Dominik Kortschak

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Notch encodes a transmembrane protein that functions in intercellular signaling. Although there is one Notch gene in Drosophila, vertebrates have three or more with overlapping patterns of embryonic expression. We cloned the entire 7575-bp coding region of an amphioxus Notch gene (AmphiNotch), encoding 2524 amino acids, and obtained the exon/intron(More)
The human gene AGTRL1 is an angiotensin II receptor-like gene expressed in vasculature, which acts as the receptor for the small peptide APELIN, and a co-receptor for Human Immunodeficiency Virus. Mammalian AGTRL1 has been shown to modulate cardiac contractility, venous and arterial dilation, and endothelial cell migration in vitro, but no role in the(More)
For estimating P(<i>S</i><sub><i>n</i></sub> &gt; <i>x</i>) by simulation where <i>S</i><sub><i>k</i></sub> = <i>Y</i><sub>1</sub>+...+<i>Y</i><sub><i>k</i></sub> with <i>Y</i><sub>1</sub>, ...<i>, Y</i><sub><i>n</i></sub> are non-negative and heavy-tailed with distribution <i>F</i>, (Asmussen and Kroese 2006) suggested the estimator(More)
In this paper we extend some results about the probability that the sum of n dependent subexponential random variables exceeds a given threshold u. In particular, the case of non-identically distributed and not necessarily positive random variables is investigated. Furthermore we establish criteria how far the tail of the marginal distribution of an(More)
In this paper we propose a highly accurate approximation procedure for ruin probabilities in the classical collective risk model, which is based on a quadrature/rational approximation procedure proposed by Trefethen et al. [12]. For a certain class of claim size distributions (which contains the completely monotone distributions) we give a theoretical(More)
We generalize an integral representation for the ruin probability in a Crámer-Lundberg risk model with shifted (or also called US-)Pareto claim sizes, obtained by Ramsay [14], to classical Pareto(a) claim size distributions with arbitrary real values a > 1 and derive its asymptotic expansion. Furthermore an integral representation for the tail of compound(More)
Let Xi (i = 1, 2, . . .) be a sequence of subexponential positive independent and identically distributed random variables. In this paper we offer two alternative approaches to obtain higher-order expansions of the tail of ∑n i=1 Xi and subsequently for ruin probabilities in renewal risk models with claim sizes Xi. In particular, these emphasize the(More)
In the last decade considerable practical interest, e.g. in credit and insurance risk or telecommunication applications, as well as methodological challenges caused intensive research on estimation of rare event probabilities. This article aims to show that recently developed rare event estimators are especially well-suited for a quasiMonte Carlo framework(More)
In the last decade considerable practical interest, e.g. in credit and insurance risk or telecommunication applications, as well as methodological challenges caused intensive research on estimation of rare event probabilities. This article aims to show that recently developed rare event estimators are especially well-suited for a quasiMonte Carlo framework(More)
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