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.

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.

The joint influence of gender and amount of smoking on weight gain one year after smoking cessation

Weight gain is often associated with smoking cessation and may discourage smokers from quitting. This study estimated the weight gained one year after smoking cessation and examined the risk factors associated with weight gain in order to identify socio-demographic groups at higher risk of increased weight after quitting. We analyzed data from 750 adults in two randomized controlled studies that included smokers motivated to quit and found a gradient in weight gain according to the actual duration of abstinence during follow-up. Subjects who were abstinent for at least 40 weeks gained 4.6 kg (SD = 3.8) on average, compared to 1.2 kg (SD = 2.6) for those who were abstinent less than 20 weeks during the 1-year follow-up. Considering the duration of abstinence as an exposure variable, we found an age effect and a significant interaction between sex and the amount of smoking before quitting: younger subjects gained more weight than older subjects; among light smokers, men gained more weight on average than women one year after quitting, while the opposite was observed among heavy smokers. Young women smoking heavily at baseline had the highest risk of weight gain after quitting.