On the impossibility of fair risk allocation

Measuring and allocating risk properly are crucial for performance evaluation and internal capital allocation of portfolios held by banks, insurance companies, investment funds and other entities subject to financial risk. We show that by using coherent measures of risk it is impossible to allocate risk satisfying simultaneously the natural requirements of Core Compatibility, Equal Treatment Property and Strong Monotonicity. To obtain the result we characterize the Shapley value on the class of totally balanced games and also on the class of exact games.

Risk factors of type 2 diabetes and cardiovascular diseases among Jamaican adolescents

Purpose. The purpose of the study was to examine Jamaican adolescents in a school setting, for risk factors of type 2 diabetes mellitus (T2DM) and cardiovascular diseases (CVDs). Methods. A descriptive epidemiological cross-sectional study of 276 Jamaican adolescents (112 males and 164 females) ages 14-19 years (15.6±1.2), randomly selected from grades 9-12 from ten high schools on the island. Thirteen risk factors were examined. Risk factors were compared with BMI levels and demographics. A sub-study validated finger prick testing of fasting blood glucose, total cholesterol, and HbA1c versus venous testing in 59 subjects. Results. Prevalence of overweight was 33.0% (n=91) with mean BMI of 23.74±7.74. Approximately 66.7% of subjects reported ≥ 3 risk factors. The number of T2DM and CVDs risk factors increased for subjects with BMI above 25. One third of the overweight subjects were classified with the metabolic syndrome. High BMI was associated with high waist circumference (r = .767, p < .01), high waist-to-hip ratio (r = .180, p < .01), presence of Acanthosis Nigricans (r = .657, p < .01), high total cholesterol (r = .158, p < .01), family history of T2DM (r = .157, p < .01), and hypertension (r = .422, p < .01). Regression analyses significantly predicted gender and physical activity (p < .001), and total number of risk factors for T2DM and CVDs (p < .001). Paired samples t-tests revealed no significant differences between methods of testing for TC and HbA1c (p < .01) but not for FBG (p > .05). Percentage bias for the methods of blood testing met the reference standards for fasting blood glucose but not for total cholesterol and HbA1c. Bland Altman tests of agreement between the two methods indicated good agreement for all three tests. Conclusion. Jamaican adolescents are at high risk for T2DM and CVDs as seen in other study populations. Effective programs to prevent T2DM and CVDs are needed. Family history of diseases, anthropometric measures, and gender identified more subjects at risk than did the biochemical measures. Comparison between finger prick and venous blood methods suggested that finger prick is an adequate method to screen for risk factors in children and adolescents.

Examination of the impact of personality, social, and cognitive factors on the co-occurrence of health risk behaviors among multi-problem youth: The utility of an integrative framework

Research has identified a number of putative risk factors that places adolescents at incrementally higher risk for involvement in alcohol and other drug (AOD) use and sexual risk behaviors (SRBs). Such factors include personality characteristics such as sensation-seeking, cognitive factors such as positive expectancies and inhibition conflict as well as peer norm processes. The current study was guided by a conceptual perspective that support the notion that an integrative framework that includes multi-level factors has significant explanatory value for understanding processes associated with the co-occurrence of AOD use and sexual risk behavior outcomes. This study evaluated simultaneously the mediating role of AOD-sex related expectancies and inhibition conflict on antecedents of AOD use and SRBs including sexual sensation-seeking and peer norms for condom use.^ The sample was drawn from the Enhancing My Personal Options While Evaluating Risk (EMPOWER: Jonathan Tubman, PI), data set (N = 396; aged 12-18 years). Measures used in the study included Sexual Sensation-Seeking Scale, Inhibition Conflict for Condom Use, Risky Sex Scale. All relevant measures had well-documented psychometric properties. A global assessment of alcohol, drug use and sexual risk behaviors was used.^ Results demonstrated that AOD-sex related expectancies mediated the influence of sexual sensation-seeking on the co-occurrence of alcohol and other drug use and sexual risk behaviors. The evaluation of the integrative model also revealed that sexual sensation-seeking was positively associated with peer norms for condom use. Also, peer norms predicted inhibition conflict among this sample of multi-problem youth. ^ This dissertation research identified mechanisms of risk and protection associated with the co-occurrence of AOD use and SRBs among a multi-problem sample of adolescents receiving treatment for alcohol or drug use and related problems. This study is informative for adolescent-serving programs that address those individual and contextual characteristics that enhance treatment efficacy and effectiveness among adolescents receiving substance use and related problems services.^

Use of structural equation modeling to examine the association between breast cancer risk perception and repeat screening mammography among United States women

Breast cancer is the second leading cause of cancer death in United States women, estimated to be diagnosed in 1 out of 8 women in their lifetime. Screening mammography detects breast cancer in its pre-clinical stages when treatment strategies have the greatest chance of success, and is currently the only population-wide prevention method proven to reduce the morbidity and mortality associated with breast cancer. Research has shown that the majority of women are not screened annually, with estimates ranging front 6% - 30% of eligible women receiving all available annual mammograms over a 5-year or greater time frame. Health behavior theorists believe that perception of risk/susceptibility to a disease influences preventive health behavior, in this case, screening mammography The purpose of this dissertation is to examine the association between breast cancer risk perception and repeat screening mammography using a structural equation modeling (SEM) framework. A series of SEM multivariate regressions were conducted using self-reported, nationally representative data from the 2005 National Health Interview Survey. Interaction contrasts were tested to measure the potential moderating effects of variables which have been shown to be predictive of mammography use (physician recommendation, economic barriers, structural barriers, race/ethnicity) on the association between breast cancer risk perception and repeat mammography, while controlling for the covariates of age, income, region, nativity, and educational level. Of the variables tested for moderation, results of the SEM analyses identify physician recommendation as the only moderator of the relationship between risk perception and repeat mammography, thus the potentially most effective point of intervention to increase mammography screening, and decrease the morbidity and mortality associated with breast cancer. These findings expand the role of the physician from recommendation to one of attenuating the effect of risk perception and increasing repeat screening. The long range application of the research is the use of the SEM methodology to identify specific points of intervention most likely to increase preventive behavior in population-wide research, allowing for the most effective use of intervention funds.^

Gender differences in the influence of protective factors, risk factors, and health risk behaviors on HIV risk behaviors among youth in South Florida

Adolescents engage in a range of risk behaviors during their transition from childhood to adulthood. Identifying and understanding interpersonal and socio-environmental factors that may influence risk-taking is imperative in order to meet the Healthy People 2020 goals of reducing the incidence of unintended pregnancies, HIV, and other sexually transmitted infections among youth. The purpose of this study was to investigate gender differences in the predictors of HIV risk behaviors among South Florida youth. More specifically, this study examined how protective factors, risk factors, and health risk behaviors, derived from a guiding framework using the Theory of Problem Behavior and Theory of Gender and Power, were associated with HIV risk behavior. A secondary analysis of 2009 Youth Risk Behavior Survey data sets from Miami-Dade, Broward, and Palm Beach school districts tested hypotheses for factors associated with HIV risk behaviors. The sample consisted of 5,869 high school students (mean age 16.1 years), with 69% identifying as Black or Hispanic. Logistic regression analyses revealed gender differences in the predictors of HIV risk behavior. An increase in the health risk behaviors was related to an increase in the odds that a student would engage in HIV risk behavior. An increase in risk factors was also found to significantly predict an increase in the odds of HIV risk behavior, but only in females. Also, the probability of participation in HIV risk behavior increased with grade level. Post-hoc analyses identified recent sexual activity (past 3 months) as the strongest predictor of condom nonuse and having four or more sexual partners for both genders. The strongest predictors of having sex under the influence of drugs/alcohol were alcohol use in both genders, marijuana use in females, and physical fighting in males. Gender differences in the predictors of unprotected sex, multiple sexual partners, and having sex under the influence were also found. Additional studies are warranted to understand the gender differences in predictors of HIV risk behavior among youth in order to better inform prevention programming and policy, as well as meet the national Healthy People 2020 goals.

The effect of reciprocal mapping on high-risk sixth-grade students' social studies achievement

Reading deficits in students in Grades 4 to 12 are evident in American schools. Informational text is particularly difficult for students. This quasi-experimental study (N=138) investigated sixth-grade students' achievement in social studies using the Reciprocal Mapping instructional routine, compared to sixth-grade students' achievement taught with a traditional approach. The Reciprocal Mapping instructional routine incorporated explicit instruction in text structure using graphic organizers. Students created their own graphic organizers and used them to write about social studies content. The comparison group used a traditional approach, students' reading the textbook and answering questions. Students for this study included sixth-graders in the seven sixth-grade classrooms in two public schools in a small, rural south Florida school district. A focus of this study was to determine the helpfulness of the intervention for at-risk readers. To determine students considered to be at-risk, the researcher used data from the reading portion of the Florida Comprehensive Assessment Test (FCAT), 2011-2012, that considers Level 1 and 2 as at-risk readers. The quasi-experimental study used a pretest-posttest control group design, with students assigned to treatment groups by class. Two teachers at the two rural sites were trained on the Reciprocal Mapping instructional routine and taught students in both the experimental and control groups for an equivalent amount of time over a 5-week period. Results of the 3 x 2 factorial ANCOVA found a significant positive difference favoring the experimental group's social studies achievement as compared to that of the comparison group as measured by the pre/post unit test from the social studies series (McGraw-Hill, 2013), when controlling for initial differences in students' reading FCAT scores. Interactions for high-risk struggling readers were investigated using the significance level p < .05. Due to no significant interaction the main effects of treatment were interpreted. The pretest was used as a covariate and the multivariate analysis was found to be significant. Therefore, analysis of covariance was run on each of the dependent variable as a follow-up. Reciprocal Mapping was found to be significant in posttest scores, independent of gender and level of risk, and while holding the pretest scores constant. Findings showed there was a significant difference in the performance of the high-risk reading students taught with the Reciprocal Mapping intervention who scored statistically better than students in the control group. Further study findings showed that teacher fidelity of implementation of the treatment had a statistically significant relationship in predicting posttest scores when controlling for pretest scores. Study results indicated that improving students' use of text structure through the Reciprocal Mapping instructional routine positively supported sixth-grade students' social studies achievement.

Perceived Risk of Predation Affects Reproductive Life - History Traits in Gambusia holbrooki, but Not in Heterandria formosa

Key to predicting impacts of predation is understanding the mechanisms through which predators impact prey populations. While consumptive effects are well-known, non-consumptive predator effects (risk effects) are increasingly being recognized as important. Studies of risk effects, however, have focused largely on how trade-offs between food and safety affect fitness. Less documented, and appreciated, is the potential for predator presence to directly suppress prey reproduction and affect life-history characteristics. For the first time, we tested the effects of visual predator cues on reproduction of two prey species with different reproductive modes, lecithotrophy (i.e. embryonic development primarily fueled by yolk) and matrotrophy (i.e. energy for embryonic development directly supplied by the mother to the embryo through a vascular connection). Predation risk suppressed reproduction in the lecithotrophic prey (Gambusia holbrokii) but not the matrotroph (Heterandria formosa). Predator stress caused G. holbrooki to reduce clutch size by 43%, and to produce larger and heavier offspring compared to control females. H. formosa, however, did not show any such difference. In G. holbrooki we also found a significantly high percentage (14%) of stillbirths in predator-exposed treatments compared to controls (2%). To the best of our knowledge, this is the first direct empirical evidence of predation stress affecting stillbirths in prey. Our results suggest that matrotrophy, superfetation (clutch overlap), or both decrease the sensitivity of mothers to environmental fluctuation in resource (food) and stress (predation risk) levels compared to lecithotrophy. These mechanisms should be considered both when modeling consequences of perceived risk of predation on prey-predator population dynamics and when seeking to understand the evolution of reproductive modes.

Examination of Personality, Social and Cognitive Factors on the Co-Occurrence of Health Risk Behaviors among Multi-Problem Youth: The Utility of An Integrative Framework

Research has identified a number of putative risk factors that places adolescents at incrementally higher risk for involvement in alcohol and other drug (AOD) use and sexual risk behaviors (SRBs). Such factors include personality characteristics such as sensation-seeking, cognitive factors such as positive expectancies and inhibition conflict as well as peer norm processes. The current study was guided by a conceptual perspective that support the notion that an integrative framework that includes multi-level factors has significant explanatory value for understanding processes associated with the co-occurrence of AOD use and sexual risk behavior outcomes. This study evaluated simultaneously the mediating role of AOD-sex related expectancies and inhibition conflict on antecedents of AOD use and SRBs including sexual sensation-seeking and peer norms for condom use. The sample was drawn from the Enhancing My Personal Options While Evaluating Risk (EMPOWER: Jonathan Tubman, PI), data set (N = 396; aged 12-18 years). Measures used in the study included Sexual Sensation-Seeking Scale, Inhibition Conflict for Condom Use, Risky Sex Scale. All relevant measures had well-documented psychometric properties. A global assessment of alcohol, drug use and sexual risk behaviors was used. Results demonstrated that AOD-sex related expectancies mediated the influence of sexual sensation-seeking on the co-occurrence of alcohol and other drug use and sexual risk behaviors. The evaluation of the integrative model also revealed that sexual sensation-seeking was positively associated with peer norms for condom use. Also, peer norms predicted inhibition conflict among this sample of multi-problem youth. This dissertation research identified mechanisms of risk and protection associated with the co-occurrence of AOD use and SRBs among a multi-problem sample of adolescents receiving treatment for alcohol or drug use and related problems. This study is informative for adolescent-serving programs that address those individual and contextual characteristics that enhance treatment efficacy and effectiveness among adolescents receiving substance use and related problems services.

Maternal HIV-1 envelope-specific antibody responses and reduced risk of perinatal transmission.

Despite the wide availability of antiretroviral drugs, more than 250,000 infants are vertically infected with HIV-1 annually, emphasizing the need for additional interventions to eliminate pediatric HIV-1 infections. Here, we aimed to define humoral immune correlates of risk of mother-to-child transmission (MTCT) of HIV-1, including responses associated with protection in the RV144 vaccine trial. Eighty-three untreated, HIV-1-transmitting mothers and 165 propensity score-matched nontransmitting mothers were selected from the Women and Infants Transmission Study (WITS) of US nonbreastfeeding, HIV-1-infected mothers. In a multivariable logistic regression model, the magnitude of the maternal IgG responses specific for the third variable loop (V3) of the HIV-1 envelope was predictive of a reduced risk of MTCT. Neutralizing Ab responses against easy-to-neutralize (tier 1) HIV-1 strains also predicted a reduced risk of peripartum transmission in secondary analyses. Moreover, recombinant maternal V3-specific IgG mAbs mediated neutralization of autologous HIV-1 isolates. Thus, common V3-specific Ab responses in maternal plasma predicted a reduced risk of MTCT and mediated autologous virus neutralization, suggesting that boosting these maternal Ab responses may further reduce HIV-1 MTCT.

The Abundance and Behavioral Ecology of Cape Cod Gray Seals Under Predation Risk From White Sharks

The ultimate goal of wildlife recovery is abundance growth of a species, though it must also involve the reestablishment of the species’ ecological role within ecosystems frequently modified by humans. Reestablishment and subsequent recovery may depend on the species’ degree of adaptive behavior as well as the duration of their functional absence and the extent of ecosystem alteration. In cases of long extirpations or extensive alteration, successful reestablishment may entail adjusting foraging behavior, targeting new prey species, and encountering unfamiliar predatory or competitive regimes. Recovering species must also increasingly tolerate heightened anthropogenic presence, particularly within densely inhabited coastal zones. In recent decades, gray seals (Halichoerus grypus) recovered from exploitation, depletion, and partial extirpation in the Northwest Atlantic. On Cape Cod, MA, USA, gray seals have reestablished growing breeding colonies and seasonally interact with migratory white sharks (Carcarodon carcharias). Though well-studied in portions of their range due to concerns over piscivorous impacts on valuable groundfish, there are broad knowledge gaps regarding their ecological role to US marine ecosystems. Furthermore, there are few studies that explicitly analyze gray seal behavior under direct risk of documented shark predation.

In this dissertation, I apply a behavioral and movement ecology approach to telemetry data to understand gray seal abundance and activity patterns along the coast of Cape Cod. This coastal focus complements extensive research documenting and describing offshore movement and foraging behavior and allows me to address questions about movement decisions and risk allocation. Using beach counts of seals visible in satellite imagery, I estimate the total regional abundance of gray seals using correction factors from haul out behavior and demonstrate a sizeable prey base of gray seals locally. Analyzing intra-annual space use patterns, I document small, concentrated home ranges utilizing nearshore habitats that rapidly expand with shifting activity budgets to target disperse offshore habitats following seasonal declines in white sharks. During the season of dense shark presence, seals conducted abbreviated nocturnal foraging trips structured temporally around divergent use of crepuscular periods. The timing of coastal behavior with different levels of twilight indicate risk allocation patterns with diel cycles of empirical white shark activity. The emergence of risk allocation to explain unique behavioral and spatial patterns observed in these gray seals points to the importance of the restored predator-prey dynamic in gray seal behavior along Cape Cod.

Impact of Genetic Testing and Family Health History Based Risk Counseling on Behavior Change and Cognitive Precursors for Type 2 Diabetes.

Family health history (FHH) in the context of risk assessment has been shown to positively impact risk perception and behavior change. The added value of genetic risk testing is less certain. The aim of this study was to determine the impact of Type 2 Diabetes (T2D) FHH and genetic risk counseling on behavior and its cognitive precursors. Subjects were non-diabetic patients randomized to counseling that included FHH +/- T2D genetic testing. Measurements included weight, BMI, fasting glucose at baseline and 12 months and behavioral and cognitive precursor (T2D risk perception and control over disease development) surveys at baseline, 3, and 12 months. 391 subjects enrolled of which 312 completed the study. Behavioral and clinical outcomes did not differ across FHH or genetic risk but cognitive precursors did. Higher FHH risk was associated with a stronger perceived T2D risk (pKendall < 0.001) and with a perception of "serious" risk (pKendall < 0.001). Genetic risk did not influence risk perception, but was correlated with an increase in perception of "serious" risk for moderate (pKendall = 0.04) and average FHH risk subjects (pKendall = 0.01), though not for the high FHH risk group. Perceived control over T2D risk was high and not affected by FHH or genetic risk. FHH appears to have a strong impact on cognitive precursors of behavior change, suggesting it could be leveraged to enhance risk counseling, particularly when lifestyle change is desirable. Genetic risk was able to alter perceptions about the seriousness of T2D risk in those with moderate and average FHH risk, suggesting that FHH could be used to selectively identify individuals who may benefit from genetic risk testing.

Risk Prediction for Epithelial Ovarian Cancer in 11 United States-Based Case-Control Studies: Incorporation of Epidemiologic Risk Factors and 17 Confirmed Genetic Loci.

Previously developed models for predicting absolute risk of invasive epithelial ovarian cancer have included a limited number of risk factors and have had low discriminatory power (area under the receiver operating characteristic curve (AUC) < 0.60). Because of this, we developed and internally validated a relative risk prediction model that incorporates 17 established epidemiologic risk factors and 17 genome-wide significant single nucleotide polymorphisms (SNPs) using data from 11 case-control studies in the United States (5,793 cases; 9,512 controls) from the Ovarian Cancer Association Consortium (data accrued from 1992 to 2010). We developed a hierarchical logistic regression model for predicting case-control status that included imputation of missing data. We randomly divided the data into an 80% training sample and used the remaining 20% for model evaluation. The AUC for the full model was 0.664. A reduced model without SNPs performed similarly (AUC = 0.649). Both models performed better than a baseline model that included age and study site only (AUC = 0.563). The best predictive power was obtained in the full model among women younger than 50 years of age (AUC = 0.714); however, the addition of SNPs increased the AUC the most for women older than 50 years of age (AUC = 0.638 vs. 0.616). Adapting this improved model to estimate absolute risk and evaluating it in prospective data sets is warranted.

Predicting 10-year risk of fatal cardiovascular disease in Germany: an update based on the SCORE-Deutschland Risk Charts

Estimation of absolute risk of cardiovascular disease (CVD), preferably with population-specific risk charts, has become a cornerstone of CVD primary prevention. Regular recalibration of risk charts may be necessary due to decreasing CVD rates and CVD risk factor levels. The SCORE risk charts for fatal CVD risk assessment were first calibrated for Germany with 1998 risk factor level data and 1999 mortality statistics. We present an update of these risk charts based on the SCORE methodology including estimates of relative risks from SCORE, risk factor levels from the German Health Interview and Examination Survey for Adults 2008-11 (DEGS1) and official mortality statistics from 2012. Competing risks methods were applied and estimates were independently validated. Updated risk charts were calculated based on cholesterol, smoking, systolic blood pressure risk factor levels, sex and 5-year age-groups. The absolute 10-year risk estimates of fatal CVD were lower according to the updated risk charts compared to the first calibration for Germany. In a nationwide sample of 3062 adults aged 40-65 years free of major CVD from DEGS1, the mean 10-year risk of fatal CVD estimated by the updated charts was lower by 29% and the estimated proportion of high risk people (10-year risk > = 5%) by 50% compared to the older risk charts. This recalibration shows a need for regular updates of risk charts according to changes in mortality and risk factor levels in order to sustain the identification of people with a high CVD risk.

Bullying Involvement and Adolescent Substance Use: A Study of Multilevel Risk and Protective Factors

Bullying, frequent drunkenness, and frequent cannabis use are significant health-risk behaviours among youth. While many studies have demonstrated that bullying involvement may initiate a developmental pathway to both types of frequent substance use, there is a limited understanding of the connection between these behaviours. The presence of risk and protective factors within youths’ relationships and within their neighbourhoods may alter the associations between bullying involvement and both types of frequent substance use. A systemic approach is needed to assess the complex, social environments in which youth are embedded. The current thesis consists of two studies that examined the associations between bullying and both types of frequent substance use within the context of youths’ social environments. In Study 1, multilevel modeling was used to examine the associations between bullying and frequent substance use within the context of individual and neighbourhood risk factors. Our results indicated that the risk factors associated with both frequent drunkenness and frequent cannabis use exist at both levels, with neighbourhoods altering the association of individual risk factors. Moreover, bullying was a unique risk factor associated with both types of frequent substance use, whereas indirect associations were observed for victimization. Study 2 used a similar methodology to examine the association between bullying and both types of frequent substance use within the context of individual and neighbourhood protective factors. Once again, our results indicated that the protective factors associated with both types of frequent substance use exist at multiple levels, and that neighbourhoods altered the association of individual protective factors. Additionally, positive relationship characteristics interacted with the link between bullying and both types of frequent substance use. Together, these findings clarify the nature of the bullying-substance use link and emphasize the need to study adolescent development in context.

A novel framework for predicting patients at risk of readmission

Uncertainty in decision-making for patients’ risk of re-admission arises due to non-uniform data and lack of knowledge in health system variables. The knowledge of the impact of risk factors will provide clinicians better decision-making and in reducing the number of patients admitted to the hospital. Traditional approaches are not capable to account for the uncertain nature of risk of hospital re-admissions. More problems arise due to large amount of uncertain information. Patients can be at high, medium or low risk of re-admission, and these strata have ill-defined boundaries. We believe that our model that adapts fuzzy regression method will start a novel approach to handle uncertain data, uncertain relationships between health system variables and the risk of re-admission. Because of nature of ill-defined boundaries of risk bands, this approach does allow the clinicians to target individuals at boundaries. Targeting individuals at boundaries and providing them proper care may provide some ability to move patients from high risk to low risk band. In developing this algorithm, we aimed to help potential users to assess the patients for various risk score thresholds and avoid readmission of high risk patients with proper interventions. A model for predicting patients at high risk of re-admission will enable interventions to be targeted before costs have been incurred and health status have deteriorated. A risk score cut off level would flag patients and result in net savings where intervention costs are much higher per patient. Preventing hospital re-admissions is important for patients, and our algorithm may also impact hospital income.