On the problematic of reserving and stochastic loss models

Abstract Traditionally, the common reserving methods used by the non-life actuaries are based on the assumption that future claims are going to behave in the same way as they did in the past. There are two main sources of variability in the processus of development of the claims: the variability of the speed with which the claims are settled and the variability between the severity of the claims from different accident years. High changes in these processes will generate distortions in the estimation of the claims reserves. The main objective of this thesis is to provide an indicator which firstly identifies and quantifies these two influences and secondly to determine which model is adequate for a specific situation. Two stochastic models were analysed and the predictive distributions of the future claims were obtained. The main advantage of the stochastic models is that they provide measures of variability of the reserves estimates. The first model (PDM) combines one conjugate family Dirichlet - Multinomial with the Poisson distribution. The second model (NBDM) improves the first one by combining two conjugate families Poisson -Gamma (for distribution of the ultimate amounts) and Dirichlet Multinomial (for distribution of the incremental claims payments). It was found that the second model allows to find the speed variability in the reporting process and development of the claims severity as function of two above mentioned distributions' parameters. These are the shape parameter of the Gamma distribution and the Dirichlet parameter. Depending on the relation between them we can decide on the adequacy of the claims reserve estimation method. The parameters have been estimated by the Methods of Moments and Maximum Likelihood. The results were tested using chosen simulation data and then using real data originating from the three lines of business: Property/Casualty, General Liability, and Accident Insurance. These data include different developments and specificities. The outcome of the thesis shows that when the Dirichlet parameter is greater than the shape parameter of the Gamma, resulting in a model with positive correlation between the past and future claims payments, suggests the Chain-Ladder method as appropriate for the claims reserve estimation. In terms of claims reserves, if the cumulated payments are high the positive correlation will imply high expectations for the future payments resulting in high claims reserves estimates. The negative correlation appears when the Dirichlet parameter is lower than the shape parameter of the Gamma, meaning low expected future payments for the same high observed cumulated payments. This corresponds to the situation when claims are reported rapidly and fewer claims remain expected subsequently. The extreme case appears in the situation when all claims are reported at the same time leading to expectations for the future payments of zero or equal to the aggregated amount of the ultimate paid claims. For this latter case, the Chain-Ladder is not recommended.

Determination of radionuclide levels in rainwater using ion exchange resin and gamma-spectrometry.

The evaluation of radioactivity accidentally released into the atmosphere involves determining the radioactivity levels of rainwater samples. Rainwater scavenges atmospheric airborne radioactivity in such a way that surface contamination can be deduced from rainfall rate and rainwater radioactivity content. For this purpose, rainwater is usually collected in large surface collectors and then measured by gamma-spectrometry after such treatments as evaporation or iron hydroxide precipitation. We found that collectors can be adapted to accept large surface (diameter 47mm) cartridges containing a strongly acidic resin (Dowex AG 88) which is able to quantitatively extract radioactivity from rainwater, even during heavy rainfall. The resin can then be measured by gamma-spectrometry. The detection limit is 0.1Bq per sample of resin (80g) for (137)Cs. Natural (7)Be and (210)Pb can also be measured and the activity ratio of both radionuclides is comparable with those obtained through iron hydroxide precipitation and air filter measurements. Occasionally (22)Na has also been measured above the detection limit. A comparison between the evaporation method and the resin method demonstrated that 2/3 of (7)Be can be lost during the evaporation process. The resin method is simple and highly efficient at extracting radioactivity. Because of these great advantages, we anticipate it could replace former rainwater determination methods. Moreover, it does not necessitate the transportation of large rainwater volumes to the laboratory.

The role of the radiotherapy technologist in gamma knife radiosurgery within a multidisciplinary team: the Lausanne experience

Objective: Integration of the radiotherapy technologist "know-how" in the Gamma Knife treatment processMaterials and Methods: Gamma Knife (GK) treatments started in July 2010 at the GK Center in C.H.U.V. with the Leksell Gamma KnifeR Perfexion?(Elekta AB, Sweden). The multidisciplinary GK team involves neurosurgeons, radio-oncologists, physicists, neuroradiologists, nurses and technologists, aiming at a full integration for optimal patient management.Results: Between July and December 2010, 60 patients have been treated. Required stereotactic imaging involves IRM, CT scan (and angiography for AVM). All the steps in the treatment process (Leksell coordinate frame fixation, imaging, planning, treatment) are supervised by the members of the multidisciplinary team. In our experience, radiotherapy technologist (RTT) have acquired an important role in the multidisciplinary team communication and integration. Specifically, the RTT are responsible of: supervision of the image acquisition, performing the Gamma Knife unit control tests, patient setup, and patient surveillance during treatment.Conclusion: RTT have a fundamental role in the communication within the team, between the team and the patient and also to assure the patient security. Our experience shows that it is possible and required to involve RTT in all steps of the GK treatment process, to guarantee the best GK treatment possible.

A Mendelian randomization approach to assess the causal relationship of gamma-glutamyl transferase with blood pressure and insulin

Background: Elevated levels of g-glutamyl transferase (GGT) have been associated with subsequent risk of elevated blood pressure (BP), hypertension and diabetes. However, the causality of these relationships has not been addressed. Mendelian randomization refers to the random allocation of alleles at the time of gamete formation. Such allocation is expected to be independent of any behavioural and environmental factors (known or unknown), allowing the analysis of largely unconfounded risk associations that are not due to reverse causation. Methods: We performed a cross-sectional analysis among 4361 participants to the population based CoLaus study. Associations of sex-specific GGT quartiles with systolic BP, diastolic BP and insulin levels were assessed using multivariable linear regression analyses. The rs2017869 GGT1 variant, which explained 1.6% of the variance in GGT levels, was used as an instrument to perform a Mendelian randomization analysis. Results: Median age of the study population was 53 years. After age and sex adjustment, GGT quartiles were strongly associated with systolic and diastolic BP (all p for linear trend <0.0001). After multivariable adjustment, these relationships were significantly attenuated, but remained significant for systolic (b(95%CI)¼1.30 (0.32;2.03), p¼0.007) and diastolic BP (b (95%CI)¼0.57 (0.02;1.13), p¼0.04). Using Mendelian randomization, we observed no positive association of GGT with either systolic BP (b (95%CI)¼-5.68 (-11.51-0.16), p¼0.06) or diastolic BP (b (95%CI)¼ -2.24 (-5.98;1.49) p¼0.24). The association of GGT with insulin was also attenuated after multivariable adjustment. Nevertheless, a strong linear trend persisted in the fully adjusted model (b (95%CI)¼0.07 (0.04;0.09), p<0.0001). Using Mendelian randomization, we observed a similar positive association of GGT with insulin (b (95%CI)¼0.19 (0.01-0.37), p¼0.04). Conclusion: In this study, we found evidence for a direct causal relationship between GGT and insulin, suggesting that oxidative stress may be causally implicated in the pathogenesis of type 2 diabetes mellitus.

The systematic profiling of false identity documents: method validation and performance evaluation using seizures known to originate from common and different sources

False identity documents constitute a potential powerful source of forensic intelligence because they are essential elements of transnational crime and provide cover for organized crime. In previous work, a systematic profiling method using false documents' visual features has been built within a forensic intelligence model. In the current study, the comparison process and metrics lying at the heart of this profiling method are described and evaluated. This evaluation takes advantage of 347 false identity documents of four different types seized in two countries whose sources were known to be common or different (following police investigations and dismantling of counterfeit factories). Intra-source and inter-sources variations were evaluated through the computation of more than 7500 similarity scores. The profiling method could thus be validated and its performance assessed using two complementary approaches to measuring type I and type II error rates: a binary classification and the computation of likelihood ratios. Very low error rates were measured across the four document types, demonstrating the validity and robustness of the method to link documents to a common source or to differentiate them. These results pave the way for an operational implementation of a systematic profiling process integrated in a developed forensic intelligence model.

Radiosurgery for brain metastases: specific indications for Gamma Knife in lieu of Linac in a single center using both methods

INTRODUCTION: Radiosurgery (RS) is gaining increasing acceptance in the upfront management of brain metastases (BM). It was initially used in so-called radioresistant metastases (melanoma, renal cell, sarcoma) because it allowed delivering higher dose to the tumor. Now, RS is also used for BM of other cancers. The risk of high incidence of new BM questions the need for associated whole-brain radiotherapy (WBRT). Recent evidence suggests that RS alone allows avoiding cognitive impairment related to WBRT, and the latter should be upheld for salvage therapy. Thus the increase use of RS for single and multiple BM raises new technical challenges for treatment delivery and dosimetry. We present our single institution experience focusing on the criteria that led to patients' selection for RS treatment with Gamma Knife (GK) in lieu of Linac. METHODS: Leksell Gamma Knife Perfexion (Elekta, Sweden) was installed in July 2010. Currently, the Swiss federal health care supports the costs of RS for BM with Linac but not with GK. Therefore, in our center, we always consider first the possibility to use Linac for this indication, and only select patients for GK in specific situations. All cases of BM treated with GK were retrospectively reviewed for criteria yielding to GK indication, clinical information, and treatment data. Further work in progress includes a posteriori dosimetry comparison with our Linac planning system (Brainscan V.5.3, Brainlab, Germany). RESULTS: From July 2010 to March 2012, 20 patients had RS for BM with GK (7 patients with single BM, and 13 with multiple BM). During the same period, 31 had Linac-based RS. Primary tumor was melanoma in 9, lung in 7, renal in 2, and gastrointestinal tract in 2 patients. In single BM, the reason for choosing of GK was the anatomical location close to, or in highly functional areas (1 motor cortex, 1 thalamic, 1 ventricular, 1 mesio-temporal, 3 deep cerebellar close to the brainstem), especially since most of these tumors were intended to be treated with high-dose RS (24 Gy at margin) because of their histology (3 melanomas, 1 renal cell). In multiple BM, the reason for choosing GK in relation with the anatomical location of the lesions was either technical (limitations of Linac movements, especially in lower posterior fossa locations) or closeness of multiple lesions to highly functional areas (typically, multiple posterior fossa BM close to the brainstem), precluding optimal dosimetry with Linac. Again, this was made more critical for multiple BM needing high-dose RS (6 melanoma, 2 hypernephroma). CONCLUSION: Radiosurgery for BM may represent some technical challenge in relation with the anatomical location and multiplicity of the lesions. These considerations may be accentuated for so-called radioresistant BM, when higher dose RS in needed. In our experience, Leksell Gamma Knife Perfexion proves to be useful in addressing these challenges for the treatment of BM.

A novel IFN-gamma regulated human melanoma associated antigen gp33-38 defined by monoclonal antibody Me14/D12. I. Identification and immunochemical characterization.

A novel melanoma-associated differentiation Ag whose surface expression can be enhanced or induced by IFN-gamma was identified by mAb Me14/D12. Testing of numerous tumor cell lines and tumor tissue sections showed that Me14/D12-defined Ag was present not only on melanoma but also on other tumor lines of neuroectodermal origin such as gliomas and neuroblastomas and on some lymphoblastic B cell lines, on monocytes and macrophages. Immunoprecipitation by mAb Me14/D12 of lysates from [35S]methionine-labeled melanoma cells analyzed by SDS-PAGE revealed two polypeptide chains of 33 and 38 KDa, both under reducing and nonreducing conditions. Cross-linking experiments indicated that the two chains were present at the cell surface as a dimeric structure. Two-dimensional gel electrophoresis showed that the two chains of 33 and 38 KDa had isoelectric points of 6.2 and 5.7, respectively. Treatment of the melanoma cells with tunicamycin, an inhibitor of N-linked glycosylation, resulted in a reduction of the Mr from 33 to 24 KDa and from 38 to 26 KDa. Peptide maps obtained after Staphylococcus aureus V8 protease digestion showed no shared peptides between the two chains. Although biochemical data indicate that Me14/D12 molecules do not correspond to any known MHC class II Ag, their dimeric structure, tissue distribution, and regulation of IFN-gamma suggest that they could represent a new member of the MHC class II family.