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.

Proposal on How To Conduct a Biopharmaceutical Process Failure Mode and Effect Analysis (FMEA) as a Risk Assessment Tool

With the publication of the quality guideline ICH Q9 "Quality Risk Management" by the International Conference on Harmonization, risk management has already become a standard requirement during the life cycle of a pharmaceutical product. Failure mode and effect analysis (FMEA) is a powerful risk analysis tool that has been used for decades in mechanical and electrical industries. However, the adaptation of the FMEA methodology to biopharmaceutical processes brings about some difficulties. The proposal presented here is intended to serve as a brief but nevertheless comprehensive and detailed guideline on how to conduct a biopharmaceutical process FMEA. It includes a detailed 1-to-10-scale FMEA rating table for occurrence, severity, and detectability of failures that has been especially designed for typical biopharmaceutical processes. The application for such a biopharmaceutical process FMEA is widespread. It can be useful whenever a biopharmaceutical manufacturing process is developed or scaled-up, or when it is transferred to a different manufacturing site. It may also be conducted during substantial optimization of an existing process or the development of a second-generation process. According to their resulting risk ratings, process parameters can be ranked for importance and important variables for process development, characterization, or validation can be identified. LAY ABSTRACT: Health authorities around the world ask pharmaceutical companies to manage risk during development and manufacturing of pharmaceuticals. The so-called failure mode and effect analysis (FMEA) is an established risk analysis tool that has been used for decades in mechanical and electrical industries. However, the adaptation of the FMEA methodology to pharmaceutical processes that use modern biotechnology (biopharmaceutical processes) brings about some difficulties, because those biopharmaceutical processes differ from processes in mechanical and electrical industries. The proposal presented here explains how a biopharmaceutical process FMEA can be conducted. It includes a detailed 1-to-10-scale FMEA rating table for occurrence, severity, and detectability of failures that has been especially designed for typical biopharmaceutical processes. With the help of this guideline, different details of the manufacturing process can be ranked according to their potential risks, and this can help pharmaceutical companies to identify aspects with high potential risks and to react accordingly to improve the safety of medicines.

Added value of coronary artery calcium score as an adjunct to gated SPECT for the evaluation of coronary artery disease in an intermediate-risk population

The coronary artery calcium (CAC) score is a readily and widely available tool for the noninvasive diagnosis of atherosclerotic coronary artery disease (CAD). The aim of this study was to investigate the added value of the CAC score as an adjunct to gated SPECT for the assessment of CAD in an intermediate-risk population. METHODS: Seventy-seven prospectively recruited patients with intermediate risk (as determined by the Framingham Heart Study 10-y CAD risk score) and referred for coronary angiography because of suspected CAD underwent stress (99m)Tc-tetrofosmin SPECT myocardial perfusion imaging (MPI) and CT CAC scoring within 2 wk before coronary angiography. The sensitivity and specificity of SPECT alone and of the combination of the 2 methods (SPECT plus CAC score) in demonstrating significant CAD (>/=50% stenosis on coronary angiography) were compared. RESULTS: Forty-two (55%) of the 77 patients had CAD on coronary angiography, and 35 (45%) had abnormal SPECT results. The CAC score was significantly higher in subjects with perfusion abnormalities than in those who had normal SPECT results (889 +/- 836 [mean +/- SD] vs. 286 +/- 335; P < 0.0001). Similarly, with rising CAC scores, a larger percentage of patients had CAD. Receiver-operating-characteristic analysis showed that a CAC score of greater than or equal to 709 was the optimal cutoff for detecting CAD missed by SPECT. SPECT alone had a sensitivity and a specificity for the detection of significant CAD of 76% and 91%, respectively. Combining SPECT with the CAC score (at a cutoff of 709) improved the sensitivity of SPECT (from 76% to 86%) for the detection of CAD, in association with a nonsignificant decrease in specificity (from 91% to 86%). CONCLUSION: The CAC score may offer incremental diagnostic information over SPECT data for identifying patients with significant CAD and negative MPI results.

Evaluation of early tissue reactions after lumbar intertransverse process fusion using CT in a rabbit

OBJECTIVE: The objective of the study was to evaluate tissue reactions such as bone genesis, cartilage genesis and graft materials in the early phase of lumbar intertransverse process fusion in a rabbit model using computed tomography (CT) imaging with CT intensity (Hounsfield units) measurement, and to compare these data with histological results. MATERIALS AND METHODS: Lumbar intertransverse process fusion was performed on 18 rabbits. Four graft materials were used: autograft bone (n = 3); collagen membrane soaked with recombinant human bone morphogenetic protein-2 (rhBMP-2) (n = 5); granular calcium phosphate (n = 5); and granular calcium phosphate coated with rhBMP-2 (n = 5). All rabbits were euthanized 3 weeks post-operatively and lumbar spines were removed for CT imaging and histological examination. RESULTS: Computed tomography imaging demonstrated that each fusion mass component had the appropriate CT intensity range. CT also showed the different distributions and intensities of bone genesis in the fusion masses between the groups. Each component of tissue reactions was identified successfully on CT images using the CT intensity difference. Using CT color mapping, these observations could be easily visualized, and the results correlated well with histological findings. CONCLUSIONS: The use of CT intensity is an effective approach for observing and comparing early tissue reactions such as newly synthesized bone, newly synthesized cartilage, and graft materials after lumbar intertransverse process fusion in a rabbit model.

Quality controls for two heel bone ultrasounds used in the Swiss Evaluation of the Methods of Measurement of Osteoporotic Fracture Risk Study

Because of the important morbidity and mortality associated with osteoporosis, it is essential to detect subjects at risk by screening methods, such as bone quantitative ultrasounds (QUSs). Several studies showed that QUS could predict fractures. None, however, compared prospectively different QUS devices, and few data of quality controls (QCs) have been published. The Swiss Evaluation of the Methods of Measurement of Osteoporotic Fracture Risk is a prospective multicenter study that compared three QUSs for the assessment of hip fracture risk in a population of 7609 women age >/=70 yr. Because the inclusion phase lasted 20 mo, and because 10 centers participated in this study, QC became a major issue. We therefore developed a QC procedure to assess the stability and precision of the devices, and for their cross-calibration. Our study focuses on the two heel QUSs. The water bath system (Achilles+) had a higher precision than the dry system (Sahara). The QC results were highly dependent on temperature. QUS stability was acceptable, but Sahara must be calibrated regularly. A sufficient homogeneity among all the Sahara devices could be demonstrated, whereas significant differences were found among the Achilles+ devices. For speed of sound, 52% of the differences among the Achilles+ was explained by the water s temperature. However, for broadband ultrasound attenuation, a maximal difference of 23% persisted after adjustment for temperature. Because such differences could influence measurements in vivo, it is crucial to develop standardized phantoms to be used in prospective multicenter studies.

Evaluation of pet contact as a risk factor for carriage of multidrug-resistant staphylococci in nursing home residents

BACKGROUND Pets, often used as companionship and for psychological support in the therapy of nursing home residents, have been implicated as reservoirs for antibiotic-resistant bacteria. We investigated the importance of pets as reservoirs of multidrug-resistant (MDR) staphylococci in nursing homes. METHODS We assessed the carriage of MDR staphylococci in pets and in 2 groups of residents, those living in nursing homes with pets and those living without pet contacts. We collected demographic, health status, and human-pet contact data by means of questionnaires. We assessed potential bacteria transmission pathways by investigating physical resident-to-pet contact. RESULTS The observed prevalence of MDR staphylococci carriage was 84/229 (37%) in residents living with pets and 99/216 (46%) in those not living with pets (adjusted odds ratio [aOR], 0.6; 95% confidence interval [CI], 0.4-0.9). Active pet contact was associated with lower carriage of MDR staphylococci (aOR, 0.5; 95% CI, 0.4-0.8). Antibiotic treatment during the previous 3 months was associated with significantly increased risk for MDR carriage in residents (aOR, 3.1; 95% CI, 1.8-5.7). CONCLUSIONS We found no evidence that the previously reported benefits of pet contact are compromised by the increased risk of carriage of MDR staphylococci in residents associated with interaction with these animals in nursing homes. Thus, contact with pets, always under good hygiene standards, should be encouraged in these settings.

Evaluation of a novel photography-based home assessment protocol for identification of environmental risk factors for falls in elderly persons

PRINCIPLES To evaluate the validity and feasibility of a novel photography-based home assessment (PhoHA) protocol, as a possible substitute for on-site home assessment (OsHA). METHODS A total of 20 patients aged ≥65 years who were hospitalised in a rehabilitation centre for musculoskeletal disorders affecting mobility participated in this prospective validation study. For PhoHA, occupational therapists rated photographs and measurements of patients' homes provided by patients' confidants. For OsHA, occupational therapists conducted a conventional home visit. RESULTS Information obtained by PhoHA was 79.1% complete (1,120 environmental factors identified by PhoHA vs 1416 by OsHA). Of the 1,120 factors, 749 had dichotomous (potential hazards) and 371 continuous scores (measurements with tape measure). Validity of PhoHA to potential hazards was good (sensitivity 78.9%, specificity 84.9%), except for two subdomains (pathways, slippery surfaces). Pearson's correlation coefficient for the validity of measurements was 0.87 (95% confidence interval [CI 0.80-0.92, p <0.001). Agreement between methods was 0.52 (95%CI 0.34-0.67, p <0.001, Cohen's kappa coefficient) for dichotomous and 0.86 (95%CI 0.79-0.91, p <0.001, intraclass correlation coefficient) for continuous scores. Costs of PhoHA were 53.0% lower than those of OsHA (p <0.001). CONCLUSIONS PhoHA has good concurrent validity for environmental assessment if instructions for confidants are improved. PhoHA is potentially a cost-effective method for environmental assessment.

Evaluation of 9 biomarkers for predicting 10-year cardiovascular risk in patients undergoing coronary angiography: findings from the LUdwigshafen RIsk and Cardiovascular Health (LURIC) study.

BACKGROUND Conventional factors do not fully explain the distribution of cardiovascular outcomes. Biomarkers are known to participate in well-established pathways associated with cardiovascular disease, and may therefore provide further information over and above conventional risk factors. This study sought to determine whether individual and/or combined assessment of 9 biomarkers improved discrimination, calibration and reclassification of cardiovascular mortality. METHODS 3267 patients (2283 men), aged 18-95 years, at intermediate-to-high-risk of cardiovascular disease were followed in this prospective cohort study. Conventional risk factors and biomarkers were included based on forward and backward Cox proportional stepwise selection models. RESULTS During 10-years of follow-up, 546 fatal cardiovascular events occurred. Four biomarkers (interleukin-6, neutrophils, von Willebrand factor, and 25-hydroxyvitamin D) were retained during stepwise selection procedures for subsequent analyses. Simultaneous inclusion of these biomarkers significantly improved discrimination as measured by the C-index (0.78, P = 0.0001), and integrated discrimination improvement (0.0219, P<0.0001). Collectively, these biomarkers improved net reclassification for cardiovascular death by 10.6% (P<0.0001) when added to the conventional risk model. CONCLUSIONS In terms of adverse cardiovascular prognosis, a biomarker panel consisting of interleukin-6, neutrophils, von Willebrand factor, and 25-hydroxyvitamin D offered significant incremental value beyond that conveyed by simple conventional risk factors.

A physical approach on flood risk vulnerability of buildings

The design of efficient hydrological risk mitigation strategies and their subsequent implementation relies on a careful vulnerability analysis of the elements exposed. Recently, extensive research efforts were undertaken to develop and refine empirical relationships linking the structural vulnerability of buildings to the impact forces of the hazard processes. These empirical vulnerability functions allow estimating the expected direct losses as a result of the hazard scenario based on spatially explicit representation of the process patterns and the elements at risk classified into defined typological categories. However, due to the underlying empiricism of such vulnerability functions, the physics of the damage-generating mechanisms for a well-defined element at risk with its peculiar geometry and structural characteristics remain unveiled, and, as such, the applicability of the empirical approach for planning hazard-proof residential buildings is limited. Therefore, we propose a conceptual assessment scheme to close this gap. This assessment scheme encompasses distinct analytical steps: modelling (a) the process intensity, (b) the impact on the element at risk exposed and (c) the physical response of the building envelope. Furthermore, these results provide the input data for the subsequent damage evaluation and economic damage valuation. This dynamic assessment supports all relevant planning activities with respect to a minimisation of losses, and can be implemented in the operational risk assessment procedure.

Evaluation of coughing and nasal discharge as early indicators for an increased risk to develop equine recurrent airway obstruction (RAO).

BACKGROUND It is often assumed that horses with mild respiratory clinical signs, such as mucous nasal discharge and occasional coughing, have an increased risk of developing recurrent airway obstruction (RAO). HYPOTHESIS Compared to horses without any clinical signs of respiratory disease, those with occasional coughing, mucous nasal discharge, or both have an increased risk of developing signs of RAO (frequent coughing, increased breathing effort, exercise intolerance, or a combination of these) as characterized by the Horse Owner Assessed Respiratory Signs Index (HOARSI 1-4). ANIMALS Two half-sibling families descending from 2 RAO-affected stallions (n = 65 and n = 47) and an independent replication population of unrelated horses (n = 88). METHODS In a retrospective cohort study, standardized information on occurrence and frequency of coughing, mucous nasal discharge, poor performance, and abnormal breathing effort-and these factors combined in the HOARSI-as well as management factors were collected at intervals of 1.3-5 years. RESULTS Compared to horses without clinical signs of respiratory disease (half-siblings 7%; unrelated horses 3%), those with mild respiratory signs developed clinical signs of RAO more frequently: half-siblings with mucous nasal discharge 35% (P < .001, OR: 7.0, sensitivity: 62%, specificity: 81%), with mucous nasal discharge and occasional coughing 43% (P < .001, OR: 9.9, sensitivity: 55%, specificity: 89%); unrelated horses with occasional coughing: 25% (P = .006, OR = 9.7, sensitivity: 75%, specificity: 76%). CONCLUSIONS AND CLINICAL IMPORTANCE Occasional coughing and mucous nasal discharge might represent an increased risk of developing RAO.

A critical evaluation of secondary cancer risk models applied to Monte Carlo dose distributions of 2-dimensional, 3-dimensional conformal and hybrid intensity-modulated radiation therapy for breast cancer

The comparison of radiotherapy techniques regarding secondary cancer risk has yielded contradictory results possibly stemming from the many different approaches used to estimate risk. The purpose of this study was to make a comprehensive evaluation of different available risk models applied to detailed whole-body dose distributions computed by Monte Carlo for various breast radiotherapy techniques including conventional open tangents, 3D conformal wedged tangents and hybrid intensity modulated radiation therapy (IMRT). First, organ-specific linear risk models developed by the International Commission on Radiological Protection (ICRP) and the Biological Effects of Ionizing Radiation (BEIR) VII committee were applied to mean doses for remote organs only and all solid organs. Then, different general non-linear risk models were applied to the whole body dose distribution. Finally, organ-specific non-linear risk models for the lung and breast were used to assess the secondary cancer risk for these two specific organs. A total of 32 different calculated absolute risks resulted in a broad range of values (between 0.1% and 48.5%) underlying the large uncertainties in absolute risk calculation. The ratio of risk between two techniques has often been proposed as a more robust assessment of risk than the absolute risk. We found that the ratio of risk between two techniques could also vary substantially considering the different approaches to risk estimation. Sometimes the ratio of risk between two techniques would range between values smaller and larger than one, which then translates into inconsistent results on the potential higher risk of one technique compared to another. We found however that the hybrid IMRT technique resulted in a systematic reduction of risk compared to the other techniques investigated even though the magnitude of this reduction varied substantially with the different approaches investigated. Based on the epidemiological data available, a reasonable approach to risk estimation would be to use organ-specific non-linear risk models applied to the dose distributions of organs within or near the treatment fields (lungs and contralateral breast in the case of breast radiotherapy) as the majority of radiation-induced secondary cancers are found in the beam-bordering regions.

Evaluation of genome-wide loci of iron metabolism in hereditary hemochromatosis identifies PCSK7 as a host risk factor of liver cirrhosis

Genome-wide association studies (GWAS) have revealed genetic determinants of iron metabolism, but correlation of these with clinical phenotypes is pending. Homozygosity for HFE C282Y is the predominant genetic risk factor for hereditary hemochromatosis (HH) and may cause liver cirrhosis. However, this genotype has a low penetrance. Thus, detection of yet unknown genetic markers that identify patients at risk of developing severe liver disease is necessary for better prevention. Genetic loci associated with iron metabolism (TF, TMPRSS6, PCSK7, TFR2 and Chr2p14) in recent GWAS and liver fibrosis (PNPLA3) in recent meta-analysis were analyzed for association with either liver cirrhosis or advanced fibrosis in 148 German HFE C282Y homozygotes. Replication of associations was sought in additional 499 Austrian/Swiss and 112 HFE C282Y homozygotes from Sweden. Only variant rs236918 in the PCSK7 gene (proprotein convertase subtilisin/kexin type 7) was associated with cirrhosis or advanced fibrosis (P = 1.02 × 10(-5)) in the German cohort with genotypic odds ratios of 3.56 (95% CI 1.29-9.77) for CG heterozygotes and 5.38 (95% CI 2.39-12.10) for C allele carriers. Association between rs236918 and cirrhosis was confirmed in Austrian/Swiss HFE C282Y homozygotes (P = 0.014; ORallelic = 1.82 (95% CI 1.12-2.95) but not in Swedish patients. Post hoc combined analyses of German/Swiss/Austrian patients with available liver histology (N = 244, P = 0.00014, ORallelic = 2.84) and of males only (N = 431, P = 2.17 × 10(-5), ORallelic = 2.54) were consistent with the premier finding. Association between rs236918 and cirrhosis was not confirmed in alcoholic cirrhotics, suggesting specificity of this genetic risk factor for HH. PCSK7 variant rs236918 is a risk factor for cirrhosis in HH patients homozygous for the HFE C282Y mutation.

Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion

A large deviations type approximation to the probability of ruin within a finite time for the compound Poisson risk process perturbed by diffusion is derived. This approximation is based on the saddlepoint method and generalizes the approximation for the non-perturbed risk process by Barndorff-Nielsen and Schmidli (Scand Actuar J 1995(2):169–186, 1995). An importance sampling approximation to this probability of ruin is also provided. Numerical illustrations assess the accuracy of the saddlepoint approximation using importance sampling as a benchmark. The relative deviations between saddlepoint approximation and importance sampling are very small, even for extremely small probabilities of ruin. The saddlepoint approximation is however substantially faster to compute.

Retrospective evaluation of all recorded horse race starts in Switzerland during a four-year period focusing on discipline specific risk factors for clinical events

REASONS FOR PERFORMING THE STUDY: Racetrack injuries are of welfare concern and prevention of injuries is an important goal in many racing jurisdictions. Over the years this has led to more detailed recording of clinical events on racecourses. However, risk factor analyses of clinical events at race meetings have never been reported for Switzerland OBJECTIVE: To identify discipline-specific factors that influence the occurrence of clinical events during race meetings with the ultimate aim to improve the monitoring and safety on racetracks in Switzerland and optimise racehorse welfare. STUDY DESIGN: Retrospective study of horse race data collected by the Swiss horse racing association. METHODS: All race starts (n = 17,670, including 6,198 flat, 1,257 obstacle and 10,215 trot race starts) recorded over a period of four years (2009-2012) were analysed in multivariable mixed effect logistic regression models including horse and racecourse related data. The models were designed to identify discipline specific factors influencing the occurrence of clinical events on racecourses in Switzerland. RESULTS: Factors influencing the risk of clinical events during races were different for each discipline. The risk of a clinical event in trot racing was lower for racing on a Porphyre-sand track than on grass tracks. Horses whose driver was also their trainer had an approximately two times higher risk for clinical events. In obstacle races, longer distances (2401-3300 m and 3301-5400 m respectively) had a protective effect compared to racing over shorter distances. In flat racing, five racecourses reported significantly less clinical events. In all three disciplines, finishing 8th place or later was associated with clinical events. CONCLUSIONS: Changes in management that aim to improve the safety and welfare of racehorses, such as racetrack adaptations, need to be individualised for each discipline.