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Psoriasis is an autoimmune disease, which has a significant impact on the quality of patient’s life. And, there is still no cure for psoriasis. The human dental pulp stem cell (hDPSC) possesses the properties of immunoregulation. In this study, we aimed to determine the effect of hDPSC on the imiquimod (IMQ)-induced psoriasis in mice. The psoriasis model was established by topical application of IMQ cream in mice for 7 days. We found that subcutaneous injection of hDPSC could reduce the symptoms of skin lesions in IMQ-induced psoriasis and suppress the expression of keratin 16, S100A8, S100A9, which are associated with abnormal epidermal proliferation. Subepithelial inflammatory cytokines, CD4+ T lymphocytes and CD11c+ dendritic cells infiltrations were significantly inhibited in by hDPSC. The TNF-α, IFN-γ expressions in serum were decreased, and splenomegaly induced by IMQ was improved after hDPSC treatment. In summary, our study demonstrated that hDPSC could reduce the symptoms of skin lesions and suppress local and systemic immune responses of IMQ-induced psoriasis in mice, which might provide a new sight for the treatment of psoriasis.

In this article, we calculate the value-at-risk (VaR) for large portfolios in intensity models, where the idiosyncratic and systematic risk exposures as well as the impact of past default losses are subsumed into the intensity processes. The adopted method is based on the theory of saddlepoint approximation for continuous-time Markov processes whose transition densities and distribution functions can be approximated in closed forms. A simple example with theoretical and numerical results is presented in the end. [ABSTRACT FROM AUTHOR]

Finding reliable and easy-to-obtain predictors of severe infectious complications after shock wave lithotripsy (SWL) is a major clinical need, particular in symptom-free hydronephrosis. Therefore, we aim to prospectively investigate the predictive value of Hounsfield units (HU) in renal pelvis urine for the risk of severe infectious complications in patients with ureteral stones and symptom-free hydronephrosis after SWL. This multi-center prospective study was conducted from June 2020 to December 2023. The HU of renal pelvis urine was measured by non-enhanced computed tomography. The severe infectious complications included systemic inflammatory response syndrome, sepsis, and septic shock. Binary logistic regression models assessed the odds ratios (ORs) and 95% confidence intervals (CIs). Finally, 1,436 patients with ureteral stones were enrolled in this study. 8.9% (128/1,436) of patients experienced severe infectious complications after SWL treatment. After adjusting confounding variables, compared with the patients in the lowest renal pelvis urine density quartile, the OR (95% CI) for the highest quartile was 32.36 (13.32, 78.60). There was a positive linear association between the HU value of renal pelvis urine and the risk of severe infectious complications after SWL (P for trend < 0.001). Furthermore, this association was also observed stratified by age, gender, BMI, stone size, stone location and hydronephrosis grade (all P for interaction > 0.05). Additionally, the nonlinear association employed by restricted cubic splines is not statistically significant (nonlinear P = 0.256). The AUROC and 95%CI of renal pelvis urine density were 0.895 (0.862 to 0.927, P value < 0.001). The cut-off value was 12.0 HU with 78.59% sensitivity and 85.94% specificity. This multi-center prospective study demonstrated a positive linear association between HU in renal pelvis urine and the risk of severe infectious complications in patients with ureteral stones and symptom-free hydronephrosis after SWL, regardless of age, gender, BMI, stone size, stone location, and hydronephrosis grade. These findings might be helpful in the SWL treatment decision-making process. [ABSTRACT FROM AUTHOR]

In this paper, we employ correlated skew Brownian motions to describe the dynamics of the two assets underlying the spread option. In the pricing model, the two underlying assets are exposed to exogenous risks captured by the same Brownian motion, and their endogenous risks are also assumed to be correlated with each other. We obtain an approximate pricing formula of spread options and calibrate model parameters to real data. In addition, we compare the results obtained from the approximate formula with those derived from the exact closed-form formula and from the Monte Carlo method. Finally, we analyze the impact of the skewness parameter on option prices after checking the accuracy of the approximations numerically. [ABSTRACT FROM AUTHOR]