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.

Evaluating sampling strategies and logistic regression methods for modelling complex land cover changes

The role of land cover change as a significant component of global change has become increasingly recognized in recent decades. Large databases measuring land cover change, and the data which can potentially be used to explain the observed changes, are also becoming more commonly available. When developing statistical models to investigate observed changes, it is important to be aware that the chosen sampling strategy and modelling techniques can influence results. We present a comparison of three sampling strategies and two forms of grouped logistic regression models (multinomial and ordinal) in the investigation of patterns of successional change after agricultural land abandonment in Switzerland. Results indicated that both ordinal and nominal transitional change occurs in the landscape and that the use of different sampling regimes and modelling techniques as investigative tools yield different results. Synthesis and applications. Our multimodel inference identified successfully a set of consistently selected indicators of land cover change, which can be used to predict further change, including annual average temperature, the number of already overgrown neighbouring areas of land and distance to historically destructive avalanche sites. This allows for more reliable decision making and planning with respect to landscape management. Although both model approaches gave similar results, ordinal regression yielded more parsimonious models that identified the important predictors of land cover change more efficiently. Thus, this approach is favourable where land cover change pattern can be interpreted as an ordinal process. Otherwise, multinomial logistic regression is a viable alternative.

Suicidal expression among school-attending adolescents in a middle-income sub-Saharan country.

We investigated correlates for suicidal expression among adolescents in the Seychelles. Data on 1,432 students (52% females) were derived from the Global School-based Health Survey. Participants were divided into three groups: those with no suicidal behavior (N = 1,199); those with suicide ideation/SI (N = 89); and those reporting SI with a plan to carry out a suicide attempt/SISP (N = 139), each within a 12-month recall period. Using multinomial logistic regression, we examined the strength of associations with social, behavioral and economic indicators while adjusting for covariates. Sixteen percent of school-attending adolescents reported a suicidal expression (10% with a plan/6.2% without). Those reporting SI were younger (relative risk ratio RRR = 0.81; CI = 0.68-0.96), indicated signs of depression (RRR = 1.69; CI = 1.05-2.72) and loneliness (RRR=3.36; CI =1.93-5.84). Tobacco use (RRR = 2.34; CI = 1.32-4.12) and not having close friends (RRR = 3.32; CI = 1.54-7.15) were significantly associated with SI. Those with SISP were more likely to be female (RRR = 0.47; 0.30-0.74), anxious (RRR = 3.04; CI = 1.89-4.88) and lonely (RRR = 1.74; CI = 1.07-2.84). Having no close friends (RRR = 2.98; 1.56-5.69) and using tobacco (RRR = 2.41; 1.48-3.91) were also strongly associated. Having parents who were understanding was protective (RRR = 0.50; CI = 0.31-0.82). Our results suggest that school health promotion programs may benefit from targeting multiple factors associated with suicidal expression. More research, particularly multilevel designs are needed to identify peer and family influences which may modify associations with suicidality.

Stability and change in party preferences.

This article analyses stability and volatility of party preferences using data from the Swiss Household-Panel (SHP), which, for the first time, allow studying transitions and stability of voters over several years in Switzerland. Analyses cover the years 1999- 2007 and systematically distinguish changes between party blocks and changes within party blocks. The first part looks at different patterns of change, which show relatively high volatility. The second part tests several theories on causes of such changes applying a multinomial random-effects model. Results show that party preferences stabilise with their duration and with age and that the electoral cycle, political sophistication, socio-structural predispositions, the household-context as well as party size and the number of parties each explain part of electoral volatility. Different results for withinand between party-block changes underlie the importance of that differentiation.

Alcohol and nonlethal injuries: a Swiss emergency department study on the risk relationship between acute alcohol consumption and type of injury.

BACKGROUND: Acute alcohol consumption has been reported to be an important risk factor for injury, but clear scientific evidence on issues such as injury type is not available. The present study aims to improve the knowledge of the importance of alcohol consumption as an injury determinant with regards to two dimensions of the type of injury, namely the nature and the body region involved. METHODS: Risk relationships between two injury type components and acute alcohol use were estimated through multinomial and logistic regression models based on data from 7,529 patients-among whom 3,682 had injury diagnoses-gathered in a Swiss emergency department. RESULTS: Depending on the type of injury, between 31.1% and 48.7% of casualties report alcohol use before emergency department attendance. The multinomial regression models show that even low alcohol levels are consistently associated with nearly all natures of injury and body regions. A persistent dose-response effect between alcohol levels and risk associations was observed for almost all injury types. CONCLUSIONS: The results highlight the importance and consistency of the risk association between low and moderate levels of acute alcohol consumption and all types of injury. None of the body regions and natures of injury could pride on absence of association between alcohol and injury. Public health, prevention, and care implications are considered.

The European Respiratory Society spirometry tent: a unique form of screening for airway obstruction.

In order to raise public awareness of the importance of early detection of airway obstruction and to enable many people who had not been tested previously to have their lung function measured, the European Lung Foundation and the European Respiratory Society (ERS) organised a spirometry testing tent during the annual ERS Congresses in 2004-2009. Spirometry was performed during the ERS Congresses in volunteers; all participants answered a simple, brief questionnaire on their descriptive characteristics, smoking and asthma. Portable spirometers were freely provided by the manufacturer. Nurses and doctors from pulmonary departments of local hospitals/universities gave their service for free. Lower limit of normal (LLN) and Global Initiative for Chronic Obstructive Lung Disease (GOLD) criteria for diagnosing and grading airway obstruction were used. Of 12,448 participants in six congress cities, 10,395 (83.5%) performed acceptable spirometry (mean age 51.0 ± 18.4 yrs; 25.5% smokers; 5.5% asthmatic). Airway obstruction was present in 12.4% of investigated subjects according to LLN criteria and 20.3% according to GOLD criteria. Through multinomial logistic regression analysis, age, smoking habits and asthma were significant risk factors for airway obstruction. Relative risk ratio and 95% confidence interval for LLN stage I, for example, was 2.9 (2.0-4.1) for the youngest age (≤ 19 yrs), 1.9 (1.2-3.0) for the oldest age (≥ 80 yrs), 2.4 (2.0-2.9) for current smokers and 2.8 (2.2-3.6) for reported asthma diagnosis. In addition to being a useful advocacy tool, the spirometry tent represents an unusual occasion for early detection of airway obstruction in large numbers of city residents with an important public health perspective.

Origin and outcome of multiple pregnancies in Bern, Switzerland, 1995-2006 and the current proposal of the Swiss parliament to revise the Swiss law of reproductive medicine: Switzerland quo vadis?

INTRODUCTION: Infertility treatments are a major source of the increase in multiple pregnancies (MPs). AIMS: The aims of the present study were (1.) to investigate the origin and maternal/neonatal outcomes of MP and (2.) to review the different measures that can be adopted to reduce these serious complications. METHODS: The study included all women with multiple births between 1 January 1995 and 31 December 2006 at the University Hospital of Bern, Switzerland. The outcomes associated with the various origins of MP (natural conception, ovarian stimulation [OS] ‒ in-vitro fertilisation [IVF-ICSI]) were analysed using a multinomial logistic regression model. An analysis of the Swiss law on reproductive medicine and its current proposed revision, as well as a literature review using Pubmed, was carried out. RESULTS: A total of 592 MP were registered, 91% (n = 537) resulted in live births. There was significantly more neonatal/maternal morbidity in MP after OS compared with natural conception and even with the IVF-ICSI group. With a policy of elective single embryo transfer (eSET), twin rates after IVF-ICSI can be reduced to <5% and triplets to <1%. CONCLUSIONS: After OS, more triplets are found and the outcome of MP is worse. MP is known to be associated with morbidity, mortality, and economic and social risks. To counteract these complications (1.) better training for physicians performing OS should be encouraged and (2.) the Swiss law on reproductive medicine needs to be changed, with the introduction of eSET policies. This would lead to a dramatic decrease in neonatal and maternal morbidity/mortality as well as significant cost reductions for the Swiss healthcare system.

PACIC Instrument: disentangling dimensions using published validation models.

OBJECTIVE: To better understand the structure of the Patient Assessment of Chronic Illness Care (PACIC) instrument. More specifically to test all published validation models, using one single data set and appropriate statistical tools. DESIGN: Validation study using data from cross-sectional survey. PARTICIPANTS: A population-based sample of non-institutionalized adults with diabetes residing in Switzerland (canton of Vaud). MAIN OUTCOME MEASURE: French version of the 20-items PACIC instrument (5-point response scale). We conducted validation analyses using confirmatory factor analysis (CFA). The original five-dimension model and other published models were tested with three types of CFA: based on (i) a Pearson estimator of variance-covariance matrix, (ii) a polychoric correlation matrix and (iii) a likelihood estimation with a multinomial distribution for the manifest variables. All models were assessed using loadings and goodness-of-fit measures. RESULTS: The analytical sample included 406 patients. Mean age was 64.4 years and 59% were men. Median of item responses varied between 1 and 4 (range 1-5), and range of missing values was between 5.7 and 12.3%. Strong floor and ceiling effects were present. Even though loadings of the tested models were relatively high, the only model showing acceptable fit was the 11-item single-dimension model. PACIC was associated with the expected variables of the field. CONCLUSIONS: Our results showed that the model considering 11 items in a single dimension exhibited the best fit for our data. A single score, in complement to the consideration of single-item results, might be used instead of the five dimensions usually described.

To use it or not to use it: differences between adolescent males carrying a weapon and those using it in a fight

Purpose Data indicate that 19% of male adolescents living in Switzerland carried a weapon in the last 12 months. The main objective of this research is to compare the characteristics of male adolescents carrying a weapon and having used it in a fight from those who have carried but not used it in the previous 12 months. Methods Data were drawn from the 2002 Swiss Multicenter Adolescent Survey on Health (SMASH02) data base, a survey including 7,548[3,710 males] in-school adolescents aged 16-20 years in Switzerland. Only males declaring having carried a weapon (N = 711; 19.2% of the sample) were included in the analysis. Three groups were created: those not having used a weapon (WO; N = 538 subjects), those having used a weapon in a fight once or twice (W12; N = 127), and those having used a weapon in a fight 3 or more times (W3+; N = 46). Multinomial logistic regression was performed to compare the 3 groups on individual, family, school, and social factors using WO as the reference category. Analyses were performed with STATA9. Results are presented as relative risk ratios (RRR). Results W12 males were significantly more likely to perceive their puberty as advanced compared to their peers (RRR: 2.1), to be foreign born (RRR: 2.6), to live in an urban environment (RRR: 1.9), to be in vocational school (RRR: 4.7), to have a poor school connectedness (RRR: 1.8), to skip classes (RRR: 2.1) and to quarrel while intoxicated (RRR: 5.3). W3+ males were significantly more likely to be foreign born (RRR: 3.6) and to live in an urban environment (RRR: 2.4), to be current users of illegal drugs other than cannabis (RRR: 3.8) and to quarrel while intoxicated (RRR: 4.1). No differences were found between groups for tobacco, alcohol, or cannabis use. Conclusions Within a national sample of Swiss youth aged 16-20 years, almost one fifth of male adolescents have carried a weapon in the previous 12 months. Nevertheless, most of them (75.7%) have never used a weapon in a fight. Whether they carry a weapon for defense purposes or as a manly behavior remains to be elucidated. However, urban foreign-born adolescents who quarrel while intoxicated are the most at risk of using a weapon in a fight, and therefore culturally-sensitive prevention approaches need to be developed to decrease violence in this specific population of youth. Having school problems or using illegal drugs other than cannabis seem to differentiate between those who use it in a fight occasionally (once or twice) and those who do it more often.

Extra burden of psychosomatic complaints among adolescents suffering from chronic conditions.

OBJECTIVE:: To determine whether there are differences in health perception and health care use among adolescents with psychosomatic symptoms (PS), with chronic conditions (CCs), and with both conditions compared with healthy controls. METHODS:: By using the SMASH02 database, 4 groups were created: youths with PS but no CCs (N = 1010); youths with CCs but no PS (N = 497); youths with both psychosomatic symptoms and chronic conditions (PSCC, N = 213); and youths with neither PS nor CC (control, N = 5709). We used χ tests and analysis of variance to compare each variable between the 4 groups. In a second step, all health and health care use variables were included in a multinomial regression analysis controlling for significant (p < .05) background variables and using the control group as the reference. RESULTS:: Overall, PS and PSCC youths were significantly more likely to rate their health as poor, to be depressed, and to have consulted several times their primary health care provider or a mental health professional than their healthy peers. With the exception of being depressed, PSCC adolescents reported worse health perception and higher health care use than CC and PS. CONCLUSIONS:: Although PS youths do not define PS as a CC, it should be considered as one. Moreover, having PS represents an additional burden to chronically ill adolescents. Health professionals dealing with adolescents must be aware of the deleterious health effects that PS can have on adolescents and have this diagnosis in mind to better target the treatment and improve their management.

Acute alcohol consumption and injury: risk associations and attributable fractions for different injury mechanisms.

OBJECTIVE: Most studies on alcohol as a risk factor for injuries have been mechanism specific, and few have considered several mechanisms simultaneously or reported alcohol-attributable fractions (AAFs)-which was the aim of the current study. METHOD: Data from 3,592 injured and 3,489 noninjured patients collected between January 2003 and June 2004 in the surgical ward of the emergency department of the Lausanne University Hospital (Switzerland) were analyzed. Four injury mechanisms derived from the International Classification of Diseases, 10th Revision, were considered: transportation-related injuries, falls, exposure to forces and other events, and interpersonal violence. Multinomial logistic regression models were calculated to estimate the risk relationships of different levels of alcohol consumption, using noninjured patients as quasi-controls. The AAFs were then calculated. RESULTS: Risk relationships between injury and acute consumption were found across all mechanisms, commonly resulting in dose-response relationships. Marked differences between mechanisms were observed for relative risks and AAFs, which varied between 15.2% and 33.1% and between 10.1% and 35.9%, depending on the time window of consumption (either 6 hours or 24 hours before injury, respectively). Low and medium levels of alcohol consumption generally were associated with the most AAFs. CONCLUSIONS: This study underscores the implications of even low levels of alcohol consumption on the risk of sustaining injuries through any of the mechanisms considered. Substantial AAFs are reported for each mechanism, particularly for injuries resulting from interpersonal violence. Observation of a so-called preventive paradox phenomenon is discussed, and prevention or intervention measures are described.

Malaria haplotype frequency estimation.

We present a Bayesian approach for estimating the relative frequencies of multi-single nucleotide polymorphism (SNP) haplotypes in populations of the malaria parasite Plasmodium falciparum by using microarray SNP data from human blood samples. Each sample comes from a malaria patient and contains one or several parasite clones that may genetically differ. Samples containing multiple parasite clones with different genetic markers pose a special challenge. The situation is comparable with a polyploid organism. The data from each blood sample indicates whether the parasites in the blood carry a mutant or a wildtype allele at various selected genomic positions. If both mutant and wildtype alleles are detected at a given position in a multiply infected sample, the data indicates the presence of both alleles, but the ratio is unknown. Thus, the data only partially reveals which specific combinations of genetic markers (i.e. haplotypes across the examined SNPs) occur in distinct parasite clones. In addition, SNP data may contain errors at non-negligible rates. We use a multinomial mixture model with partially missing observations to represent this data and a Markov chain Monte Carlo method to estimate the haplotype frequencies in a population. Our approach addresses both challenges, multiple infections and data errors.

Drinking Patterns and Their Predictive Factors in CONTROL: a 12-Month Prospective Study in a Sample of Alcohol-Dependent Patients Initiating Treatment.

Aims: To describe the drinking patterns and their baseline predictive factors during a 12-month period after an initial evaluation for alcohol treatment. Methods CONTROL is a single-center, prospective, observational study evaluating consecutive alcohol-dependent patients. Using a curve clustering methodology based on a polynomial regression mixture model, we identified three clusters of patients with dominant alcohol use patterns described as mostly abstainers, mostly moderate drinkers and mostly heavy drinkers. Multinomial logistic regression analysis was used to identify baseline factors (socio-demographic, alcohol dependence consequences and related factors) predictive of belonging to each drinking cluster. ResultsThe sample included 143 alcohol-dependent adults (63.6% males), mean age 44.6 ± 11.8 years. The clustering method identified 47 (32.9%) mostly abstainers, 56 (39.2%) mostly moderate drinkers and 40 (28.0%) mostly heavy drinkers. Multivariate analyses indicated that mild or severe depression at baseline predicted belonging to the mostly moderate drinkers cluster during follow-up (relative risk ratio (RRR) 2.42, CI [1.02-5.73, P = 0.045] P = 0.045), while living alone (RRR 2.78, CI [1.03-7.50], P = 0.044) and reporting more alcohol-related consequences (RRR 1.03, CI [1.01-1.05], P = 0.004) predicted belonging to the mostly heavy drinkers cluster during follow-up. Conclusion In this sample, the drinking patterns of alcohol-dependent patients were predicted by baseline factors, i.e. depression, living alone or alcohol-related consequences and findings that may inform clinicians about the likely drinking patterns of their alcohol-dependent patient over the year following the initial evaluation for alcohol treatment.