Ruin and related quantities in some advanced insurance risk models

Risk theory has been a very active research area over the last decades. The main objectives of the theory are to find adequate stochastic processes which can model the surplus of a (non-life) insurance company and to analyze the risk related quantities such as ruin time, ruin probability, expected discounted penalty function and expected discounted dividend/tax payments. The study of these ruin related quantities provides crucial information for actuaries and decision makers. This thesis consists of the study of four different insurance risk models which are essentially related. The ruin and related quantities are investigated by using different techniques, resulting in explicit or asymptotic expressions for the ruin time, the ruin probability, the expected discounted penalty function and the expected discounted tax payments. - La recherche en théorie du risque a été très dynamique au cours des dernières décennies. D'un point de vue théorique, les principaux objectifs sont de trouver des processus stochastiques adéquats permettant de modéliser le surplus d'une compagnie d'assurance non vie et d'analyser les mesures de risque, notamment le temps de ruine, la probabilité de ruine, l'espérance de la valeur actuelle de la fonction de pénalité et l'espérance de la valeur actuelle des dividendes et taxes. L'étude de ces mesures associées à la ruine fournit des informations cruciales pour les actuaires et les décideurs. Cette thèse consiste en l'étude des quatre différents modèles de risque d'assurance qui sont essentiellement liés. La ruine et les mesures qui y sont associées sont examinées à l'aide de différentes techniques, ce qui permet d'induire des expressions explicites ou asymptotiques du temps de ruine, de la probabilité de ruine, de l'espérance de la valeur actuelle de la fonction de pénalité et l'espérance de la valeur actuelle des dividendes et taxes.

Nouvelles directives assécurologiques pour la prise en charge de la chirurgie bariatrique: conséquences pratiques [New guidelines for bariatric surgery care: practical implications].

From the 1st of January 2011, new conditions have been validated in which surgery for weight loss is borne by the basic insurance. These are very significant changes compared to the old criteria. Indeed, on one hand, patients with BMI > or = 35 kg/m2 may, without age limit and in the absence of comorbidities benefit from surgery without prior request to the medical council health insurance company concerned. On the other hand, the notion of a minimum casuistry is for the first time introduced in centers performing this type of intervention. In addition, certified centers are required to follow standard procedures for the patients' teaching and follow up.

Allergic asthma to thaumatin : case report

Background: Thaumatin is a protein originally isolated from an African fruit (the "katemfe"), but various thaumatin-like proteins have been found in apples, grapes, kiwis and olives, etc. Thaumatin has natural sweetening properties and is about 2000 to 3000 times more potent than sucrose. It is therefore used in the food industry, particularly in the processing of low-calories sweeteners. Recently, thaumatin-like proteins have been described as a new family of allergens. Methods: We report the case of a 44-year-old woman occupationally exposed to thaumatin, who developed an allergy to it. The first symptom was an urticaria, which she presented two years after the factory she was working in (a sweeteners manufacturer), started to use thaumatin. Later on, she perceived an acute episode of a sensation of lump in the throat, persisting mild dyspnea, dysphonia and cough. Despite normal peak flow values and a normal chest examination, her general practitioner treated her with local corticoids and systemic antihistaminic drugs, which improved the symptoms. As occupational physicians, we were asked about the likelihood of an occupational disease. We visited her working place, and assessed the exposure to thaumatin. We concluded that the probability for a delayed asthma related to a thaumatin exposure was high, despite the lack of an exposure test. Results: The case was submitted to the insurance company as an occupational disease, and was accepted as such. It was therefore decided not to perform the exposure test, given the absence of true benefit for the patient, who was advised to switch job, and to avoid any exposure to thaumatin in the future. A few months later, the symptoms had completely disappeared. Conclusion: Some molecules only used in specific industry sectors, can cause health problems, such as allergy, but also toxic impairments, etc. The occupational physician, trained to find out which products and identify which molecules are involved, can contribute to the diagnosis, and help make possible a safe return to work for the patient.

Host factors in occupational diisocyanate asthma: a Swiss longitudinal study

Objective: To investigate the usefulness of surrogates for individual susceptibility to organic diisocyanates in occupational asthma. Subjects: All new cases declared to the Swiss National Accident Insurance Company (SUVA) for establishment of a case for compensable occupational disease during 1993. Sixty-nine persons, of whom three were women, were suspected of having occupational asthma due to isocyanates. Of these, 47 subjects fulfilled the criteria to be accepted as an occupational disease case. Methods: All subjects were studied clinically and gave a blood sample for the phenotyping of their alpha-antitrypsin status and for immunological studies. The subjects were also given a peroral dose of caffeine for the determination of their N-acetylation capacity. Finally, those with an occupational disease were subjected to the methacholine provocation test. Results: Forty-four persons with occupational disease, out of 47, were heterozygous antitrypsin carriers and/or slow acetylators of primary amines. In the bronchial provocation with methacholine, 12 of these subjects had an unaltered response and seven had a mild reaction, 13 a moderate one and 15 a severe reaction. Interpretation: The study confirms the finding that slow N-acetylators are susceptible to asthma from exposure to common diisocyanate monomers at work. The same applies to heterozygous antitrypsin-phenotype carriers. Thus, the use of these markers may reinforce the diagnostic procedure, but they cannot completely replace the immunological tests. [Authors]

Les coûts des dommages éléments naturels aux bâtiments et l'influence des facteurs du risque dans un contexte d'assurance immobilière : analyse de cas des innondations et de la grêle en Suisse

In Switzerland, the annual cost of damage by natural elements has been increasing for several years despite the introduction of protective measures. Mainly induced by material destruction building insurance companies have to pay the majority of this cost. In many European countries, governments and insurance companies consider prevention strategies to reduce vulnerability. In Switzerland, since 2004, the cost of damage due to natural hazards has surpassed the cost of damage due to fire; a traditional activity of the Cantonal Insurance company (EGA). Therefore, the strategy for efficient fire prevention incorporates a reduction of the vulnerability of buildings. The thesis seeks to illustrate the relevance of such an approach when applied to the damage caused by natural hazards. It examines the role of insurance place and its involvement in targeted prevention of natural disasters. Integrated risk management involves a faultless comprehension of all risk parameters The first part of the thesis is devoted to the theoretical development of the key concepts that influence risk management, such as: hazard, vulnerability, exposure or damage. The literature on this subject, very prolific in recent years, was taken into account and put in perspective in the context of this study. Among the risk parameters, it is shown in the thesis that vulnerability is a factor that we can influence efficiently in order to limit the cost of damage to buildings. This is confirmed through the development of an analysis method. This method has led to the development of a tool to assess damage to buildings by flooding. The tool, designed for the property insurer or owner, proposes several steps, namely: - Vulnerability and damage potential assessment; - Proposals for remedial measures and risk reduction from an analysis of the costs of a potential flood; - Adaptation of a global strategy in high-risk areas based on the elements at risk. The final part of the thesis is devoted to the study of a hail event in order to provide a better understanding of damage to buildings. For this, two samples from the available claims data were selected and analysed in the study. The results allow the identification of new trends A second objective of the study was to develop a hail model based on the available data The model simulates a random distribution of intensities and coupled with a risk model, proposes a simulation of damage costs for the determined study area. Le coût annuel des dommages provoqués par les éléments naturels en Suisse est conséquent et sa tendance est en augmentation depuis plusieurs années, malgré la mise en place d'ouvrages de protection et la mise en oeuvre de moyens importants. Majoritairement induit par des dégâts matériels, le coût est supporté en partie par les assurances immobilières en ce qui concerne les dommages aux bâtiments. Dans de nombreux pays européens, les gouvernements et les compagnies d'assurance se sont mis à concevoir leur stratégie de prévention en termes de réduction de la vulnérabilité. Depuis 2004, en Suisse, ce coût a dépassé celui des dommages dus à l'incendie, activité traditionnelle des établissements cantonaux d'assurance (ECA). Ce fait, aux implications stratégiques nombreuses dans le domaine public de la gestion des risques, résulte en particulier d'une politique de prévention des incendies menée efficacement depuis plusieurs années, notamment par le biais de la diminution de la vulnérabilité des bâtiments. La thèse, par la mise en valeur de données actuarielles ainsi que par le développement d'outils d'analyse, cherche à illustrer la pertinence d'une telle approche appliquée aux dommages induits par les phénomènes naturels. Elle s'interroge sur la place de l'assurance et son implication dans une prévention ciblée des catastrophes naturelles. La gestion intégrale des risques passe par une juste maîtrise de ses paramètres et de leur compréhension. La première partie de la thèse est ainsi consacrée au développement théorique des concepts clés ayant une influence sur la gestion des risques, comme l'aléa, la vulnérabilité, l'exposition ou le dommage. La littérature à ce sujet, très prolifique ces dernières années, a été repnse et mise en perspective dans le contexte de l'étude, à savoir l'assurance immobilière. Parmi les paramètres du risque, il est démontré dans la thèse que la vulnérabilité est un facteur sur lequel il est possible d'influer de manière efficace dans le but de limiter les coûts des dommages aux bâtiments. Ce raisonnement est confirmé dans un premier temps dans le cadre de l'élaboration d'une méthode d'analyse ayant débouché sur le développement d'un outil d'estimation des dommages aux bâtiments dus aux inondations. L'outil, destiné aux assurances immobilières, et le cas échéant aux propriétaires, offre plusieurs étapes, à savoir : - l'analyse de la vulnérabilité et le potentiel de dommages ; - des propositions de mesures de remédiation et de réduction du risque issues d'une analyse des coûts engendrés par une inondation potentielle; - l'adaptation d'une stratégie globale dans les zones à risque en fonction des éléments à risque. La dernière partie de la thèse est consacrée à l'étude d'un événement de grêle dans le but de fournir une meilleure compréhension des dommages aux bâtiments et de leur structure. Pour cela, deux échantillons ont été sélectionnés et analysés parmi les données de sinistres à disposition de l'étude. Les résultats obtenus, tant au niveau du portefeuille assuré que de l'analyse individuelle, permettent de dégager des tendances nouvelles. Un deuxième objectif de l'étude a consisté à élaborer une modélisation d'événements de grêle basée sur les données à disposition. Le modèle permet de simuler une distribution aléatoire des intensités et, couplé à un modèle d'estimation des risques, offre une simulation des coûts de dommages envisagés pour une zone d'étude déterminée. Les perspectives de ce travail permettent une meilleure focalisation du rôle de l'assurance et de ses besoins en matière de prévention.

Iron supplementation in a large Swiss cohort of IBD patients demonstrates a shift from oral to intravenous iron over time

Background: The 2007 European Crohn's and Colitis Organization guidelines on anemia in inflammatory bowel disease (IBD) favour intravenous (iv) over oral (po) iron supplementation due to better effectiveness and tolerance. We aimed to determine the percentage of IBD patients under iron supplementation therapy and the dynamics of prescription habits (iv versus po) over time. Methods: Helsana, a leading Swiss health insurance company provides coverage for approximately 18% of the Swiss population, corresponding to about 1.2 million enrollees. Patients with Crohn's disease (CD) and ulcerative colitis (UC) were analyzed from the anonymised Helsana database. Results: In total, 629 CD (61% female) and 398 UC (57% female) patients were identified, mean observation time was 31.8 months for CD and 31.0 months for UC patients. Of the entire study population, 27.1% were prescribed iron (21.1% in males and 31.1% in females). Patients treated with IBDspecific drugs (steroids, immunomodulators, anti-TNF agents) were more frequently treated with iron compared to patients without any medication (35.0% vs. 20.9%, OR 1.91, 95%- CI 1.41 2.61). The prescription of iv iron increased from 2006/2007 (48.8% of all patients receiving any iron priscription) to 65.2% in 2008/2009 by a factor of 1.89. Conclusions: One third of the IBD population was treated with iron supplementation. A gradual shift from oral to iv iron was observed over time. This switch in prescription habits goes along with the implementation of the ECCO consensus guidelines on anemia in IBD.

Iron supplementation in a large Swiss Cohort of Inflammatory Bowel Disease patients demonstrates a shift form oral to intravenous therapy over time

Background and Aims: The 2007 European Crohn's and Colitis Organization guidelines on anemia in inflammatory bowel disease (IBD) favour intravenous (iv) over oral (po) iron supplementation due to better effectiveness and tolerance. We aimed to determine the percentage of IBD patients under iron supplementation therapy and the dynamics of prescription habits (iv versus po) over time. Methods: Helsana, a leading Swiss health insurance company provides coverage for approximately 18% of the Swiss population, corresponding to about 1.2 million enrollees. Patients with Crohn's disease (CD) and ulcerative colitis (UC) were analyzed from the anonymised Helsana database. Results: In total, 629 CD (61% female) and 398 UC (57% female) patients were identified, mean observation time was 31.8 months for CD and 31.0 months for UC patients. Of the entire study population, 27.1% were prescribed iron (21.1% in males and 31.1% in females). Patients treated with IBD-specific drugs (steroids, immunomodulators, anti-TNF agents) were more frequently treated with iron compared to patients without any medication (35.0% vs. 20.9%, OR 1.91, 95%-CI 1.41-2.61). The prescription of iv iron increased from 2006/2007 (48.8% of all patients receiving any iron priscription) to 65.2% in 2008/2009 by a factor of 1.89. Conclusions: One third of the IBD population was treated with iron supplementation. A gradual shift from oral to iv iron was observed over time. This switch in prescription habits goes along with the implementation of the ECCO consensus guidelines on anemia in IBD.

A Shift From Oral to Intravenous Iron Supplementation Therapy Is Observed Over Time in a Large Swiss Cohort of Patients With Inflammatory Bowel Disease.

BACKGROUND:: In 2007, leading international experts in the field of inflammatory bowel disease (IBD) recommended intravenous (IV) iron supplements over oral (PO) ones because of superior effectiveness and better tolerance. We aimed to determine the percentage of patients with IBD undergoing iron therapy and to assess the dynamics of iron prescription habits (IV versus PO). METHODS:: We analyzed anonymized data on patients with Crohn's disease and ulcerative colitis extracted from the Helsana database. Helsana is a Swiss health insurance company providing coverage for 18% of the Swiss population (1.2 million individuals). RESULTS:: In total, 629 patients with Crohn's disease (61% female) and 398 patients with ulcerative colitis (57% female) were identified; mean observation time was 31.8 months for Crohn's disease and 31.0 months for ulcerative colitis patients. Of all patients with IBD, 27.1% were prescribed iron (21.1% in males; 31.1% in females). Patients treated with steroids, immunomodulators, and/or anti-tumor necrosis factor drugs were more frequently treated with iron supplements when compared with those not treated with any medications (35.0% versus 20.9%, odds ratio, 1.94; P < 0.001). The frequency of IV iron prescriptions increased significantly from 2006 to 2009 for both genders (males: from 2.6% to 10.1%, odds ratio = 3.84, P < 0.001; females: from 5.3% to 12.1%, odds ratio = 2.26, P = 0.002), whereas the percentage of PO iron prescriptions did not change. CONCLUSIONS:: Twenty-seven percent of patients with IBD were treated with iron supplements. Iron supplements administered IV were prescribed more frequently over time. These prescription habits are consistent with the implementation of guidelines on the management of iron deficiency in IBD.

"Public on the outside, private on the inside": the organizational hybridization, sense of belonging and identity strategies of the employees of a public unemployment insurance fund in Switzerland

A number of studies show that New Public Management reforms have altered the current identity benchmarks of public officials, particularly by hybridizing values or management practices. However, existing studies have largely glossed over the sense of belonging of officials when their organization straddles the concerns of public service and private enterprise, so that the boundary between public and private sector is blurred. The purpose of this article is precisely to explore this sense of belonging in the context of organizational hybridization. It does so by drawing on the results of research conducted among the employees of a public unemployment insurance fund in Switzerland. On the one hand, the analysis shows how much their markers of belonging are hybrid, multiple and constructed in negative terms (with regard to the State), while indicating that the working practices of the employees point to an identity that is nevertheless closely bound with the public sector. On the other hand, the analysis shows that the organization plays strategically with its State status, by exploiting either its private or public identity in line with the needs related to its external image. The article concludes with a discussion of the results highlighting the strategic functionality of the hybrid identity of the actors.

Two's company, three's a crowd: experimental evaluation of the evolutionary maintenance of trioecy in Mercurialis annua (Euphorbiaceae).

Trioecy is an uncommon sexual system in which males, females, and hermaphrodites co-occur as three clearly different gender classes. The evolutionary stability of trioecy is unclear, but would depend on factors such as hermaphroditic sex allocation and rates of outcrossing vs. selfing. Here, trioecious populations of Mercurialis annua are described for the first time. We examined the frequencies of females, males and hermaphrodites across ten natural populations and evaluated the association between the frequency of females and plant densities. Previous studies have shown that selfing rates in this species are density-dependent and are reduced in the presence of males, which produce substantially more pollen than hermaphrodites. Accordingly, we examined the evolutionary stability of trioecy using an experiment in which we (a) indirectly manipulated selfing rates by altering plant densities and the frequency of males in a fully factorial manner across 20 experimental plots and (b) examined the effect of these manipulations on the frequency of the three sex phenotypes in the next generation of plants. In the parental generation, we measured the seed and pollen allocations of hermaphrodites and compared them with allocations by unisexual plants. In natural populations, females occurred at higher frequencies in denser patches, a finding consistent with our expectations. Under our experimental conditions, however, no combination of plant densities and male frequencies was associated with increased frequencies of females. Our results suggest that the factors that regulate female frequencies in trioecious populations of M. annua are independent of those regulating male frequencies (density), and that the stable co-existence of all three sex phenotypes within populations is unlikely.

Prevalence of frailty indicators and association with socioeconomic status in middle-aged and older adults in a swiss region with universal health insurance coverage : a population-based cross-sectional study

Frailty prevalence in older adults has been reported but is largely unknown in middle-aged adults. We determined the prevalence of frailty indicators among middle-aged and older adults from a general Swiss population characterized by universal health insurance coverage and assessed the determinants of frailty with a special focus on socioeconomic status. Participants aged 50 and more from the population-based 2006-2010 Bus Santé study were included (N = 2,930). Four frailty indicators (weakness, shrinking, exhaustion, and low activity) were measured according to standard definitions. Multivariate logistic regressions were used to determine associations. Overall, 63.5%, 28.7%, and 7.8% participants presented no frailty indicators, one frailty indicator, and two or more frailty indicators, respectively. Among middle-aged participants (50-65 years), 75.1%, 22.2%, and 2.7% presented 0, 1, and 2 or more frailty indicators. The number of frailty indicators was positively associated with age, hypertension, and current smoking and negatively associated with male gender, body mass index, waist-to-hip ratio, and serum total cholesterol level. Lower income level but not education was associated with higher number of frailty indicators. Frailty indicators are frequently encountered in both older and middle-aged adults from the Swiss general population. Despite universal health insurance coverage, household income is independently associated with frailty.