978 resultados para Risk-Neutral Probability
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In this study, the graft outcome in renal allograft recipients with [high cholesterol group (HCG), n = 30] or without [normal cholesterol group (NCG), n = 42] hypercholesterolemia and with [high triglyceride group (HTG), n = 33] or without [normal triglyceride group (NTG), n = 36] hypertriglyceridemia were prospectively compared. At 6 months post-transplantation, no significant difference was observed between the groups (NTG compared with HTG, and NCG compared with HCG) regarding age, presence of arterial hypertension, kind of donor (living related or cadaveric), immunosuppressive therapy, number of rejection episodes per patient, frequency of patients with acute cellular rejection, prevalence of patients with diabetes mellitus or proteinuria > 3 g/24 h, and mean serum creatinine. The probability of doubling serum creatinine during follow-up was statistically different between NTG and HTG (12 months: NTG = 0.03, HTG = 0.15; 36 months: NTG = 0.08, HTG = 0.33; 60 months: NTG = 0.08, HTG = 0.48; and 120 months: NTG = 0.18, HTG = 0.48), but not between NCG and HCG (12 months: NCG = 0.05, HCG = 0.13; 36 months: NCG = 0.13, HCG = 0.24; 60 months: NCG = 0.19, HCG = 0.31; 84 months: NCG = 0.27, HCG = 0.31). There was no significant difference in actuarial graft survival between HCG and NCG or between NTG and HTG. Hypertriglyceridemia, but not hypercholesterolemia, was associated with loss of graft function.
Analytical and Monte Carlo approaches to evaluate probability distributions of interruption duration
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Regulatory authorities in many countries, in order to maintain an acceptable balance between appropriate customer service qualities and costs, are introducing a performance-based regulation. These regulations impose penalties-and, in some cases, rewards-that introduce a component of financial risk to an electric power utility due to the uncertainty associated with preserving a specific level of system reliability. In Brazil, for instance, one of the reliability indices receiving special attention by the utilities is the maximum continuous interruption duration (MCID) per customer.This parameter is responsible for the majority of penalties in many electric distribution utilities. This paper describes analytical and Monte Carlo simulation approaches to evaluate probability distributions of interruption duration indices. More emphasis will be given to the development of an analytical method to assess the probability distribution associated with the parameter MCID and the correspond ng penalties. Case studies on a simple distribution network and on a real Brazilian distribution system are presented and discussed.
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Complex non-linear interactions between banks and assets we model by two time-dependent Erdos-Renyi network models where each node, representing a bank, can invest either to a single asset (model I) or multiple assets (model II). We use a dynamical network approach to evaluate the collective financial failure -systemic risk- quantified by the fraction of active nodes. The systemic risk can be calculated over any future time period, divided into sub-periods, where within each sub-period banks may contiguously fail due to links to either i) assets or ii) other banks, controlled by two parameters, probability of internal failure p and threshold T-h ("solvency" parameter). The systemic risk decreases with the average network degree faster when all assets are equally distributed across banks than if assets are randomly distributed. The more inactive banks each bank can sustain (smaller T-h), the smaller the systemic risk -for some Th values in I we report a discontinuity in systemic risk. When contiguous spreading becomes stochastic ii) controlled by probability p(2) -a condition for the bank to be solvent (active) is stochasticthe- systemic risk decreases with decreasing p(2). We analyse the asset allocation for the U.S. banks. Copyright (C) EPLA, 2014
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The purpose of this paper was to evaluate the agreement among different methods used to estimate angular deviation of the body to determine the risk for development of upper limb musculoskeletal disorders in dentistry undergraduates. Materials and Methods: Students (n = 79) enrolled in the final year undergraduate course of the Araraquara School of Dentistry-Sγo Paulo State University-UNESP were evaluated. Photographs were taken of students performing clinical procedures. The work postures adopted by each student were evaluated by means of rapid upper limb assessment (RULA). The basis used to obtain the individual's final risk score is the measurement of the angular deviations in the neutral positions of the regions evaluated. Two methods were used to estimate the angular deviation of the body: Visual exam and Image Tool software. A RULA final risk score was attributed to each procedure the student performed (n = 333). Study of the agreement between the methods about risk of musculoskeletal disorders was conducted by means of Kappa (κ) statistics. The level of significance adopted was 5%. Results: Fair agreement (κ = 0.32) between the evaluated methods was verified. Conclusion: The risk for development of upper limb musculoskeletal disorders by dentistry undergraduates evaluated by using RULA was not in agreement with the results obtained by use of visual exam and Image Tool.
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The purpose of this paper was to evaluate the agreement among different methods used to estimate angular deviation of the body to determine the risk for development of upper limb musculoskeletal disorders in dentistry undergraduates. Materials and Methods: Students (n = 79) enrolled in the final year undergraduate course of the Araraquara School of Dentistry-Sγo Paulo State University-UNESP were evaluated. Photographs were taken of students performing clinical procedures. The work postures adopted by each student were evaluated by means of rapid upper limb assessment (RULA). The basis used to obtain the individual's final risk score is the measurement of the angular deviations in the neutral positions of the regions evaluated. Two methods were used to estimate the angular deviation of the body: Visual exam and Image Tool software. A RULA final risk score was attributed to each procedure the student performed (n = 333). Study of the agreement between the methods about risk of musculoskeletal disorders was conducted by means of Kappa (κ) statistics. The level of significance adopted was 5%. Results: Fair agreement (κ = 0.32) between the evaluated methods was verified. Conclusion: The risk for development of upper limb musculoskeletal disorders by dentistry undergraduates evaluated by using RULA was not in agreement with the results obtained by use of visual exam and Image Tool.
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A central question in evolutionary biology is how interactions between organisms and the environment shape genetic differentiation. The pathogen Batrachochytrium dendrobatidis (Bd) has caused variable population declines in the lowland leopard frog (Lithobates yavapaiensis); thus, disease has potentially shaped, or been shaped by, host genetic diversity. Environmental factors can also influence both amphibian immunity and Bd virulence, confounding our ability to assess the genetic effects on disease dynamics. Here, we used genetics, pathogen dynamics, and environmental data to characterize L.yavapaiensis populations, estimate migration, and determine relative contributions of genetic and environmental factors in predicting Bd dynamics. We found that the two uninfected populations belonged to a single genetic deme, whereas each infected population was genetically unique. We detected an outlier locus that deviated from neutral expectations and was significantly correlated with mortality within populations. Across populations, only environmental variables predicted infection intensity, whereas environment and genetics predicted infection prevalence, and genetic diversity alone predicted mortality. At one locality with geothermally elevated water temperatures, migration estimates revealed source-sink dynamics that have likely prevented local adaptation. We conclude that integrating genetic and environmental variation among populations provides a better understanding of Bd spatial epidemiology, generating more effective conservation management strategies for mitigating amphibian declines.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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In recent decades the management of large game mammals has become increasingly intensive in south central Spain (SCS), resulting in complex epidemiological scenarios for disease maintenance, and has probably impeded schemes to eradicate tuberculosis (TB) in domestic livestock. We conducted an analysis of risk factors which investigated associations between the pattern of tuberculosis-like lesions (TBL) in wild boar (Sus scrofa) and red deer (Cervus elaphus) across 19 hunting estates from SCS and an extensive set of variables related to game management, land use and habitat structure. The aggregation of wild boar at artificial watering sites was significantly associated with an increasing risk of detecting TBL in both species, which probably relates to enhanced opportunities for transmission. Aggregation of wild boar at feeding sites was also associated with increased risks of TBL in red deer. Hardwood Quercus spp. forest availability was marginally associated with an increased risk of TB in both species, whereas scrubland cover was associated with a reduced individual risk of TBL in the wild boar. It is concluded that management practices that encourage the aggregation of hosts, and some characteristics of Mediterranean habitats could increase the frequency and probability of both direct and indirect transmission of TB. These findings are of concern for both veterinary and public health authorities, and reveal tuberculosis itself as a potential limiting factor for the development and sustainability of such intensive game management systems in Spanish Mediterranean habitats.
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Recent theoretical writings suggest that the ineffective regulation of negative emotional states may reduce the ability of women to detect and respond effectively to situational and interpersonal factors that increase risk for sexual assault. However, little empirical research has explored this hypothesis. In the present study, it was hypothesized that prior sexual victimization and negative mood state would each independently predict poor risk recognition and less effective defensive actions in response to an analogue sexual assault vignette. Further, these variables were expected to interact to produce particularly impaired risk responses. Finally, that the in vivo emotion regulation strategy of suppression and corresponding cognitive resource usage (operationalized as memory impairment for the vignette) were hypothesized to mediate these associations. Participants were 668 female undergraduate students who were randomly assigned to receive a negative or neutral film mood induction followed by an audiotaped dating interaction during which they were instructed to indicate when the man had “gone too far” and describe an adaptive response to the situation. Approximately 33.5% of the sample reported a single victimization and 10% reported revictimization. Hypotheses were largely unsupported as sexual victimization history, mood condition, and their interaction did not impact risk recognition or adaptive responding. However, in vivo emotional suppression and cognitive resource usage were shown to predict delayed risk recognition only. Findings suggest that contrary to hypotheses, negative mood (as induced here) may not relate to risk recognition and response impairments. However, it may be important for victimization prevention programs that focus on risk perception to address possible underlying issues with emotional suppression and limited cognitive resources to improve risk perception abilities. Limitations and future directions are discussed.
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Risks of the introduction of highly pathogenic avian influenza (HPAI) H5N1 through migratory birds to the main wintering site for wild birds in southern Brazil and its consequences were assessed. Likelihoods were estimated by a qualitative scale ranging from negligible to high. Northern migrants that breed in Alaska and regularly migrate to South America (primary Charadriiformes) can have contact with birds from affected areas in Asia. The likelihood of the introduction of HPAI H5N1 through migratory birds was found to be very low as it is a probability conditioned to successful transmission in breeding areas and the probabilities of an infected bird migrating and shedding the virus as far as southern Brazil. The probability of wild species becoming exposed to H5N1-infected birds is high as they nest with northern migrants from Alaska, whereas for backyard poultry it is moderate to high depending on proximity to wetlands and the presence of species that could increase the likelihood of contact with wild birds such as domestic duck. The magnitude of the biological and economic consequences of successful transmission to poultry or wild birds would be low to severe depending on the probability of the occurrence of outbreak scenarios described. As a result, the risk estimate is greater than negligible, and HPAI H5N1 prevention strategy in the region should always be carefully considered by the veterinary services in Brazil.
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Background: The complex natural history of human papillomavirus (HPV) infections following a single HPV test can be modeled as competing-risks events (i.e., no-, transient- or persistent infection) in a longitudinal setting. The covariates associated with these compet ng events have not been previously assessed using competing-risks regression models. Objectives: To gain further insights in the outcomes of cervical HPV infections, we used univariate- and multivariate competing-risks regression models to assess the covariaies associated with these competing events. Study Design and Methods: Covariates associated with three competing outcomes (no-, transient- or persistent HR-HPV infection) were analysed in a sub-cohort of 1,865 women prospectively followed-up in the NIS (n = 3,187) and LAMS Study (n = 12,114). Results: In multivariate competing-risks models (with two other outcomes as competing events), permanently HR-HPV negative outcome was significantly predicted only by the clearance of ASCUS+Pap during FU, while three independent covariates predicted transient HR-HPV infections: i) number of recent (< 12 months) sexual partners (risk increased), ii) previous Pap screening history (protective), and history of previous CIN (increased risk). The two most powerful predictors of persistent HR-HPV infections were persistent ASCUS+Pap (risk increased), and previous Pap screening history (protective). In pair-wise comparisons, number of recent sexual partners and previous CIN history increase the probability of transient HR-HPV infection against the HR-HPV negative competing event, while previous Pap screening history is protective. Persistent ASCUS+Pap during FU and no previous Pap screening history are significantly associated with the persistent HR-HPV outcome (compared both with i) always negative, and ii) transient events), whereas multiparity is protective. Conclusions: Different covariates are associated with the three main outcomes of cervical HPV infections. The most significant covariates of each competing events are probably distinct enough to enable constructing of a risk-profile for each main outcome.
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In the city of Sao Paulo, where about 11 million people live, landslides and flooding occur frequently, especially during the summer. These landslides cause the destruction of houses and urban equipment, economic damage, and the loss of lives. The number of areas threatened by landslides has been increasing each year. The objective of this article is to analyze the probability of risk and susceptibility to shallow landslides in the Limoeiro River basin, which is located at the head of the Aricanduva River basin, one of the main hydrographic basins in the city of Sao Paulo. To map areas of risk, we created a cadastral survey form to evaluate landslide risk in the field. Risk was categorized into four levels based on natural and anthropogenic factors: R1 (low risk), R2 (average risk), R3 (high risk), and R4 (very high risk). To analyze susceptibility to shallow landslides, we used the SHALSTAB (Shallow Landsliding Stability) mathematical model and calculated the Distribution Frequency (DF) of the susceptibility classes for the entire basin. Finally, we performed a joint analysis of the average Risk Concentration (RC) and Risk Potential (RP). We mapped 14 risk sectors containing approximately 685 at-risk homes, more than half of which presented a high (R3) or very high (R4) probability of risk to the population. In the susceptibility map, 41% of the area was classified as stable and 20% as unconditionally unstable. Although the latter category accounted a smaller proportion of the total area, it contained a concentration (RC) of 41% of the mapped risk areas with a risk potential (RP) of 12%. We found that the locations of areas predicted to be unstable by the model coincided with the risk areas mapped in the field. This combination of methods can be applied to evaluate the risk of shallow landslides in densely populated areas and can assist public managers in defining areas that are unstable and inappropriate for occupation. (C) 2012 Elsevier B.V. All rights reserved.
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In this paper, we proposed a new three-parameter long-term lifetime distribution induced by a latent complementary risk framework with decreasing, increasing and unimodal hazard function, the long-term complementary exponential geometric distribution. The new distribution arises from latent competing risk scenarios, where the lifetime associated scenario, with a particular risk, is not observable, rather we observe only the maximum lifetime value among all risks, and the presence of long-term survival. The properties of the proposed distribution are discussed, including its probability density function and explicit algebraic formulas for its reliability, hazard and quantile functions and order statistics. The parameter estimation is based on the usual maximum-likelihood approach. A simulation study assesses the performance of the estimation procedure. We compare the new distribution with its particular cases, as well as with the long-term Weibull distribution on three real data sets, observing its potential and competitiveness in comparison with some usual long-term lifetime distributions.
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The objective of this study was to identify, among motorcyclists involved in traffic incidents, the factors associated with risk of injuries. In 2004, in the city of Maringa-PR, it was determined that there were a total of 2,362 motorcyclists involved in traffic incidents, according to records from the local Military Police. Multivariate analysis was applied to identify the factors associated with the presence of injury. A significantly higher probability of injury was observed among motorcyclists involved in collisions (odds Ratio = 11.19) and falls (odds Ratio = 3.81); the estimated odds ratio for females was close to four, and those involved in incidents including up to two vehicles were 2.63 times more likely to have injuries. Women involved in motorcycle falls and collisions with up to two vehicles stood out as a high-risk group for injuries.