational Risk Cell Model

2020 ◽  
Author(s):  
Yang Yang ◽  
YiShan Gong ◽  
Jiajun Liu
Keyword(s):  
Filomat ◽  
2021 ◽  
Vol 35 (6) ◽  
pp. 1879-1888
Author(s):  
Yishan Gong ◽  
Yang Yang ◽  
Jiajun Liu

This paper considers the randomly weighted sums generated by some dependent subexponential primary random variables and some arbitrarily dependent random weights. To study the randomly weighted sums with infinitely many terms, we establish a Kesten-type upper bound for their tail probabilities in presence of subexponential primary random variables and under a certain dependence among them. Our result extends the study of Chen [5] to the dependent case. As applications, we derive some asymptotic formulas for the tail probability and the Value-at-Risk of total aggregate loss in a multivariate operational risk cell model.


2019 ◽  
Vol 133 (20) ◽  
pp. 2045-2059 ◽  
Author(s):  
Da Zhang ◽  
Xiuli Wang ◽  
Siyao Chen ◽  
Selena Chen ◽  
Wen Yu ◽  
...  

Abstract Background: Pulmonary artery endothelial cell (PAEC) inflammation is a critical event in the development of pulmonary arterial hypertension (PAH). However, the pathogenesis of PAEC inflammation remains unclear. Methods: Purified recombinant human inhibitor of κB kinase subunit β (IKKβ) protein, human PAECs and monocrotaline-induced pulmonary hypertensive rats were employed in the study. Site-directed mutagenesis, gene knockdown or overexpression were conducted to manipulate the expression or activity of a target protein. Results: We showed that hydrogen sulfide (H2S) inhibited IKKβ activation in the cell model of human PAEC inflammation induced by monocrotaline pyrrole-stimulation or knockdown of cystathionine γ-lyase (CSE), an H2S generating enzyme. Mechanistically, H2S was proved to inhibit IKKβ activity directly via sulfhydrating IKKβ at cysteinyl residue 179 (C179) in purified recombinant IKKβ protein in vitro, whereas thiol reductant dithiothreitol (DTT) reversed H2S-induced IKKβ inactivation. Furthermore, to demonstrate the significance of IKKβ sulfhydration by H2S in the development of PAEC inflammation, we mutated C179 to serine (C179S) in IKKβ. In purified IKKβ protein, C179S mutation of IKKβ abolished H2S-induced IKKβ sulfhydration and the subsequent IKKβ inactivation. In human PAECs, C179S mutation of IKKβ blocked H2S-inhibited IKKβ activation and PAEC inflammatory response. In pulmonary hypertensive rats, C179S mutation of IKKβ abolished the inhibitory effect of H2S on IKKβ activation and pulmonary vascular inflammation and remodeling. Conclusion: Collectively, our in vivo and in vitro findings demonstrated, for the first time, that endogenous H2S directly inactivated IKKβ via sulfhydrating IKKβ at Cys179 to inhibit nuclear factor-κB (NF-κB) pathway activation and thereby control PAEC inflammation in PAH.


2019 ◽  
Vol 2 (2) ◽  
pp. 96-101
Author(s):  
Kota Noda ◽  
Eisuke Kato ◽  
Jun Kawabata

Diabetes is a chronic disease characterized by elevated blood glucose level.Reducing carbohydrate absorption from the intestinal tract is an effective strategy to control post-meal blood glucose level. Inhibition of intestinal α-glucosidase, involved in digestion of carbohydrates, is known as an approach to accomplish this. On the other hand, reduction of α-glucosidase amount is expected to work in the similar manner. However, none of the previousstudy pursues this approach. A convenient assay was developed to evaluate α-glucosidase amount employing Caco-2 cells, the intestinal epithelial cell model reported to express α-glucosidase. Sixty plants were screened and two candidate plants, Calluna vulgaris and Perilla frutescens var. crispa were found to reduce α-glucosidase expression. C. vulgaris extract was subjected to activity guided isolation. Proanthocyanidin was identified as the active principle which was analyzed by thiol decomposition to reveal the components as a mixture ofcatechin, epicatechin, epigallocatechin, and A type procyanidin dimer. The proanthocyanidin suppressed about 30% of α-glucosidase amount evaluated through convenient assay, and suppressed bulk of mRNA expression level of sucrase-isomaltase (SI) at 0.125 mg/mL. Several flavan-3-ol monomers were also tested, and epicatechin gallate and epigallocatechin gallate were found to suppress α-glucosidase amount significantly.


Author(s):  
Kevin de Vries ◽  
Anna Nikishova ◽  
Benjamin Czaja ◽  
Gábor Závodszky ◽  
Alfons G. Hoekstra

Sign in / Sign up

Export Citation Format

Share Document