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.

Subsecond changes of global brain state in illusory multistable motion perception

This study explored transient changes in EEG microstates and spatial Omega complexity associated with changes in multistable perception. 21-channel EEG was recorded from 13 healthy subjects viewing an alternating dot pattern that induced illusory motion with ambiguous direction. Baseline epochs with stable motion direction were compared to epochs immediately preceding stimuli that were perceived with changed motion direction ('reference stimuli'). About 750 ms before reference stimuli, Omega complexity decreased as compared to baseline, and two of four classes of EEG microstates changed their probability of occurrence. About 300 ms before reference stimuli, Omega complexity increased and the previous deviations of EEG microstates were reversed. Given earlier results on Omega complexity and microstates, these sub-second EEG changes might parallel longer-lasting fluctuations in vigilance. Assumedly, the discontinuities of illusory motion thus occur during sub-second dips in arousal, and the following reconstruction of the illusion coincides with a state of relative over-arousal.

Magnitude and frequency: challenges for the assessment of vulnerability to geomorphic hazards

In natural hazard research, risk is defined as a function of (1) the probability of occurrence of a hazardous process, and (2) the assessment of the related extent of damage, defined by the value of elements at risk exposed and their physical vulnerability. Until now, various works have been undertaken to determine vulnerability values for objects exposed to geomorphic hazards such as mountain torrents. Yet, many studies only provide rough estimates for vulnerability values based on proxies for process intensities. However, the deduced vulnerability functions proposed in the literature show a wide range, in particular with respect to medium and high process magnitudes. In our study, we compare vulnerability functions for torrent processes derived from studies in test sites located in the Austrian Alps and in Taiwan. Based on this comparison we expose needs for future research in order to enhance mountain hazard risk management with a particular focus on the question of vulnerability on a catchment scale.

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.

Variations of the Atlantic meridional overturning circulation in control and transient simulations of the last millennium

The variability of the Atlantic meridional overturing circulation (AMOC) strength is investigated in control experiments and in transient simulations of up to the last millennium using the low-resolution Community Climate System Model version 3. In the transient simulations the AMOC exhibits enhanced low-frequency variability that is mainly caused by infrequent transitions between two semi-stable circulation states which amount to a 10 percent change of the maximum overturning. One transition is also found in a control experiment, but the time-varying external forcing significantly increases the probability of the occurrence of such events though not having a direct, linear impact on the AMOC. The transition from a high to a low AMOC state starts with a reduction of the convection in the Labrador and Irminger Seas and goes along with a changed barotropic circulation of both gyres in the North Atlantic and a gradual strengthening of the convection in the Greenland-Iceland-Norwegian (GIN) Seas. In contrast, the transition from a weak to a strong overturning is induced by decreased mixing in the GIN Seas. As a consequence of the transition, regional sea surface temperature (SST) anomalies are found in the midlatitude North Atlantic and in the convection regions with an amplitude of up to 3 K. The atmospheric response to the SST forcing associated with the transition indicates a significant impact on the Scandinavian surface air temperature (SAT) in the order of 1 K. Thus, the changes of the ocean circulation make a major contribution to the Scandinavian SAT variability in the last millennium.

Enemy damage of exotic plant species is similar to that of natives and increases with productivity

1 .In their colonized ranges, exotic plants may be released from some of the herbivores or pathogens of their home ranges but these can be replaced by novel enemies. It is of basic and practical interest to understand which characteristics of invaded communities control accumulation of the new pests. Key questions are whether enemy load on exotic species is smaller than on native competitors as suggested by the enemy release hypothesis (ERH) and whether this difference is most pronounced in resource-rich habitats as predicted by the resource–enemy release hypothesis (R-ERH). 2. In 72 populations of 12 exotic invasive species, we scored all visible above-ground damage morphotypes caused by herbivores and fungal pathogens. In addition, we quantified levels of leaf herbivory and fruit damage. We then assessed whether variation in damage diversity and levels was explained by habitat fertility, by relatedness between exotic species and the native community or rather by native species diversity. 3. In a second part of the study, we also tested the ERH and the R-ERH by comparing damage of plants in 28 pairs of co-occurring native and exotic populations, representing nine congeneric pairs of native and exotic species. 4. In the first part of the study, diversity of damage morphotypes and damage levels of exotic populations were greater in resource-rich habitats. Co-occurrence of closely related, native species in the community significantly increased the probability of fruit damage. Herbivory on exotics was less likely in communities with high phylogenetic diversity. 5. In the second part of the study, exotic and native congeneric populations incurred similar damage diversity and levels, irrespective of whether they co-occurred in nutrient-poor or nutrient-rich habitats. 9. Synthesis. We identified habitat productivity as a major community factor affecting accumulation of enemy damage by exotic populations. Similar damage levels in exotic and native congeneric populations, even in species pairs from fertile habitats, suggest that the enemy release hypothesis or the R-ERH cannot always explain the invasiveness of introduced species.

Individual risk factors for Mycoplasma hyopneumoniae infections in suckling pigs at the age of weaning.

BACKGROUND In recent years, the occurrence and the relevance of Mycoplasma hyopneumoniae infections in suckling pigs has been examined in several studies. Whereas most of these studies were focused on sole prevalence estimation within different age groups, follow-up of infected piglets or assessment of pathological findings, none of the studies included a detailed analysis of individual and environmental risk factors. Therefore, the aim of the present study was to investigate the frequency of M. hyopneumoniae infections in suckling pigs of endemically infected herds and to identify individual risk factors potentially influencing the infection status of suckling pigs at the age of weaning. RESULTS The animal level prevalence of M. hyopneumoniae infections in suckling pigs examined in three conventional pig breeding herds was 3.6% (41/1127) at the time of weaning. A prevalence of 1.2% was found in the same pigs at the end of their nursery period. In a multivariable Poisson regression model it was found that incidence rate ratios (IRR) for suckling pigs are significantly lower than 1 when teeth grinding was conducted (IRR: 0.10). Moreover, high temperatures in the piglet nest during the first two weeks of life (occasionally >40°C) were associated with a decrease of the probability of an infection (IRR: 0.23-0.40). Contrary, the application of PCV2 vaccines to piglets was associated with an increased infection risk (IRR: 9.72). CONCLUSIONS Since single infected piglets are supposed to act as initiators for the transmission of this pathogen in nursery and fattening pigs, the elimination of the risk factors described in this study should help to reduce the incidence rate of M. hyopneumoniae infections and thereby might contribute to a reduced probability of high prevalences in older pigs.

Herd specific risk factors for Mycoplasma hyopneumoniae infections in suckling pigs at the age of weaning.

BACKGROUND Mycoplasma hyopneumoniae is the etiologic agent of enzootic pneumonia mainly occurring in fattening pigs. It is assumed that horizontal transmission of the pathogen during nursery and growing phase starts with few suckling pigs vertically infected by the sow. The aim of the present study was the exploration of the herd prevalence of M. hyopneumoniae infections in suckling pigs followed by an investigation of various herd specific factors for their potential of influencing the occurrence of this pathogen at the age of weaning. RESULTS In this cross-sectional study, 125 breeding herds were examined by taking nasal swabs from 20 suckling pigs in each herd. In total, 3.9% (98/2500) of all nasal swabs were tested positive for M. hyopneumoniae by real-time PCR. Piglets tested positive originated from 46 different herds resulting in an overall herd prevalence of 36.8% (46/125) for M. hyopneumoniae infection in pigs at the age of weaning. While the herds were epidemiologically characterized, the risk for demonstration of M. hyopneumoniae was significantly increased, when the number of purchased gilts per year was more than 120 (OR: 5.8), and when the number of farrowing pens per compartment was higher than 16 (OR: 3.3). In herds with a planned and segregated production, where groups of sows entered previously emptied farrowing units, the risk for demonstration of M. hyopneumoniae in piglets was higher in herds with two or four weeks between batches than in herds with one or three weeks between batches (OR: 2.7). CONCLUSIONS In this cross-sectional study, several risk factors could be identified enhancing the probability of breeding herds to raise suckling pigs already infected with M. hyopneumoniae at the time of weaning. Interestingly, some factors (farrowing rhythm, gilt acclimatisation issues) were overlapping with those also influencing the seroprevalences among sows or the transmission of the pathogen between older age groups. Taking the multifactorial character of enzootic pneumonia into account, the results of this study substantiate that a comprehensive herd specific prevention programme is a prerequisite to reduce transmission of and disease caused by M. hyopneumoniae.