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.

A simulation study on the statistical monitoring of condemnation rates from slaughterhouses for syndromic surveillance: an evaluation based on Swiss data

Syndromic surveillance (SyS) systems currently exploit various sources of health-related data, most of which are collected for purposes other than surveillance (e.g. economic). Several European SyS systems use data collected during meat inspection for syndromic surveillance of animal health, as some diseases may be more easily detected post-mortem than at their point of origin or during the ante-mortem inspection upon arrival at the slaughterhouse. In this paper we use simulation to evaluate the performance of a quasi-Poisson regression (also known as an improved Farrington) algorithm for the detection of disease outbreaks during post-mortem inspection of slaughtered animals. When parameterizing the algorithm based on the retrospective analyses of 6 years of historic data, the probability of detection was satisfactory for large (range 83-445 cases) outbreaks but poor for small (range 20-177 cases) outbreaks. Varying the amount of historical data used to fit the algorithm can help increasing the probability of detection for small outbreaks. However, while the use of a 0·975 quantile generated a low false-positive rate, in most cases, more than 50% of outbreak cases had already occurred at the time of detection. High variance observed in the whole carcass condemnations time-series, and lack of flexibility in terms of the temporal distribution of simulated outbreaks resulting from low reporting frequency (monthly), constitute major challenges for early detection of outbreaks in the livestock population based on meat inspection data. Reporting frequency should be increased in the future to improve timeliness of the SyS system while increased sensitivity may be achieved by integrating meat inspection data into a multivariate system simultaneously evaluating multiple sources of data on livestock health.

Comparison of gadoteric acid and gadobutrol for detection as well as morphologic and dynamic characterization of lesions on breast dynamic contrast-enhanced magnetic resonance imaging

OBJECTIVE In contrast to conventional breast imaging techniques, one major diagnostic benefit of breast magnetic resonance imaging (MRI) is the simultaneous acquisition of morphologic and dynamic enhancement characteristics, which are based on angiogenesis and therefore provide insights into tumor pathophysiology. The aim of this investigation was to intraindividually compare 2 macrocyclic MRI contrast agents, with low risk for nephrogenic systemic fibrosis, in the morphologic and dynamic characterization of histologically verified mass breast lesions, analyzed by blinded human evaluation and a fully automatic computer-assisted diagnosis (CAD) technique. MATERIALS AND METHODS Institutional review board approval and patient informed consent were obtained. In this prospective, single-center study, 45 women with 51 histopathologically verified (41 malignant, 10 benign) mass lesions underwent 2 identical examinations at 1.5 T (mean time interval, 2.1 days) with 0.1-mmol kg doses of gadoteric acid and gadobutrol. All magnetic resonance images were visually evaluated by 2 experienced, blinded breast radiologists in consensus and by an automatic CAD system, whereas the morphologic and dynamic characterization as well as the final human classification of lesions were performed based on the categories of the Breast imaging reporting and data system MRI atlas. Lesions were also classified by defining their probability of malignancy (morpho-dynamic index; 0%-100%) by the CAD system. Imaging results were correlated with histopathology as gold standard. RESULTS The CAD system coded 49 of 51 lesions with gadoteric acid and gadobutrol (detection rate, 96.1%); initial signal increase was significantly higher for gadobutrol than for gadoteric acid for all and the malignant coded lesions (P < 0.05). Gadoteric acid resulted in more postinitial washout curves and fewer continuous increases of all and the malignant lesions compared with gadobutrol (CAD hot spot regions, P < 0.05). Morphologically, the margins of the malignancies were different between the 2 agents, whereas gadobutrol demonstrated more spiculated and fewer smooth margins (P < 0.05). Lesion classifications by the human observers and by the morpho-dynamic index compared with the histopathologic results did not significantly differ between gadoteric acid and gadobutrol. CONCLUSIONS Macrocyclic contrast media can be reliably used for breast dynamic contrast-enhanced MRI. However, gadoteric acid and gadobutrol differed in some dynamic and morphologic characterization of histologically verified breast lesions in an intraindividual, comparison. Besides the standardization of technical parameters and imaging evaluation of breast MRI, the standardization of the applied contrast medium seems to be important to receive best comparable MRI interpretation.

Diagnostic performance of a new red light LED device for approximal caries detection

The aim of this study was to test a newly developed LED-based fluorescence device for approximal caries detection in vitro. We assembled 120 extracted molars without frank cavitations or fillings pairwise in order to create contact areas. The teeth were independently assessed by two examiners using visual caries detection (International Caries Detection and Assessment System, ICDAS), bitewing radiography (BW), laser fluorescence (LFpen), and LED fluorescence (Midwest Caries I.D., MW). The measurements were repeated at least 1 week later. The diagnostic performance was calculated with Bayesian analyses. Post-test probabilities were calculated in order to judge the diagnostic performance of combined methods. Reliability analyses were performed using kappa statistics for nominal data and intraclass correlation (ICC) for absolute data. Histology served as the gold standard. Sensitivities/specificities at the enamel threshold were 0.33/0.84 for ICDAS, 0.23/0.86 for BW, 0.47/0.78 for LFpen, and 0.32/0.87 for MW. Sensitivities/specificities at the dentine threshold were 0.04/0.89 for ICDAS, 0.27/0.94 for BW, 0.39/0.84 for LFpen, and 0.07/0.96 for MW. Reliability data were fair to moderate for MW and good for BW and LFpen. The combination of ICDAS and radiography yielded the best diagnostic performance (post-test probability of 0.73 at the dentine threshold). The newly developed LED device is not able to be recommended for approximal caries detection. There might be too much signal loss during signal transduction from the occlusal aspect to the proximal lesion site and the reverse.

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.

[Detection of Intraorbital Foreign Material Using MDCT.]

To judge the possibilities of detection of orbital foreign bodies in multidetector CT (MDCT) with a focus on glass slivers.