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.

Assessment of driving capability through the use of clinical and psychomotor tests in relation to blood cannabinoids levels following oral administration of 20 mg dronabinol or of a cannabis decoction made with 20 or 60 mg Delta9-THC.

Delta(9)-Tetrahydrocannabinol (THC) is frequently found in the blood of drivers suspected of driving under the influence of cannabis or involved in traffic crashes. The present study used a double-blind crossover design to compare the effects of medium (16.5 mg THC) and high doses (45.7 mg THC) of hemp milk decoctions or of a medium dose of dronabinol (20 mg synthetic THC, Marinol on several skills required for safe driving. Forensic interpretation of cannabinoids blood concentrations were attempted using the models proposed by Daldrup (cannabis influencing factor or CIF) and Huestis and coworkers. First, the time concentration-profiles of THC, 11-hydroxy-Delta(9)-tetrahydrocannabinol (11-OH-THC) (active metabolite of THC), and 11-nor-9-carboxy-Delta(9)-tetrahydrocannabinol (THCCOOH) in whole blood were determined by gas chromatography-mass spectrometry-negative ion chemical ionization. Compared to smoking studies, relatively low concentrations were measured in blood. The highest mean THC concentration (8.4 ng/mL) was achieved 1 h after ingestion of the strongest decoction. Mean maximum 11-OH-THC level (12.3 ng/mL) slightly exceeded that of THC. THCCOOH reached its highest mean concentration (66.2 ng/mL) 2.5-5.5 h after intake. Individual blood levels showed considerable intersubject variability. The willingness to drive was influenced by the importance of the requested task. Under significant cannabinoids influence, the participants refused to drive when they were asked whether they would agree to accomplish several unimportant tasks, (e.g., driving a friend to a party). Most of the participants reported a significant feeling of intoxication and did not appreciate the effects, notably those felt after drinking the strongest decoction. Road sign and tracking testing revealed obvious and statistically significant differences between placebo and treatments. A marked impairment was detected after ingestion of the strongest decoction. A CIF value, which relies on the molar ratio of main active to inactive cannabinoids, greater than 10 was found to correlate with a strong feeling of intoxication. It also matched with a significant decrease in the willingness to drive, and it matched also with a significant impairment in tracking performances. The mathematic model II proposed by Huestis et al. (1992) provided at best a rough estimate of the time of oral administration with 27% of actual values being out of range of the 95% confidence interval. The sum of THC and 11-OH-THC blood concentrations provided a better estimate of impairment than THC alone. This controlled clinical study points out the negative influence on fitness to drive after medium or high dose oral THC or dronabinol.

Estimating and explaining the effect of education and income on head and neck cancer risk : INHANCE consortium pooled analysis of 31 case-control studies from 27 countries

Low socioeconomic status has been reported to be associated with head and neck cancer risk. However, previous studies have been too small to examine the associations by cancer subsite, age, sex, global region, and calendar time, and to explain the association in terms of behavioural risk factors. Individual participant data of 23,964 cases with head and neck cancer and 31,954 controls from 31 studies in 27 countries pooled with random effects models. Overall, low education was associated with an increased risk of head and neck cancer (OR = 2·50; 95%CI 2·02- 3·09). Overall one-third of the increased risk was not explained by differences in the distribution of cigarette smoking and alcohol behaviours; and it remained elevated among never users of tobacco and non-drinkers (OR = 1·61; 95%CI 1·13 - 2·31). More of the estimated education effect was not explained by cigarette smoking and alcohol behaviours: in women than in men, in older than younger groups, in the oropharynx than in other sites, in South/Central America than in Europe/North America, and was strongest in countries with greater income inequality. Similar findings were observed for the estimated effect of low vs high household income. The lowest levels of income and educational attainment were associated with more than 2-fold increased risk of head and neck cancer, which is not entirely explained by differences in the distributions of behavioural risk factors for these cancers, and which varies across cancer sites, sexes, countries, and country income inequality levels. © 2014 Wiley Periodicals, Inc.

Retention half times in the skeleton of plutonium and Sr-90 from above-ground nuclear tests: A retrospective study of the Swiss population

Plutonium and Sr-90 are considered to be among the most radiotoxic nuclides produced by the nuclear fission process. In spite of numerous studies on mammals and humans there is still no general agreement on the retention half time of both radionuclides in the skeleton in the general population. Here we determined plutonium and Sr-90 in human vertebrae in individuals deceased between 1960 and 2004 in Switzerland. Plutonium was measured by sensitive SF-ICP-MS techniques and Sr-90 by radiometric methods. We compared our results to the ones obtained for other environmental compartments to reveal the retention half time of NBT fallout Pu-239 and Sr-90 in trabecular bones of the Swiss population. Results show that plutonium has a retention half time of 40 +/- 14 years. In contrast Sr-90 has a shorter retention half time of 13.5 +/- 1.0 years. Moreover Sr-90 retention half time in vertebrae is shown to be linked to the retention half time in food and other environmental compartments. These findings demonstrate that the renewal of the vertebrae through calcium homeostatic control is faster for Sr-90 excretion than for plutonium excretion. The precise determination of the retention half time of plutonium in the skeleton will improve the biokinetic model of plutonium metabolism in humans. (C) 2010 Elsevier Ltd. All rights reserved.

Food for thought: the importance of glucose and other energy substrates for sustaining brain function under varying levels of activity.

The brain requires a constant and substantial energy supply to maintain its main functions. For decades, it was assumed that glucose was the major if not the only significant source of energy for neurons. This view was supported by the expression of specific facilitative glucose transporters on cerebral blood vessels, as well as neurons. Despite the fact that glucose remains a key energetic substrate for the brain, growing evidence suggests a different scenario. Thus astrocytes, a major type of glial cells that express their own glucose transporter, play a critical role in coupling synaptic activity with glucose utilization. It was shown that glutamatergic activity triggers an enhancement of aerobic glycolysis in this cell type. As a result, lactate is provided to neurons as an additional energy substrate. Indeed, lactate has proven to be a preferential energy substrate for neurons under various conditions. A family of proton-linked carriers known as monocarboxylate transporters has been described and specific members have been found to be expressed by endothelial cells, astrocytes and neurons. Moreover, these transporters are subject to fine regulation of their expression levels and localization, notably in neurons, which suggests that lactate supply could be adjusted as a function of their level of activity. Considering the importance of energetics in the aetiology of several neurodegenerative diseases, a better understanding of its cellular and molecular underpinnings might have important implications for the future development of neuroprotective strategies.

The roles of flux- and decompression melting and their respective fractionation lines for continental crust formation: Evidence from the Kohistan arc

Delamination and foundering of the lower continental crust (LCC) into the mantle is part of the crust-forming mechanism. However, knowledge of the composition and mineralogy of the preserved or delaminated LCC over geological timescales remains scarce. We provide a synopsis of recent research within the Kohistan arc (Pakistan) and demonstrate that hydrous and less hydrous liquid lines of descent related to flux assisted and decompression mantle melting, respectively, produce compositionally different lower crustal rocks. The argument refers to two lower crustal sections exposed in Kohistan, the older Southern Plutonic Complex (SPC) and the younger Chilas Complex. The SPC typifies a hydrous, high-pressure fractionation sequence of olivine-pyroxenes-garnet-Fe/Ti-oxide-amphibole-plagioclase. The Chilas Complex illustrates a less hydrous fractionation sequence of olivine-clinopyroxene-orthopyroxene-plagioclase-amphibole. Despite the similarity of the Chilas Complex rocks to proposed lower crust compositions, the less hydrous fractionation results in unrealistically small volumes of silica-rich rocks, precluding the Chilas Complex gabbros to represent the magmatic complement to the upper crust. The composition of the SPC lower crust differs markedly from bulk lower crust estimates, but is complementary to silica-rich rocks exposed along this section and in the Kohistan batholith. These observations inspire a composite model for the formation of continental crust (CC) where the negatively buoyant delaminated and the buoyant preserved lower continental crusts (LCC) differ in genesis, mineralogy, and composition. We propose that the upper, non-sedimentary subsequent removal of the complementary, negatively buoyant garnet-pyroxene-amphibole-plagioclase-rich cumulates. In contrast, the LCC, which is buoyant and preserved over geological timescales, is formed by less hydrous parental mantle melts. We suggest that the bulk continental crust composition is related to mixing of these petrologically not directly related end members. Published by Elsevier B.V.

Parents' alcohol use: gender differences in the impact of household and family chores.

BACKGROUND: Social roles influence alcohol use. Nevertheless, little is known about how specific aspects of a given role, here parenthood, may influence alcohol use. The research questions for this study were the following: (i) are family-related indicators (FRI) linked to the alcohol use of mothers and fathers? and (ii) does the level of employment, i.e. full-time, part-time employment or unemployment, moderate the relationship between FRI and parental alcohol use? METHODS: Survey data of 3217 parents aged 25-50 living in Switzerland. Mean comparisons and multiple regression models of annual frequency of drinking and risky single occasion drinking, quantity per day on FRI (age of the youngest child, number of children in the household, majority of child-care/household duties). RESULTS: Protective relationships between FRI and alcohol use were observed among mothers. In contrast, among fathers, detrimental associations between FRI and alcohol use were observed. Whereas maternal responsibilities in general had a protective effect on alcohol use, the number of children had a detrimental impact on the quantity of alcohol consumed per day when mothers were in paid employment. Among fathers, the correlations between age of the youngest child, number of children and frequency of drinking was moderated by the level of paid employment. CONCLUSION: The study showed that in Switzerland, a systematic negative relationship was more often found between FRI and women's drinking than men's. Evidence was found that maternal responsibilities per se may protect from alcohol use but can turn into a detrimental triangle if mothers are additionally in paid employment.

The effect of innovation and sex-specific migration on neutral cultural differentiation

Studies of behaviour are increasingly focusing on acquisition of traits through cultural inheritance. Comparison of patterns of spatial population structure (FST) between neutral genetic loci and behavioural or cultural traits can been used to test hypotheses about demography, life history, and the mechanisms of inheritance/transmission of these traits in humans, chimpanzees and other animals. Here, we develop analytical expectations to show how FST in cultural traits can differ strongly from that measured at neutral genetic markers if migration is largely restricted to one sex but social learning is predominantly modelled on the other (e.g. males migrate, females serve as models for cultural traits), if one individual is the learning model for many, or if rates of innovation (individual learning) are high or rates of social learning are low. We discuss how comparisons of FST between genetic loci and behavioural traits can be applied to evaluate the importance of innovation in shaping patterns of cultural differentiation, as even low rates of innovation can considerably reduce FST, relative to observed structure at neutral genetic loci. Our results also suggest that differentiation in neutral cultural traits should occur over much smaller scales in species with male migration and female enculturation (or the reverse).

Female thyroid cancer : the role of reproductive and hormonal factors in Switzerland

We conducted a study on 91 women with thyroid cancer and 306 controls in hospital for acute nonneoplastic, non-hormone-related disorders in order to investigate the role of reproductive and hormonal factors in the etiology of epithelial thyroid cancer in the Canton of Vaud, Switzerland. Non-significant increases in cancer risk with an increasing number of full-term pregnancies (odds ratio, OR, after allowance for age and previous benign thyroid disease = 1.6, for > or = 3 vs. 0 full-term pregnancies, 95% confidence interval, CI: 0.7-3.6) and spontaneous abortions (OR = 2.0 for > or = 2 vs. 0 spontaneous abortions, 95% CI: 0.7-5.2) were seen. A significantly elevated OR (2.8, 95% CI: 1.1-7.2) was found in those women whose first pregnancy ended with an abortion. Whereas most other reproductive, menstrual and hormonal factors examined did not seem to affect the risk of thyroid cancer significantly, a clue emerged of an association between thyroid cancer and artificial menopause (OR = 6.3, for women who underwent artificial menopause vs. premenopausal women, 95% CI: 1.7-23.2). Although not necessarily causal, the relationship between the risk of epithelial thyroid cancer and the occurrence of spontaneous abortions and artificial menopause deserves attention in future studies, in the light of the high incidence of thyroid cancer in young and middle-aged women.