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.

Practical sources of error in measuring pulmonary artery occlusion pressure: a study in participants of a special intensivist training program of The Scandinavian Society of Anaesthesiology and Intensive Care Medicine (SSAI)

BACKGROUND: Physiological data obtained with the pulmonary artery catheter (PAC) are susceptible to errors in measurement and interpretation. Little attention has been paid to the relevance of errors in hemodynamic measurements performed in the intensive care unit (ICU). The aim of this study was to assess the errors related to the technical aspects (zeroing and reference level) and actual measurement (curve interpretation) of the pulmonary artery occlusion pressure (PAOP). METHODS: Forty-seven participants in a special ICU training program and 22 ICU nurses were tested without pre-announcement. All participants had previously been exposed to the clinical use of the method. The first task was to set up a pressure measurement system for PAC (zeroing and reference level) and the second to measure the PAOP. RESULTS: The median difference from the reference mid-axillary zero level was - 3 cm (-8 to + 9 cm) for physicians and -1 cm (-5 to + 1 cm) for nurses. The median difference from the reference PAOP was 0 mmHg (-3 to 5 mmHg) for physicians and 1 mmHg (-1 to 15 mmHg) for nurses. When PAOP values were adjusted for the differences from the reference transducer level, the median differences from the reference PAOP values were 2 mmHg (-6 to 9 mmHg) for physicians and 2 mmHg (-6 to 16 mmHg) for nurses. CONCLUSIONS: Measurement of the PAOP is susceptible to substantial error as a result of practical mistakes. Comparison of results between ICUs or practitioners is therefore not possible.

Implementation status of error disclosure standards reported by Swiss hospitals

QUESTION UNDER STUDY To establish at what stage Swiss hospitals are in implementing an internal standard concerning communication with patients and families after an error that resulted in harm. METHODS Hospitals were identified via the Swiss Hospital Association's website. An anonymous questionnaire was sent during September and October 2011 to 379 hospitals in German, French or Italian. Hospitals were asked to specify their hospital type and the implementation status of an internal hospital standard that decrees that patients or their relatives are to be promptly informed about medical errors that result in harm. RESULTS Responses from a total of 205 hospitals were received, a response rate of 54%. Most responding hospitals (62%) had an error disclosure standard or planned to implement one within 12 months. The majority of responding university and acute care (75%) hospitals had introduced a disclosure standard or were planning to do so. In contrast, the majority of responding psychiatric, rehabilitation and specialty (53%) clinics had not introduced a standard. CONCLUSION It appears that Swiss hospitals are in a promising state in providing institutional support for practitioners disclosing medical errors to patients. This has been shown internationally to be one important factor in encouraging the disclosure of medical errors. However, many hospitals, in particular psychiatric, rehabilitation and specialty clinics, have not implemented an error disclosure policy. Further research is needed to explore the underlying reasons.

Next-generation sequencing of HIV-1 RNA genomes: determination of error rates and minimizing artificial recombination.

Next-generation sequencing (NGS) is a valuable tool for the detection and quantification of HIV-1 variants in vivo. However, these technologies require detailed characterization and control of artificially induced errors to be applicable for accurate haplotype reconstruction. To investigate the occurrence of substitutions, insertions, and deletions at the individual steps of RT-PCR and NGS, 454 pyrosequencing was performed on amplified and non-amplified HIV-1 genomes. Artificial recombination was explored by mixing five different HIV-1 clonal strains (5-virus-mix) and applying different RT-PCR conditions followed by 454 pyrosequencing. Error rates ranged from 0.04-0.66% and were similar in amplified and non-amplified samples. Discrepancies were observed between forward and reverse reads, indicating that most errors were introduced during the pyrosequencing step. Using the 5-virus-mix, non-optimized, standard RT-PCR conditions introduced artificial recombinants in a fraction of at least 30% of the reads that subsequently led to an underestimation of true haplotype frequencies. We minimized the fraction of recombinants down to 0.9-2.6% by optimized, artifact-reducing RT-PCR conditions. This approach enabled correct haplotype reconstruction and frequency estimations consistent with reference data obtained by single genome amplification. RT-PCR conditions are crucial for correct frequency estimation and analysis of haplotypes in heterogeneous virus populations. We developed an RT-PCR procedure to generate NGS data useful for reliable haplotype reconstruction and quantification.

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'.

A navigation system for percutaneous needle interventions based on PET/CT images: design, workflow and error analysis of soft tissue and bone punctures

Percutaneous needle intervention based on PET/CT images is effective, but exposes the patient to unnecessary radiation due to the increased number of CT scans required. Computer assisted intervention can reduce the number of scans, but requires handling, matching and visualization of two different datasets. While one dataset is used for target definition according to metabolism, the other is used for instrument guidance according to anatomical structures. No navigation systems capable of handling such data and performing PET/CT image-based procedures while following clinically approved protocols for oncologic percutaneous interventions are available. The need for such systems is emphasized in scenarios where the target can be located in different types of tissue such as bone and soft tissue. These two tissues require different clinical protocols for puncturing and may therefore give rise to different problems during the navigated intervention. Studies comparing the performance of navigated needle interventions targeting lesions located in these two types of tissue are not often found in the literature. Hence, this paper presents an optical navigation system for percutaneous needle interventions based on PET/CT images. The system provides viewers for guiding the physician to the target with real-time visualization of PET/CT datasets, and is able to handle targets located in both bone and soft tissue. The navigation system and the required clinical workflow were designed taking into consideration clinical protocols and requirements, and the system is thus operable by a single person, even during transition to the sterile phase. Both the system and the workflow were evaluated in an initial set of experiments simulating 41 lesions (23 located in bone tissue and 18 in soft tissue) in swine cadavers. We also measured and decomposed the overall system error into distinct error sources, which allowed for the identification of particularities involved in the process as well as highlighting the differences between bone and soft tissue punctures. An overall average error of 4.23 mm and 3.07 mm for bone and soft tissue punctures, respectively, demonstrated the feasibility of using this system for such interventions. The proposed system workflow was shown to be effective in separating the preparation from the sterile phase, as well as in keeping the system manageable by a single operator. Among the distinct sources of error, the user error based on the system accuracy (defined as the distance from the planned target to the actual needle tip) appeared to be the most significant. Bone punctures showed higher user error, whereas soft tissue punctures showed higher tissue deformation error.

Nonrandomness, nonlinear dependence, and nonstationarity of electroencephalographic recordings from epilepsy patients

To derive tests for randomness, nonlinear-independence, and stationarity, we combine surrogates with a nonlinear prediction error, a nonlinear interdependence measure, and linear variability measures, respectively. We apply these tests to intracranial electroencephalographic recordings (EEG) from patients suffering from pharmacoresistant focal-onset epilepsy. These recordings had been performed prior to and independent from our study as part of the epilepsy diagnostics. The clinical purpose of these recordings was to delineate the brain areas to be surgically removed in each individual patient in order to achieve seizure control. This allowed us to define two distinct sets of signals: One set of signals recorded from brain areas where the first ictal EEG signal changes were detected as judged by expert visual inspection ("focal signals") and one set of signals recorded from brain areas that were not involved at seizure onset ("nonfocal signals"). We find more rejections for both the randomness and the nonlinear-independence test for focal versus nonfocal signals. In contrast more rejections of the stationarity test are found for nonfocal signals. Furthermore, while for nonfocal signals the rejection of the stationarity test increases the rejection probability of the randomness and nonlinear-independence test substantially, we find a much weaker influence for the focal signals. In consequence, the contrast between the focal and nonfocal signals obtained from the randomness and nonlinear-independence test is further enhanced when we exclude signals for which the stationarity test is rejected. To study the dependence between the randomness and nonlinear-independence test we include only focal signals for which the stationarity test is not rejected. We show that the rejection of these two tests correlates across signals. The rejection of either test is, however, neither necessary nor sufficient for the rejection of the other test. Thus, our results suggest that EEG signals from epileptogenic brain areas are less random, more nonlinear-dependent, and more stationary compared to signals recorded from nonepileptogenic brain areas. We provide the data, source code, and detailed results in the public domain.