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.

Effects of Non-Susceptible Hosts on the Infection with Trypanosoma cruzi of the Vector Triatoma infestans: an Experimental Model

We tested experimentally the effects of the presence of non-susceptible hosts on the infection with Trypanosoma cruzi of the vector Triatoma infestans. The experiment consisted in two treatments: with chickens, including two chickens (non-susceptible hosts) and two infected guinea pigs (susceptible hosts), and without chickens, including only two infected guinea pigs. The hosts were held unrestrained in individual metal cages inside a closed tulle chamber. A total of 200 uninfected T. infestans third instar nymphs were liberated in each replica, collected on day 14, and examined for infection and blood meal sources on day 32-36. The additional presence of chickens relative to infected guinea pigs: (a) significantly modified the spatial distribution of bugs; (b) increased significantly the likelihoods of having a detectable blood meal on any host and molting to the next instar; (c) did not affect the bugs' probability of death by predation; and (d) decreased significantly the overall percentage of T. infestans infected with T. cruzi. The bugs collected from inside or close to the guinea pigs' cages showed a higher infection rate (71-88%) than those collected from the chickens' cages (22-32%). Mixed blood meals on chickens and guinea pigs were detected in 12-21% of bugs. Although the presence of chickens would decrease the overall percentage of infected bugs in short term experiments, the high rate of host change of T. infestans would make this difference fade out if longer exposure times had been provided.

Experimental lagochilascariosis: histopathological study of inflammatory response to larval migration in the Murine model

The goal of this study was to investigate the pattern of inflammatory response induced by Lagochilascaris minor in murine experimental model. For this purpose 115 mice were given 1000-3000 L. minor infective eggs "per os" and 51 uninfected mice were considered as controls. Four hours post-inoculation (PI), 3rd stage larvae were seen passing through the mucosa of terminal ends of small intestine. Six hours PI larvae were observed as an embolus inside the portal vein and also migrating through the liver parenchyma. During the first 24 h larvae-containing eggs of L. minor were observed in the lumen of intestinal tract. Two days PI larvae were seen migrating through lung parenchyma associated with an initial neutrophilic perivasculitis. From the 13th day of this experimental study, L. minor larvae were found mainly in skeletal muscles, in the center of granulomas. Concentric fibrosis with mixed inflammatory infiltrate involved the larvae after the 47th day PI, persistently. This experimental murine study with L. minor indicated that the 3rd stage larvae penetrated via ileum-cecal mucosa reaching the liver and probably other tissues through the hematogenic via. Throughout its pathway the larvae induced a granulomatous reaction, with abundant polimorphonuclear cells.

Inducible gene expression in fetal thymic epithelium: A new BAC transgenic model.

The thymus is the site of T cell development. Several stromal and hematopoietic cell types are necessary for the proper function of thymic selection and eventually peripheral immunity. Thymic epithelial cells (TECs) are essential for T cell lineage commitment, expansion, and maturation in the thymus. We were interested in developing an in vivo model in which exogenous gene expression could be transiently induced in embryonic TEC (Tet-On system). To this end, we have generated a bacterial artificial chromosome (BAC) transgenic mouse line in which the reverse tetracycline-dependent transactivator (rtTA) is expressed under the control of the Foxn1 promoter, a transcriptional factor indispensable for TEC development. To analyze the expression pattern and efficiency of this novel mouse model, we crossed the Foxn1-rtTA founder with a Tet-Responsive Element (TRE)-LacZ GFP mouse reporter to obtain a double transgenic mouse. In the presence of doxycycline, rtTA can interact with TRE and induce the expression of GFP and LacZ. In this double transgenic mouse, we observed that GFP expression was high, inducible and limited to TEC in fetal thymus. In contrast, in adult thymus, when TEC development and maturation is completed, GFP was barely detectable. Therefore, Foxn1-rtTA represents a new and efficient transgenic mouse model to induce genes of interest specifically in fetal thymic epithelium. genesis 51:717-724. © 2013 Wiley Periodicals, Inc.

Discrete and continuous compositions

This paper examines a dataset which is modeled well by thePoisson-Log Normal process and by this process mixed with LogNormal data, which are both turned into compositions. Thisgenerates compositional data that has zeros without any need forconditional models or assuming that there is missing or censoreddata that needs adjustment. It also enables us to model dependenceon covariates and within the composition

The effect of COX-2 inhibitors on the formation of heterotopic bone in a rat model : O1323

Aims: 1) to create a new and reproducible animal model to produce heterotopic ossification (HO) 2) to be able to exactly quantify the amount of HO using a microCT scan and 3) to prove the hypothesis that COX-2 inhibitors are efficacious in the prevention of HO. Methods: We developed a IACUC-approved Lewis rat model, in which the ventral side of the right femur was scraped to mechanically disrupt the periosteum. By clamping the vastus intermedius ischemic injury to the muscle was produced to enhance HO. Finally homologous bone marrow from a donor rat was placed on the anterior surface of the femur. Half of the study group (8 rats) received chow mixed with a COX-2 inhibitor, while the other half received normal chow. After 6 weeks the animals were sacrificed, the femurs removed and imaged by microCT. Grading of HO was based on the thickness of ectopic bone as evaluated in a blinded fashion by 3 independent observers. Results: All animals developed bilateral HO. Rats treated with COX-2 inhibitors developed significantly less ectopic bone than the control group rats. Conclusions: The results suggest that we have created a very reliable, reproducible model to form ectopic bone in rats. Using the microCT we can precisely quantify the amount of HO. We have been able to show that COX-2 inhibitors significantly decrease the amount of HO formation and are thus a good alternative to non-specific NSAIDs with their potential serious side effects on the gastrointestinal tract and on hemo-stastis.

Derivaciones en los centros de salud de Andalucía según el sexo de profesionales y pacientes: un análisis de género.

BACKGROUND It has been identified differences of medical care practice in primary care related to physician's sex. Simultaneously, there are gender inequalities in the assignment of health resources. Both aspects give rise to an increasing growing interest in the management and provision of health services. OBJECTIVES To examine the differences in the referral practice made by female and male primary care physicians working in health centers in Andalusia, to consider whether there are disparities in referrals received by men and women, and to examine the interaction between patient's sex and physician's sex. METHODS Observational, cross-sectional, and multicenter study. POPULATION 4 health districts in Andalucía and their physicians. SAMPLE 382 physicians. MEASUREMENTS referral rate per visit (RV), referral rate per patient quota (RQ), patient's sex, physician: sex, age, postgraduate family medicine specialty, size of the patient quota by sex, mean number of patients/day by sex, mean age of the patient quota by sex, and proportion of men in the quota. Health center: urban / rural, size of the team, enrolled population, and postgraduate family medicine specialty's accreditation. SOURCES databases of health districts. PERIOD OF STUDY 2010. ANALYSIS Bivariate and multivariate multilevel analysis of the referral rate per visit with mixed Poisson model. RESULTS In 2010 382 physicians made 129,161 referrals to specialized care. The RQ was 23.47 and the RV was 4.92. The RQ in women and men was 27.23 and 19.78 for women physicians, being 27.37 and 19.51 for male physicians. The RV in women and men was 4.92 and 5.48 for women physicians, being 4.54 and 4.93 for male physicians. CONCLUSION There are no differences in referral according to physician's sex. However, there are signs that might indicate the existence of gender inequality, and women patient received less referrals. There are no physician-patient's sex interaction.

A mixed H2/H∞-based semiactive control for vibration mitigation in flexible structures

In this paper, we address this problem through the design of a semiactive controller based on the mixed H2/H∞ control theory. The vibrations caused by the seismic motions are mitigated by a semiactive damper installed in the bottom of the structure. It is meant by semiactive damper, a device that absorbs but cannot inject energy into the system. Sufficient conditions for the design of a desired control are given in terms of linear matrix inequalities (LMIs). A controller that guarantees asymptotic stability and a mixed H2/H∞ performance is then developed. An algorithm is proposed to handle the semiactive nature of the actuator. The performance of the controller is experimentally evaluated in a real-time hybrid testing facility that consists of a physical specimen (a small-scale magnetorheological damper) and a numerical model (a large-scale three-story building)

New delay-dependent stability criteria for uncertain neutral systems with mixed time-varying delays and nonlinear perturbations

The problem of stability analysis for a class of neutral systems with mixed time-varying neutral, discrete and distributed delays and nonlinear parameter perturbations is addressed. By introducing a novel Lyapunov-Krasovskii functional and combining the descriptor model transformation, the Leibniz-Newton formula, some free-weighting matrices, and a suitable change of variables, new sufficient conditions are established for the stability of the considered system, which are neutral-delay-dependent, discrete-delay-range dependent, and distributeddelay-dependent. The conditions are presented in terms of linear matrix inequalities (LMIs) and can be efficiently solved using convex programming techniques. Two numerical examples are given to illustrate the efficiency of the proposed method

Irreversible thermodynamics of Poisson processes with reaction

A kinetic model is derived to study the successive movements of particles, described by a Poisson process, as well as their generation. The irreversible thermodynamics of this system is also studied from the kinetic model. This makes it possible to evaluate the differences between thermodynamical quantities computed exactly and up to second-order. Such differences determine the range of validity of the second-order approximation to extended irreversible thermodynamics

Size-dependent predation by Dugesia lugubris (Turbellaria) on Physa acuta (Gastropoda): experiments and model

1. We investigated experimentally predation by the flatworm Dugesia lugubris on the snail Physa acuta in relation to predator body length and to prey morphology [shell length (SL) and aperture width (AW)]. 2. SL and AW correlate strongly in the field, but display significant and independent variance among populations. In the laboratory, predation by Dugesia resulted in large and significant selection differentials on both SL and AW. Analysis of partial effects suggests that selection on AW was indirect, and mediated through its strong correlation with SL. 3. The probability P(ij) for a snail of size category i (SL) to be preyed upon by a flatworm of size category j was fitted with a Poisson-probability distribution, the mean of which increased linearly with predator size (i). Despite the low number of parameters, the fit was excellent (r2 = 0.96). We offer brief biological interpretations of this relationship with reference to optimal foraging theory. 4. The largest size class of Dugesia (>2 cm) did not prey on snails larger than 7 mm shell length. This size threshold might offer Physa a refuge against flatworm predation and thereby allow coexistence in the field. 5. Our results are further discussed with respect to previous field and laboratory observations on P acuta life-history patterns, in particular its phenotypic variance in adult body size.

Not one odour but two: A new model for nestmate recognition.

Recognition systems play a key role in a range of biological processes, including mate choice, immune defence and altruistic behaviour. Social insects provide an excellent model for studying recognition systems because workers need to discriminate between nestmates and non-nestmates, enabling them to direct altruistic behaviour towards closer kin and to repel potential invaders. However, the level of aggression directed towards conspecific intruders can vary enormously, even among workers within the same colony. This is usually attributed to differences in the aggression thresholds of individuals or to workers having different roles within the colony. Recent evidence from the weaver ant Oecophylla smaragdina suggests that this does not tell the whole story. Here I propose a new model for nestmate recognition based on a vector template derived from both the individual's innate odour and the shared colony odour. This model accounts for the recent findings concerning weaver ants, and also provides an alternative explanation for why the level of aggression expressed by a colony decreases as the diversity within the colony increases, even when odour is well-mixed. The model makes additional predictions that are easily tested, and represents a significant advance in our conceptualisation of recognition systems.

Radioimmunotherapy of human colon carcinoma by 131I-labelled monoclonal anti-CEA antibodies in a nude mouse model.

A mixture of 3 MAbs directed against 3 different CEA epitopes was radiolabelled with 131I and used for the treatment of a human colon carcinoma transplanted s.c. into nude mice. Intact MAbs and F(ab')2 fragments were mixed because it had been shown by autoradiography that these 2 antibody forms can penetrate into different areas of the tumor nodule. Ten days after transplantation of colon tumor T380 a single dose of 600 microCi of 131I MAbs was injected i.v. The tumor grafts were well established (as evidenced by exponential growth in untreated mice) and their size continued to increase up to 6 days after radiolabelled antibody injection. Tumor shrinking was then observed lasting for 4-12 weeks. In a control group injected with 600 microCi of 131I coupled to irrelevant monoclonal IgG, tumor growth was delayed, but no regression was observed. Tumors of mice injected with the corresponding amount of unlabelled antibodies grew like those of untreated mice. Based on measurements of the effective whole-body half-life of injected 131I, the mean radiation dose received by the animals was calculated to be 382 rads for the antibody group and 478 rads for the normal IgG controls. The genetically immunodeficient animals exhibited no increase in mortality, and only limited bone-marrow toxicity was observed. Direct measurement of radioactivity in mice dissected 1, 3 and 7 days after 131I-MAb injection showed that 25, 7.2 and 2.2% of injected dose were recovered per gram of tumor, the mean radiation dose delivered to the tumor being thus more than 5,000 rads. These experiments show that therapeutic doses of radioactivity can be selectively directed to human colon carcinoma by i.v. injection of 131I-labelled anti-CEA MAbs.

Measuring and explaining farm inefficiency in a panel data set of mixed farms

This paper aims to estimate a translog stochastic frontier production function in the analysis of a panel of 150 mixed Catalan farms in the period 1989-1993, in order to attempt to measure and explain variation in technical inefficiency scores with a one-stage approach. The model uses gross value added as the output aggregate measure. Total employment, fixed capital, current assets, specific costs and overhead costs are introduced into the model as inputs. Stochasticfrontier estimates are compared with those obtained using a linear programming method using a two-stage approach. The specification of the translog stochastic frontier model appears as an appropriate representation of the data, technical change was rejected and the technical inefficiency effects were statistically significant. The mean technical efficiency in the period analyzed was estimated to be 64.0%. Farm inefficiency levels were found significantly at 5%level and positively correlated with the number of economic size units.

A finite-population revenue management model and a risk-ratio procedure for the joint estimation of population size and parameters

Many dynamic revenue management models divide the sale period into a finite number of periods T and assume, invoking a fine-enough grid of time, that each period sees at most one booking request. These Poisson-type assumptions restrict the variability of the demand in the model, but researchers and practitioners were willing to overlook this for the benefit of tractability of the models. In this paper, we criticize this model from another angle. Estimating the discrete finite-period model poses problems of indeterminacy and non-robustness: Arbitrarily fixing T leads to arbitrary control values and on the other hand estimating T from data adds an additional layer of indeterminacy. To counter this, we first propose an alternate finite-population model that avoids this problem of fixing T and allows a wider range of demand distributions, while retaining the useful marginal-value properties of the finite-period model. The finite-population model still requires jointly estimating market size and the parameters of the customer purchase model without observing no-purchases. Estimation of market-size when no-purchases are unobservable has rarely been attempted in the marketing or revenue management literature. Indeed, we point out that it is akin to the classical statistical problem of estimating the parameters of a binomial distribution with unknown population size and success probability, and hence likely to be challenging. However, when the purchase probabilities are given by a functional form such as a multinomial-logit model, we propose an estimation heuristic that exploits the specification of the functional form, the variety of the offer sets in a typical RM setting, and qualitative knowledge of arrival rates. Finally we perform simulations to show that the estimator is very promising in obtaining unbiased estimates of population size and the model parameters.