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.

Cloning and characterization of a novel zinc finger protein (rZFP96) in the rat corpus luteum

The corpus luteum (CL) is a temporary organ involved in the maintenance of pregnancy. In the course of its life-cycle, the CL undergoes two distinct and consecutive processes for its inevitable removal through apoptosis: functional and structural luteolysis. We isolated a gene encoding for a novel rat zinc finger protein (ZFP), named rat ZFP96 (rZFP96) from an ovarian lambda cDNA library. Sequence analysis revealed close sequence and structural similarity to mouse ZFP96 and human zinc finger protein 305 (ZNF305). Quantitative reverse transcription-polymerase chain reaction analysis revealed a positive correlation with the end of pregnancy, that is, the onset of structural luteolysis of the CL. Messenger RNA levels increased 3-fold (P < 0.01) between days 13 and 22 of pregnancy and 8-fold (P < 0.01) between day 13 of pregnancy and day 1 post-partum. In addition, we detected rZFP96 expression in mammary, placenta, heart, kidney and skeletal muscle. Sequence analysis predicted that rZFP96 has a high probability of localizing to the nuclear compartment. The presence of both a perfect consensus TGEKP linker sequence between zinc fingers 2 and 3 as well as several similar sequences between the other zinc fingers suggests physical interaction with DNA. Speculatively, rZFP96 may therefore function as a transcription factor, switching-off pro-survival genes and/or upregulating pro-apoptotic genes and thereby contributing to the demise of the CL.

Differential expression and localization of lipid transporters in the bovine mammary gland during the pregnancy-lactation cycle

The transport of lipids across mammary gland epithelial cells (MEC) determines milk lipid content and composition. We investigated the expression of lipid transporters and their regulators in comparison to blood metabolites during lactation and dry period (DP) in dairy cows. Repeated mammary gland biopsies and blood samples were taken from 10 animals at 7 stages of the pregnancy-lactation cycle. Expression levels of the specific mRNAs were determined by quantitative reverse transcription-PCR, whereas ABCA1 was localized by immunohistochemistry. Blood serum metabolites were determined by common enzymatic chemistries. Elevated mRNA profiles of ABCA1 and ABCA7 were found during DP as compared with lactation and were inversely associated with blood cholesterol levels. Elevated levels of ABCG2, NPC1, SREBP1, SREBP2, LXR alpha, and PPAR gamma were found postpartum, whereas ABCG1 did not differ between the functional stages of the mammary gland. The ABCA1 protein was localized in MEC and showed differential activity between DP and lactation suggesting a role of ABCA1 in the removal of excess cellular cholesterol from MEC during the DP. The expression profiles of ABCA7 and NPC1 may reflect a role of these transporters in the clearance of apoptotic cells and the intracellular redistribution of cholesterol, respectively. Regulation of lipid transporters in the mammary gland is partially associated with transcription factors that control lipid homeostasis.

Thrombosis during pregnancy: Risks, prevention, and treatment for mother and fetus--harvesting the power of omic technology, biomarkers and in vitro or in vivo models to facilitate the treatment of thrombosis

Maternal thromboembolism and a spectrum of placenta-mediated complications including the pre-eclampsia syndromes, fetal growth restriction, fetal loss, and abruption manifest a shared etiopathogenesis and predisposing risk factors. Furthermore, these maternal and fetal complications are often linked to subsequent maternal health consequences that comprise the metabolic syndrome, namely, thromboembolism, chronic hypertension, and type II diabetes. Traditionally, several lines of evidence have linked vasoconstriction, excessive thrombosis and inflammation, and impaired trophoblast invasion at the uteroplacental interface as hallmark features of the placental complications. "Omic" technologies and biomarker development have been largely based upon advances in vascular biology, improved understanding of the molecular basis and biochemical pathways responsible for the clinically relevant diseases, and increasingly robust large cohort and/or registry based studies. Advances in understanding of innate and adaptive immunity appear to play an important role in several pregnancy complications. Strategies aimed at improving prediction of these pregnancy complications are often incorporating hemodynamic blood flow data using non-invasive imaging technologies of the utero-placental and maternal circulations early in pregnancy. Some evidence suggests that a multiple marker approach will yield the best performing prediction tools, which may then in turn offer the possibility of early intervention to prevent or ameliorate these pregnancy complications. Prediction of maternal cardiovascular and non-cardiovascular consequences following pregnancy represents an important area of future research, which may have significant public health consequences not only for cardiovascular disease, but also for a variety of other disorders, such as autoimmune and neurodegenerative diseases.

Thrombotic thrombocytopenic purpura during pregnancy versus imitator of preeclampsia.

BACKGROUND Thrombotic thrombocytopenic purpura (TTP) is a severe disorder affecting the microcirculation of multiple organs due to a systemic endothelial cell injury secondary to a deficiency in ADAMTS13 (a disintegrin and metalloprotease with thrombospondin type 1 motif, member 13) activity. TTP is a rare complication of pregnancy with a poor prognosis and high fetal mortality, especially when it occurs during the first trimester. Recent data have supported that effective treatment of TTP is plasma therapy. Unfortunately a major problem remains in the delay in diagnosis due to confounding factors between other "imitators of preeclampsia." Rapid and readily available laboratory testing to quickly diagnose TTP is desperately needed to improve care and to save mother and future child life. CASE REPORT We describe a rare case of successful pregnancy after TTP manifestations occurring in the first trimester; most importantly, our experience represents the first case of atypical manifestation due to neurologic and kidney manifestations preceding laboratory assay alterations. RESULTS We treated a patient with plasma replacement of 30 mL/kg/day and daily plasmapheresis in combination with continuous infusion of fresh-frozen plasma 10 mL/kg/day. The response of clinical manifestation immediately improved. At 30 weeks, the patient had multiple episodes of high blood pressure and concomitant decrease of hemoglobin and platelet count, so a cesarean section was immediately performed. She delivered a healthy female baby. CONCLUSION Early diagnosis by ADAMTS13 activity, occasionally occurring before clinical manifestations, aided us in promptly administering commended and life-saving treatments.