Randomized observation periods for the compound Poisson risk model: Dividends

In the framework of the classical compound Poisson process in collective risk theory, we study a modification of the horizontal dividend barrier strategy by introducing random observation times at which dividends can be paid and ruin can be observed. This model contains both the continuous-time and the discrete-time risk model as a limit and represents a certain type of bridge between them which still enables the explicit calculation of moments of total discounted dividend payments until ruin. Numerical illustrations for several sets of parameters are given and the effect of random observation times on the performance of the dividend strategy is studied.

Optimal dividend strategies for a compound Poisson risk process under transaction costs and power utility

We characterize the value function of maximizing the total discounted utility of dividend payments for a compound Poisson insurance risk model when strictly positive transaction costs are included, leading to an impulse control problem. We illustrate that well known simple strategies can be optimal in the case of exponential claim amounts. Finally we develop a numerical procedure to deal with general claim amount distributions.

Predictors of temporary and permanent work disability in patients with inflammatory bowel disease: results of the swiss inflammatory bowel disease cohort study.

BACKGROUND: Inflammatory bowel disease can decrease the quality of life and induce work disability. We sought to (1) identify and quantify the predictors of disease-specific work disability in patients with inflammatory bowel disease and (2) assess the suitability of using cross-sectional data to predict future outcomes, using the Swiss Inflammatory Bowel Disease Cohort Study data. METHODS: A total of 1187 patients were enrolled and followed up for an average of 13 months. Predictors included patient and disease characteristics and drug utilization. Potential predictors were identified through an expert panel and published literature. We estimated adjusted effect estimates with 95% confidence intervals using logistic and zero-inflated Poisson regression. RESULTS: Overall, 699 (58.9%) experienced Crohn's disease and 488 (41.1%) had ulcerative colitis. Most important predictors for temporary work disability in patients with Crohn's disease included gender, disease duration, disease activity, C-reactive protein level, smoking, depressive symptoms, fistulas, extraintestinal manifestations, and the use of immunosuppressants/steroids. Temporary work disability in patients with ulcerative colitis was associated with age, disease duration, disease activity, and the use of steroids/antibiotics. In all patients, disease activity emerged as the only predictor of permanent work disability. Comparing data at enrollment versus follow-up yielded substantial differences regarding disability and predictors, with follow-up data showing greater predictor effects. CONCLUSIONS: We identified predictors of work disability in patients with Crohn's disease and ulcerative colitis. Our findings can help in forecasting these disease courses and guide the choice of appropriate measures to prevent adverse outcomes. Comparing cross-sectional and longitudinal data showed that the conduction of cohort studies is inevitable for the examination of disability.

The multipoint Morisita index for the analysis of spatial patterns

In many fields, the spatial clustering of sampled data points has many consequences. Therefore, several indices have been proposed to assess the level of clustering affecting datasets (e.g. the Morisita index, Ripley's Kfunction and Rényi's generalized entropy). The classical Morisita index measures how many times it is more likely to select two measurement points from the same quadrats (the data set is covered by a regular grid of changing size) than it would be in the case of a random distribution generated from a Poisson process. The multipoint version (k-Morisita) takes into account k points with k >= 2. The present research deals with a new development of the k-Morisita index for (1) monitoring network characterization and for (2) detection of patterns in monitored phenomena. From a theoretical perspective, a connection between the k-Morisita index and multifractality has also been found and highlighted on a mathematical multifractal set.

Structural prediction of peptides bound to MHC class I.

An ab initio structure prediction approach adapted to the peptide-major histocompatibility complex (MHC) class I system is presented. Based on structure comparisons of a large set of peptide-MHC class I complexes, a molecular dynamics protocol is proposed using simulated annealing (SA) cycles to sample the conformational space of the peptide in its fixed MHC environment. A set of 14 peptide-human leukocyte antigen (HLA) A0201 and 27 peptide-non-HLA A0201 complexes for which X-ray structures are available is used to test the accuracy of the prediction method. For each complex, 1000 peptide conformers are obtained from the SA sampling. A graph theory clustering algorithm based on heavy atom root-mean-square deviation (RMSD) values is applied to the sampled conformers. The clusters are ranked using cluster size, mean effective or conformational free energies, with solvation free energies computed using Generalized Born MV 2 (GB-MV2) and Poisson-Boltzmann (PB) continuum models. The final conformation is chosen as the center of the best-ranked cluster. With conformational free energies, the overall prediction success is 83% using a 1.00 Angstroms crystal RMSD criterion for main-chain atoms, and 76% using a 1.50 Angstroms RMSD criterion for heavy atoms. The prediction success is even higher for the set of 14 peptide-HLA A0201 complexes: 100% of the peptides have main-chain RMSD values < or =1.00 Angstroms and 93% of the peptides have heavy atom RMSD values < or =1.50 Angstroms. This structure prediction method can be applied to complexes of natural or modified antigenic peptides in their MHC environment with the aim to perform rational structure-based optimizations of tumor vaccines.

Periprocedural Hemodynamic Depression Is Associated With a Higher Number of New Ischemic Brain Lesions After Stenting in the International Carotid Stenting Study-MRI Substudy.

BACKGROUND AND PURPOSE: Carotid artery stenting (CAS) is associated with a higher risk of both hemodynamic depression and new ischemic brain lesions on diffusion-weighted imaging than carotid endarterectomy (CEA). We assessed whether the occurrence of hemodynamic depression is associated with these lesions in patients with symptomatic carotid stenosis treated by CAS or CEA in the randomized International Carotid Stenting Study (ICSS)-MRI substudy. METHODS: The number and total volume of new ischemic lesions on diffusion-weighted imaging 1 to 3 days after CAS or CEA was measured in the ICSS-MRI substudy. Hemodynamic depression was defined as periprocedural bradycardia, asystole, or hypotension requiring treatment. The number of new ischemic lesions was the primary outcome measure. We calculated risk ratios and 95% confidence intervals per treatment with Poisson regression comparing the number of lesions in patients with or without hemodynamic depression. RESULTS: A total of 229 patients were included (122 allocated CAS; 107 CEA). After CAS, patients with hemodynamic depression had a mean of 13 new diffusion-weighted imaging lesions, compared with a mean of 4 in those without hemodynamic depression (risk ratio, 3.36; 95% confidence interval, 1.73-6.50). The number of lesions after CEA was too small for reliable analysis. Lesion volumes did not differ between patients with or without hemodynamic depression. CONCLUSIONS: In patients treated by CAS, periprocedural hemodynamic depression is associated with an excess of new ischemic lesions on diffusion-weighted imaging. The findings support the hypothesis that hypoperfusion increases the susceptibility of the brain to embolism. CLINICAL TRIAL REGISTRATION URL: http://www.controlled-trials.com. Unique identifier: ISRCTN25337470.

Epidemiology of small intestinal atresia in Europe: a register-based study.

BACKGROUND: The epidemiology of congenital small intestinal atresia (SIA) has not been well studied. This study describes the presence of additional anomalies, pregnancy outcomes, total prevalence and association with maternal age in SIA cases in Europe. METHODS: Cases of SIA delivered during January 1990 to December 2006 notified to 20 EUROCAT registers formed the population-based case series. Prevalence over time was estimated using multilevel Poisson regression, and heterogeneity between registers was evaluated from the random component of the intercept. RESULTS: In total 1133 SIA cases were reported among 5126, 164 registered births. Of 1044 singleton cases, 215 (20.6%) cases were associated with a chromosomal anomaly. Of 829 singleton SIA cases with normal karyotype, 221 (26.7%) were associated with other structural anomalies. Considering cases with normal karyotype, the total prevalence per 10 000 births was 1.6 (95% CI 1.5 to 1.7) for SIA, 0.9 (95% CI 0.8 to 1.0) for duodenal atresia and 0.7 (95% CI 0.7 to 0.8) for jejunoileal atresia (JIA). There was no significant trend in SIA, duodenal atresia or JIA prevalence over time (RR=1.0, 95% credible interval (CrI): 1.0 to 1.0 for each), but SIA and duodenal atresia prevalence varied by geographical location (p=0.03 and p=0.04, respectively). There was weak evidence of an increased risk of SIA in mothers aged less than 20 years compared with mothers aged 20 to 29 years (RR=1.3, 95% CrI: 1.0 to 1.8). CONCLUSION: This study found no evidence of a temporal trend in the prevalence of SIA, duodenal atresia or JIA, although SIA and duodenal atresia prevalence varied significantly between registers.