University of Paris

About: University of Paris is a education organization based out in Paris, France. It is known for research contribution in the topics: Population & Medicine. The organization has 102426 authors who have published 174180 publications receiving 5041753 citations. The organization is also known as: Sorbonne.

Pricing Via Utility Maximization and Entropy

Abstract: In a financial market model with constraints on the portfolios, define the price for a claim C as the smallest real number p such that supπ E[U(XTx+p, π−C)]≥ supπ E[U(XTx, π)], where U is the negative exponential utility function and Xx, π is the wealth associated with portfolio π and initial value x. We give the relations of this price with minimal entropy or fair price in the flavor of Karatzas and Kou (1996) and superreplication. Using dynamical methods, we characterize the price equation, which is a quadratic Backward SDE, and describe the optimal wealth and portfolio. Further use of Backward SDE techniques allows for easy determination of the pricing function properties.

Survey of anesthesia-related mortality in France

Abstract: Background: This study describes a nationwide survey that estimates the number and characteristics of anesthesia-related deaths for the year 1999. Methods: Death certificates from the French national mortality database were selected from the International Classification of Diseases, Ninth Revision codes using a variable sampling fraction. Medical certifiers were sent a questionnaire (response rate, 97%), and the anesthesiologist in charge was offered a peer review (acceptance rate, 97%). Files were reviewed to determine the mechanism of each perioperative death and its relation to anesthesia. Mortality rates were calculated using the number of anesthetic procedures estimated from a national 1996 survey and compared with a previous (1978‐1982) nationwide study. Results: Among the 4,200 certificates analyzed, 256 led to a detailed evaluation. The death rates totally or partially related to anesthesia for 1999 were 0.69 in 100,000 (95% confidence interval, 0.22‐1.2 in 100,000) and 4.7 in 100,000 (3.1‐6.3 in 100,000), respectively. The death rate increased from 0.4 to 55 in 100,000 for American Society of Anesthesiologists physical status I and IV patients, respectively. Rates increased with increasing age. Although concerns regarding aspiration of gastric contents remain, intraoperative hypotension and anemia associated with postoperative ischemic complications were the associated factors most often encountered. Deviations from standard practice and organizational failure were often found to be associated with death. Conclusion: In comparison with data from a previous nationwide study (1978‐1982), the anesthesia-related mortality rate in France seems to be reduced 10-fold in 1999. Much remains to be done to improve compliance of physicians to standard practice and to improve the anesthetic system process.

Theoretical values for the [O iii] 5007/4959 line-intensity ratio and homologous cases

Abstract: The magnetic-dipole probabilities for the D-1(2)-P-3(2) and D-1(2)-P-3(1) transitions in carbon-like and oxygen-like ions are calculated up to atomic number Z = 12, including relativistic corrections to the magnetic dipole operator. The ratio of the probabilities for these two transitions is found to change by up to 5 per cent compared with previous theoretical work, none of which included these relativistic corrections, with the effect being largest for the near neutral ions. The transition probability ratio for the [O III] 5007 and 4959 Angstrom lines is found to be 3.01, implying an intensity ratio of 2.98, in significantly better agreement with the observed ratio than the earlier theoretical work.