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.

A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes

This article provides an importance sampling algorithm for computing the probability of ruin with recuperation of a spectrally negative Lévy risk process with light-tailed downwards jumps. Ruin with recuperation corresponds to the following double passage event: for some t∈(0,∞)t∈(0,∞), the risk process starting at level x∈[0,∞)x∈[0,∞) falls below the null level during the period [0,t][0,t] and returns above the null level at the end of the period tt. The proposed Monte Carlo estimator is logarithmic efficient, as t,x→∞t,x→∞, when y=t/xy=t/x is constant and below a certain bound.

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.

FRAX® assessment of osteoporotic fracture probability in Switzerland

A Swiss-specific FRAX model was developed. Patient profiles at increased probability of fracture beyond currently accepted reimbursement thresholds for bone mineral density (BMD) measurement by dual X-ray absorptiometry (DXA), and osteoporosis treatment were identified.

'Alternate-goal bias' in antisaccades and the influence of expectation

Saccadic performance depends on the requirements of the current trial, but also may be influenced by other trials in the same experiment. This effect of trial context has been investigated most for saccadic error rate and reaction time but seldom for the positional accuracy of saccadic landing points. We investigated whether the direction of saccades towards one goal is affected by the location of a second goal used in other trials in the same experimental block. In our first experiment, landing points ('endpoints') of antisaccades but not prosaccades were shifted towards the location of the alternate goal. This spatial bias decreased with increasing angular separation between the current and alternative goals. In a second experiment, we explored whether expectancy about the goal location was responsible for the biasing of the saccadic endpoint. For this, we used a condition where the saccadic goal randomly changed from one trial to the next between locations on, above or below the horizontal meridian. We modulated the prior probability of the alternate-goal location by showing cues prior to stimulus onset. The results showed that expectation about the possible positions of the saccadic goal is sufficient to bias saccadic endpoints and can account for at least part of this phenomenon of 'alternate-goal bias'.

Prognosis of patients with HIV-1 infection starting antiretroviral therapy in sub-Saharan Africa: a collaborative analysis of scale-up programmes

Background Prognostic models have been developed for patients infected with HIV-1 who start combination antiretroviral therapy (ART) in high-income countries, but not for patients in sub-Saharan Africa. We developed two prognostic models to estimate the probability of death in patients starting ART in sub-Saharan Africa. Methods We analysed data for adult patients who started ART in four scale-up programmes in Côte d'Ivoire, South Africa, and Malawi from 2004 to 2007. Patients lost to follow-up in the first year were excluded. We used Weibull survival models to construct two prognostic models: one with CD4 cell count, clinical stage, bodyweight, age, and sex (CD4 count model); and one that replaced CD4 cell count with total lymphocyte count and severity of anaemia (total lymphocyte and haemoglobin model), because CD4 cell count is not routinely measured in many African ART programmes. Death from all causes in the first year of ART was the primary outcome. Findings 912 (8·2%) of 11 153 patients died in the first year of ART. 822 patients were lost to follow-up and not included in the main analysis; 10 331 patients were analysed. Mortality was strongly associated with high baseline CD4 cell count (≥200 cells per μL vs <25; adjusted hazard ratio 0·21, 95% CI 0·17–0·27), WHO clinical stage (stages III–IV vs I–II; 3·45, 2·43–4·90), bodyweight (≥60 kg vs <45 kg; 0·23, 0·18–0·30), and anaemia status (none vs severe: 0·27, 0·20–0·36). Other independent risk factors for mortality were low total lymphocyte count, advanced age, and male sex. Probability of death at 1 year ranged from 0·9% (95% CI 0·6–1·4) to 52·5% (43·8–61·7) with the CD4 model, and from 0·9% (0·5–1·4) to 59·6% (48·2–71·4) with the total lymphocyte and haemoglobin model. Both models accurately predict early mortality in patients starting ART in sub-Saharan Africa compared with observed data. Interpretation Prognostic models should be used to counsel patients, plan health services, and predict outcomes for patients with HIV-1 infection in sub-Saharan Africa.

Prognostic value of the Geneva prediction rule in patients in whom pulmonary embolism is ruled out

The prognosis of patients in whom pulmonary embolism (PE) is suspected but ruled out is poorly understood. We evaluated whether the initial assessment of clinical probability of PE could help to predict the prognosis for these patients.

A sequential Cox approach for estimating the causal effect of treatment in the presence of time-dependent confounding applied to data from the Swiss HIV Cohort Study

When estimating the effect of treatment on HIV using data from observational studies, standard methods may produce biased estimates due to the presence of time-dependent confounders. Such confounding can be present when a covariate, affected by past exposure, is both a predictor of the future exposure and the outcome. One example is the CD4 cell count, being a marker for disease progression for HIV patients, but also a marker for treatment initiation and influenced by treatment. Fitting a marginal structural model (MSM) using inverse probability weights is one way to give appropriate adjustment for this type of confounding. In this paper we study a simple and intuitive approach to estimate similar treatment effects, using observational data to mimic several randomized controlled trials. Each 'trial' is constructed based on individuals starting treatment in a certain time interval. An overall effect estimate for all such trials is found using composite likelihood inference. The method offers an alternative to the use of inverse probability of treatment weights, which is unstable in certain situations. The estimated parameter is not identical to the one of an MSM, it is conditioned on covariate values at the start of each mimicked trial. This allows the study of questions that are not that easily addressed fitting an MSM. The analysis can be performed as a stratified weighted Cox analysis on the joint data set of all the constructed trials, where each trial is one stratum. The model is applied to data from the Swiss HIV cohort study.

Reporting of research quality characteristics of studies published in 6 major clinical dental specialty journals

The objective of this article was to record reporting characteristics related to study quality of research published in major specialty dental journals with the highest impact factor (Journal of Endodontics, Journal of Oral and Maxillofacial Surgery, American Journal of Orthodontics and Dentofacial Orthopedics; Pediatric Dentistry, Journal of Clinical Periodontology, and International Journal of Prosthetic Dentistry). The included articles were classified into the following 3 broad subject categories: (1) cross-sectional (snap-shot), (2) observational, and (3) interventional. Multinomial logistic regression was conducted for effect estimation using the journal as the response and randomization, sample calculation, confounding discussed, multivariate analysis, effect measurement, and confidence intervals as the explanatory variables. The results showed that cross-sectional studies were the dominant design (55%), whereas observational investigations accounted for 13%, and interventions/clinical trials for 32%. Reporting on quality characteristics was low for all variables: random allocation (15%), sample size calculation (7%), confounding issues/possible confounders (38%), effect measurements (16%), and multivariate analysis (21%). Eighty-four percent of the published articles reported a statistically significant main finding and only 13% presented confidence intervals. The Journal of Clinical Periodontology showed the highest probability of including quality characteristics in reporting results among all dental journals.

Appropriateness of reporting statistical results in orthodontics: the dominance of P values over confidence intervals

The purpose of this study was to search the orthodontic literature and determine the frequency of reporting of confidence intervals (CIs) in orthodontic journals with an impact factor. The six latest issues of the American Journal of Orthodontics and Dentofacial Orthopedics, the European Journal of Orthodontics, and the Angle Orthodontist were hand searched and the reporting of CIs, P values, and implementation of univariate or multivariate statistical analyses were recorded. Additionally, studies were classified according to the type/design as cross-sectional, case-control, cohort, and clinical trials, and according to the subject of the study as growth/genetics, behaviour/psychology, diagnosis/treatment, and biomaterials/biomechanics. The data were analyzed using descriptive statistics followed by univariate examination of statistical associations, logistic regression, and multivariate modelling. CI reporting was very limited and was recorded in only 6 per cent of the included published studies. CI reporting was independent of journal, study area, and design. Studies that used multivariate statistical analyses had a higher probability of reporting CIs compared with those using univariate statistical analyses. Misunderstanding of the use of P values and CIs may have important implications in implementation of research findings in clinical practice.