Event risk is the risk that a portfolio’s value can be affected by large jumps in market prices. Event risk is synonymous with “fat tails” or “jump risk”. Event risk is one component of “specific risk,” defined by bank supervisors as the component of market risk not driven by market-wide shocks. Standard Value-at-Risk (VaR) models used by banks to measure market risk do not do a good job of cap...

Plants of Juniperus communis L. var. communis, J. c. var. depressa Pursh, J. c. var. jackii Rehdr, J. c. var. saxatilis Pall. were sampled and SNPs from nrDNA were examined. Based on these data and previous data, a new variety of J. communis is recognized: Juniperus communis var. charlottensis R. P. Adams, var. nov. It occurs in muskeg bogs on Queen Charlotte Island, British Columbia and in the...

The var genes of Plasmodium falciparum code for the antigenically variant erythrocyte membrane proteins 1 (PfEMP1), a major factor for cytoadherence and immune escape of the parasite. Herein, we analyzed the var gene transcript turnover in two ongoing, non-symptomatic infections at sequential time points during two weeks. The number of different circulating genomes was estimated by microsatelli...

The var gene family of Plasmodium falciparum encodes the variant surface antigen Plasmodium falciparum erythrocyte membrane protein 1 (PfEMP1). PfEMP1 is considered an important pathogenicity factor in P. falciparum infection because it mediates cytoadherence to host cell endothelial receptors. var genes can be grouped into three major groups, A, B, and C, and the conserved var genes, var1-4, a...

The Plasmodium falciparum variant erythrocyte surface antigens known as PfEMP1, encoded by the var gene family, are thought to play a crucial role in malaria pathogenesis because they mediate adhesion to host cells and immuno-modulation. Var genes have been divided into three major groups (A, B and C) and two intermediate groups (B/A and B/C) on the basis of their genomic location and upstream ...

The Plasmodium falciparum genome is equipped with several subtelomeric gene families that are implicated in parasite virulence and immune evasion. Members of these families are uniformly positioned within heterochromatic domains and are thus subject to variegated expression. The best-studied example is that of the var family encoding the major parasite virulence factor P. falciparum erythrocyte...

Sequestration and antigenic variation are essential for Plasmodium falciparum survival in vivo contributing to severe pathologic findings and, also, chronic infection. Both are conferred by P. falciparum erythrocyte membrane proteins encoded by ~60 var genes. To study the dynamics of var gene expression, we conducted a 4-month longitudinal study of semi-immune children from Papua New Guinea. By...

In this paper, following the generalization of Delta Normal VaR to Delta Mixture Elliptic VaR in Sadefo-Kamdem [3], we give and explicit formula to estimate linear VaR and ES when the risk factors changes with the mixture of t-Student distributions. In particular, we give rise to Delta-Mixture-Student VaR and the Delta-Mixture-Elliptic ES.

The genus Thymus (Lamiaceae) is represented by 38 species (64 taxa) in Turkey, and 24 of which are endemic to Turkey. Aerial parts of Thymus longicaulis subsp. chaubardii var. chaubardii, T. zygioides var. lycaonicus, T. longicaulis subsp. longicaulis var. subisophyllus and T. pulvinatus collected from three different localities in Balikesir province were subjected to hydrodistillation to yield...

In wave chaotic scattering, statistical fluctuations of the scattering matrix S and the impedance matrix Z depend both on universal properties and on nonuniversal details of how the scatterer is coupled to external channels. This paper considers the impedance and scattering variance ratios, Xi(z) and Xi(s), where Xi(z) = Var[Z(ij)]/{Var[Z(ii)]Var[Z(jj)]}1/2, Xi(s) = Var[S(ij)]/{Var[S(ii)]Var[S(...