Ruin Theory with Excess of Loss Reinsurance and Reinstatements

The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical Cramer-Lundberg risk model, piecewise deterministic Markov processes are used to describe the free surplus process in this more general situation. It is shown that the finite-time ruin probability is both the solution of a partial integro-differential equation and the fixed point of a contractive integral operator. We exploit the latter representation to develop and implement a recursive algorithm for numerical approximation of the ruin probability that involves high-dimensional integration. Furthermore we study the behavior of the finite-time ruin probability under various levels of initial surplus and security loadings and compare the efficiency of the numerical algorithm with the computational alternative of stochastic simulation of the risk process. (C) 2011 Elsevier Inc. All rights reserved.

An algebraic operator approach to the analysis of Gerber-Shiu functions

We introduce an algebraic operator framework to study discounted penalty functions in renewal risk models. For inter-arrival and claim size distributions with rational Laplace transform, the usual integral equation is transformed into a boundary value problem, which is solved by symbolic techniques. The factorization of the differential operator can be lifted to the level of boundary value problems, amounting to iteratively solving first-order problems. This leads to an explicit expression for the Gerber-Shiu function in terms of the penalty function.

Igneous layering, fractional crystallization and growth of granitic plutons: The Dolbel batholith in SW Niger

This study reassesses the development of compositional layering during the growth of granitic plutons, with emphasis on fractional crystallization and its interaction with both injection and inflation-related deformation. The Dolbel batholith (SW Niger) consists of 14, kilometre-sized plutons emplaced by pulsed magma inputs. Each pluton has a coarse-grained core and a peripheral layered series. Rocks consist of albite (An(<= 11)), K-feldspar (Or(96 99), Ab(1) (4)), quartz, edenite (X(Mg)=0337-0.55), augite (X(Mg)=0.65-0.72) and accessories (apatite, titanite and Fe-Ti-oxides). Whole-rock compositions are metaluminous, sodic (K(2)O/Na(2)O=0.49-0.62) and iron-rich [FeO(tot)/(FeO(tot)+MgO)=0.65-0.82]. The layering is present as size-graded and modally graded, sub-vertical, rhythmic units. Each unit is composed of three layers, which are, towards the interior: edenite +/- plagioclase (C(a/p)), edenite+plagioclase+augite+quartz (C(q)), and edenite+plagioclase+augite+quartz+K-feldspar (C(k)). All phases except quartz show zoned microstructures consisting of external intercumulus overgrowths, a central section showing oscillatory zoning and, in the case of amphibole and titanite, complexly zoned cores. Ba and Sr contents of feldspars decrease towards the rims. Plagioclase crystal size distributions are similar in all units, suggesting that each unit experienced a similar thermal history. Edenite, characteristic of the basal C(a/p) layer, is the earliest phase to crystallize. Microtextures and phase diagrams suggest that edenite cores may have been brought up with magma batches at the site of emplacement and mechanically segregated along the crystallized wall, whereas outer zones of the same crystals formed in situ. The subsequent C(q) layers correspond to cotectic compositions in the Qz-Ab-Or phase diagram at P(H2O)=5 kbar. Each rhythmic unit may therefore correspond to a magma batch and their repetition to crystallization of recurrent magma recharges. Microtextures and chemical variations in major phases allow four main crystallization stages to be distinguished: (1) open-system crystallization in a stirred magma during magma emplacement, involving dissolution and overgrowth (core of edenite and titanite crystals); (2) in situ fractional crystallization in boundary layers (C(a/p) and C(q) layers); (3) equilibrium `en masse' eutectic crystallization (C(k) layers); (4) compaction and crystallization of the interstitial liquid in a highly crystallized mush (e. g. feldspar intercumulus overgrowths). It is concluded that the formation of the layered series in the Dolbel plutons corresponds principally to in situ differentiation of successive magma batches. The variable thickness of the Ck layers and the microtextures show that crystallization of a rhythmic unit stops and it is compacted when a new magma batch is injected into the chamber. Therefore, assembly of pulsed magma injections and fractional crystallization are independent, but complementary, processes during pluton construction.

Characterizing the connectome in schizophrenia with diffusion spectrum imaging.

Schizophrenia is a complex psychiatric disorder characterized by disabling symptoms and cognitive deficit. Recent neuroimaging findings suggest that large parts of the brain are affected by the disease, and that the capacity of functional integration between brain areas is decreased. In this study we questioned (i) which brain areas underlie the loss of network integration properties observed in the pathology, (ii) what is the topological role of the affected regions within the overall brain network and how this topological status might be altered in patients, and (iii) how white matter properties of tracts connecting affected regions may be disrupted. We acquired diffusion spectrum imaging (a technique sensitive to fiber crossing and slow diffusion compartment) data from 16 schizophrenia patients and 15 healthy controls, and investigated their weighted brain networks. The global connectivity analysis confirmed that patients present disrupted integration and segregation properties. The nodal analysis allowed identifying a distributed set of brain nodes affected in the pathology, including hubs and peripheral areas. To characterize the topological role of this affected core, we investigated the brain network shortest paths layout, and quantified the network damage after targeted attack toward the affected core. The centrality of the affected core was compromised in patients. Moreover the connectivity strength within the affected core, quantified with generalized fractional anisotropy and apparent diffusion coefficient, was altered in patients. Taken together, these findings suggest that the structural alterations and topological decentralization of the affected core might be major mechanisms underlying the schizophrenia dysconnectivity disorder. Hum Brain Mapp, 36:354-366, 2015. © 2014 Wiley Periodicals, Inc.

Robust Estimators of the Generalized Log-Gamma Distribution

We propose robust estimators of the generalized log-gamma distribution and, more generally, of location-shape-scale families of distributions. A (weighted) Q tau estimator minimizes a tau scale of the differences between empirical and theoretical quantiles. It is n(1/2) consistent; unfortunately, it is not asymptotically normal and, therefore, inconvenient for inference. However, it is a convenient starting point for a one-step weighted likelihood estimator, where the weights are based on a disparity measure between the model density and a kernel density estimate. The one-step weighted likelihood estimator is asymptotically normal and fully efficient under the model. It is also highly robust under outlier contamination. Supplementary materials are available online.

Le Q-sort, un outil pour la recherche en soins le cas des représentations chez les infirmiers en psychiatrie de l'âge avancé [Q-sort, a useful research method in care in cases of psychiatric nursing of the aged]

Q-sort is a research method which allows defining profiles of attitudes toward a set of statements, ordered in relation to each other. Pertaining to the Q Methodology, the qualitative analysis of the Q-sorts is based on quantitative techniques. This method is of particular interest for research in health professions, a field in which attitudes of patients and professionals are very important. The method is presented in this article, along with an example of application in nursing in old age psychiatry.

Detecting and measuring deprivation in primary care: development, reliability and validity of a self-reported questionnaire: the DiPCare-Q.

OBJECTIVES: Advances in biopsychosocial science have underlined the importance of taking social history and life course perspective into consideration in primary care. For both clinical and research purposes, this study aims to develop and validate a standardised instrument measuring both material and social deprivation at an individual level. METHODS: We identified relevant potential questions regarding deprivation using a systematic review, structured interviews, focus group interviews and a think-aloud approach. Item response theory analysis was then used to reduce the length of the 38-item questionnaire and derive the deprivation in primary care questionnaire (DiPCare-Q) index using data obtained from a random sample of 200 patients during their planned visits to an ambulatory general internal medicine clinic. Patients completed the questionnaire a second time over the phone 3 days later to enable us to assess reliability. Content validity of the DiPCare-Q was then assessed by 17 general practitioners. Psychometric properties and validity of the final instrument were investigated in a second set of patients. The DiPCare-Q was administered to a random sample of 1898 patients attending one of 47 different private primary care practices in western Switzerland along with questions on subjective social status, education, source of income, welfare status and subjective poverty. RESULTS: Deprivation was defined in three distinct dimensions: material (eight items), social (five items) and health deprivation (three items). Item consistency was high in both the derivation (Kuder-Richardson Formula 20 (KR20) =0.827) and the validation set (KR20 =0.778). The DiPCare-Q index was reliable (interclass correlation coefficients=0.847) and was correlated to subjective social status (r(s)=-0.539). CONCLUSION: The DiPCare-Q is a rapid, reliable and validated instrument that may prove useful for measuring both material and social deprivation in primary care.

Fractional hepatic de novo lipogenesis in healthy subjects during near-continuous oral nutrition and bed rest: a comparison with published data in artificially fed, critically ill patients.

BACKGROUND AND AIMS: In critically ill patients, fractional hepatic de novo lipogenesis increases in proportion to carbohydrate administration during isoenergetic nutrition. In this study, we sought to determine whether this increase may be the consequence of continuous enteral nutrition and bed rest. We, therefore, measured fractional hepatic de novo lipogenesis in a group of 12 healthy subjects during near-continuous oral feeding (hourly isoenergetic meals with a liquid formula containing 55% carbohydrate). In eight subjects, near-continuous enteral nutrition and bed rest were applied over a 10 h period. In the other four subjects, it was extended to 34 h. Fractional hepatic de novo lipogenesis was measured by infusing(13) C-labeled acetate and monitoring VLDL-(13)C palmitate enrichment with mass isotopomer distribution analysis. Fractional hepatic de novo lipogenesis was 3.2% (range 1.5-7.5%) in the eight subjects after 10 h of near continuous nutrition and 1.6% (range 1.3-2.0%) in the four subjects after 34 h of near-continuous nutrition and bed rest. This indicates that continuous nutrition and physical inactivity do not increase hepatic de novo lipogenesis. Fractional hepatic de novo lipogenesis previously reported in critically ill patients under similar nutritional conditions (9.3%) (range 5.3-15.8%) was markedly higher than in healthy subjects (P&lt;0.001). These data from healthy subjects indicate that fractional hepatic de novo lipogenesis is increased in critically ill patients.

Comparative cost-effectiveness analyses of cardiovascular magnetic resonance and coronary angiography combined with fractional flow reserve for the diagnosis of coronary artery disease.

BACKGROUND: According to recent guidelines, patients with coronary artery disease (CAD) should undergo revascularization if significant myocardial ischemia is present. Both, cardiovascular magnetic resonance (CMR) and fractional flow reserve (FFR) allow for a reliable ischemia assessment and in combination with anatomical information provided by invasive coronary angiography (CXA), such a work-up sets the basis for a decision to revascularize or not. The cost-effectiveness ratio of these two strategies is compared. METHODS: Strategy 1) CMR to assess ischemia followed by CXA in ischemia-positive patients (CMR + CXA), Strategy 2) CXA followed by FFR in angiographically positive stenoses (CXA + FFR). The costs, evaluated from the third party payer perspective in Switzerland, Germany, the United Kingdom (UK), and the United States (US), included public prices of the different outpatient procedures and costs induced by procedural complications and by diagnostic errors. The effectiveness criterion was the correct identification of hemodynamically significant coronary lesion(s) (= significant CAD) complemented by full anatomical information. Test performances were derived from the published literature. Cost-effectiveness ratios for both strategies were compared for hypothetical cohorts with different pretest likelihood of significant CAD. RESULTS: CMR + CXA and CXA + FFR were equally cost-effective at a pretest likelihood of CAD of 62% in Switzerland, 65% in Germany, 83% in the UK, and 82% in the US with costs of CHF 5'794, euro 1'517, £ 2'680, and $ 2'179 per patient correctly diagnosed. Below these thresholds, CMR + CXA showed lower costs per patient correctly diagnosed than CXA + FFR. CONCLUSIONS: The CMR + CXA strategy is more cost-effective than CXA + FFR below a CAD prevalence of 62%, 65%, 83%, and 82% for the Swiss, the German, the UK, and the US health care systems, respectively. These findings may help to optimize resource utilization in the diagnosis of CAD.

Human invariant V alpha 24-J alpha Q TCR supports the development of CD1d-dependent NK1.1+ and NK1.1- T cells in transgenic mice.

A sizable fraction of T cells expressing the NK cell marker NK1.1 (NKT cells) bear a very conserved TCR, characterized by homologous invariant (inv.) TCR V alpha 24-J alpha Q and V alpha 14-J alpha 18 rearrangements in humans and mice, respectively, and are thus defined as inv. NKT cells. Because human inv. NKT cells recognize mouse CD1d in vitro, we wondered whether a human inv. V alpha 24 TCR could be selected in vivo by mouse ligands presented by CD1d, thereby supporting the development of inv. NKT cells in mice. Therefore, we generated transgenic (Tg) mice expressing the human inv. V alpha 24-J alpha Q TCR chain in all T cells. The expression of the human inv. V alpha 24 TCR in TCR C alpha(-/-) mice indeed rescues the development of inv. NKT cells, which home preferentially to the liver and respond to the CD1d-restricted ligand alpha-galactosylceramide (alpha-GalCer). However, unlike inv. NKT cells from non-Tg mice, the majority of NKT cells in V alpha 24 Tg mice display a double-negative phenotype, as well as a significant increase in TCR V beta 7 and a corresponding decrease in TCR V beta 8.2 use. Despite the forced expression of the human CD1d-restricted TCR in C alpha(-/-) mice, staining with mCD1d-alpha-GalCer tetramers reveals that the absolute numbers of peripheral CD1d-dependent T lymphocytes increase at most by 2-fold. This increase is accounted for mainly by an increased fraction of NK1.1(-) T cells that bind CD1d-alpha-GalCer tetramers. These findings indicate that human inv. V alpha 24 TCR supports the development of CD1d-dependent lymphocytes in mice, and argue for a tight homeostatic control on the total number of inv. NKT cells. Thus, human inv. V alpha 24 TCR-expressing mice are a valuable model to study different aspects of the inv. NKT cell subset.