Random sums of exchangeable variables and actuarial applications

In this paper we study the accumulated claim in some fixed time period, skipping the classical assumption of mutual independence between the variables involved. Two basic models are considered: Model I assumes that any pair of claims are equally correlated which means that the corresponding square-integrable sequence is exchangeable one. Model 2 states that the correlations between the adjacent claims are the same. Recurrence and explicit expressions for the joint probability generating function are derived and the impact of the dependence parameter (correlation coefficient) in both models is examined. The Markov binomial distribution is obtained as a particular case under assumptions of Model 2. (C) 2007 Elsevier B.V. All rights reserved.

Spatio-temporal modeling of agricultural yield data with an application to pricing crop insurance contracts

This article presents a statistical model of agricultural yield data based on a set of hierarchical Bayesian models that allows joint modeling of temporal and spatial autocorrelation. This method captures a comprehensive range of the various uncertainties involved in predicting crop insurance premium rates as opposed to the more traditional ad hoc, two-stage methods that are typically based on independent estimation and prediction. A panel data set of county-average yield data was analyzed for 290 counties in the State of Parana (Brazil) for the period of 1990 through 2002. Posterior predictive criteria are used to evaluate different model specifications. This article provides substantial improvements in the statistical and actuarial methods often applied to the calculation of insurance premium rates. These improvements are especially relevant to situations where data are limited.

Twelve-Month Prevalence of and Risk Factors for Suicide Attempts in the World Health Organization World Mental Health Surveys

Objective: Although suicide is a leading cause of death worldwide, clinicians and researchers lack a data-driven method to assess the risk of suicide attempts. This study reports the results of an analysis of a large cross-national epidemiologic survey database that estimates the 12-month prevalence of suicidal behaviors, identifies risk factors for suicide attempts, and combines these factors to create a risk index for 12-month suicide attempts separately for developed and developing countries. Method: Data come from the World Health Organization (WHO) World Mental Health (WMH) Surveys (conducted 2001-2007), in which 108,705 adults from 21 countries were interviewed using the WHO Composite International Diagnostic Interview. The survey assessed suicidal behaviors and potential risk factors across multiple domains, including socio-demographic characteristics, parent psychopathology, childhood adversities, DSM-IV disorders, and history of suicidal behavior. Results: Twelve-month prevalence estimates of suicide ideation, plans, and attempts are 2.0%, 0.6%, and 0.3%, respectively, for developed countries and 2.1%, 0.7%, and 0.4%, respectively, for developing countries. Risk factors for suicidal behaviors in both developed and developing countries include female sex, younger age, lower education and income, unmarried status, unemployment, parent psychopathology, childhood adversities, and presence of diverse 12-month DSM-IV mental disorders. Combining risk factors from multiple domains produced risk indices that accurately predicted 12-month suicide attempts in both developed and developing countries (area under the receiver operating characteristic curve = 0.74-0.80). Conclusions: Suicidal behaviors occur at similar rates in both developed and developing countries. Risk indices assessing multiple domains can predict suicide attempts with fairly good accuracy and may be useful in aiding clinicians in the prediction of these behaviors. J Clin Psychiatry 2010;71(12):1617-1628 (C) Copyright 2010 Physicians Postgraduate Press, Inc.

The 434(G > C) polymorphism in the eosinophil cationic protein gene and its association with tissue eosinophilia in oral squamous cell carcinomas

Objective: The aim of this study was to investigate the prevalence of the Eosinophil cationic protein (ECP)-gene polymorphism 434(G > C) in oral squamous cell carcinoma (OSCC) patients and its association with tumor-associated tissue eosinophilia (TATE), demographic, clinical, and microscopic variables. Methods: The ECP genotypes of 165 healthy individuals and 157 OSCC patients were detected by PCR-RFLP analysis after cleavage of the amplified DNA sequence with enzyme PstI. TATE was obtained by morphometric analysis. Chi-square test or Fisher`s exact test was used to analyze the association of ECP-gene polymorphism 434(G > C) with TATE, demographic, clinical, and microscopic variables in OSCC patients. Disease-free survival and overall survival were calculated by the Kaplan-Meier product-limit actuarial method and the comparison of the survival curves were performed using log rank test. Results: Most of healthy individuals (53.33%) and OSCC patients (57.97%) were heterozygous for the ECP 434(G > C) polymorphism. Based on numerical differences, our results showed that OSCC patients with intense TATE and at least one C allele had a higher frequency of bilateral neck dissection, local recurrence, vascular embolization, involved resection margins, and postoperative radiotherapy. No statistically significant differences on survival rates were found in OSCC patients presenting different ECP 434(G > C) genotypes. Conclusions: These results suggest a tendency towards a poor clinical outcome in OSCC patients with intense TATE and 434GC/CC genotypes, probably due to an ECP genetic variant with altered cytotoxic activity.