Natalie Packham

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The world's highest incidence of thyroid cancer has been reported among females in New Caledonia, a French overseas territory in the Pacific located between Australia and Fiji. To date, no molecular genetic studies in this population are available. Over the past few years, the oncogenic rearrangement of the ret protooncogene (ret/ptc) has been studied in(More)
Credit dynamics in a first passage time model with jumps Abstract The payoff of many credit derivatives depends on the level of credit spreads. In particular, the payoff of credit derivatives with a leverage component is sensitive to jumps in the underlying credit spreads. In the framework of first passage time models we extend the model introduced in(More)
Credit gap risk in a first passage time model with jumps Abstract The payoff of many credit derivatives depends on the level of credit spreads. In particular, credit derivatives with a leverage component are subject to gap risk, a risk associated with the occurrence of jumps in the underlying credit default swaps. In the framework of first passage time(More)
We investigate default probabilities and default correlations of Merton-type credit portfolio models in stress scenarios where a common risk factor is truncated. For elliptically distributed asset variables, the asymptotic limits of default probabilities and default correlations depend on the max-domain of attraction of the asset variables. In the regularly(More)
Between 1970 and 1990, 104 patients with squamous cell carcinoma (SCC) of the tonsil were treated. The median age was 58 years and 80% of patients were males. Distribution among clinical stages was: stage I, 19 patients; stage II, 12 patients; stage III, 23 patients; and stage IV, 48 patients. More than 70% of patients had initial radiotherapy as definitive(More)
Four patients with advanced and inaccessible soft tissue sarcomas were treated with a regimen of intra-arterial chemotherapy followed by radiotherapy and/or surgical excision. Two of the patients had advanced sarcomas in the buttock and thigh regions which would otherwise have required hindquarter amputation in one case or disarticulation of the hip in the(More)
Can shorter maturity European options be statically hedged with longer maturity plain vanilla options? This problem appears for example when analyzing options on forwards in relation to liquid options on the spot underlying. Under mild assumptions on the underlying security price process and on the option's payoff function we show that approximate static(More)
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