A teoria da ruína aplicada em um modelo de empresa financeira com risco de crédito

In this work we study a new risk model for a firm which is sensitive to its credit quality, proposed by Yang(2003): Are obtained recursive equations for finite time ruin probability and distribution of ruin time and Volterra type integral equation systems for ultimate ruin probability, severity of ruin and distribution of surplus before and after ruin

Câncer de boca e orofaringe: tendências e análise de sobrevida em Natal (RN)

Introduction: Mouth cancer is classified as having one of the ten highest cancer incidences in the world. In Brazil, the incidence and mortality rates of oral cancer are among the highest in the world. Intraoral cancer (tongue, gum, floor of the mouth, and other non-specified parts of the mouth), the accumulated survival rate after five years is less than 50%. Objectives: Estimate the accumulated survival probability after five years and adjust the Cox regression model for mouth and oropharyngeal cancers, according to age range, sex, morphology, and location, for the city of Natal. Describe the mortality and incidence coefficients of oral and oropharyngeal cancer and their tendencies in the city of Natal, between 1980 and 2001 and between 1997 and 2001, respectively. Methods: Survival data of patients registered between 1997 and 2001 was obtained from the Population-based Cancer Record of Natal. Differences between the survival curves were tested using the log-rank test. The Cox proportional risk model was used to estimate risk ratios. The simple linear regression model was used for tendency analyses of the mortality and incidence coefficients. Results: The probability after five years was 22.9%. The patients with undifferentiated malignant neoplasia were 4.7 times more at risk of dying than those with epidermoid carcinoma, whereas the patients with oropharyngeal cancer had 2.0 times more at risk of dying than those with mouth cancer. The mouth cancer mortality and incidence coefficients for Natal were 4.3 and 2.9 per 100 000 inhabitants, respectively. The oropharyngeal cancer mortality and incidence coefficients were, respectively, 1.1 and 0.7 per 100 000 87 inhabitants. Conclusions: A low survival rate after five years was identified. Patients with oropharyngeal cancer had a greater risk of dying, independent of the factors considered in this study. Also independent of other factors, undifferentiated malignant neoplasia posed a greater risk of death. The magnitudes of the incidence coefficients found are not considered elevated, whereas the magnitudes of the mortality coefficients are high

Recidiva de câncer labial em pacientes atendidos no hospital DR. Luiz Antônio (Natal-RN) entre 1997-2004

Introduction: Cancer of the lip is very common in tropical countries, being noticeable the squamous cell carcinoma as the main histological type. Objective: Evaluate the socialdemographic profile, habits, occupation, clinical characteristics of the cancer lesions and the aftermath of treatment of the patients treated on the Luiz Antônio Hospital (Natal-RN). Design: Retrospective cohort. Methods: We analyzed 181 medical records of patients from the Luiz Antônio Cancer Hospital (Natal-RN) in the period between 1997 and 2004. The statistic evaluation of time between the diagnosis and the relapse or the cure of the patient were done through the Kaplan-Meier method and the comparison of survivor functions were done through the Log-rank test. Later, was estimated the proportional risk model of Cox. Results: The study population were composed by 69,1% males, 95,2% unlettered, the mean age of 66,5 years, 89,0% of smokers and 64,1% had an occupation involving sun exposure. In regard to the clinical characteristics, most lesions were in the lower lip (77,9%), the size of the tumor was smaller than 2 cm (51,8%), 92,6% had localized lesions. Were verified 16,3% of local relapse and 13% of regional. Almost the totally of the cases corresponded to squamous cell carcinoma (97,2%). We observed smaller accumulated probability of not occurrence of local relapse when the base and borders were free of lesions (p=0,041), as well as a smaller probability of regional relapse when the sort of treatment was surgery, associated with other therapeutics modalities (p=0,001). The patients with advanced pathologic stage (p=0,016), treated with surgery associated with other therapeutics modalities (p=0,001) and diameter above 4cm (p=0,019) presented a bigger possibility of any kind of relapse. The multivariable analysis pointed the complex treatments (surgery plus other therapeutics modalities) as a predictor variable for occurrence of new local lesions (p=0,001) and total (p=0,046), besides the age above 70 years to the regional relapse (p=0,050). Conclusion: Cancer of the lip occur in the lower lip, in males, smokers and individuals exposed to Sun light. The relapse was frequent, even being localized and without great consequences to the patient s health. The probability of relapse is related to the size and borders of the lesion and to the histological exam, as well as to the patient s age and complexity of the treatment chosen

Modelo de risco controlado por resseguro e desigualdades para a probabilidade de ruína

In the work reported here we present theoretical and numerical results about a Risk Model with Interest Rate and Proportional Reinsurance based on the article Inequalities for the ruin probability in a controlled discrete-time risk process by Ros ario Romera and Maikol Diasparra (see [5]). Recursive and integral equations as well as upper bounds for the Ruin Probability are given considering three di erent approaches, namely, classical Lundberg inequality, Inductive approach and Martingale approach. Density estimation techniques (non-parametrics) are used to derive upper bounds for the Ruin Probability and the algorithms used in the simulation are presented

Modelo de risco com dependência entre os valores das indenizações e seus intervalos entre ocorrências

We present a dependent risk model to describe the surplus of an insurance portfolio, based on the article "A ruin model with dependence between claim sizes and claim intervals"(Albrecher and Boxma [1]). An exact expression for the Laplace transform of the survival function of the surplus is derived. The results obtained are illustrated by several numerical examples and the case when we ignore the dependence structure present in the model is investigated. For the phase type claim sizes, we study by the survival probability, considering this is a class of distributions computationally tractable and more general