On the efficient evaluation of ruin probabilities for completely monotone claim size distributions

In this paper we propose a highly accurate approximation procedure for ruin probabilities in the classical collective risk model, which is based on a quadrature/rational approximation procedure proposed in [2]. For a certain class of claim size distributions (which contains the completely monotone distributions) we give a theoretical justification for the method. We also show that under weaker assumptions on the claim size distribution, the method may still perform reasonably well in some cases. This in particular provides an efficient alternative to a related method proposed in [3]. A number of numerical illustrations for the performance of this procedure is provided for both completely monotone and other types of random variables.

Long-Term Trends of HIV Type 1 Drug Resistance Prevalence among Antiretroviral Treatment-Experienced Patients in Switzerland.

Background. Accurate quantification of the prevalence of human immunodeficiency virus type 1 (HIV-1) drug resistance in patients who are receiving antiretroviral therapy (ART) is difficult, and results from previous studies vary. We attempted to assess the prevalence and dynamics of resistance in a highly representative patient cohort from Switzerland. Methods. On the basis of genotypic resistance test results and clinical data, we grouped patients according to their risk of harboring resistant viruses. Estimates of resistance prevalence were calculated on the basis of either the proportion of individuals with a virologic failure or confirmed drug resistance (lower estimate) or the frequency-weighted average of risk group-specific probabilities for the presence of drug resistance mutations (upper estimate). Results. Lower and upper estimates of drug resistance prevalence in 8064 ART-exposed patients were 50% and 57% in 1999 and 37% and 45% in 2007, respectively. This decrease was driven by 2 mechanisms: loss to follow-up or death of high-risk patients exposed to mono- or dual-nucleoside reverse-transcriptase inhibitor therapy (lower estimates range from 72% to 75%) and continued enrollment of low-risk patients who were taking combination ART containing boosted protease inhibitors or nonnucleoside reverse-transcriptase inhibitors as first-line therapy (lower estimates range from 7% to 12%). A subset of 4184 participants (52%) had 1 study visit per year during 2002-2007. In this subset, lower and upper estimates increased from 45% to 49% and from 52% to 55%, respectively. Yearly increases in prevalence were becoming smaller in later years. Conclusions. Contrary to earlier predictions, in situations of free access to drugs, close monitoring, and rapid introduction of new potent therapies, the emergence of drug-resistant viruses can be minimized at the population level. Moreover, this study demonstrates the necessity of interpreting time trends in the context of evolving cohort populations.

Which screening strategy using BMD measurements would be most cost effective for hip fracture prevention in elderly women? A decision analysis based on a Markov model.

INTRODUCTION: Hip fractures are responsible for excessive mortality, decreasing the 5-year survival rate by about 20%. From an economic perspective, they represent a major source of expense, with direct costs in hospitalization, rehabilitation, and institutionalization. The incidence rate sharply increases after the age of 70, but it can be reduced in women aged 70-80 years by therapeutic interventions. Recent analyses suggest that the most efficient strategy is to implement such interventions in women at the age of 70 years. As several guidelines recommend bone mineral density (BMD) screening of postmenopausal women with clinical risk factors, our objective was to assess the cost-effectiveness of two screening strategies applied to elderly women aged 70 years and older. METHODS: A cost-effectiveness analysis was performed using decision-tree analysis and a Markov model. Two alternative strategies, one measuring BMD of all women, and one measuring BMD only of those having at least one risk factor, were compared with the reference strategy "no screening". Cost-effectiveness ratios were measured as cost per year gained without hip fracture. Most probabilities were based on data observed in EPIDOS, SEMOF and OFELY cohorts. RESULTS: In this model, which is mostly based on observed data, the strategy "screen all" was more cost effective than "screen women at risk." For one woman screened at the age of 70 and followed for 10 years, the incremental (additional) cost-effectiveness ratio of these two strategies compared with the reference was 4,235 euros and 8,290 euros, respectively. CONCLUSION: The results of this model, under the assumptions described in the paper, suggest that in women aged 70-80 years, screening all women with dual-energy X-ray absorptiometry (DXA) would be more effective than no screening or screening only women with at least one risk factor. Cost-effectiveness studies based on decision-analysis trees maybe useful tools for helping decision makers, and further models based on different assumptions should be performed to improve the level of evidence on cost-effectiveness ratios of the usual screening strategies for osteoporosis.

Quantifying consistency of Event Related Potentials across subjects based on single-trial topographic analysis

Introduction: Non-invasive brain imaging techniques often contrast experimental conditions across a cohort of participants, obfuscating distinctions in individual performance and brain mechanisms that are better characterised by the inter-trial variability. To overcome such limitations, we developed topographic analysis methods for single-trial EEG data [1]. So far this was typically based on time-frequency analysis of single-electrode data or single independent components. The method's efficacy is demonstrated for event-related responses to environmental sounds, hitherto studied at an average event-related potential (ERP) level. Methods: Nine healthy subjects participated to the experiment. Auditory meaningful sounds of common objects were used for a target detection task [2]. On each block, subjects were asked to discriminate target sounds, which were living or man-made auditory objects. Continuous 64-channel EEG was acquired during the task. Two datasets were considered for each subject including single-trial of the two conditions, living and man-made. The analysis comprised two steps. In the first part, a mixture of Gaussians analysis [3] provided representative topographies for each subject. In the second step, conditional probabilities for each Gaussian provided statistical inference on the structure of these topographies across trials, time, and experimental conditions. Similar analysis was conducted at group-level. Results: Results show that the occurrence of each map is structured in time and consistent across trials both at the single-subject and at group level. Conducting separate analyses of ERPs at single-subject and group levels, we could quantify the consistency of identified topographies and their time course of activation within and across participants as well as experimental conditions. A general agreement was found with previous analysis at average ERP level. Conclusions: This novel approach to single-trial analysis promises to have impact on several domains. In clinical research, it gives the possibility to statistically evaluate single-subject data, an essential tool for analysing patients with specific deficits and impairments and their deviation from normative standards. In cognitive neuroscience, it provides a novel tool for understanding behaviour and brain activity interdependencies at both single-subject and at group levels. In basic neurophysiology, it provides a new representation of ERPs and promises to cast light on the mechanisms of its generation and inter-individual variability.

Explicit ruin formulas for models with dependence among risks

We show that a simple mixing idea allows one to establish a number of explicit formulas for ruin probabilities and related quantities in collective risk models with dependence among claim sizes and among claim inter-occurrence times. Examples include compound Poisson risk models with completely monotone marginal claim size distributions that are dependent according to Archimedean survival copulas as well as renewal risk models with dependent inter-occurrence times.

Influence of noninjecting and injecting drug use on mortality, retention in the cohort, and antiretroviral therapy, in participants in the Swiss HIV Cohort Study.

OBJECTIVES: We studied the influence of noninjecting and injecting drug use on mortality, dropout rate, and the course of antiretroviral therapy (ART), in the Swiss HIV Cohort Study (SHCS). METHODS: Cohort participants, registered prior to April 2007 and with at least one drug use questionnaire completed until May 2013, were categorized according to their self-reported drug use behaviour. The probabilities of death and dropout were separately analysed using multivariable competing risks proportional hazards regression models with mutual correction for the other endpoint. Furthermore, we describe the influence of drug use on the course of ART. RESULTS: A total of 6529 participants (including 31% women) were followed during 31 215 person-years; 5.1% participants died; 10.5% were lost to follow-up. Among persons with homosexual or heterosexual HIV transmission, noninjecting drug use was associated with higher all-cause mortality [subhazard rate (SHR) 1.73; 95% confidence interval (CI) 1.07-2.83], compared with no drug use. Also, mortality was increased among former injecting drug users (IDUs) who reported noninjecting drug use (SHR 2.34; 95% CI 1.49-3.69). Noninjecting drug use was associated with higher dropout rates. The mean proportion of time with suppressed viral replication was 82.2% in all participants, irrespective of ART status, and 91.2% in those on ART. Drug use lowered adherence, and increased rates of ART change and ART interruptions. Virological failure on ART was more frequent in participants who reported concomitant drug injections while on opiate substitution, and in current IDUs, but not among noninjecting drug users. CONCLUSIONS: Noninjecting drug use and injecting drug use are modifiable risks for death, and they lower retention in a cohort and complicate ART.

Contextual factors multiplex to control multisensory processes.

This study analyzed high-density event-related potentials (ERPs) within an electrical neuroimaging framework to provide insights regarding the interaction between multisensory processes and stimulus probabilities. Specifically, we identified the spatiotemporal brain mechanisms by which the proportion of temporally congruent and task-irrelevant auditory information influences stimulus processing during a visual duration discrimination task. The spatial position (top/bottom) of the visual stimulus was indicative of how frequently the visual and auditory stimuli would be congruent in their duration (i.e., context of congruence). Stronger influences of irrelevant sound were observed when contexts associated with a high proportion of auditory-visual congruence repeated and also when contexts associated with a low proportion of congruence switched. Context of congruence and context transition resulted in weaker brain responses at 228 to 257 ms poststimulus to conditions giving rise to larger behavioral cross-modal interactions. Importantly, a control oddball task revealed that both congruent and incongruent audiovisual stimuli triggered equivalent non-linear multisensory interactions when congruence was not a relevant dimension. Collectively, these results are well explained by statistical learning, which links a particular context (here: a spatial location) with a certain level of top-down attentional control that further modulates cross-modal interactions based on whether a particular context repeated or changed. The current findings shed new light on the importance of context-based control over multisensory processing, whose influences multiplex across finer and broader time scales.

A Meta-Analysis of Trabecular Bone Score in Fracture Risk Prediction and Its Relationship to FRAX.

Trabecular bone score (TBS) is a gray-level textural index of bone microarchitecture derived from lumbar spine dual-energy X-ray absorptiometry (DXA) images. TBS is a bone mineral density (BMD)-independent predictor of fracture risk. The objective of this meta-analysis was to determine whether TBS predicted fracture risk independently of FRAX probability and to examine their combined performance by adjusting the FRAX probability for TBS. We utilized individual-level data from 17,809 men and women in 14 prospective population-based cohorts. Baseline evaluation included TBS and the FRAX risk variables, and outcomes during follow-up (mean 6.7 years) comprised major osteoporotic fractures. The association between TBS, FRAX probabilities, and the risk of fracture was examined using an extension of the Poisson regression model in each cohort and for each sex and expressed as the gradient of risk (GR; hazard ratio per 1 SD change in risk variable in direction of increased risk). FRAX probabilities were adjusted for TBS using an adjustment factor derived from an independent cohort (the Manitoba Bone Density Cohort). Overall, the GR of TBS for major osteoporotic fracture was 1.44 (95% confidence interval [CI] 1.35-1.53) when adjusted for age and time since baseline and was similar in men and women (p > 0.10). When additionally adjusted for FRAX 10-year probability of major osteoporotic fracture, TBS remained a significant, independent predictor for fracture (GR = 1.32, 95% CI 1.24-1.41). The adjustment of FRAX probability for TBS resulted in a small increase in the GR (1.76, 95% CI 1.65-1.87 versus 1.70, 95% CI 1.60-1.81). A smaller change in GR for hip fracture was observed (FRAX hip fracture probability GR 2.25 vs. 2.22). TBS is a significant predictor of fracture risk independently of FRAX. The findings support the use of TBS as a potential adjustment for FRAX probability, though the impact of the adjustment remains to be determined in the context of clinical assessment guidelines. © 2015 American Society for Bone and Mineral Research.