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.

Conservation of a threatened European tree frog (Hyla arborea) metapopulation

Summary: Amphibians are among the most vulnerable animals of the world. One third of all species are currently threatened with extinction. Habitat loss is the major menace to pond- and stream-breeding species in the old world. In highly urbanized landscape like the Swiss Plateau, most species suffer from habitat reduction and fragmentation. Among all indigenous species, the European tree frog (Hyla arborea L., 1758) is one of the most endangered. It experienced an alarming decline during the last century and its regional long-term persistence is not guaranteed. We developed a monitoring framework based on calling male counts which included multiple visits to each wetland during the reproduction period in order to precisely determine its distribution on the Lemanic coast. Our results indicate that visiting populations 3 limes under suitable climatic conditions (temperature >20°C) provides reliable presence/absence data. Based on our monitoring data, we analyzed the species requirements regarding its breeding habitat. It appeared that anthropogenic activities had paradoxical effects on the species. On one hand, urbanization, traffic and intensive agriculture had a strong detrimental effect on tree frog distribution. On the other hand, large tree frog populations were frequently associated with gravel pits and military training grounds. Our results allowed us to create a habitat suitability map taking into account detrimental landscape elements around ponds (>1100m away from urban areas and >500m away from first class roads). In parallel, we developed a metapopulation model of the European tree frog in order to identify the critical threats to the long term persistence of the species. Our results indicated that suitable pond density is at the low end of the species requirements. Pond creation must therefore be considered an essential complementary approach to pond conservation and restoration. Our model also provided a mapping solution permitting the location of the must suitable area for pond creation from a metapopulation perspective. As many other amphibians, the European tree frog is not only exposed to an aquatic habitat (breeding and larval period), but also to a terrestrial stage (summer and overwintering habitats). Unfortunately, animals in their terrestrial phase are less conspicuous and, as a consequence, their terrestrial needs are relatively unknown. Using a recent tracking method (the Harmonic Direction Finder), we followed post-breeding frogs and identified favored terrestrial habitats, thus providing another practical conservation tool. We conclude that only the combination of multiple spatially explicit approaches (landscape-scale habitat suitability, metapopulation dynamics and terrestrial needs) is likely to provide wildlife managers with effective tools for the conservation of highly endangered amphibians. Résumé: Les amphibiens font partie des animaux les plus vulnérables du monde. Un tiers des espèces est actuellement menacé d'extinction. Dans l'ancien monde, la disparition des habitats constitue la principale menace pour les grenouilles, crapauds, tritons et salamandres. Dans les paysages fortement urbanisés comme le Plateau Suisse, la plupart des espèces souffrent d'une réduction et d'une fragmentation de leurs habitats. Parmi toutes les espèces indigènes, la rainette verte (Hyla arborea L., 1758) est l'une des plus menacée. Sa distribution a régressé de manière alarmante durant le siècle passé et sa survie régionale à long terme n'est pas assurée. Nous avons développé une méthode de suivi des populations se basant sur le comptage des mâles chanteurs durant la période de reproduction. Cette méthode requiert plusieurs visites à chaque plan d'eau de manière à déterminer précisément la distribution de l'espèce. Nos résultats démontrent que 3 visites par population dans des conditions climatiques favorable (température >20°C) permettent d'obtenir des données de présence/ absence valables. Sur la base de nos comptages sur la Côte lémanique, nous avons analysé les exigences de l'espèce concernant ses sites de reproduction. Il est apparu que les activités humaines avaient un effet paradoxal sur l'espèce. D'une part, l'urbanisation, le trafic routier et l'intensification de l'agriculture ont un effet fortement préjudiciable, tandis que d'autre part les plus grandes populations sont souvent associées à des gravières et autres places d'armes. Nos résultats ont permis de créer une carte de qualité d'habitat prenant en compte les éléments paysagers préjudiciables à la rainette (situé à plus de 1100m de zones urbaines et à plus de 500m de routes de première classe). En parallèle, nous avons développé un modèle métapopulationnel (incluant l'ensemble des populations) de manière à identifier les menaces prépondérantes sur la survie à long terme de l'espèce. Nos résultats ont permis de déterminer que la densité actuelle de plans d'eau adéquats est à la limite inférieure des exigences de l'espèce. La création d'étangs doit donc être considérée comme une approche indispensable et complémentaire à la protection et à la restauration des sites existants. Notre modèle a également fourni des résultats cartographiables permettant l'identification des sites les plus appropriés dans une perspective métapopulationnelle. Comme de nombreux autres amphibiens, la rainette verte est exposée à un habitat aquatique (reproduction et développement larvaire) ainsi qu'à un habitat terrestre (été et hiver). Les animaux étant particulièrement cryptiques dans cette seconde phase, leurs besoins terrestres sont relativement mal connus. Nous avons donc développé une nouvelle méthode de télémétrie basée sur le goniomètre harmonique. Cette méthode nous a permis de suivre des rainettes dans leurs migrations jusqu'à leurs habitats d'été et d'établir ainsi des recommandations pratiques pour la conservation de la rainette. Nous concluons que la combinaison de multiples approches spatialement explicites (qualité d'habitat, dynamique de métapopulation et habitats terrestres) est seule à même de produire des outils efficaces pour la conservation des espèces menacées d'amphibiens.

Characterization of Endotrypanum (Kinetoplastida: Trypanosomatidae), a Unique Parasite Infecting the Neotropical Tree Sloths (Edentata)

This article reviews current concepts of the biology of Endotrypanum spp. Data summarized here on parasite classification and taxonomic divergence found among these haemoflagellates come from our studies of molecular characterization of Endotrypanum stocks (representing an heterogenous population of reference strains and isolates from the Brazilian Amazon region) and from scientific literature. Using numerical zymotaxonomy we have demonstrated genetic diversity among these parasites. The molecular trees obtained revealed that there are, at least, three groups (distinct species?) of Endotrypanum, which are distributed in Central and South America. In concordance with this classification of the parasites there are further newer molecular data obtained using distinct markers. Moreover, comparative studies (based on the molecular genetics of the organisms) have shown the phylogenetic relationships between some Endotrypanum and related kinetoplastid lineages.

Distribution of Sandflies (Diptera:Psychodidae) on Tree-trunks in a Non-flooded Area of the Ducke Forest Reserve, Manaus, AM, Brazil

Sandflies were collected in the base of tree-trunks in the seasons of high and least rainfall in the Ducke Forest Reserve, near Manaus in the State of Amazonas. Lutzomyia umbratilis was the most abundant sandfly species. Caryocar villosum, Chrysophyllum amazonicum, Dinizia excelsa, Eschweilera atropetiolata and Parkia multijuga were the tree species on which most sandflies were collected and relative abundance were related to trunk characteristics. Seasonal patterns of sandfly distribution in the forest were observed.

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.

Multilocus sequence analysis reveals the genetic diversity of European fruit tree phytoplasmas and supports the existence of inter-species recombination

The genetic diversity of three temperate fruit tree phytoplasmas ‘Candidatus Phytoplasma prunorum’, ‘Ca. P. mali’ and ‘Ca. P. pyri’ has been established by multilocus sequence analysis. Among the four genetic loci used, the genes imp and aceF distinguished 30 and 24 genotypes, respectively, and showed the highest variability. Percentage of substitution for imp ranged from 50 to 68% according to species. Percentage of substitution varied between 9 and 12% for aceF, whereas it was between 5 and 6% for pnp and secY. In the case of ‘Ca P. prunorum’ the three most prevalent aceF genotypes were detected in both plants and insect vectors, confirming that the prevalent isolates are propagated by insects. The four isolates known to be hypo-virulent had the same aceF sequence, indicating a possible monophyletic origin. Haplotype network reconstructed by eBURST revealed that among the 34 haplotypes of ‘Ca. P. prunorum’, the four hypo-virulent isolates also grouped together in the same clade. Genotyping of some Spanish and Azerbaijanese ‘Ca. P. pyri’ isolates showed that they shared some alleles with ‘Ca. P. prunorum’, supporting for the first time to our knowledge, the existence of inter-species recombination between these two species.

Sensitivity of predictive species distribution models to change in grain size

Predictive species distribution modelling (SDM) has become an essential tool in biodiversity conservation and management. The choice of grain size (resolution) of environmental layers used in modelling is one important factor that may affect predictions. We applied 10 distinct modelling techniques to presence-only data for 50 species in five different regions, to test whether: (1) a 10-fold coarsening of resolution affects predictive performance of SDMs, and (2) any observed effects are dependent on the type of region, modelling technique, or species considered. Results show that a 10 times change in grain size does not severely affect predictions from species distribution models. The overall trend is towards degradation of model performance, but improvement can also be observed. Changing grain size does not equally affect models across regions, techniques, and species types. The strongest effect is on regions and species types, with tree species in the data sets (regions) with highest locational accuracy being most affected. Changing grain size had little influence on the ranking of techniques: boosted regression trees remain best at both resolutions. The number of occurrences used for model training had an important effect, with larger sample sizes resulting in better models, which tended to be more sensitive to grain. Effect of grain change was only noticeable for models reaching sufficient performance and/or with initial data that have an intrinsic error smaller than the coarser grain size.

A study of the cambial zone and conductive phloem of common beech (Fagus sylvatica L.) using an image analysis method. I. Influence of tree age on the structure

Quantification is a major problem when using histology to study the influence of ecological factors on tree structure. This paper presents a method to prepare and to analyse transverse sections of cambial zone and of conductive phloem in bark samples. The following paper (II) presents the automated measurement procedure. Part I here describes and discusses the preparation method, and the influence of tree age on the observed structure. Highly contrasted images of samples extracted at breast height during dormancy were analysed with an automatic image analyser. Between three young (38 years) and three old (147 years) trees, age-related differences were identified by size and shape parameters, at both cell and tissue levels. In the cambial zone, older trees had larger and more rectangular fusiform initials. In the phloem, sieve tubes were also larger, but their shape did not change and the area for sap conduction was similar in both categories. Nevertheless, alterations were limited, and demanded statistical analysis to be identified and ascertained. The physiological implications of the structural changes are discussed.

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.

A key transcription cofactor on the nascent sex chromosomes of European tree frogs (Hyla arborea)

We show that MED15, a key component of the transcription complex Mediator, lies within the nonrecombining segment of nascent sex chromosomes in the male-heterogametic Hyla arborea. Both X and Y alleles are expressed during embryonic development and differ by three frame-preserving indels (eight amino acids in total) within their glutamine-rich central part. These changes have the potential to affect the conformation of the Mediator complex and to activate genes in a sex-specific way and might thus represent the first steps toward the acquisition of a male-specific function. Alternatively, they might result from an ancestral neutral polymorphism, with different alleles picked by chance on the X and Y chromosomes when MED15 was trapped in the nonrecombining segment.

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.