871 resultados para Conditional-value-at-risk assessment


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Epidemiological studies report confidence or uncertainty intervals around their estimates. Estimates of the burden of diseases and risk factors are subject to a broader range of uncertainty because of the combination of multiple data sources and value choices. Sensitivity analysis can be used to examine the effects of social values that have been incorporated into the design of the disability–adjusted life year (DALY). Age weight, where a year of healthy life lived at one age is valued differently from at another age, is the most controversial value built into the DALY. The discount rate, which addresses the difference in value of current versus future health benefits, also has been criticized. The distribution of the global disease burden and rankings of various conditions are largely insensitive to alternate assumptions about the discount rate and age weighting. The major effects of discounting and age weighting are to enhance the importance of neuropsychiatric conditions and sexually transmitted infections. The Global Burden of Disease study also has been criticized for estimating mortality and disease burden for regions using incomplete and uncertain data. Including uncertain results, with uncertainty quantified to the extent possible, is preferable, however, to leaving blank cells in tables intended to provide policy makers with an overall assessment of burden of disease. No estimate is generally interpreted as no problem. Greater investment in getting the descriptive epidemiology of diseases and injuries correct in poor countries will do vastly more to reduce uncertainty in disease burden assessments than a philosophical debate about the appropriateness of social value

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Seventy four asthmatic children aged 7 to 11 years were examined along with controls matched by age and sex. Clinical and laboratory investigations preceded a 28-day follow-up where data about morning and evening peak expiratory flow rate (PEF), symptoms and treatment were recorded. The coefficient of variation of PEF was found to be an objective measurement of asthma severity that has statistically significant correlation with both symptoms (r s= .36) and treatment (r s= .60). Moreover, it separates mild and severe asthmatics, as confirmed by statistically significant differences (p= .008 or less) in symptoms, treatment, skin allergy and airways response to exercise. Skin allergy and airways responsiveness to exercise were found to be predictors of both disease and severity. By means of logistic regression analysis it was possible to establish the probabilities for both asthma and severe asthma when children presenting and not presenting these characteristics are compared. One single positive skin test represent a probability of 88% for the development of asthma and a probability of 70% for severe disease. A PEF reduction of 10% after an exercise test implies a probability of 73% for disease and a probability of 64% for severe disease. Increases in these variables imply geometrically increased risks and their presence together have a multiplicative effect in the final risk.

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Aflatoxin B1 (AFB1) is considered by different International Agencies as a genotoxic and potent hepatocarcinogen. However, despite the fact that the fungi producing this compound are detected in some work environments, AFB1 is rarely monitored in occupational settings. The aim of the present investigation was to assess exposure to AFB1 of workers from one Portuguese waste company located in the outskirt of Lisbon. Occupational exposure assessment to AFB1 was done with a biomarker of internal dose that measures AFB1 in the serum by enzyme-linked immunosorbent assay. Forty-one workers from the waste company were enrolled in this study (26 from sorting; 9 from composting; 6 from incineration). A control group (n = 30) was also considered in order to know the AFB1 background levels for the Portuguese population. All the workers showed detectable levels of AFB1 with values ranging from 2.5ng ml−1 to 25.9ng ml−1 with a median value of 9.9±5.4ng ml−1. All of the controls showed values below the method’s detection limit. Results obtained showed much higher (8-fold higher) values when compared with other Portuguese settings already studied, such as poultry and swine production. Besides this mycotoxin, other mycotoxins are probably present in this occupational setting and this aspect should be taken into consideration for the risk assessment process due to possible synergistic reactions. The data obtained suggests that exposure to AFB1 occurs in a waste management setting and claims attention for the need of appliance of preventive and protective safety measures.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

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The present Work Project (WP) is the result of Sonae’s concern with fraud risk, seeking to implement a method that formally describes and evaluates it in its various forms. In a context of limited human, capital, time and tools’ resources, the Internal Audit (IA) department of the company developed a framework to raise the awareness of top management and identify which processes of its value chain present a higher level of exposure to fraud, with the purpose of redirecting attention to those and prioritizing the creation of new mechanisms to monitor its KPIs’ dynamics.

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BACKGROUND: Data from prospective cohort studies regarding the association between subclinical hyperthyroidism and cardiovascular outcomes are conflicting.We aimed to assess the risks of total and coronary heart disease (CHD) mortality, CHD events, and atrial fibrillation (AF) associated with endogenous subclinical hyperthyroidism among all available large prospective cohorts. METHODS: Individual data on 52 674 participants were pooled from 10 cohorts. Coronary heart disease events were analyzed in 22 437 participants from 6 cohorts with available data, and incident AF was analyzed in 8711 participants from 5 cohorts. Euthyroidism was defined as thyrotropin level between 0.45 and 4.49 mIU/L and endogenous subclinical hyperthyroidism as thyrotropin level lower than 0.45 mIU/L with normal free thyroxine levels, after excluding those receiving thyroid-altering medications. RESULTS: Of 52 674 participants, 2188 (4.2%) had subclinical hyperthyroidism. During follow-up, 8527 participants died (including 1896 from CHD), 3653 of 22 437 had CHD events, and 785 of 8711 developed AF. In age- and sex-adjusted analyses, subclinical hyperthyroidism was associated with increased total mortality (hazard ratio[HR], 1.24, 95% CI, 1.06-1.46), CHD mortality (HR,1.29; 95% CI, 1.02-1.62), CHD events (HR, 1.21; 95%CI, 0.99-1.46), and AF (HR, 1.68; 95% CI, 1.16-2.43).Risks did not differ significantly by age, sex, or preexisting cardiovascular disease and were similar after further adjustment for cardiovascular risk factors, with attributable risk of 14.5% for total mortality to 41.5% forAF in those with subclinical hyperthyroidism. Risks for CHD mortality and AF (but not other outcomes) were higher for thyrotropin level lower than 0.10 mIU/L compared with thyrotropin level between 0.10 and 0.44 mIU/L(for both, P value for trend, .03). CONCLUSION: Endogenous subclinical hyperthyroidism is associated with increased risks of total, CHD mortality, and incident AF, with highest risks of CHD mortality and AF when thyrotropin level is lower than 0.10 mIU/L.

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Perioperative cardiac events occurring in patients undergoing non-cardiac surgery are a common cause of morbidity and mortality. Current guidelines recommend an individualized approach to preoperative cardiac risk stratification prior to non-cardiac surgery, integrating risk factors both for the patient (active cardiac conditions, clinical risk factors, functional capacity) and for the planned surgery. Preoperative cardiac investigations are currently limited to high-risk patients in whom they may contribute to modify the perioperative management. A multidisciplinary approach to such patients, integrating the general practitioner, is recommended in order to define an individualized peri-operative strategy.

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Cette thèse s'intéresse à étudier les propriétés extrémales de certains modèles de risque d'intérêt dans diverses applications de l'assurance, de la finance et des statistiques. Cette thèse se développe selon deux axes principaux, à savoir: Dans la première partie, nous nous concentrons sur deux modèles de risques univariés, c'est-à- dire, un modèle de risque de déflation et un modèle de risque de réassurance. Nous étudions le développement des queues de distribution sous certaines conditions des risques commun¬s. Les principaux résultats sont ainsi illustrés par des exemples typiques et des simulations numériques. Enfin, les résultats sont appliqués aux domaines des assurances, par exemple, les approximations de Value-at-Risk, d'espérance conditionnelle unilatérale etc. La deuxième partie de cette thèse est consacrée à trois modèles à deux variables: Le premier modèle concerne la censure à deux variables des événements extrême. Pour ce modèle, nous proposons tout d'abord une classe d'estimateurs pour les coefficients de dépendance et la probabilité des queues de distributions. Ces estimateurs sont flexibles en raison d'un paramètre de réglage. Leurs distributions asymptotiques sont obtenues sous certaines condi¬tions lentes bivariées de second ordre. Ensuite, nous donnons quelques exemples et présentons une petite étude de simulations de Monte Carlo, suivie par une application sur un ensemble de données réelles d'assurance. L'objectif de notre deuxième modèle de risque à deux variables est l'étude de coefficients de dépendance des queues de distributions obliques et asymétriques à deux variables. Ces distri¬butions obliques et asymétriques sont largement utiles dans les applications statistiques. Elles sont générées principalement par le mélange moyenne-variance de lois normales et le mélange de lois normales asymétriques d'échelles, qui distinguent la structure de dépendance de queue comme indiqué par nos principaux résultats. Le troisième modèle de risque à deux variables concerne le rapprochement des maxima de séries triangulaires elliptiques obliques. Les résultats théoriques sont fondés sur certaines hypothèses concernant le périmètre aléatoire sous-jacent des queues de distributions. -- This thesis aims to investigate the extremal properties of certain risk models of interest in vari¬ous applications from insurance, finance and statistics. This thesis develops along two principal lines, namely: In the first part, we focus on two univariate risk models, i.e., deflated risk and reinsurance risk models. Therein we investigate their tail expansions under certain tail conditions of the common risks. Our main results are illustrated by some typical examples and numerical simu¬lations as well. Finally, the findings are formulated into some applications in insurance fields, for instance, the approximations of Value-at-Risk, conditional tail expectations etc. The second part of this thesis is devoted to the following three bivariate models: The first model is concerned with bivariate censoring of extreme events. For this model, we first propose a class of estimators for both tail dependence coefficient and tail probability. These estimators are flexible due to a tuning parameter and their asymptotic distributions are obtained under some second order bivariate slowly varying conditions of the model. Then, we give some examples and present a small Monte Carlo simulation study followed by an application on a real-data set from insurance. The objective of our second bivariate risk model is the investigation of tail dependence coefficient of bivariate skew slash distributions. Such skew slash distributions are extensively useful in statistical applications and they are generated mainly by normal mean-variance mixture and scaled skew-normal mixture, which distinguish the tail dependence structure as shown by our principle results. The third bivariate risk model is concerned with the approximation of the component-wise maxima of skew elliptical triangular arrays. The theoretical results are based on certain tail assumptions on the underlying random radius.

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Chagas heart disease (CHD) results from infection with the protozoan parasite Trypanosoma cruzi and is the leading cause of infectious myocarditis worldwide. It poses a substantial public health burden due to high morbidity and mortality. CHD is also the most serious and frequent manifestation of chronic Chagas disease and appears in 20-40% of infected individuals between 10-30 years after the original acute infection. In recent decades, numerous clinical and experimental investigations have shown that a low-grade but incessant parasitism, along with an accompanying immunological response [either parasite-driven (most likely) or autoimmune-mediated], plays an important role in producing myocardial damage in CHD. At the same time, primary neuronal damage and microvascular dysfunction have been described as ancillary pathogenic mechanisms. Conduction system disturbances, atrial and ventricular arrhythmias, congestive heart failure, systemic and pulmonary thromboembolism and sudden cardiac death are the most common clinical manifestations of chronic Chagas cardiomyopathy. Management of CHD aims to relieve symptoms, identify markers of unfavourable prognosis and treat those individuals at increased risk of disease progression or death. This article reviews the pathophysiology of myocardial damage, discusses the value of current risk stratification models and proposes an algorithm to guide mortality risk assessment and therapeutic decision-making in patients with CHD.

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Risk stratification of patients with unstable angina or non ST-segment elevation myocardial infarction (UA/NSTEMI) is problematic given the heterogeneous presentation of the condition and clinical characteristics of patients. We sought to compare, in acute coronary syndrome patients, the prognostic value of two frequently used risk scores (RS): the Thrombolysis in Myocardial Infarction (TIMI) and the physician’s risk assessment (PRA). We also assessed whether serum biomarkers can increase the prognostic accuracy of clinical RS.

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BACKGROUND: The SYNTAX score (SXscore), an angiographic score reflecting coronary lesion complexity, predicts clinical outcomes in patients with left main or multivessel disease, and in patients with ST-segment elevation myocardial infarction undergoing primary PCI. The clinical SXscore (CSS) integrates the SXscore and clinical variables (age, ejection fraction, serum creatinine) into a single score. We analyzed these scores in elderly patients with acute coronary syndrome (ACS) undergoing primary PCI. The purpose of this analysis was not to decide which patients should undergo PCI, but to predict clinical outcomes in this population. METHODS: The SXscore was determined in a consecutive series of 114 elderly patients (mean age, 79.6 ± 4.1 years) undergoing primary PCI for ACS. Outcomes were stratified according to SXscore tertiles: SXLOW ≤15 (n = 39), 15< SXMID <23 (n = 40), and SXHIGH ≥23 (n = 35). The primary endpoint was all-cause mortality at 30 days. Secondary endpoints were nonfatal major adverse cardiac and cerebrovascular events (MACCE) at 30 days, and 1-year outcomes in patients discharged alive. RESULTS: Mortality at 30 days was higher in the SXHIGH group compared with the aggregate SXLOW+MID group (37.1% vs 5.1%; P<.0001), and in the CSSHIGH group compared with the aggregate CSSLOW+MID group (25.5% vs 1.4%; P=.0001). MACCE rates at 30 days were similar among SXscore tertiles. The CSS predicted 1-year MACCE rates (12.1% for CSSHIGH vs 3.1% for CSSLOW+MID; P=.03). CONCLUSIONS: The SXscore predicts 30-day mortality in elderly patients with ACS undergoing primary PCI. In patients discharged alive, the CSS predicts risk of MACCE at 1 year.

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Commentaire de: Gaziano TA, Young CR, Fitzmaurice G, Atwood S, Gaziano JM. Laboratory-based versus non-laboratory-based method for assessment of cardiovascular disease risk: the NHANES I Follow-up Study cohort. Lancet. 2008;371(9616):923-31. PMID: 18342687

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BACKGROUND: Prognosis prediction for resected primary colon cancer is based on the T-stage Node Metastasis (TNM) staging system. We investigated if four well-documented gene expression risk scores can improve patient stratification. METHODS: Microarray-based versions of risk-scores were applied to a large independent cohort of 688 stage II/III tumors from the PETACC-3 trial. Prognostic value for relapse-free survival (RFS), survival after relapse (SAR), and overall survival (OS) was assessed by regression analysis. To assess improvement over a reference, prognostic model was assessed with the area under curve (AUC) of receiver operating characteristic (ROC) curves. All statistical tests were two-sided, except the AUC increase. RESULTS: All four risk scores (RSs) showed a statistically significant association (single-test, P < .0167) with OS or RFS in univariate models, but with HRs below 1.38 per interquartile range. Three scores were predictors of shorter RFS, one of shorter SAR. Each RS could only marginally improve an RFS or OS model with the known factors T-stage, N-stage, and microsatellite instability (MSI) status (AUC gains < 0.025 units). The pairwise interscore discordance was never high (maximal Spearman correlation = 0.563) A combined score showed a trend to higher prognostic value and higher AUC increase for OS (HR = 1.74, 95% confidence interval [CI] = 1.44 to 2.10, P < .001, AUC from 0.6918 to 0.7321) and RFS (HR = 1.56, 95% CI = 1.33 to 1.84, P < .001, AUC from 0.6723 to 0.6945) than any single score. CONCLUSIONS: The four tested gene expression-based risk scores provide prognostic information but contribute only marginally to improving models based on established risk factors. A combination of the risk scores might provide more robust information. Predictors of RFS and SAR might need to be different.

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INTRODUCTION: Ventilator-associated pneumonia remains the most common nosocomial infection in the critically ill and contributes to significant morbidity. Eventual decisions regarding withdrawal or maximal therapy are demanding and rely on physicians' experience. Additional objective tools for risk assessment may improve medical judgement. Copeptin, reflecting vasopressin release, as well as the Sequential Organ Failure Assessment (SOFA) score, reflecting the individual degree of organ dysfunction, might qualify for survival prediction in ventilator-associated pneumonia. We investigated the predictive value of the SOFA score and copeptin in ventilator-associated pneumonia. METHODS: One hundred one patients with ventilator-associated pneumonia were prospectively assessed. Death within 28 days after ventilator-associated pneumonia onset was the primary end point. RESULTS: The SOFA score and the copeptin levels at ventilator-associated pneumonia onset were significantly elevated in nonsurvivors (P = .002 and P = .017, respectively). Both markers had different time courses in survivors and nonsurvivors (P < .001 and P = .006). Mean SOFA (average SOFA of 10 days after VAP onset) was superior in predicting 28-day survival as compared with SOFA and copeptin at ventilator-associated pneumonia onset (area under the curve, 0.90 vs 0.73 and 0.67, respectively). CONCLUSIONS: The predictive value of serial-measured SOFA significantly exceeds those of single SOFA and copeptin measurements. Serial SOFA scores accurately predict outcome in ventilator-associated pneumonia.