A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process

In this article we propose a bootstrap test for the probability of ruin in the compound Poisson risk process. We adopt the P-value approach, which leads to a more complete assessment of the underlying risk than the probability of ruin alone. We provide second-order accurate P-values for this testing problem and consider both parametric and nonparametric estimators of the individual claim amount distribution. Simulation studies show that the suggested bootstrap P-values are very accurate and outperform their analogues based on the asymptotic normal approximation.

Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes

This article provides importance sampling algorithms for computing the probabilities of various types ruin of spectrally negative Lévy risk processes, which are ruin over the infinite time horizon, ruin within a finite time horizon and ruin past a finite time horizon. For the special case of the compound Poisson process perturbed by diffusion, algorithms for computing probabilities of ruins by creeping (i.e. induced by the diffusion term) and by jumping (i.e. by a claim amount) are provided. It is shown that these algorithms have either bounded relative error or logarithmic efficiency, as t,x→∞t,x→∞, where t>0t>0 is the time horizon and x>0x>0 is the starting point of the risk process, with y=t/xy=t/x held constant and assumed either below or above a certain constant.

Clinical results with two different methods of root-end preparation and filling in apical surgery: mineral trioxide aggregate and adhesive resin composite

INTRODUCTION: The aim of apical surgery is to hermetically seal the root canal system after root-end resection, thereby enabling periradicular healing. The objective of this nonrandomized prospective clinical study was to report results of 2 different root-end preparation and filling methods, ie, mineral trioxide aggregate (MTA) and an adhesive resin composite (Retroplast). METHODS: The study included 353 consecutive cases with endodontic lesions limited to the periapical area. Root-end cavities were prepared with sonic microtips and filled with MTA (n = 178), or alternatively, a shallow concavity was prepared in the cut root face, with subsequent placement of an adhesive resin composite (Retroplast) (n = 175). Patients were recalled after 1 year. Cases were defined as healed when no clinical signs or symptoms were present and radiographs demonstrated complete or incomplete (scar tissue) healing of previous radiolucencies. RESULTS: The overall rate of healed cases was 85.5%. MTA-treated teeth demonstrated a significantly (P = .003) higher rate of healed cases (91.3%) compared with Retroplast-treated teeth (79.5%). Within the MTA group, 89.5%-100% of cases were classified as healed, depending on the type of treated tooth. In contrast, more variable rates ranging from 66.7%-100% were found in the Retroplast group. In particular, mandibular premolars and molars demonstrated considerably lower rates of healed cases when treated with Retroplast. CONCLUSIONS: MTA can be recommended for root-end filling in apical surgery, irrespective of the type of treated tooth. Retroplast should be used with caution for root-end sealing in apical surgery of mandibular premolars and molars.

Correlation of fat embolism severity and subcutaneous fatty tissue crushing and bone fractures

Pulmonary fat embolism (PFE) is frequently encountered in blunt trauma. The clinical manifestation ranges from no impairment in light cases to death due to right-sided heart failure or hypoxaemia in severe cases. Occasionally, pulmonary fat embolism can give rise to a fat embolism syndrome (FES), which is marked by multiorgan failure, respiratory disorders, petechiae and often death. It is well known that fractures of long bones can lead to PFE. Several authors have argued that PFE can arise due to mere soft tissue injury in the absence of fractures, a claim other authors disagree upon. In this study, we retrospectively examined 50 victims of blunt trauma with regard to grade and extent of fractures and crushing of subcutaneous fatty tissue and presence and severity of PFE. Our results indicate that PFE can arise due to mere crushing of subcutaneous fat and that the fracture grade correlated well with PFE severity (p = 0.011). The correlation between PFE and the fracture severity (body regions affected by fractures and fracture grade) showed a lesser significant correlation (p = 0.170). The survival time (p = 0.567), the amount of body regions affected by fat crushing (p = 0.336) and the fat crush grade (p = 0.485) did not correlate with the PFE grade, nor did the amount of body regions affected by fractures. These results may have clinical implications for the assessment of a possible FES development, as, if the risk of a PFE is known, preventive steps can be taken.

Diagnostic accuracy of pulmonary CT angiography at low tube voltage: intraindividual comparison of a normal-dose protocol at 120 kVp and a low-dose protocol at 80 kVp using reduced amount of contrast medium in a simulation study

The purpose of this study was to simulate pulmonary emboli (PE) and image quality at low tube energy and reduced contrast material volume in normal-dose pulmonary CT angiography (CTA) images and to analyze the diagnostic accuracy with normal- and low-dose pulmonary CTA.

Carbon sequestration in Himalaya's alpine meadows: Mitigating cropping encroachment on pastures in Northern Pakistan

Rangelands store about 30% of the world’s carbon and support over 120 million pastoralists globally. Adjusting the management of remote alpine pastures bears a substantial climate change mitigation potential that can provide livelihood support for marginalized pastoralists through carbon payment. Landless pastoralists in Northern Pakistan seek higher income by cropping potatoes and peas over alpine pastures. However, tilling steep slopes without terracing exposes soil to erosion. Moreover, yields decline rapidly requiring increasing fertilizer inputs. Under these conditions, carbon payment could be a feasible option to compensate pastoralists for renouncing hazardous cropping while favoring pastoral activities. The study quantifies and compares C on cropped and grazed land. The hypothesis was that cropping on alpine pastures reduces former carbon storage. The study area located in the Naran valley of the Pakistani Himalayas receives an annual average of 819 mm of rain and 764 mm of snow. Average temperatures remain below 0°C from November to March while frost may occur all year round. A total of 72 soil core samples were collected discriminating land use (cropping, pasture), aspect (North, South), elevation (low 3000, middle 3100, and high 3200 m a.s.l.), and soil depth (shallow 0-10, deep 10-30 cm). Thirty six biomass samples were collected over the same independent variables (except for soil depth) using a 10x10x20 cm steal box inserted in the ground for each sample. Aboveground biomass and coarse roots were separated from the soil aggregate and oven-dried. Soil organic carbon (SOC) and biomass carbon (BC) were estimated through a potassium dichromate oxidation treatment. The samples were collected during the second week of October 2010 at the end of the grazing and cropping season and before the first snowfall. The data was statistically analyzed by means of a one-way analysis of variance. Results show that all variables taken separately have a significant effect on mean SOC [%]: crop/pasture 1.33/1.6, North/South 1.61/1.32, low/middle/high 1.09/1.62/1.68, shallow/deep 1.4/1.53. However, for BC, only land use has a significant effect with more than twice the amount of carbon in pastures [g m-2]: crop/pasture 127/318. These preliminary findings suggest that preventing the conversion of pastures into cropping fields in the Naran valley avoids an average loss of 12.2 t C ha-1 or 44.8 t CO2eq ha-1 representing a foreseeable compensation of 672 € ha-1 for the Naran landless pastoralists who would renounce cropping. The ongoing study shall provide a complete picture for carbon payment integrating key aspects such as the rate of cropping encroachment over pastures per year, the methane leakage from the system due to livestock enteric fermentation, the expected cropping income vs. livestock income and the transaction costs of implementing the mitigation project, certifying it, and verifying carbon credits. A net present value over an infinite time horizon for the mitigation scenario shall be estimated on an iterative simulation to consider weather and price uncertainties. The study will also provide an estimate of the minimum price of carbon at which pastoralists would consider engaging in the mitigation activity.