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.

Loss of mitochondrial functions associated with azole resistance in Candida glabrata results in enhanced virulence in mice.

Mitochondrial dysfunction is one of the possible mechanisms by which azole resistance can occur in Candida glabrata. Cells with mitochondrial DNA deficiency (so-called "petite mutants") upregulate ATP binding cassette (ABC) transporter genes and thus display increased resistance to azoles. Isolation of such C. glabrata mutants from patients receiving antifungal therapy or prophylaxis has been rarely reported. In this study, we characterized two sequential and related C. glabrata isolates recovered from the same patient undergoing azole therapy. The first isolate (BPY40) was azole susceptible (fluconazole MIC, 4 μg/ml), and the second (BPY41) was azole resistant (fluconazole MIC, >256 μg/ml). BPY41 exhibited mitochondrial dysfunction and upregulation of the ABC transporter genes C. glabrata CDR1 (CgCDR1), CgCDR2, and CgSNQ2. We next assessed whether mitochondrial dysfunction conferred a selective advantage during host infection by testing the virulence of BPY40 and BPY41 in mice. Surprisingly, even with in vitro growth deficiency compared to BPY40, BPY41 was more virulent (as judged by mortality and fungal tissue burden) than BPY40 in both systemic and vaginal murine infection models. The increased virulence of the petite mutant correlated with a drastic gain of fitness in mice compared to that of its parental isolate. To understand this unexpected feature, genome-wide changes in gene expression driven by the petite mutation were analyzed by use of microarrays during in vitro growth. Enrichment of specific biological processes (oxido-reductive metabolism and the stress response) was observed in BPY41, all of which was consistent with mitochondrial dysfunction. Finally, some genes involved in cell wall remodelling were upregulated in BPY41 compared to BPY40, which may partially explain the enhanced virulence of BPY41. In conclusion, this study shows for the first time that mitochondrial dysfunction selected in vivo under azole therapy, even if strongly affecting in vitro growth characteristics, can confer a selective advantage under host conditions, allowing the C. glabrata mutant to be more virulent than wild-type isolates.

Loss of serum response factor in keratinocytes results in hyperproliferative skin disease in mice.

The transcription factor serum response factor (SRF) plays a crucial role in the development of several organs. However, its role in the skin has not been explored. Here, we show that keratinocytes in normal human and mouse skin expressed high levels of SRF but that SRF expression was strongly downregulated in the hyperproliferative epidermis of wounded and psoriatic skin. Keratinocyte-specific deletion within the mouse SRF locus during embryonic development caused edema and skin blistering, and all animals died in utero. Postnatal loss of mouse SRF in keratinocytes resulted in the development of psoriasis-like skin lesions. These lesions were characterized by inflammation, hyperproliferation, and abnormal differentiation of keratinocytes as well as by disruption of the actin cytoskeleton. Ultrastructural analysis revealed markedly reduced cell-cell and cell-matrix contacts and loss of cell compaction in all epidermal layers. siRNA-mediated knockdown of SRF in primary human keratinocytes revealed that the cytoskeletal abnormalities and adhesion defects were a direct consequence of the loss of SRF. In contrast, the hyperproliferation observed in vivo was an indirect effect that was most likely a consequence of the inflammation. These results reveal that loss of SRF disrupts epidermal homeostasis and strongly suggest its involvement in the pathogenesis of hyperproliferative skin diseases, including psoriasis.

Loss of glucose-induced insulin secretion and GLUT2 expression in transplanted beta-cells.

Either 200 or 400 syngeneic islets were transplanted under the kidney capsule of normal or streptozocin-induced diabetic B6/AF1 mice. The diabetic mice with 400 islets became normoglycemic, but those with 200 islets, an insufficient number, were still diabetic after the transplantation (Tx). Two weeks after Tx, GLUT2 expression in the islet grafts was evaluated by immunofluorescence and Western blots, and graft function was examined by perfusion of the graft-bearing kidney. Immunofluorescence for GLUT2 was dramatically reduced in the beta-cells of grafts with 200 islets exposed to hyperglycemia. However, it was plentiful in grafts with 400 islets in a normoglycemic environment. Densitometric analysis of Western blots on graft homogenates demonstrated that GLUT2 protein levels in the islets, when exposed to chronic hyperglycemia for 2 weeks, were decreased to 16% of those of normal recipients. Moreover, these grafts had defective glucose-induced insulin secretion, while the effects of arginine were preserved. We conclude that GLUT2 expression in normal beta-cells is promptly down-regulated during exposure to hyperglycemia and may contribute to the loss of glucose-induced secretion of diabetes.

Effects of weight loss and exercise on insulin resistance, and intramyocellular triacylglycerol, diacylglycerol and ceramide.

AIMS/HYPOTHESIS: Intramyocellular lipids, including diacylglycerol (DAG) and ceramides, have been linked to insulin resistance. This randomised repeated-measures study examined the effects of diet-induced weight loss (DIWL) and aerobic exercise (EX) on insulin sensitivity and intramyocellular triacylglycerol (IMTG), DAG and ceramide. METHODS: Sixteen overweight to obese adults (BMI 30.6 ± 0.8; 67.2 ± 4.0 years of age) with either impaired fasting glucose, or impaired glucose tolerance completed one of two lifestyle interventions: DIWL (n = 8) or EX (n = 8). Insulin sensitivity was determined using hyperinsulinaemic-euglycaemic clamps. Intramyocellular lipids were measured in muscle biopsies using histochemistry and tandem mass spectrometry. RESULTS: Insulin sensitivity was improved with DIWL (20.6 ± 4.7%) and EX (19.2 ± 12.9%). Body weight and body fat were decreased by both interventions, with greater decreases in DIWL compared with EX. Muscle glycogen, IMTG content and oxidative capacity were all significantly (p < 0.05) decreased with DIWL and increased with EX. There were decreases in DAG with DIWL (-12.4 ± 14.6%) and EX (-40.9 ± 12.0%). Ceramide decreased with EX (-33.7 ± 11.2%), but not with DIWL. Dihydroceramide was decreased with both interventions. Sphingosine was decreased only with EX. Changes in total DAG, total ceramides and other sphingolipids did not correlate with changes in glucose disposal. Stearoyl-coenzyme A desaturase 1 (SCD1) content was decreased with DIWL (-19.5 ± 8.5%, p < 0.05), but increased with EX (19.6 ± 7.4%, p < 0.05). Diacylglycerol acyltransferase 1 (DGAT1) was unchanged with the interventions. CONCLUSIONS/INTERPRETATION: Diet-induced weight loss and exercise training both improved insulin resistance and decreased DAG, while only exercise decreased ceramides, despite the interventions having different effects on IMTG. These alterations may be mediated through differential changes in skeletal muscle capacity for oxidation and triacylglycerol synthesis. TRIAL REGISTRATION: ClinicalTrials.gov NCT00766298.

Physical activity in free-living, overweight white and black women: divergent responses by race to diet-induced weight loss.

BACKGROUND: Black women are at greater risk of obesity than are white women, perhaps because of their lower levels of physical activity. OBJECTIVE: We compared free-living activity energy expenditure (AEE) in sedentary white and black women (in overweight and normal-weight states) and in never-overweight control subjects. DESIGN: Subjects included 46 women (23 white, 23 black) studied while overweight and after reaching a normal weight and 38 female control subjects (23 white, 15 black). Diet, without exercise training, resulted in a mean weight loss of 13 kg and a body mass index (in kg/m(2)) < 25. Body composition, sleeping energy expenditure, free-living total energy expenditure, and the energy cost of activity and aerobic capacity were assessed before and after weight loss under 4-wk, diet-controlled, weight-stable conditions and in the control subjects. AEE was defined as above-sleep energy expenditure. RESULTS: No significant racial differences in body composition, before or after weight loss, were found. After weight loss, AEE and aerobic capacity increased in the white women and decreased in the black women (P < 0.05 and P < 0.02, respectively). After weight loss, but not before, the white women had a significantly higher mean AEE than did the black women (2448 +/- 979 and 1728 +/- 1373 kJ/d, respectively; P < 0.05), approximating AEEs in the white (2314 +/- 1105) and black (2310 +/- 1251) control subjects. CONCLUSIONS: Relative to the responses of the white women to diet-induced weight loss, the black women became less fit and less physically active. Induction of a normal body weight in overweight black women appeared to produce a more obesity-prone state, favoring weight relapse.

Energy expenditure and postprandial thermogenesis in obese women before and after weight loss.

In six young obese women (mean weight 85 +/- 3 kg) with a childhood history of obesity, and in six young nonobese women (mean weight 55 +/- 2 kg), the energy expenditure was measured during 24 h in a respiratory chamber with a maintenance energy intake. The next day, the thermogenic response to a mixed meal was investigated by using an open circuit indirect calorimetry hood system. In addition, five of the same obese women were similarly studied after a mean weight loss of 12.1 kg (14% of initial body weight) consecutive to an 11-wk hypocaloric diet (protein-supplemented modified fast). Expressed in absolute terms, the total 24 h and basal energy expenditures were found to be significantly greater in the obese (2208 +/- 105 and 1661 +/- 56 kcal/24 h, respectively) than in the controls (1746 +/- 61 and 1230 +/- 40 kcal/24 h, respectively). After weight loss, both the total 24-h and the basal energy expenditures were significantly reduced (2009 +/- 99 kcal/24 h and 1423 +/- 43 kcal/24 h respectively), but both values were still greater than that of the control subjects. The thermogenic response to the mixed meal (a liquid diet containing 17, 54, and 29% as protein, carbohydrate, and lipid calories, respectively, and an energy level determined to cover 60% of the basal energy expenditure computed for 24 h) was found to be significantly reduced in the obese as compared to controls (ie, 7.6 +/- 0.4% versus 9.5 +/- 0.4% of the energy content of the load, respectively, p less than 0.025). After weight loss, the postprandial thermogenesis of the obese was still markedly reduced (ie, 6.2 +/- 0.8%). Both before and after weight loss, the relative increase in diurnal urinary norepinephrine excretion was found to be lower in the obese than in controls, when compared to the nocturnal values. These results show that the greater 24 h energy expenditure of obese women is entirely due to their higher basal metabolic rate. The lower thermogenic response to the meal in the obese supports the concept of a thermogenic defect which can favor energy gain; furthermore, the unchanged response after weight loss in the obese suggests that the thermogenic defect may be a cause rather than a consequence of obesity.

Atopic dermatitis-like disease and associated lethal myeloproliferative disorder arise from loss of Notch signaling in the murine skin.

BACKGROUND: The Notch pathway is essential for proper epidermal differentiation during embryonic skin development. Moreover, skin specific loss of Notch signaling in the embryo results in skin barrier defects accompanied by a B-lymphoproliferative disease. However, much less is known about the consequences of loss of Notch signaling after birth. METHODOLOGY AND PRINCIPAL FINDINGS: To study the function of Notch signaling in the skin of adult mice, we made use of a series of conditional gene targeted mice that allow inactivation of several components of the Notch signaling pathway specifically in the skin. We demonstrate that skin-specific inactivation of Notch1 and Notch2 simultaneously, or RBP-J, induces the development of a severe form of atopic dermatitis (AD), characterized by acanthosis, spongiosis and hyperkeratosis, as well as a massive dermal infiltration of eosinophils and mast cells. Likewise, patients suffering from AD, but not psoriasis or lichen planus, have a marked reduction of Notch receptor expression in the skin. Loss of Notch in keratinocytes induces the production of thymic stromal lymphopoietin (TSLP), a cytokine deeply implicated in the pathogenesis of AD. The AD-like associated inflammation is accompanied by a myeloproliferative disorder (MPD) characterized by an increase in immature myeloid populations in the bone marrow and spleen. Transplantation studies revealed that the MPD is cell non-autonomous and caused by dramatic microenvironmental alterations. Genetic studies demontrated that G-CSF mediates the MPD as well as changes in the bone marrow microenvironment leading to osteopenia. SIGNIFICANCE: Our data demonstrate a critical role for Notch in repressing TSLP production in keratinocytes, thereby maintaining integrity of the skin and the hematopoietic system.

Multifocal epithelial tumors and field cancerization from loss of mesenchymal CSL signaling.

It is currently unclear whether tissue changes surrounding multifocal epithelial tumors are a cause or consequence of cancer. Here, we provide evidence that loss of mesenchymal Notch/CSL signaling causes tissue alterations, including stromal atrophy and inflammation, which precede and are potent triggers for epithelial tumors. Mice carrying a mesenchymal-specific deletion of CSL/RBP-Jκ, a key Notch effector, exhibit spontaneous multifocal keratinocyte tumors that develop after dermal atrophy and inflammation. CSL-deficient dermal fibroblasts promote increased tumor cell proliferation through upregulation of c-Jun and c-Fos expression and consequently higher levels of diffusible growth factors, inflammatory cytokines, and matrix-remodeling enzymes. In human skin samples, stromal fields adjacent to multifocal premalignant actinic keratosis lesions exhibit decreased Notch/CSL signaling and associated molecular changes. Importantly, these changes in gene expression are also induced by UVA, a known environmental cause of cutaneous field cancerization and skin cancer.

Loss to follow-up in an international, multicentre observational study.

OBJECTIVE: The aim of this work was to assess loss to follow-up (LTFU) in EuroSIDA, an international multicentre observational cohort study. METHODS: LTFU was defined as no follow-up visit, CD4 cell count measurement or viral load measurement after 1 January 2006. Poisson regression was used to describe factors related to LTFU. RESULTS: The incidence of LTFU in 12 304 patients was 3.72 per 100 person-years of follow-up [95% confidence interval (CI) 3.58-3.86; 2712 LTFU] and varied among countries from 0.67 to 13.35. After adjustment, older patients, those with higher CD4 cell counts, and those who had started combination antiretroviral therapy all had lower incidences of LTFU, while injecting drug users had a higher incidence of LTFU. Compared with patients from Southern Europe and Argentina, patients from Eastern Europe had over a twofold increased incidence of LTFU after adjustment (incidence rate ratio 2.16; 95% CI 1.84-2.53; P<0.0001). A total of 2743 patients had a period of >1 year with no CD4 cell count or viral load measured during the year; 743 (27.1%) subsequently returned to follow-up. CONCLUSIONS: Some patients thought to be LTFU may have died, and efforts should be made to ascertain vital status wherever possible. A significant proportion of patients who have a year with no follow-up visit, CD4 cell count measurement or viral load measurement subsequently return to follow-up.

Mortality, complications and loss of pulmonary function after pneumonectomy vs. sleeve lobectomy in patients younger and older than 70 years.

Retrospective single institution analysis of all patients undergoing sleeve lobectomy or pneumonectomy between 2000 and 2005. Seventy-eight patients underwent pneumonectomy (65 patients <70 years, 13 patients >70 years) and 69 sleeve lobectomy (50 patients <70 years, 19 patients >70 years). Pre-existing co-morbidity, surgical indication and induction therapy was similarly distributed between treatment by age-groups. In patients <70 years, pneumonectomy and sleeve lobectomy resulted in a 30-day mortality of 3% vs. 0 and an overall complication rate of 26% vs. 44%, respectively. In patients >70 years, pneumonectomy and sleeve lobectomy resulted in a 30-day mortality of 15% vs. 0 and an overall complication rate of 23% vs. 32%. In both age groups, pneumonectomy was associated with more airway complications (NS) and a significantly higher postoperative loss of FEV(1) than sleeve lobectomy (P<0.0001, P<0.03). Age per se did not influence the loss of FEV(1) and DLCO for a given type of resection. Sleeve lobectomy may have a therapeutic advantage over pneumonectomy in the postoperative course of elderly patients.