Mixture of bivariate Poisson regression models with an application to insurance

In a recent paper Bermúdez [2009] used bivariate Poisson regression models for ratemaking in car insurance, and included zero-inflated models to account for the excess of zeros and the overdispersion in the data set. In the present paper, we revisit this model in order to consider alternatives. We propose a 2-finite mixture of bivariate Poisson regression models to demonstrate that the overdispersion in the data requires more structure if it is to be taken into account, and that a simple zero-inflated bivariate Poisson model does not suffice. At the same time, we show that a finite mixture of bivariate Poisson regression models embraces zero-inflated bivariate Poisson regression models as a special case. Additionally, we describe a model in which the mixing proportions are dependent on covariates when modelling the way in which each individual belongs to a separate cluster. Finally, an EM algorithm is provided in order to ensure the models’ ease-of-fit. These models are applied to the same automobile insurance claims data set as used in Bermúdez [2009] and it is shown that the modelling of the data set can be improved considerably.

A logistic regression approach to estimating customer profit loss due to lapses in insurance

This article focuses on business risk management in the insurance industry. A methodology for estimating the profit loss caused by each customer in the portfolio due to policy cancellation is proposed. Using data from a European insurance company, customer behaviour over time is analyzed in order to estimate the probability of policy cancelation and the resulting potential profit loss due to cancellation. Customers may have up to two different lines of business contracts: motor insurance and other diverse insurance (such as, home contents, life or accident insurance). Implications for understanding customer cancellation behaviour as the core of business risk management are outlined.

La régression tumorale n'est pas un facteur de risque d'atteinte du ganglion sentinelle dans les mélanomes fins (indice de Breslow < or = 1 mm) [Tumour regression is not predictive for higher risk of sentinel node involvement in thin melanomas (Breslow thickness < or = 1 mm)]

Background: Thin melanomas (Breslow thickness <= 1 mm) are considered highly curable. The aim of this study was to evaluate the correlation between histological tumour regression and sentinel lymph node (SLN) involvement in thin melanomas. Patients and methods: This was a retrospective single-centre study of 34 patients with thin melanomas undergoing SLN biopsy between April 1998 and January 2005. Results: The study included 14 women and 20 men of mean age 56.3 years. Melanomas were located on the neck (n = 3), soles (n = 4), trunk (n = 13) and extremities (n = 14). Pathological examination showed 25 SSM, four acral lentiginous melanomas, three in situ melanomas, one nodular melanoma and one unclassified melanoma with a mean Breslow thickness of 0.57 mm. Histological tumour regression was observed in 26 over 34 cases and ulceration was found in one case. Clark levels were as follows: I (n = 3), II (n = 20), III (n = 9), IV (n = 2). Growth phase was available in 15 cases (seven radial and eight vertical). Mitotic rates, available in 24 cases, were: 0 (n = 9), 1 (n = 11), 2 (n = 2), 3 (n = 1), 6 (n = 1). One patient with histological tumour regression (2.9% of cases and 3.8% of cases with regressing tumours) had a metastatic SLN. One patient negative for SLN had a lung relapse and died of the disease. Mean follow-up was 26.2 months. Conclusion: The results of the present study and the analysis of the literature show that histological regression of the primary tumour does not seem predictive of higher risk of SLN involvement in thin melanomas. This suggests that screening for SLN is not indicated in thin melanomas, even those with histological regression.

Treeline and climate change : analyzing and modeling patterns and shifts in the Swiss Alps

Summary: Global warming has led to an average earth surface temperature increase of about 0.7 °C in the 20th century, according to the 2007 IPCC report. In Switzerland, the temperature increase in the same period was even higher: 1.3 °C in the Northern Alps anal 1.7 °C in the Southern Alps. The impacts of this warming on ecosystems aspecially on climatically sensitive systems like the treeline ecotone -are already visible today. Alpine treeline species show increased growth rates, more establishment of young trees in forest gaps is observed in many locations and treelines are migrating upwards. With the forecasted warming, this globally visible phenomenon is expected to continue. This PhD thesis aimed to develop a set of methods and models to investigate current and future climatic treeline positions and treeline shifts in the Swiss Alps in a spatial context. The focus was therefore on: 1) the quantification of current treeline dynamics and its potential causes, 2) the evaluation and improvement of temperaturebased treeline indicators and 3) the spatial analysis and projection of past, current and future climatic treeline positions and their respective elevational shifts. The methods used involved a combination of field temperature measurements, statistical modeling and spatial modeling in a geographical information system. To determine treeline shifts and assign the respective drivers, neighborhood relationships between forest patches were analyzed using moving window algorithms. Time series regression modeling was used in the development of an air-to-soil temperature transfer model to calculate thermal treeline indicators. The indicators were then applied spatially to delineate the climatic treeline, based on interpolated temperature data. Observation of recent forest dynamics in the Swiss treeline ecotone showed that changes were mainly due to forest in-growth, but also partly to upward attitudinal shifts. The recent reduction in agricultural land-use was found to be the dominant driver of these changes. Climate-driven changes were identified only at the uppermost limits of the treeline ecotone. Seasonal mean temperature indicators were found to be the best for predicting climatic treelines. Applying dynamic seasonal delimitations and the air-to-soil temperature transfer model improved the indicators' applicability for spatial modeling. Reproducing the climatic treelines of the past 45 years revealed regionally different attitudinal shifts, the largest being located near the highest mountain mass. Modeling climatic treelines based on two IPCC climate warming scenarios predicted major shifts in treeline altitude. However, the currently-observed treeline is not expected to reach this limit easily, due to lagged reaction, possible climate feedback effects and other limiting factors. Résumé: Selon le rapport 2007 de l'IPCC, le réchauffement global a induit une augmentation de la température terrestre de 0.7 °C en moyenne au cours du 20e siècle. En Suisse, l'augmentation durant la même période a été plus importante: 1.3 °C dans les Alpes du nord et 1.7 °C dans les Alpes du sud. Les impacts de ce réchauffement sur les écosystèmes - en particuliers les systèmes sensibles comme l'écotone de la limite des arbres - sont déjà visibles aujourd'hui. Les espèces de la limite alpine des forêts ont des taux de croissance plus forts, on observe en de nombreux endroits un accroissement du nombre de jeunes arbres s'établissant dans les trouées et la limite des arbres migre vers le haut. Compte tenu du réchauffement prévu, on s'attend à ce que ce phénomène, visible globalement, persiste. Cette thèse de doctorat visait à développer un jeu de méthodes et de modèles pour étudier dans un contexte spatial la position présente et future de la limite climatique des arbres, ainsi que ses déplacements, au sein des Alpes suisses. L'étude s'est donc focalisée sur: 1) la quantification de la dynamique actuelle de la limite des arbres et ses causes potentielles, 2) l'évaluation et l'amélioration des indicateurs, basés sur la température, pour la limite des arbres et 3) l'analyse spatiale et la projection de la position climatique passée, présente et future de la limite des arbres et des déplacements altitudinaux de cette position. Les méthodes utilisées sont une combinaison de mesures de température sur le terrain, de modélisation statistique et de la modélisation spatiale à l'aide d'un système d'information géographique. Les relations de voisinage entre parcelles de forêt ont été analysées à l'aide d'algorithmes utilisant des fenêtres mobiles, afin de mesurer les déplacements de la limite des arbres et déterminer leurs causes. Un modèle de transfert de température air-sol, basé sur les modèles de régression sur séries temporelles, a été développé pour calculer des indicateurs thermiques de la limite des arbres. Les indicateurs ont ensuite été appliqués spatialement pour délimiter la limite climatique des arbres, sur la base de données de températures interpolées. L'observation de la dynamique forestière récente dans l'écotone de la limite des arbres en Suisse a montré que les changements étaient principalement dus à la fermeture des trouées, mais aussi en partie à des déplacements vers des altitudes plus élevées. Il a été montré que la récente déprise agricole était la cause principale de ces changements. Des changements dus au climat n'ont été identifiés qu'aux limites supérieures de l'écotone de la limite des arbres. Les indicateurs de température moyenne saisonnière se sont avérés le mieux convenir pour prédire la limite climatique des arbres. L'application de limites dynamiques saisonnières et du modèle de transfert de température air-sol a amélioré l'applicabilité des indicateurs pour la modélisation spatiale. La reproduction des limites climatiques des arbres durant ces 45 dernières années a mis en évidence des changements d'altitude différents selon les régions, les plus importants étant situés près du plus haut massif montagneux. La modélisation des limites climatiques des arbres d'après deux scénarios de réchauffement climatique de l'IPCC a prédit des changements majeurs de l'altitude de la limite des arbres. Toutefois, l'on ne s'attend pas à ce que la limite des arbres actuellement observée atteigne cette limite facilement, en raison du délai de réaction, d'effets rétroactifs du climat et d'autres facteurs limitants.

Melan-A-specific cytotoxic T cells are associated with tumor regression and autoimmunity following treatment with anti-CTLA-4.

PURPOSE: Ipilimumab is a monoclonal antibody that blocks the immune-inhibitory interaction between CTL antigen 4 (CTLA-4) and its ligands on T cells. Clinical trials in cancer patients with ipilimumab have shown promising antitumor activity, particularly in patients with advanced melanoma. Often, tumor regressions in these patients are correlated with immune-related side effects such as dermatitis, enterocolitis, and hypophysitis. Although these reactions are believed to be immune-mediated, the antigenic targets for the cellular or humoral immune response are not known. EXPERIMENTAL DESIGN: We enrolled patients with advanced melanoma in a phase II study with ipilimumab. One of these patients experienced a complete remission of his tumor. The specificity and functional properties of CD8-positive T cells in his peripheral blood, in regressing tumor tissue, and at the site of an immune-mediated skin rash were investigated. RESULTS: Regressing tumor tissue was infiltrated with CD8-positive T cells, a high proportion of which were specific for Melan-A. The skin rash was similarly infiltrated with Melan-A-specific CD8-positive T cells, and a dramatic (>30-fold) increase in Melan-A-specific CD8-positive T cells was apparent in peripheral blood. These cells had an effector phenotype and lysed Melan-A-expressing tumor cells. CONCLUSIONS: Our results show that Melan-A may be a major target for both the autoimmune and antitumor reactions in patients treated with anti-CTLA-4, and describe for the first time the antigen specificity of CD8-positive T cells that mediate tumor rejection in a patient undergoing treatment with an anti-CTLA-4 antibody. These findings may allow a better integration of ipilimumab into other forms of immunotherapy.

The serine repeat antigen (SERA) gene family phylogeny in Plasmodium: the impact of GC content and reconciliation of gene and species trees.

Plasmodium falciparum is the parasite responsible for the most acute form of malaria in humans. Recently, the serine repeat antigen (SERA) in P. falciparum has attracted attention as a potential vaccine and drug target, and it has been shown to be a member of a large gene family. To clarify the relationships among the numerous P. falciparum SERAs and to identify orthologs to SERA5 and SERA6 in Plasmodium species affecting rodents, gene trees were inferred from nucleotide and amino acid sequence data for 33 putative SERA homologs in seven different species. (A distance method for nucleotide sequences that is specifically designed to accommodate differing GC content yielded results that were largely compatible with the amino acid tree. Standard-distance and maximum-likelihood methods for nucleotide sequences, on the other hand, yielded gene trees that differed in important respects.) To infer the pattern of duplication, speciation, and gene loss events in the SERA gene family history, the resulting gene trees were then "reconciled" with two competing Plasmodium species tree topologies that have been identified by previous phylogenetic studies. Parsimony of reconciliation was used as a criterion for selecting a gene tree/species tree pair and provided (1) support for one of the two species trees and for the core topology of the amino acid-derived gene tree, (2) a basis for critiquing fine detail in a poorly resolved region of the gene tree, (3) a set of predicted "missing genes" in some species, (4) clarification of the relationship among the P. falciparum SERA, and (5) some information about SERA5 and SERA6 orthologs in the rodent malaria parasites. Parsimony of reconciliation and a second criterion--implied mutational pattern at two key active sites in the SERA proteins-were also seen to be useful supplements to standard "bootstrap" analysis for inferred topologies.

Molecular trees of trypanosomes incongruent with fossil records of hosts

Molecular trees of trypanosomes have confirmed conventionally accepted genera, but often produce topologies that are incongruent with knowledge of the evolution, systematics, and biogeography of hosts and vectors. These distorted topologies result largely from incorrect assumptions about molecular clocks. A host-based phylogenetic tree could serve as a broad outline against which the reasonability of molecular phylogenies could be evaluated. The host-based tree of trypanosomes presented here supports the " invertebrate first " hypothesis of trypansosome evolution, supports the monophyly of Trypanosomatidae, and indicates the digenetic lifestyle arose three times. An area cladogram of Leishmania supports origination in the Palaearctic during the Palaeocene.

Analysis and estimative of schistosomiasis prevalence for the state of Minas Gerais, Brazil, using multiple regression with social and environmental spatial data

The aim of this work is to establish a relationship between schistosomiasis prevalence and social-environmental variables, in the state of Minas Gerais, Brazil, through multiple linear regression. The final regression model was established, after a variables selection phase, with a set of spatial variables which contains the summer minimum temperature, human development index, and vegetation type variables. Based on this model, a schistosomiasis risk map was built for Minas Gerais.

Incompletely resolved phylogenetic trees inflate estimates of phylogenetic conservatism.

The tendency for more closely related species to share similar traits and ecological strategies can be explained by their longer shared evolutionary histories and represents phylogenetic conservatism. How strongly species traits co-vary with phylogeny can significantly impact how we analyze cross-species data and can influence our interpretation of assembly rules in the rapidly expanding field of community phylogenetics. Phylogenetic conservatism is typically quantified by analyzing the distribution of species values on the phylogenetic tree that connects them. Many phylogenetic approaches, however, assume a completely sampled phylogeny: while we have good estimates of deeper phylogenetic relationships for many species-rich groups, such as birds and flowering plants, we often lack information on more recent interspecific relationships (i.e., within a genus). A common solution has been to represent these relationships as polytomies on trees using taxonomy as a guide. Here we show that such trees can dramatically inflate estimates of phylogenetic conservatism quantified using S. P. Blomberg et al.'s K statistic. Using simulations, we show that even randomly generated traits can appear to be phylogenetically conserved on poorly resolved trees. We provide a simple rarefaction-based solution that can reliably retrieve unbiased estimates of K, and we illustrate our method using data on first flowering times from Thoreau's woods (Concord, Massachusetts, USA).

Validation of Logistic Regression Models for Landslide Susceptibility Maps

A wide range of numerical models and tools have been developed over the last decades to support the decision making process in environmental applications, ranging from physical models to a variety of statistically-based methods. In this study, a landslide susceptibility map of a part of Three Gorges Reservoir region of China was produced, employing binary logistic regression analyses. The available information includes the digital elevation model of the region, geological map and different GIS layers including land cover data obtained from satellite imagery. The landslides were observed and documented during the field studies. The validation analysis is exploited to investigate the quality of mapping.

Time-series regression models to study the short-term effects of environmental factors on health

Time series regression models are especially suitable in epidemiology for evaluating short-term effects of time-varying exposures on health. The problem is that potential for confounding in time series regression is very high. Thus, it is important that trend and seasonality are properly accounted for. Our paper reviews the statistical models commonly used in time-series regression methods, specially allowing for serial correlation, make them potentially useful for selected epidemiological purposes. In particular, we discuss the use of time-series regression for counts using a wide range Generalised Linear Models as well as Generalised Additive Models. In addition, recently critical points in using statistical software for GAM were stressed, and reanalyses of time series data on air pollution and health were performed in order to update already published. Applications are offered through an example on the relationship between asthma emergency admissions and photochemical air pollutants

Robust regression in biological assay: application to the evaluation of alternative experimental techniques.

Robust Huber type regression and testing of linear hypotheses are adapted to statistical analysis of parallel line and slope ratio assays. They are applied in the evaluation of results of several experiments carried out in order to compare and validate alternatives to animal experimentation based on embryo and cell cultures. Computational procedures necessary for the application of robust methods of analysis used the conversational statistical package ROBSYS. Special commands for the analysis of parallel line and slope ratio assays have been added to ROBSYS.