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.

Safety and Feasibility of a Diagnostic Algorithm Combining Clinical Probability, d-Dimer Testing, and Ultrasonography for Suspected Upper Extremity Deep Venous Thrombosis: A Prospective Management Study.

BACKGROUND Although well-established for suspected lower limb deep venous thrombosis, an algorithm combining a clinical decision score, d-dimer testing, and ultrasonography has not been evaluated for suspected upper extremity deep venous thrombosis (UEDVT). OBJECTIVE To assess the safety and feasibility of a new diagnostic algorithm in patients with clinically suspected UEDVT. DESIGN Diagnostic management study. (ClinicalTrials.gov: NCT01324037) SETTING: 16 hospitals in Europe and the United States. PATIENTS 406 inpatients and outpatients with suspected UEDVT. MEASUREMENTS The algorithm consisted of the sequential application of a clinical decision score, d-dimer testing, and ultrasonography. Patients were first categorized as likely or unlikely to have UEDVT; in those with an unlikely score and normal d-dimer levels, UEDVT was excluded. All other patients had (repeated) compression ultrasonography. The primary outcome was the 3-month incidence of symptomatic UEDVT and pulmonary embolism in patients with a normal diagnostic work-up. RESULTS The algorithm was feasible and completed in 390 of the 406 patients (96%). In 87 patients (21%), an unlikely score combined with normal d-dimer levels excluded UEDVT. Superficial venous thrombosis and UEDVT were diagnosed in 54 (13%) and 103 (25%) patients, respectively. All 249 patients with a normal diagnostic work-up, including those with protocol violations (n = 16), were followed for 3 months. One patient developed UEDVT during follow-up, for an overall failure rate of 0.4% (95% CI, 0.0% to 2.2%). LIMITATIONS This study was not powered to show the safety of the substrategies. d-Dimer testing was done locally. CONCLUSION The combination of a clinical decision score, d-dimer testing, and ultrasonography can safely and effectively exclude UEDVT. If confirmed by other studies, this algorithm has potential as a standard approach to suspected UEDVT. PRIMARY FUNDING SOURCE None.