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This paper considers a Cramér–Lundberg risk setting, where the components of the underlying model change over time. We allow the more general setting of the cumulative claim process being modeled as a spectrally positive Lévy process. We provide an intuitively appealing mechanism to create such parameter uncertainty: at Poisson epochs, we resample the model components from a finite number of d settings. It results in a setup that is particularly suited to describe situations in which the risk reserve dynamics are affected by external processes. We extend the classical Cramér–Lundberg approximation (asymptotically characterizing the all-time ruin probability in a light-tailed setting) to this more general setup. In addition, for the situation that the driving Lévy processes are sums of Brownian motions and compound Poisson processes, we find an explicit uniform bound on the ruin probability. In passing we propose an importance-sampling algorithm facilitating efficient estimation, and prove it has bounded relative error. In a series of numerical experiments we assess the accuracy of the asymptotics and bounds, and illustrate that neglecting the resampling can lead to substantial underestimation of the risk. [ABSTRACT FROM AUTHOR]

The expression of interferon-gamma (IFN-gamma) receptors on normal human B cells and four B cell lines was studied. Recombinant human IFN-gamma was labeled with [gamma-32P]ATP using the catalytic subunit of a cAMP-dependent protein kinase. All four B cell lines, although differing in their responsiveness to IFN-gamma, were found to express high-affinity receptors (1,000-11,000 receptors/cell). Normal unactivated B lymphocytes were also found to express constitutively high-affinity receptors, approximately 1,400 receptors per cell with an estimated affinity of 295 pM. Activation of the normal B cells in vitro with the polyclonal B cell activator, Staphylococcus aureus Cowan strain I (SAC), resulted in a slight decline in receptor number and a more pronounced fall in receptor density. One of the B cell lines and unactivated normal B cells were shown to internalize labeled IFN-gamma rapidly. Chemical cross-linking of 32P-IFN-gamma to the CB B cell line and to freshly isolated B lymphocytes revealed one major cross-linked receptor-ligand complex which had an estimated molecular weight of approximately 110 kilodaltons. This complex corresponded to a 93 kD receptor cross-linked to recombinant IFN-gamma. Our data indicate that normal B lymphocytes constitutively express an approximately 93 kD IFN-gamma receptor which is similar to the receptor present on Epstein-Barr virus-transformed B cell lines.

Two different assays for B cell growth factors (BCGF) and an antibody against lymphotoxin were used to show that the presence of lymphotoxin in conditioned media derived from normal activated T cells and in a partially purified BCGF accounts for a substantial portion of their B cell growth-promoting activity. A competitive binding assay confirmed the presence of significant amounts of lymphotoxin in the partially purified BCGF. Recombinant lymphotoxin enhanced the proliferation of activated B cells and augmented B cell proliferation and immunoglobulin secretion induced by interleukin-2.