921 resultados para Risk interval measure


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Os ativos intangíveis receberam atenção especial de estudiosos nos últimos anos, no contexto organizacional de gestão de pessoas, visto que foram desenvolvidas propostas teóricas para compreendê-los e mensurá-los. Ancorados nesta linha de investigação, encontram-se o capital humano e o capital psicológico. Enquanto o capital humano representa o que os trabalhadores sabem fazer, o capital psicológico compreende um estado mental positivo composto por autoeficácia, esperança, otimismo e resiliência. Este estudo teve, como objetivo geral, analisar as relações entre capital humano e capital psicológico. Tratou-se de um estudo quantitativo do qual participaram 60 trabalhadores, estudantes do último período do Curso de Administração, com idade média de 23,85 anos, sendo a maioria do sexo feminino, solteira e empregada. Os dados para o estudo foram coletados em salas de aula de uma universidade particular, situada na Região do Grande ABC, por meio de um instrumento auto aplicável, contendo uma medida intervalar de capital psicológico com 12 itens, validada para o Brasil, e uma de capital humano com seis questões, sendo duas para medir a dimensão experiência e quatro para aferir educação. Foi criado um banco eletrônico, o qual foi submetido a análises descritivas e de correlação (r de Pearson) por meio do SPSS, versão 19.0. Os resultados revelaram que os participantes detinham um capital humano representado por 4,38 anos médios de experiência de trabalho , e que a maioria (75%) havia revelado possuir no máximo cinco anos neste quesito. Quanto à dimensão educação do capital humano, a maioria (96,70%) não havia concluído nenhum curso de graduação, se dedicou entre 11 a 20 anos aos estudos (81,60%), não realizou intercâmbios de estudos (93%), enquanto 86,70% já incluíram, em seu currículo acadêmico, atividades complementares previstas no Plano Pedagógico do Curso de Administração que cursavam, bem como 73,30% realizaram entre um a três estágios curriculares. As análises indicaram um escore mediano de capital psicológico, acentuado pela dificuldade dos participantes para reconhecerem que estavam em uma fase de sucesso no trabalho e de conseguirem enxergar o lado brilhante das coisas relativas ao trabalho. Ao se investigar as relações entre o capital humano e capital psicológico não foram encontradas correlações significativas. Diante de tais resultados, pareceu provável que os participantes do estudo, por serem predominantemente jovens trabalhadores que ainda não concluíram um curso de graduação, embora tivessem em seu percurso de vida mais de 10 anos dedicados aos estudos e trabalhado por volta de cinco anos em média, ainda não reconheciam, em si, a presença de um consistente capital humano nem psicológico. A ausência de relação observada entre os dois ativos intangíveis preconizados por teóricos como importantes, para que o trabalhador pudesse contribuir com a empresa no alcance de suas metas, pareceu revelar que ainda eram necessários mais estudos e desenvolvimento de teorização, para sustentar não somente as hipóteses acerca de ativos intangíveis, como também permitir identificar a relação de dependência que pudesse existir entre as categorias de capital humano e psicológico.

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The recent deregulation in electricity markets worldwide has heightened the importance of risk management in energy markets. Assessing Value-at-Risk (VaR) in electricity markets is arguably more difficult than in traditional financial markets because the distinctive features of the former result in a highly unusual distribution of returns-electricity returns are highly volatile, display seasonalities in both their mean and volatility, exhibit leverage effects and clustering in volatility, and feature extreme levels of skewness and kurtosis. With electricity applications in mind, this paper proposes a model that accommodates autoregression and weekly seasonals in both the conditional mean and conditional volatility of returns, as well as leverage effects via an EGARCH specification. In addition, extreme value theory (EVT) is adopted to explicitly model the tails of the return distribution. Compared to a number of other parametric models and simple historical simulation based approaches, the proposed EVT-based model performs well in forecasting out-of-sample VaR. In addition, statistical tests show that the proposed model provides appropriate interval coverage in both unconditional and, more importantly, conditional contexts. Overall, the results are encouraging in suggesting that the proposed EVT-based model is a useful technique in forecasting VaR in electricity markets. (c) 2005 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.

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Acute heart failure (AHF) is a complex syndrome associated with exceptionally high mortality. Still, characteristics and prognostic factors of contemporary AHF patients have been inadequately studied. Kidney function has emerged as a very powerful prognostic risk factor in cardiovascular disease. This is believed to be the consequence of an interaction between the heart and kidneys, also termed the cardiorenal syndrome, the mechanisms of which are not fully understood. Renal insufficiency is common in heart failure and of particular interest for predicting outcome in AHF. Cystatin C (CysC) is a marker of glomerular filtration rate with properties making it a prospective alternative to the currently used measure creatinine for assessment of renal function. The aim of this thesis is to characterize a representative cohort of patients hospitalized for AHF and to identify risk factors for poor outcome in AHF. In particular, the role of CysC as a marker of renal function is evaluated, including examination of the value of CysC as a predictor of mortality in AHF. The FINN-AKVA (Finnish Acute Heart Failure) study is a national prospective multicenter study conducted to investigate the clinical presentation, aetiology and treatment of, as well as concomitant diseases and outcome in, AHF. Patients hospitalized for AHF were enrolled in the FINN-AKVA study, and mortality was followed for 12 months. The mean age of patients with AHF is 75 years and they frequently have both cardiovascular and non-cardiovascular co-morbidities. The mortality after hospitalization for AHF is high, rising to 27% by 12 months. The present study shows that renal dysfunction is very common in AHF. CysC detects impaired renal function in forty percent of patients. Renal function, measured by CysC, is one of the strongest predictors of mortality independently of other prognostic risk markers, such as age, gender, co-morbidities and systolic blood pressure on admission. Moreover, in patients with normal creatinine values, elevated CysC is associated with a marked increase in mortality. Acute kidney injury, defined as an increase in CysC within 48 hours of hospital admission, occurs in a significant proportion of patients and is associated with increased short- and mid-term mortality. The results suggest that CysC can be used for risk stratification in AHF. Markers of inflammation are elevated both in heart failure and in chronic kidney disease, and inflammation is one of the mechanisms thought to mediate heart-kidney interactions in the cardiorenal syndrome. Inflammatory cytokines such as interleukin-6 (IL-6) and tumor necrosis factor-alpha (TNF-α) correlate very differently to markers of cardiac stress and renal function. In particular, TNF-α showed a robust correlation to CysC, but was not associated with levels of NT-proBNP, a marker of hemodynamic cardiac stress. Compared to CysC, the inflammatory markers were not strongly related to mortality in AHF. In conclusion, patients with AHF are elderly with multiple co-morbidities, and renal dysfunction is very common. CysC demonstrates good diagnostic properties both in identifying impaired renal function and acute kidney injury in patients with AHF. CysC, as a measure of renal function, is also a powerful prognostic marker in AHF. CysC shows promise as a marker for assessment of kidney function and risk stratification in patients hospitalized for AHF.

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Purpose: To investigate the association of cardiovascular risk factors and inflammatory markers with neovascular age-related macular degeneration (AMD). Design: Cross-sectional case-control study. Participants: Of the 410 of the =65-year-old community sample invited to attend, 205 participated (50% response rate). Of the 215 clinic attendees who were invited to participate, 212 agreed to take part (98% response rate). A diagnosis of neovascular AMD in at least one eye was made in 193 clinic attendees and 2 of the community sample. Methods: Clinic and community participants underwent a detailed ophthalmic examination with fundus imaging, were interviewed for assessment of putative risk factors, and provided a blood sample. Analysis included levels of serum lipids, intercellular adhesion molecule 1 (ICAM), vascular cellular adhesion molecule (VCAM), and C-reactive protein (CRP). All participants were classified by fundus image grading on the basis of the eye with more severe AMD features. Main Outcome Measure: Neovascular AMD. Results: There were 195 participants with choroidal neovascularization in at least one eye, 97 nonneovascular AMD participants, and 115 controls (no drusen or pigmentary irregularities in either eye). In confounder-adjusted logistic regression, a history of cardiovascular disease was strongly associated with neovascular AMD (odds ratio [OR], 7.53; 95% confidence interval [CI], 2.78-20.41). Cigarette smoking (OR, 3.71; 95% CI, 1.25-11.06), being in the highest quartile of body mass index (OR, 3.82; 95% CI, 1.22-12.01), stage 2 hypertension (OR, 3.21; 95% CI, 1.14-8.98), and being in the highest quartile of serum cholesterol (OR, 4.66; 95% CI, 1.35-16.13) were positively associated with neovascular AMD. There was no association between AMD status and serum CRP, ICAM, or VCAM. Conclusions: Our results suggest that cardiovascular disease plays an etiological role in the development of choroidal neovascularization in a proportion of older adults and highlight the importance of control of blood pressure and cholesterol, avoidance of smoking, and maintenance of a normal body weight. © 2008 American Academy of Ophthalmology.

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Context: Use of oral bisphosphonates has increased dramatically in the United States and elsewhere. Esophagitis is a known adverse effect of bisphosphonate use, and recent reports suggest a link between bisphosphonate use and esophageal cancer, but this has not been robustly investigated.
Objective: To investigate the association between bisphosphonate use and esophageal cancer.
Design, Setting, and Participants: Data were extracted from the UK General Practice Research Database to compare the incidence of esophageal and gastric cancer in a cohort of patients treated with oral bisphosphonates between January 1996 and December 2006 with incidence in a control cohort. Cancers were identified from relevant Read/Oxford Medical Information System codes in the patient's clinical files. Cox proportional hazards modeling was used to calculate hazard ratios and 95% confidence intervals for risk of esophageal and gastric cancer in bisphosphonate users compared with nonusers, with adjustment for potential confounders.
Main Outcome Measure: Hazard ratio for the risk of esophageal and gastric cancer in the bisphosphonate users compared with the bisphosphonate nonusers. Results: Mean follow-up time was 4.5 and 4.4 years in the bisphosphonate and control cohorts, respectively. Excluding patients with less than 6 months' follow-up, there were 41 826 members in each cohort (81% women; mean age, 70.0 (SD, 11.4) years). One hundred sixteen esophageal or gastric cancers (79 esophageal) occurred in the bisphosphonate cohort and 115 (72 esophageal) in the control cohort. The incidence of esophageal and gastric cancer combined was 0.7 per 1000 person-years of risk in both the bisphosphonate and control cohorts; the incidence of esophageal cancer alone in the bisphosphonate and control cohorts was 0.48 and 0.44 per 1000 person-years of risk, respectively. There was no difference in risk of esophageal and gastric cancer combined between the cohorts for any bisphosphonate use (adjusted hazard ratio, 0.96 [95% confidence interval, 0.74-1.25]) or risk of esophageal cancer only (adjusted hazard ratio, 1.07 [95% confidence interval, 0.77-1.49]). There also was no difference in risk of esophageal or gastric cancer by duration of bisphosphonate intake.
Conclusion: Among patients in the UK General Practice Research Database, the use of oral bisphosphonates was not significantly associated with incident esophageal or gastric cancer.

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Short interbirth interval has been associated with maternal complications and childhood autism and leukemia, possibly due to deficiencies in maternal micronutrients at conception or increased exposure to sibling infections. A possible association between interbirth interval and subsequent risk of childhood type 1 diabetes has not been investigated. A secondary analysis of 14 published observational studies of perinatal risk factors for type 1 diabetes was conducted. Risk estimates of diabetes by category of interbirth interval were calculated for each study. Random effects models were used to calculate pooled odds ratios (ORs) and investigate heterogeneity between studies. Overall, 2,787 children with type 1 diabetes were included. There was a reduction in the risk of childhood type 1 diabetes in children born to mothers after interbirth intervals <3 years compared with longer interbirth intervals (OR 0.82 [95% CI 0.72-0.93]). Adjustments for various potential confounders little altered this estimate. In conclusion, there was evidence of a 20% reduction in the risk of childhood diabetes in children born to mothers after interbirth intervals <3 years.

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Esophageal adenocarcinoma develops on a background of Barrett's esophagus. A number of risk factors have been linked to both conditions, including gastroesophageal reflux and smoking. However, the molecular mechanisms by which these factors influence disease progression remain unclear. One possibility is that risk factors generate promutagenic DNA damage in the esophagus. The comet assay was used to measure DNA damage in esophageal (Barrett's and squamous) and gastric mucosa of Barrett's patients with (n = 24) or without (n = 50) associated adenocarcinoma or high-grade dysplasia in comparison with control patients (squamous mucosa) without Barrett's esophagus (n = 64). Patients completed a questionnaire detailing exposure to some of the known risk factors for Barrett's esophagus and adenocarcinoma. In Barrett's esophagus patients, DNA damage was higher in Barrett's mucosa compared with normal esophageal and gastric mucosa (P < 0.001). In addition, the highest quartile of DNA damage in Barrett's mucosa was associated with an increased risk (odds ratio, 9.4; 95% confidence interval, 1.1-83.4; P = 0.044) of developing adenocarcinoma or high-grade dysplasia compared with DNA damage levels in the lowest quartile. Smoking was associated with higher DNA damage in squamous epithelium in all patient groups (P < 0.01) and in Barrett's mucosa (P < 0.05) in Barrett's esophagus patients only. In controls only, current reflux was associated with higher DNA damage, whereas anti-inflammatory drug use resulted in lower levels. Collectively, these data imply a genotoxic insult to the premalignaint Barrett's mucosa that may explain the genetic instability in this tissue and the progression to adenocarcinoma. There is an indication for a role for smoking in inducing DNA damage in esophageal mucosa but an understanding of the role of reflux requires further investigation.

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The exponential growth of the world population has led to an increase of settlements often located in areas prone to natural disasters, including earthquakes. Consequently, despite the important advances in the field of natural catastrophes modelling and risk mitigation actions, the overall human losses have continued to increase and unprecedented economic losses have been registered. In the research work presented herein, various areas of earthquake engineering and seismology are thoroughly investigated, and a case study application for mainland Portugal is performed. Seismic risk assessment is a critical link in the reduction of casualties and damages due to earthquakes. Recognition of this relation has led to a rapid rise in demand for accurate, reliable and flexible numerical tools and software. In the present work, an open-source platform for seismic hazard and risk assessment is developed. This software is capable of computing the distribution of losses or damage for an earthquake scenario (deterministic event-based) or earthquake losses due to all the possible seismic events that might occur within a region for a given interval of time (probabilistic event-based). This effort has been developed following an open and transparent philosophy and therefore, it is available to any individual or institution. The estimation of the seismic risk depends mainly on three components: seismic hazard, exposure and vulnerability. The latter component assumes special importance, as by intervening with appropriate retrofitting solutions, it may be possible to decrease directly the seismic risk. The employment of analytical methodologies is fundamental in the assessment of structural vulnerability, particularly in regions where post-earthquake building damage might not be available. Several common methodologies are investigated, and conclusions are yielded regarding the method that can provide an optimal balance between accuracy and computational effort. In addition, a simplified approach based on the displacement-based earthquake loss assessment (DBELA) is proposed, which allows for the rapid estimation of fragility curves, considering a wide spectrum of uncertainties. A novel vulnerability model for the reinforced concrete building stock in Portugal is proposed in this work, using statistical information collected from hundreds of real buildings. An analytical approach based on nonlinear time history analysis is adopted and the impact of a set of key parameters investigated, including the damage state criteria and the chosen intensity measure type. A comprehensive review of previous studies that contributed to the understanding of the seismic hazard and risk for Portugal is presented. An existing seismic source model was employed with recently proposed attenuation models to calculate probabilistic seismic hazard throughout the territory. The latter results are combined with information from the 2011 Building Census and the aforementioned vulnerability model to estimate economic loss maps for a return period of 475 years. These losses are disaggregated across the different building typologies and conclusions are yielded regarding the type of construction more vulnerable to seismic activity.

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BACKGROUND: Clinical scores may help physicians to better assess the individual risk/benefit of oral anticoagulant therapy. We aimed to externally validate and compare the prognostic performance of 7 clinical prediction scores for major bleeding events during oral anticoagulation therapy. METHODS: We followed 515 adult patients taking oral anticoagulants to measure the first major bleeding event over a 12-month follow-up period. The performance of each score to predict the risk of major bleeding and the physician's subjective assessment of bleeding risk were compared with the C statistic. RESULTS: The cumulative incidence of a first major bleeding event during follow-up was 6.8% (35/515). According to the 7 scoring systems, the proportions of major bleeding ranged from 3.0% to 5.7% for low-risk, 6.7% to 9.9% for intermediate-risk, and 7.4% to 15.4% for high-risk patients. The overall predictive accuracy of the scores was poor, with the C statistic ranging from 0.54 to 0.61 and not significantly different from each other (P=.84). Only the Anticoagulation and Risk Factors in Atrial Fibrillation score performed slightly better than would be expected by chance (C statistic, 0.61; 95% confidence interval, 0.52-0.70). The performance of the scores was not statistically better than physicians' subjective risk assessments (C statistic, 0.55; P=.94). CONCLUSION: The performance of 7 clinical scoring systems in predicting major bleeding events in patients receiving oral anticoagulation therapy was poor and not better than physicians' subjective assessments.

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This paper studies a risk measure inherited from ruin theory and investigates some of its properties. Specifically, we consider a value-at-risk (VaR)-type risk measure defined as the smallest initial capital needed to ensure that the ultimate ruin probability is less than a given level. This VaR-type risk measure turns out to be equivalent to the VaR of the maximal deficit of the ruin process in infinite time. A related Tail-VaR-type risk measure is also discussed.

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We Use Survey Data on the Well-Being of Individuals to Measure Attitude Toward Risk. Risk Neutrality Cannot Be Rejected by the Data.

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Objective To model the overall and income specific effect of a 20% tax on sugar sweetened drinks on the prevalence of overweight and obesity in the UK. Design Econometric and comparative risk assessment modelling study. Setting United Kingdom. Population Adults aged 16 and over. Intervention A 20% tax on sugar sweetened drinks. Main outcome measures The primary outcomes were the overall and income specific changes in the number and percentage of overweight (body mass index ≥25) and obese (≥30) adults in the UK following the implementation of the tax. Secondary outcomes were the effect by age group (16-29, 30-49, and ≥50 years) and by UK constituent country. The revenue generated from the tax and the income specific changes in weekly expenditure on drinks were also estimated. Results A 20% tax on sugar sweetened drinks was estimated to reduce the number of obese adults in the UK by 1.3% (95% credible interval 0.8% to 1.7%) or 180 000 (110 000 to 247 000) people and the number who are overweight by 0.9% (0.6% to 1.1%) or 285 000 (201 000 to 364 000) people. The predicted reductions in prevalence of obesity for income thirds 1 (lowest income), 2, and 3 (highest income) were 1.3% (0.3% to 2.0%), 0.9% (0.1% to 1.6%), and 2.1% (1.3% to 2.9%). The effect on obesity declined with age. Predicted annual revenue was £276m (£272m to £279m), with estimated increases in total expenditure on drinks for income thirds 1, 2, and 3 of 2.1% (1.4% to 3.0%), 1.7% (1.2% to 2.2%), and 0.8% (0.4% to 1.2%). Conclusions A 20% tax on sugar sweetened drinks would lead to a reduction in the prevalence of obesity in the UK of 1.3% (around 180 000 people). The greatest effects may occur in young people, with no significant differences between income groups. Both effects warrant further exploration. Taxation of sugar sweetened drinks is a promising population measure to target population obesity, particularly among younger adults.

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A growing research base supports the predictive validity of actuarial methods of risk assessment with sexual offenders. These methods use clearly defined variables with demonstrated empirical association with re-offending. The advantages of actuarial measures for screening large numbers of offenders quickly and economically are further enhanced when the variables used can be extracted from existing electronic databases. This study reports the results of applying a computerized set of historical variables with a sample of 1,133 male sexual offenders released from prison by the New Zealand Department of Corrections. Area under the curve figures of 0.70-0.78 were obtained over periods of 5 to 15 years, reflecting a significant level of association with sexual recidivism. Detected rates of re-offending across risk levels were comparable to those previously reported for the Static-99. Rates of sexual re-offending by child molesters for all sexual offences and offences against child victims are reported separately.

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Objective To investigate the poorly understood relationship between the process of urbanization and noncommunicable diseases (NCDs) through the application of a quantitative measure of urbanicity.

Methods We constructed a measure of the urban environment for seven areas using a seven-item scale based on data from the Census of India 2001 to develop an “urbanicity” scale. The scale was used in conjunction with data collected from 3705 participants in the World Health Organization’s 2003 STEPwise risk factor surveillance survey in Tamil Nadu, India, to analyse the relationship between the urban environment and major NCD risk factors. Linear and logistic regression models were constructed examining the relationship between urbanicity and chronic disease risk.

Findings
Among men, urbanicity was positively associated with smoking (odds ratio, OR: 3.54; 95% confidence interval, CI: 2.4–5.1), body mass index (OR: 7.32; 95% CI: 4.0–13.6), blood pressure (OR: 1.92; 95% CI: 1.4–2.7) and low physical activity (OR: 3.26; 95% CI: 2.5–4.3). Among women, urbanicity was positively associated with low physical activity (OR: 4.13; 95% CI: 3.0–5.7) and high body mass index (OR: 6.48; 95% CI: 4.6–9.2). In both sexes urbanicity was positively associated with the mean number of servings of fruit and vegetables consumed per day (P < 0.05).

Conclusion
Urbanicity is associated with the prevalence of several NCD risk factors in Tamil Nadu, India.

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Objective:  To examine the prevalence of cardiovascular disease (CVD) risk factors, psychological distress and associations between physical and mental health parameters within a cohort of the Australian farming community.

Design:  Cross-sectional descriptive study.

Setting:  Farming communities across Australia.

Participants:  Data of men (n = 957) and women (n = 835) farmers from 97 locations across Australia were stratified into categories based on National Cholesterol Education Program guidelines.

Main outcome measure(s):  Prevalence of and interrelationship between overweight, obesity, dyslipidaemia, hypertension, diabetes risk and psychological distress.

Results:  There was a higher prevalence of overweight (42.5%, 95% confidence interval (CI), 34.2–50.8), obesity (21.8%, 95% CI, 18.3–25.3), abdominal adiposity (38.4% 95% CI, 24.5–52.5), hypertension (54.0%, 95% CI, 34.4–73.5) and diabetes risk (25.3%, 95% CI, 17.7–36.7) in the farming cohort compared with national data. There was also a positive significant association between the prevalence of psychological distress and obesity, abdominal adiposity, body fat percentage and metabolic syndrome in older (age ≥ 50 years) participants.

Conclusions:  This study group of farming men and women exhibited an increased prevalence of CVD risk factors and co-morbidities. The findings indicate a positive association between psychological distress and risk for developing CVD, particularly in the older farmers. If the younger cohort were to maintain elevated rates of psychological distress, then it is foreseeable that the next generation of farmers could experience poorer physical health than their predecessors.