13 resultados para Arbitrage free risk neutral measure

em Helda - Digital Repository of University of Helsinki


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Acute heart failure (AHF) is a complex syndrome associated with exceptionally high mortality. Still, characteristics and prognostic factors of contemporary AHF patients have been inadequately studied. Kidney function has emerged as a very powerful prognostic risk factor in cardiovascular disease. This is believed to be the consequence of an interaction between the heart and kidneys, also termed the cardiorenal syndrome, the mechanisms of which are not fully understood. Renal insufficiency is common in heart failure and of particular interest for predicting outcome in AHF. Cystatin C (CysC) is a marker of glomerular filtration rate with properties making it a prospective alternative to the currently used measure creatinine for assessment of renal function. The aim of this thesis is to characterize a representative cohort of patients hospitalized for AHF and to identify risk factors for poor outcome in AHF. In particular, the role of CysC as a marker of renal function is evaluated, including examination of the value of CysC as a predictor of mortality in AHF. The FINN-AKVA (Finnish Acute Heart Failure) study is a national prospective multicenter study conducted to investigate the clinical presentation, aetiology and treatment of, as well as concomitant diseases and outcome in, AHF. Patients hospitalized for AHF were enrolled in the FINN-AKVA study, and mortality was followed for 12 months. The mean age of patients with AHF is 75 years and they frequently have both cardiovascular and non-cardiovascular co-morbidities. The mortality after hospitalization for AHF is high, rising to 27% by 12 months. The present study shows that renal dysfunction is very common in AHF. CysC detects impaired renal function in forty percent of patients. Renal function, measured by CysC, is one of the strongest predictors of mortality independently of other prognostic risk markers, such as age, gender, co-morbidities and systolic blood pressure on admission. Moreover, in patients with normal creatinine values, elevated CysC is associated with a marked increase in mortality. Acute kidney injury, defined as an increase in CysC within 48 hours of hospital admission, occurs in a significant proportion of patients and is associated with increased short- and mid-term mortality. The results suggest that CysC can be used for risk stratification in AHF. Markers of inflammation are elevated both in heart failure and in chronic kidney disease, and inflammation is one of the mechanisms thought to mediate heart-kidney interactions in the cardiorenal syndrome. Inflammatory cytokines such as interleukin-6 (IL-6) and tumor necrosis factor-alpha (TNF-α) correlate very differently to markers of cardiac stress and renal function. In particular, TNF-α showed a robust correlation to CysC, but was not associated with levels of NT-proBNP, a marker of hemodynamic cardiac stress. Compared to CysC, the inflammatory markers were not strongly related to mortality in AHF. In conclusion, patients with AHF are elderly with multiple co-morbidities, and renal dysfunction is very common. CysC demonstrates good diagnostic properties both in identifying impaired renal function and acute kidney injury in patients with AHF. CysC, as a measure of renal function, is also a powerful prognostic marker in AHF. CysC shows promise as a marker for assessment of kidney function and risk stratification in patients hospitalized for AHF.

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Type 2 diabetes is an increasing, serious, and costly public health problem. The increase in the prevalence of the disease can mainly be attributed to changing lifestyles leading to physical inactivity, overweight, and obesity. These lifestyle-related risk factors offer also a possibility for preventive interventions. Until recently, proper evidence regarding the prevention of type 2 diabetes has been virtually missing. To be cost-effective, intensive interventions to prevent type 2 diabetes should be directed to people at an increased risk of the disease. The aim of this series of studies was to investigate whether type 2 diabetes can be prevented by lifestyle intervention in high-risk individuals, and to develop a practical method to identify individuals who are at high risk of type 2 diabetes and would benefit from such an intervention. To study the effect of lifestyle intervention on diabetes risk, we recruited 522 volunteer, middle-aged (aged 40 - 64 at baseline), overweight (body mass index > 25 kg/m2) men (n = 172) and women (n = 350) with impaired glucose tolerance to the Diabetes Prevention Study (DPS). The participants were randomly allocated either to the intensive lifestyle intervention group or the control group. The control group received general dietary and exercise advice at baseline, and had annual physician's examination. The participants in the intervention group received, in addition, individualised dietary counselling by a nutritionist. They were also offered circuit-type resistance training sessions and were advised to increase overall physical activity. The intervention goals were to reduce body weight (5% or more reduction from baseline weight), limit dietary fat (< 30% of total energy consumed) and saturated fat (< 10% of total energy consumed), and to increase dietary fibre intake (15 g / 1000 kcal or more) and physical activity (≥ 30 minutes/day). Diabetes status was assessed annually by a repeated 75 g oral glucose tolerance testing. First analysis on end-points was completed after a mean follow-up of 3.2 years, and the intervention phase was terminated after a mean duration of 3.9 years. After that, the study participants continued to visit the study clinics for the annual examinations, for a mean of 3 years. The intervention group showed significantly greater improvement in each intervention goal. After 1 and 3 years, mean weight reductions were 4.5 and 3.5 kg in the intervention group and 1.0 kg and 0.9 kg in the control group. Cardiovascular risk factors improved more in the intervention group. After a mean follow-up of 3.2 years, the risk of diabetes was reduced by 58% in the intervention group compared with the control group. The reduction in the incidence of diabetes was directly associated with achieved lifestyle goals. Furthermore, those who consumed moderate-fat, high-fibre diet achieved the largest weight reduction and, even after adjustment for weight reduction, the lowest diabetes risk during the intervention period. After discontinuation of the counselling, the differences in lifestyle variables between the groups still remained favourable for the intervention group. During the post-intervention follow-up period of 3 years, the risk of diabetes was still 36% lower among the former intervention group participants, compared with the former control group participants. To develop a simple screening tool to identify individuals who are at high risk of type 2 diabetes, follow-up data of two population-based cohorts of 35-64 year old men and women was used. The National FINRISK Study 1987 cohort (model development data) included 4435 subjects, with 182 new drug-treated cases of diabetes identified during ten years, and the FINRISK Study 1992 cohort (model validation data) included 4615 subjects, with 67 new cases of drug-treated diabetes during five years, ascertained using the Social Insurance Institution's Drug register. Baseline age, body mass index, waist circumference, history of antihypertensive drug treatment and high blood glucose, physical activity and daily consumption of fruits, berries or vegetables were selected into the risk score as categorical variables. In the 1987 cohort the optimal cut-off point of the risk score identified 78% of those who got diabetes during the follow-up (= sensitivity of the test) and 77% of those who remained free of diabetes (= specificity of the test). In the 1992 cohort the risk score performed equally well. The final Finnish Diabetes Risk Score (FINDRISC) form includes, in addition to the predictors of the model, a question about family history of diabetes and the age category of over 64 years. When applied to the DPS population, the baseline FINDRISC value was associated with diabetes risk among the control group participants only, indicating that the intensive lifestyle intervention given to the intervention group participants abolished the diabetes risk associated with baseline risk factors. In conclusion, the intensive lifestyle intervention produced long-term beneficial changes in diet, physical activity, body weight, and cardiovascular risk factors, and reduced diabetes risk. Furthermore, the effects of the intervention were sustained after the intervention was discontinued. The FINDRISC proved to be a simple, fast, inexpensive, non-invasive, and reliable tool to identify individuals at high risk of type 2 diabetes. The use of FINDRISC to identify high-risk subjects, followed by lifestyle intervention, provides a feasible scheme in preventing type 2 diabetes, which could be implemented in the primary health care system.

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In humans with a loss of uricase the final oxidation product of purine catabolism is uric acid (UA). The prevalence of hyperuricemia has been increasing around the world accompanied by a rapid increase in obesity and diabetes. Since hyperuricemia was first described as being associated with hyperglycemia and hypertension by Kylin in 1923, there has been a growing interest in the association between elevated UA and other metabolic abnormalities of hyperglycemia, abdominal obesity, dyslipidemia, and hypertension. The direction of causality between hyperuricemia and metabolic disorders, however, is unceartain. The association of UA with metabolic abnormalities still needs to be delineated in population samples. Our overall aims were to study the prevalence of hyperuricemia and the metabolic factors clustering with hyperuricemia, to explore the dynamical changes in blood UA levels with the deterioration in glucose metabolism and to estimate the predictive capability of UA in the development of diabetes. Four population-based surveys for diabetes and other non-communicable diseases were conducted in 1987, 1992, and 1998 in Mauritius, and in 2001-2002 in Qingdao, China. The Qingdao study comprised 1 288 Chinese men and 2 344 women between 20-74, and the Mauritius study consisted of 3 784 Mauritian Indian and Mauritian Creole men and 4 442 women between 25-74. In Mauritius, re-exams were made in 1992 and/or 1998 for 1 941 men (1 409 Indians and 532 Creoles) and 2 318 non pregnant women (1 645 Indians and 673 Creoles), free of diabetes, cardiovascular diseases, and gout at baseline examinations in 1987 or 1992, using the same study protocol. The questionnaire was designed to collect demographic details, physical examinations and standard 75g oral glucose tolerance tests were performed in all cohorts. Fasting blood UA and lipid profiles were also determined. The age-standardized prevalence in Chinese living in Qingdao was 25.3% for hyperuricemia (defined as fasting serum UA > 420 μmol/l in men and > 360 μmol/l in women) and 0.36% for gout in adults between 20-74. Hyperuricemia was more prevalent in men than in women. One standard deviation increase in UA concentration was associated with the clustering of metabolic risk factors for both men and women in three ethnic groups. Waist circumference, body mass index, and serum triglycerides appeared to be independently associated with hyperuricemia in both sexes and in all ethnic groups except in Chinese women, in whom triglycerides, high-density lipoprotein cholesterol, and total cholesterol were associated with hyperuricemia. Serum UA increased with increasing fasting plasma glucose levels up to a value of 7.0 mmol/l, but significantly decreased thereafter in mainland Chinese. An inverse relationship occurred between 2-h plasma glucose and serum UA when 2-h plasma glucose higher than 8.0 mmol/l. In the prospective study in Mauritius, 337 (17.4%) men and 379 (16.4%) women developed diabetes during the follow-up. Elevated UA levels at baseline increased 1.14-fold in risk of incident diabetes in Indian men and 1.37-fold in Creole men, but no significant risk was observed in women. In conclusion, the prevalence of hyperuricemia was high in Chinese in Qingdao, blood UA was associated with the clustering of metabolic risk factors in Mauritian Indian, Mauritian Creole, and Chinese living in Qingdao, and a high baseline UA level independently predicted the development of diabetes in Mauritian men. The clinical use of UA as a marker of hyperglycemia and other metabolic disorders needs to be further studied. Keywords: Uric acid, Hyperuricemia, Risk factors, Type 2 Diabetes, Incidence, Mauritius, Chinese

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Physical inactivity, low cardiorespiratory fitness, and abdominal obesity are direct and mediating risk factors for cardiovascular disease (CVD). The results of recent studies suggest that individuals with higher levels of physical activity or cardiorespiratory fitness have lower CVD and all-cause mortality than those with lower activity or fitness levels regardless of their level of obesity. The interrelationships of physical activity, fitness, and abdominal obesity with cardiovascular risk factors have not been studied in detail. The aim of this study was to investigate the associations of different types of leisure time physical activity and aerobic fitness with cardiovascular risk factors in a large population of Finnish adults. In addition, a novel aerobic fitness test was implemented and the distribution of aerobic fitness was explored in men and women across age groups. The interrelationships of physical activity, aerobic fitness and abdominal obesity were examined in relation to cardiovascular risk factors. This study was part of the National FINRISK Study 2002, which monitors cardiovascular risk factors in a Finnish adult population. The sample comprised 13 437 men and women aged 25 to 74 years and was drawn from the Population Register as a stratified random sample according to 10-year age groups, gender and area. A separate physical activity study included 9179 subjects, of whom 5 980 participated (65%) in the study. At the study site, weight, height, waist and hip circumferences, and blood pressure were measured, a blood sample was drawn, and an aerobic fitness test was performed. The fitness test estimated maximal oxygen uptake (VO2max) and was based on a non-exercise method by using a heart rate monitor at rest. Waist-to-hip ratio (WHR) was calculated by dividing waist circumference with hip circumference and was used as a measure of abdominal obesity. Participants filled in a questionnaire on health behavior, a history of diseases, and current health status, and a detailed 12-month leisure time physical activity recall. Based on the recall data, relative energy expenditure was calculated using metabolic equivalents, and physical activity was divided into conditioning, non-conditioning, and commuting physical activity. Participants aged 45 to 74 years were later invited to take part in a 2-hour oral glucose tolerance test with fasting insulin and glucose measurements. Based on the oral glucose tolerance test, undiagnosed impaired glucose tolerance and type 2 diabetes were defined. The estimated aerobic fitness was lower among women and decreased with age. A higher estimated aerobic fitness and a lower WHR were independently associated with lower systolic and diastolic blood pressure, lower total cholesterol and triglyceride levels, and with higher high-density lipoprotein (HDL) cholesterol and HDL to total cholesterol ratio. The associations of the estimated aerobic fitness with diastolic blood pressure, triglycerides, and HDL to total cholesterol ratio were stronger in men with a higher WHR. High levels of conditioning and non-conditioning physical activity were associated with lower high-sensitivity C-reactive protein (CRP) levels. High levels of conditioning and overall physical activities were associated with lower insulin and glucose levels. The associations were stronger among women than men. A better self-rated physical fitness was associated with a higher estimated aerobic fitness, lower CRP levels, and lower insulin and glucose levels in men and women. In each WHR third, the risk of impaired glucose tolerance and type 2 diabetes was higher among physically inactive individuals who did not undertake at least 30 minutes of moderate-intensity physical activity on five days per week. These cross-sectional data show that higher levels of estimated aerobic fitness and regular leisure time physical activity are associated with a favorable cardiovascular risk factor profile and that these associations are present at all levels of abdominal obesity. Most of the associations followed a dose-response manner, suggesting that already low levels of physical activity or fitness are beneficial to health and that larger improvements in risk factor levels may be gained from higher activity and fitness levels. The present findings support the recommendation to engage regularly in leisure time physical activity, to pursue a high level of aerobic fitness, and to prevent abdominal obesity.

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Physicochemical characterization of freshwater samples from Finland, Sweden, the Netherlands, and Spain revealed that water hardness and pH decreased and the quantity and quality of humic substances changed considerably in this geographical series from south to north. Since the ambient water chemistry may affect the availability of chemicals, the total aqueous concentration of a chemical may be insufficient to predict the bioconcentration, subsequent biological response, and thus risk. In addition, organisms could be affected directly by water quality characteristics. In this context the main objective of this thesis was to investigate the bioavailability of selected ecotoxicologically relevant chemicals (cadmium, benzo(a)pyrene, and pyrene) in various European surface waters and to show the importance of certain water chemistry characteristics in interpreting the bioavailability and toxicity results. The bioavailability of cadmium to Daphnia magna was examined in very soft humic lake water. Humic substances as natural ligands decreased the free and bioavailable proportion of cadmium in soft lake water. As a consequence the uptake rate and the acute toxicity decreased compared with the humic-free reference. When the hardness of humic lake water was artificially elevated, the acute toxicity of cadmium decreased, although the proportion of free cadmium increased. The decreased bioavailability of cadmium in hard water was a result of effective competition for uptake by the hardness cations, especially calcium ions. The protective role of humic substances and water hardness against cadmium toxicity was also observed in Lumbriculus variegatus, although D. magna was more sensitive to cadmium. The bioavailability of two polycyclic aromatic hydrocarbons (PAHs), pyrene and benzo(a)pyrene, was studied in European surface waters of varying water chemistry. Humic substances acted as complexing ligands with both PAHs, but the bioavailability of the more lipophilic benzo(a)pyrene to D. magna was affected more by humic substances than that of pyrene. In addition, not only the quantity of humic substances, but also their quality affected the bioavailability of benzo(a)pyrene. Nevertheless, the humic substances played a protective role in the photo-enhanced toxicity of pyrene under UV-B radiation. Water hardness had no effect on pyrene toxicity. Results indicate that the typical physicochemical characteristics of boreal freshwaters should be considered carefully in local and regional risk assessment of chemicals concerning the Fennoscandian region.

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Type 1 diabetes (T1D) is considered to be an autoimmune disease. The cause of T1D is the destruction of insulin-producing β-cells in the pancreatic islets. The autoimmune nature of T1D is characterized by the presence of autoreactive T-cells and autoantibodies against β-cell molecules. Insulin is the only β-cell-specific autoantigen associated with T1D but the insulin autoantibodies (IAAs) are difficult to measure with proper sensitivity. T-cell assays for detection of autoreactive T-cells, such as insulin-specific T-cells, have also proven to be difficult to perform. The genetic risk of T1D is associated with the HLA gene region but the environmental factors also play an important role. The most studied environmental risk factors of T1D are enteroviruses and cow's milk which both affect the immune system through the gut. One hypothesis is that the insulin-specific immune response develops against bovine insulin in cow's milk during early infancy and later spreads to include human insulin. The aims of this study were to determine whether the separation of immunoglobulin (Ig)G from plasma would improve the sensitivity of the IAA assay and how insulin treatment affects the cellular immune response to insulin in newly diagnosed patients. Furthermore, the effect of insulin concentration in mother's breast milk on the development of antibodies to dietary insulin in the child was examined. Small intestinal biopsies were also obtained from children with T1D to characterize any immunological changes associated with T1D in the gut. The isolation of the IgG fraction from the plasma of T1D patients negative for plasma IAA led to detectable IAA levels that exceeded those in the control children. Thus the isolation of IgG may improve the sensitivity of the IAA assay. The effect of insulin treatment on insulin-specific T-cells was studied by culturing peripheral blood mononuclear cells with insulin. The insulin stimulation induced increased expression of regulatory T-cell markers, such as Foxp3, in those patients treated with insulin than in patients examined before initiating insulin treatment. This finding suggests that insulin treatment in patients with T1D stimulates regulatory T-cells in vivo and this may partly explain the difficulties in measuring autoantigen-specific T-cell responses in recently diagnosed patients. The stimulation of regulatory T-cells by insulin treatment may also explain the remission period often seen after initiating insulin treatment. In the third study we showed that insulin concentration in mother's breast milk correlates inversely with the levels of bovine insulin-specific antibodies in those infants who were exposed to cow's milk proteins in their diet, suggesting that human insulin in breast milk induces tolerance to dietary bovine insulin. However, in infants who later developed T1D-associated autoantibodies, the insulin concentration in their mother's breast milk was increased. This finding may indicate that in those children prone to β-cell autoimmunity, breast milk insulin does not promote tolerance to insulin. In the small intestinal biopsies the presence of several immunological markers were quantified with the RT-PCR. From these markers the expression of the interleukin (IL)-18 cytokine was significantly increased in the gut in patients with T1D compared with children with celiac disease or control children. The increased IL-18 expression lends further support for the hypothesis that the gut immune system is involved in the pathogenesis of T1D.

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Placental abruption, one of the most significant causes of perinatal mortality and maternal morbidity, occurs in 0.5-1% of pregnancies. Its etiology is unknown, but defective trophoblastic invasion of the spiral arteries and consequent poor vascularization may play a role. The aim of this study was to define the prepregnancy risk factors of placental abruption, to define the risk factors during the index pregnancy, and to describe the clinical presentation of placental abruption. We also wanted to find a biochemical marker for predicting placental abruption early in pregnancy. Among women delivering at the University Hospital of Helsinki in 1997-2001 (n=46,742), 198 women with placental abruption and 396 control women were identified. The overall incidence of placental abruption was 0.42%. The prepregnancy risk factors were smoking (OR 1.7; 95% CI 1.1, 2.7), uterine malformation (OR 8.1; 1.7, 40), previous cesarean section (OR 1.7; 1.1, 2.8), and history of placental abruption (OR 4.5; 1.1, 18). The risk factors during the index pregnancy were maternal (adjusted OR 1.8; 95% CI 1.1, 2.9) and paternal smoking (2.2; 1.3, 3.6), use of alcohol (2.2; 1.1, 4.4), placenta previa (5.7; 1.4, 23.1), preeclampsia (2.7; 1.3, 5.6) and chorioamnionitis (3.3; 1.0, 10.0). Vaginal bleeding (70%), abdominal pain (51%), bloody amniotic fluid (50%) and fetal heart rate abnormalities (69%) were the most common clinical manifestations of placental abruption. Retroplacental blood clot was seen by ultrasound in 15% of the cases. Neither bleeding nor pain was present in 19% of the cases. Overall, 59% went into preterm labor (OR 12.9; 95% CI 8.3, 19.8), and 91% were delivered by cesarean section (34.7; 20.0, 60.1). Of the newborns, 25% were growth restricted. The perinatal mortality rate was 9.2% (OR 10.1; 95% CI 3.4, 30.1). We then tested selected biochemical markers for prediction of placental abruption. The median of the maternal serum alpha-fetoprotein (MSAFP) multiples of median (MoM) (1.21) was significantly higher in the abruption group (n=57) than in the control group (n=108) (1.07) (p=0.004) at 15-16 gestational weeks. In multivariate analysis, elevated MSAFP remained as an independent risk factor for placental abruption, adjusting for parity ≥ 3, smoking, previous placental abruption, preeclampsia, bleeding in II or III trimester, and placenta previa. MSAFP ≥ 1.5 MoM had a sensitivity of 29% and a false positive rate of 10%. The levels of the maternal serum free beta human chorionic gonadotrophin MoM did not differ between the cases and the controls. None of the angiogenic factors (soluble endoglin, soluble fms-like tyrosine kinase 1, or placental growth factor) showed any difference between the cases (n=42) and the controls (n=50) in the second trimester. The levels of C-reactive protein (CRP) showed no difference between the cases (n=181) and the controls (n=261) (median 2.35 mg/l [interquartile range {IQR} 1.09-5.93] versus 2.28 mg/l [IQR 0.92-5.01], not significant) when tested in the first trimester (mean 10.4 gestational weeks). Chlamydia pneumoniae specific immunoglobulin G (IgG) and immunoglobulin A (IgA) as well as C. trachomatis specific IgG, IgA and chlamydial heat-shock protein 60 antibody rates were similar between the groups. In conclusion, although univariate analysis identified many prepregnancy risk factors for placental abruption, only smoking, uterine malformation, previous cesarean section and history of placental abruption remained significant by multivariate analysis. During the index pregnancy maternal alcohol consumption and smoking and smoking by the partner turned out to be the major independent risk factors for placental abruption. Smoking by both partners multiplied the risk. The liberal use of ultrasound examination contributed little to the management of women with placental abruption. Although second-trimester MSAFP levels were higher in women with subsequent placental abruption, clinical usefulness of this test is limited due to low sensitivity and high false positive rate. Similarly, angiogenic factors in early second trimester, or CRP levels, or chlamydial antibodies in the first trimester failed to predict placental abruption.

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Väitöskirjatutkimuksen tavoitteena oli selvittää, miten aviopuolisoiden sosioekonominen asema vaikuttaa avioeroriskiin Suomessa. Tutkimuksessa käytettiin Tilastokeskuksen rekistereistä koottua aineistoa, joka koskee suomalaisten ensimmäisiä avioliittoja vuoden 1990 lopussa ja avioeroja vuosina 1991−93. Väitöskirjaan sisältyy kolme osatutkimusta. Ensimmäinen osatutkimus käsitteli avioeroriskin vaihtelua aviopuolisoiden sosioekonomisen aseman eri osatekijöiden (koulutusaste, sosiaaliryhmä, pääasiallinen toiminta, tulotaso, asunnon omistaminen ja asumisahtaus) mukaan. Kaiken kaikkiaan avioeroriski oli sitä pienempi, mitä paremmassa taloudellisessa ja sosiaalisessa asemassa aviopuolisot olivat. Esimerkiksi miehen ja vaimon korkea koulutusaste, toimihenkilöammatti, työssäkäynti (etenkin verrattuna työttömyyteen) sekä omistusasunnossa asuminen liittyivät pienentyneeseen avioeroriskiin. Vaimon sosioekonomisen aseman yhteys avioeroriskiin oli paljolti samanlainen kuin miehen aseman yhteys. Huomattavin poikkeus tähän oli, että vaimon suuret tulot lisäsivät avioeroriskiä, vaikka miehen suurilla tuloilla oli päinvastainen vaikutus. Lisäksi kotitaloustyötä pääasiallisena toimintanaan tekevillä naisilla (pääasiallisen toiminnan luokka ”muut”) oli vielä pienempi avioeroriski kuin työssäkäyvillä naisilla. Toisessa osatutkimuksessa keskityttiin aviomiehen ja vaimon aseman yhdistettyyn vaikutukseen. Selviä viitteitä siitä, että puolisoiden koulutustasojen erilaisuus lisäisi eroriskiä, ei saatu. Pareilla, joissa molemmilla oli enintään perusasteen koulutus, oli kuitenkin odotettua pienempi avioeroriski. Eroriski oli suhteellisen alhainen pareilla, joissa vaimo oli työssäkäyvä tai kotitaloustyötä tekevä ja aviomies työssäkäyvä. Eroriskiä kasvatti se, että aviomies, vaimo tai molemmat puolisot olivat työttömiä. Vaimon korkea tulotaso lisäsi eroriskiä miehen kaikilla tulotasoilla mutta erityisen voimakkaasti silloin, kun miehen tulotaso oli alhainen. Kolmanneksi selvitettiin, vaikuttaako puolisoiden sosioekonominen asema avioeroriskiin eri tavalla riippuen siitä, kauanko avioliitto on kestänyt. Tällöin havaittiin, että vähän koulutettujen ja työntekijäammateissa toimivien puolisoiden suuri eroriski rajoittuu paljolti nuorimpiin avioliittoihin. Sen sijaan esim. puolisoiden työttömyys, vaimon korkea tulotaso ja vuokra-asunnossa asuminen kasvattivat eroriskiä riippumatta siitä, kuinka kauan avioliitto oli kestänyt. Kaiken kaikkiaan eroriski oli siis sitä pienempi, mitä paremmassa taloudellisessa ja sosiaalisessa asemassa puolisot olivat. Vaimon taloudellisilla ja sosiaalisilla resursseilla näyttää kuitenkin olevan myös joitakin avioeroriskiä lisääviä vaikutuksia.

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Modeling and forecasting of implied volatility (IV) is important to both practitioners and academics, especially in trading, pricing, hedging, and risk management activities, all of which require an accurate volatility. However, it has become challenging since the 1987 stock market crash, as implied volatilities (IVs) recovered from stock index options present two patterns: volatility smirk(skew) and volatility term-structure, if the two are examined at the same time, presents a rich implied volatility surface (IVS). This implies that the assumptions behind the Black-Scholes (1973) model do not hold empirically, as asset prices are mostly influenced by many underlying risk factors. This thesis, consists of four essays, is modeling and forecasting implied volatility in the presence of options markets’ empirical regularities. The first essay is modeling the dynamics IVS, it extends the Dumas, Fleming and Whaley (DFW) (1998) framework; for instance, using moneyness in the implied forward price and OTM put-call options on the FTSE100 index, a nonlinear optimization is used to estimate different models and thereby produce rich, smooth IVSs. Here, the constant-volatility model fails to explain the variations in the rich IVS. Next, it is found that three factors can explain about 69-88% of the variance in the IVS. Of this, on average, 56% is explained by the level factor, 15% by the term-structure factor, and the additional 7% by the jump-fear factor. The second essay proposes a quantile regression model for modeling contemporaneous asymmetric return-volatility relationship, which is the generalization of Hibbert et al. (2008) model. The results show strong negative asymmetric return-volatility relationship at various quantiles of IV distributions, it is monotonically increasing when moving from the median quantile to the uppermost quantile (i.e., 95%); therefore, OLS underestimates this relationship at upper quantiles. Additionally, the asymmetric relationship is more pronounced with the smirk (skew) adjusted volatility index measure in comparison to the old volatility index measure. Nonetheless, the volatility indices are ranked in terms of asymmetric volatility as follows: VIX, VSTOXX, VDAX, and VXN. The third essay examines the information content of the new-VDAX volatility index to forecast daily Value-at-Risk (VaR) estimates and compares its VaR forecasts with the forecasts of the Filtered Historical Simulation and RiskMetrics. All daily VaR models are then backtested from 1992-2009 using unconditional, independence, conditional coverage, and quadratic-score tests. It is found that the VDAX subsumes almost all information required for the volatility of daily VaR forecasts for a portfolio of the DAX30 index; implied-VaR models outperform all other VaR models. The fourth essay models the risk factors driving the swaption IVs. It is found that three factors can explain 94-97% of the variation in each of the EUR, USD, and GBP swaption IVs. There are significant linkages across factors, and bi-directional causality is at work between the factors implied by EUR and USD swaption IVs. Furthermore, the factors implied by EUR and USD IVs respond to each others’ shocks; however, surprisingly, GBP does not affect them. Second, the string market model calibration results show it can efficiently reproduce (or forecast) the volatility surface for each of the swaptions markets.

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Aerosol particles play an important role in the Earth s atmosphere and in the climate system: they scatter and absorb solar radiation, facilitate chemical processes, and serve as seeds for cloud formation. Secondary new particle formation (NPF) is a globally important source of these particles. Currently, the mechanisms of particle formation and the vapors participating in this process are, however, not truly understood. In order to fully explain atmospheric NPF and subsequent growth, we need to measure directly the very initial steps of the formation processes. This thesis investigates the possibility to study atmospheric particle formation using a recently developed Neutral cluster and Air Ion Spectrometer (NAIS). First, the NAIS was calibrated and intercompared, and found to be in good agreement with the reference instruments both in the laboratory and in the field. It was concluded that NAIS can be reliably used to measure small atmospheric ions and particles directly at the sizes where NPF begins. Second, several NAIS systems were deployed simultaneously at 12 European measurement sites to quantify the spatial and temporal distribution of particle formation events. The sites represented a variety of geographical and atmospheric conditions. The NPF events were detected using NAIS systems at all of the sites during the year-long measurement period. Various particle formation characteristics, such as formation and growth rates, were used as indicators of the relevant processes and participating compounds in the initial formation. In a case of parallel ion and neutral cluster measurements, we also estimated the relative contribution of ion-induced and neutral nucleation to the total particle formation. At most sites, the particle growth rate increased with the increasing particle size indicating that different condensing vapors are participating in the growth of different-sized particles. The results suggest that, in addition to sulfuric acid, organic vapors contribute to the initial steps of NPF and to the subsequent growth, not just later steps of the particle growth. As a significant new result, we found out that the total particle formation rate varied much more between the different sites than the formation rate of charged particles. The results infer that the ion-induced nucleation has a minor contribution to particle formation in the boundary layer in most of the environments. These results give tools to better quantify the aerosol source provided by secondary NPF in various environments. The particle formation characteristics determined in this thesis can be used in global models to assess NPF s climatic effects.

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The main purpose of revascularization procedures for critical limb ischaemia (CLI) is to preserve the leg and sustain the patient s ambulatory status. Other goals are ischaemic pain relief and healing of ischaemic ulcers. Patients with CLI are usually old and have several comorbidities affecting the outcome. Revascularization for CLI is meaningless unless both life and limb are preserved. Therefore, the knowledge of both patient- and bypass-related risk factors is of paramount importance in clinical decision-making, patient selection and resource allocation. The aim of this study was to identify patient- and graft-related predictors of impaired outcome after infrainguinal bypass for CLI. The purpose was to assess the outcome of high-risk patients undergoing infrainguinal bypass and to evaluate the usefulness of specific risk scoring methods. The results of bypasses in the absence of optimal vein graft material were also evaluated, and the feasibility of the new method of scaffolding suboptimal vein grafts was assessed. The results of this study showed that renal insufficiency - not only renal failure but also moderate impairment in renal function - seems to be a significant risk factor for both limb loss and death after infrainguinal bypass in patients with CLI. Low estimated GFR (PIENEMPI KUIN 30 ml/min/1.73 m2) is a strong independent marker of poor prognosis. Furthermore, estimated GFR is a more accurate predictor of survival and leg salvage after infrainguinal bypass in CLI patients than serum creatinine level alone. We also found out that the life expectancy of octogenarians with CLI is short. In this patient group endovascular revascularization is associated with a better outcome than bypass in terms of survival, leg salvage and amputation-free survival especially in presence of coronary artery disease. This study was the first one to demonstrate that Finnvasc and modified Prevent III risk scoring methods both predict the long-term outcome of patients undergoing both surgical and endovascular infrainguinal revascularization for CLI. Both risk scoring methods are easy to use and might be helpful in clinical practice as an aid in preoperative patient selection and decision-making. Similarly than in previous studies, we found out that a single-segment great saphenous vein graft is superior to any other autologous vein graft in terms of mid-term patency and leg salvage. However, if optimal vein graft is lacking, arm vein conduits are superior to prosthetic grafts especially in infrapopliteal bypasses for CLI. We studied also the new method of scaffolding suboptimal quality vein grafts and found out that this method may enable the use of vein grafts of compromised quality otherwise unsuitable for bypass grafting. The remarkable finding was that patients with the combination of high operative risk due to severe comorbidities and risk graft have extremely poor survival, suggesting that only relatively fit patients should undergo complex bypasses with risk grafts. The results of this study can be used in clinical practice as an aid in preoperative patient selection and decision-making. In the future, the need of vascular surgery will increase significantly as the elderly and diabetic population increases, which emphasises the importance of focusing on those patients that will gain benefit from infrainguinal bypass. Therefore, the individual risk of the patient, ambulatory status, outcome expectations, the risk of bypass procedure as well as technical factors such as the suitability of outflow anatomy and the available vein material should all be assessed and taken into consideration when deciding on the best revascularization strategy.

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People with coeliac disease have to maintain a gluten-free diet, which means excluding wheat, barley and rye prolamin proteins from their diet. Immunochemical methods are used to analyse the harmful proteins and to control the purity of gluten-free foods. In this thesis, the behaviour of prolamins in immunological gluten assays and with different prolamin-specific antibodies was examined. The immunoassays were also used to detect residual rye prolamins in sourdough systems after enzymatic hydrolysis and wheat prolamins after deamidation. The aim was to characterize the ability of the gluten analysis assays to quantify different prolamins in varying matrices in order to improve the accuracy of the assays. Prolamin groups of cereals consist of a complex mixture of proteins that vary in their size and amino acid sequences. Two common characteristics distinguish prolamins from other cereal proteins. Firstly, they are soluble in aqueous alcohols, and secondly, most of the prolamins are mainly formed from repetitive amino acid sequences containing high amounts of proline and glutamine. The diversity among prolamin proteins sets high requirements for their quantification. In the present study, prolamin contents were evaluated using enzyme-linked immunosorbent assays based on ω- and R5 antibodies. In addition, assays based on A1 and G12 antibodies were used to examine the effect of deamidation on prolamin proteins. The prolamin compositions and the cross-reactivity of antibodies with prolamin groups were evaluated with electrophoretic separation and Western blotting. The results of this thesis research demonstrate that the currently used gluten analysis methods are not able to accurately quantify barley prolamins, especially when hydrolysed or mixed in oats. However, more precise results can be obtained when the standard more closely matches the sample proteins, as demonstrated with barley prolamin standards. The study also revealed that all of the harmful prolamins, i.e. wheat, barley and rye prolamins, are most efficiently extracted with 40% 1-propanol containing 1% dithiothreitol at 50 °C. The extractability of barley and rye prolamins was considerably higher with 40% 1-propanol than with 60% ethanol, which is typically used for prolamin extraction. The prolamin levels of rye were lowered by 99.5% from the original levels when an enzyme-active rye-malt sourdough system was used for prolamin degradation. Such extensive degradation of rye prolamins suggest the use of sourdough as a part of gluten-free baking. Deamidation increases the diversity of prolamins and improves their solubility and ability to form structures such as emulsions and foams. Deamidation changes the protein structure, which has consequences for antibody recognition in gluten analysis. According to the resuts of the present work, the analysis methods were not able to quantify wheat gluten after deamidation except at very high concentrations. Consequently, deamidated gluten peptides can exist in food products and remain undetected, and thus cause a risk for people with gluten intolerance. The results of this thesis demonstrate that current gluten analysis methods cannot accurately quantify prolamins in all food matrices. New information on the prolamins of rye and barley in addition to wheat prolamins is also provided in this thesis, which is essential for improving gluten analysis methods so that they can more accurately quantify prolamins from harmful cereals.