35 resultados para Prescription pricing

em QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast


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Introduction Product standardisation involves promoting the prescribing of pre-selected products within a particular category across a healthcare region and is designed to improve patient safety by promoting continuity of medicine use across the primary/secondary care interface, in addition to cost containment without compromising clinical care (i.e. maintaining safety and efficacy). Objectives To examine the impact of product standardisation on the prescribing of compound alginate preparations within primary care in Northern Ireland. Methods Data were obtained on alginate prescribing from the Northern Ireland Central Services Agency (Prescription Pricing Branch), covering a period of 43 months. Two standardisation promotion interventions were carried out at months 18 and 33. In addition to conventional statistical analyses, a simple interrupted time series analysis approach, using graphical interpretation, was used to facilitate interpretation of the data. Results There was a significant increase in the prescribed share of the preferred alginate product in each of the four health boards in Northern Ireland and a decrease in the cost per Defined Daily Dose for alginate liquid preparations overall. Compliance with the standardisation policy was, however, incomplete and was influenced to a marked degree by the activities of the pharmaceutical industry. The overall economic impact of the prescribing changes during the study was small (3.1%). Conclusion The findings suggested that product standardisation significantly influenced the prescribing pattern for compound alginate liquid preparations within primary care across Northern Ireland. © 2012 The Authors. IJPP © 2012 Royal Pharmaceutical Society.

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We propose a recursive method of pricing an information good in a network of holders and demanders of this good. The prices are determined via a unique equilibrium outcome in a sequence of bilateral bargaining games that are played by connected agents. If the information is an homogenous, non-depreciating good without network effects we derive explicit formulae which elucidate the role of the link pattern among the players. Particularly, we find out that the equilibrium price is intimately related to the existence of cycles in the network: It is zero if a cycle covers the trading pair and it is proportional to the direct and indirect utility that the good generates otherwise.

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A consensus view of Irish Clinical Immunologists as to when auto injection syringes of adrenaline should be prescribed

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This paper studies the dynamic pricing problem of selling fixed stock of perishable items over a finite horizon, where the decision maker does not have the necessary historic data to estimate the distribution of uncertain demand, but has imprecise information about the quantity demand. We model this uncertainty using fuzzy variables. The dynamic pricing problem based on credibility theory is formulated using three fuzzy programming models, viz.: the fuzzy expected revenue maximization model, a-optimistic revenue maximization model, and credibility maximization model. Fuzzy simulations for functions with fuzzy parameters are given and embedded into a genetic algorithm to design a hybrid intelligent algorithm to solve these three models. Finally, a real-world example is presented to highlight the effectiveness of the developed model and algorithm.

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This paper studies a problem of dynamic pricing faced by a retailer with limited inventory, uncertain about the demand rate model, aiming to maximize expected discounted revenue over an infinite time horizon. The retailer doubts his demand model which is generated by historical data and views it as an approximation. Uncertainty in the demand rate model is represented by a notion of generalized relative entropy process, and the robust pricing problem is formulated as a two-player zero-sum stochastic differential game. The pricing policy is obtained through the Hamilton-Jacobi-Isaacs (HJI) equation. The existence and uniqueness of the solution of the HJI equation is shown and a verification theorem is proved to show that the solution of the HJI equation is indeed the value function of the pricing problem. The results are illustrated by an example with exponential nominal demand rate.

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The stochastic nature of oil price fluctuations is investigated over a twelve-year period, borrowing feedback from an existing database (USA Energy Information Administration database, available online). We evaluate the scaling exponents of the fluctuations by employing different statistical analysis methods, namely rescaled range analysis (R/S), scale windowed variance analysis (SWV) and the generalized Hurst exponent (GH) method. Relying on the scaling exponents obtained, we apply a rescaling procedure to investigate the complex characteristics of the probability density functions (PDFs) dominating oil price fluctuations. It is found that PDFs exhibit scale invariance, and in fact collapse onto a single curve when increments are measured over microscales (typically less than 30 days). The time evolution of the distributions is well fitted by a Levy-type stable distribution. The relevance of a Levy distribution is made plausible by a simple model of nonlinear transfer. Our results also exhibit a degree of multifractality as the PDFs change and converge toward to a Gaussian distribution at the macroscales.