871 resultados para Conditional-value-at-risk assessment
Resumo:
Recommendations for statin use for primary prevention of coronary heart disease (CHD) are based on estimation of the 10-year CHD risk. It is unclear which risk algorithm and guidelines should be used in European populations. Using data from a population-based study in Switzerland, we first assessed 10-year CHD risk and eligibility for statins in 5,683 women and men 35 to 75 years of age without cardiovascular disease by comparing recommendations by the European Society of Cardiology without and with extrapolation of risk to age 60 years, the International Atherosclerosis Society, and the US Adult Treatment Panel III. The proportions of participants classified as high-risk for CHD were 12.5% (15.4% with extrapolation), 3.0%, and 5.8%, respectively. Proportions of participants eligible for statins were 9.2% (11.6% with extrapolation), 13.7%, and 16.7%, respectively. Assuming full compliance to each guideline, expected relative decreases in CHD deaths in Switzerland over a 10-year period would be 16.4% (17.5% with extrapolation), 18.7%, and 19.3%, respectively; the corresponding numbers needed to treat to prevent 1 CHD death would be 285 (340 with extrapolation), 380, and 440, respectively. In conclusion, the proportion of subjects classified as high risk for CHD varied over a fivefold range across recommendations. Following the International Atherosclerosis Society and the Adult Treatment Panel III recommendations might prevent more CHD deaths at the cost of higher numbers needed to treat compared with European Society of Cardiology guidelines.
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Radioactive soil-contamination mapping and risk assessment is a vital issue for decision makers. Traditional approaches for mapping the spatial concentration of radionuclides employ various regression-based models, which usually provide a single-value prediction realization accompanied (in some cases) by estimation error. Such approaches do not provide the capability for rigorous uncertainty quantification or probabilistic mapping. Machine learning is a recent and fast-developing approach based on learning patterns and information from data. Artificial neural networks for prediction mapping have been especially powerful in combination with spatial statistics. A data-driven approach provides the opportunity to integrate additional relevant information about spatial phenomena into a prediction model for more accurate spatial estimates and associated uncertainty. Machine-learning algorithms can also be used for a wider spectrum of problems than before: classification, probability density estimation, and so forth. Stochastic simulations are used to model spatial variability and uncertainty. Unlike regression models, they provide multiple realizations of a particular spatial pattern that allow uncertainty and risk quantification. This paper reviews the most recent methods of spatial data analysis, prediction, and risk mapping, based on machine learning and stochastic simulations in comparison with more traditional regression models. The radioactive fallout from the Chernobyl Nuclear Power Plant accident is used to illustrate the application of the models for prediction and classification problems. This fallout is a unique case study that provides the challenging task of analyzing huge amounts of data ('hard' direct measurements, as well as supplementary information and expert estimates) and solving particular decision-oriented problems.
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BACKGROUND: In patients with Kawasaki disease, serial evaluation of the distribution and size of coronary artery aneurysms (CAA) is necessary for risk stratification and therapeutic management. Although transthoracic echocardiography is often sufficient for this purpose initially, visualization of the coronary arteries becomes progressively more difficult as children grow. We sought to prospectively compare coronary magnetic resonance angiography (MRA) and x-ray coronary angiography findings in patients with CAA caused by Kawasaki disease. METHODS AND RESULTS: Six subjects (age 10 to 25 years) with known CAA from Kawasaki disease underwent coronary MRA using a free-breathing T2-prepared 3D bright blood segmented k-space gradient echo sequence with navigator gating and tracking. All patients underwent x-ray coronary angiography within a median of 75 days (range, 1 to 359 days) of coronary MRA. There was complete agreement between MRA and x-ray angiography in the detection of CAA (n=11), coronary artery stenoses (n=2), and coronary occlusions (n=2). Excellent agreement was found between the 2 techniques for detection of CAA maximal diameter (mean difference=0.4 +/- 0.6 mm) and length (mean difference=1.4 +/- 1.6 mm). The 2 methods showed very similar results for proximal coronary artery diameter (mean difference=0.2 +/- 0.5 mm) and CAA distance from the ostia (mean difference=0.1 +/- 1.5 mm). CONCLUSION: Free-breathing 3D coronary MRA accurately defines CAA in patients with Kawasaki disease. This technique may provide a non-invasive alternative when transthoracic echocardiography image quality is insufficient, thereby reducing the need for serial x-ray coronary angiography in this patient group.
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Exposure to various pesticides has been characterized in workers and the general population, but interpretation and assessment of biomonitoring data from a health risk perspective remains an issue. For workers, a Biological Exposure Index (BEI®) has been proposed for some substances, but most BEIs are based on urinary biomarker concentrations at Threshold Limit Value - Time Weighted Average (TLV-TWA) airborne exposure while occupational exposure can potentially occurs through multiple routes, particularly by skin contact (i.e.captan, chlorpyrifos, malathion). Similarly, several biomonitoring studies have been conducted to assess environmental exposure to pesticides in different populations, but dose estimates or health risks related to these environmental exposures (mainly through the diet), were rarely characterized. Recently, biological reference values (BRVs) in the form of urinary pesticide metabolites have been proposed for both occupationally exposed workers and children. These BRVs were established using toxicokinetic models developed for each substance, and correspond to safe levels of absorption in humans, regardless of the exposure scenario. The purpose of this chapter is to present a review of a toxicokinetic modeling approach used to determine biological reference values. These are then used to facilitate health risk assessments and decision-making on occupational and environmental pesticide exposures. Such models have the ability to link absorbed dose of the parent compound to exposure biomarkers and critical biological effects. To obtain the safest BRVs for the studied population, simulations of exposure scenarios were performed using a conservative reference dose such as a no-observed-effect level (NOEL). The various examples discussed in this chapter show the importance of knowledge on urine collections (i.e. spot samples and complete 8-h, 12-h or 24-h collections), sampling strategies, metabolism, relative proportions of the different metabolites in urine, absorption fraction, route of exposure and background contribution of prior exposures. They also show that relying on urinary measurements of specific metabolites appears more accurate when applying this approach to the case of occupational exposures. Conversely, relying on semi-specific metabolites (metabolites common to a category of pesticides) appears more accurate for the health risk assessment of environmental exposures given that the precise pesticides to which subjects are exposed are often unknown. In conclusion, the modeling approach to define BRVs for the relevant pesticides may be useful for public health authorities for managing issues related to health risks resulting from environmental and occupational exposures to pesticides.
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The objective of this study was to describe the all-cause mortality of participants in the Swiss Hepatitis C Cohort compared to the Swiss general population. Patients with hepatitis C virus (HCV) infection attending secondary and tertiary care centres in Switzerland. One thousand six hundred and forty-five patients with HCV infection were followed up for a mean of over 2 years. We calculated all-cause standardized mortality ratios (SMR) and 95% confidence intervals (CI) using age, sex and calendar year-specific Swiss all-cause mortality rates. Multivariable Poisson regression was used to model the variability of SMR by cirrhotic status, HCV genotype, infection with hepatitis B virus or HIV, injection drug use and alcohol intake. Sixty-one deaths were recorded out of 1645 participants. The crude all-cause SMR was 4.5 (95% CI: 3.5-5.8). Patients co-infected with HIV had a crude SMR of 20 (95% CI: 11.1-36.1). The SMR of 1.1 (95% CI: 0.63-2.03) for patients who were not cirrhotic, not infected with HBV or HIV, did not inject drugs, were not heavy alcohol consumers (<or=40 g/day) and were not genotype 3, indicated no strong evidence of excess mortality. We found little evidence of excess mortality in hepatitis C infected patients who were not cirrhotic, in the absence of selected risk factors. Our findings emphasize the importance of providing appropriate preventive advice, such as counselling to avoid alcohol intake, in those infected with HCV.
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Background: Cardio-vascular diseases (CVD), their well established risk factors (CVRF) and mental disorders are common and co-occur more frequently than would be expected by chance. However, the pathogenic mechanisms and course determinants of both CVD and mental disorders have only been partially identified.Methods/Design: Comprehensive follow-up of CVRF and CVD with a psychiatric exam in all subjects who participated in the baseline cross-sectional CoLaus study (2003-2006) (n=6'738) which also included a comprehensive genetic assessment. The somatic investigation will include a shortened questionnaire on CVRF, CV events and new CVD since baseline and measurements of the same clinical and biological variables as at baseline. In addition, pro-inflammatory markers, persistent pain and sleep patterns and disorders will be assessed. In the case of a new CV event, detailed information will be abstracted from medical records. Similarly, data on the cause of death will be collected from the Swiss National Death Registry. The comprehensive psychiatric investigation of the CoLaus/PsyCoLaus study will use contemporary epidemiological methods including semi-structured diagnostic interviews, experienced clinical interviewers, standardized diagnostic criteria including threshold according to DSM-IV and sub-threshold syndromes and supplementary information on risk and protective factors for disorders. In addition, screening for objective cognitive impairment will be performed in participants older than 65 years.Discussion: The combined CoLaus/PsyCoLaus sample provides a unique opportunity to obtain prospective data on the interplay between CVRF/CVD and mental disorders, overcoming limitations of previous research by bringing together a comprehensive investigation of both CVRF and mental disorders as well as a large number of biological variables and a genome-wide genetic assessment in participants recruited from the general population.
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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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Upper gastrointestinal bleeding is a potentially serious event, usually requiring urgent endoscopic treatment. Better stratification of the risk of complication or death could optimize management and improve patient outcomes, while ensuring adequate resource allocation. Several prognostic scores have been developed, in order to identify high risk patients, who require immediate treatment, and patients at low risk for whom endoscopy may be delayed. An ideal prognostic score should be accurate, simple, reproducible, and prospectively validated in different populations. Published scores meet these requirements only partially, and thus can only be used as part of an integrative diagnostic and therapeutic process.
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INTRODUCTION: International Breast Cancer Study Group (IBCSG) Trial 11-93 is the largest trial evaluating the role of the addition of chemotherapy to ovarian function suppression/ablation (OFS) and tamoxifen in premenopausal patients with endocrine-responsive early breast cancer. METHODS: IBCSG Trial 11-93 is a randomized trial comparing four cycles of adjuvant chemotherapy (AC: doxorubicin or epirubicin, plus cyclophosphamide) added to OFS and 5 years of tamoxifen versus OFS and tamoxifen without chemotherapy in premenopausal patients with node-positive, endocrine-responsive early breast cancer. There were 174 patients randomized from May 1993 to November 1998. The trial was closed before the target accrual was reached due to low accrual rate. RESULTS: Patients randomized tended to have lower risk node-positive disease and the median age was 45. After 10 years median follow up, there remains no difference between the two randomized treatment groups for disease-free (hazard ratio=1.02 (0.57-1.83); P=0.94) or overall survival (hazard ratio=0.97 (0.44-2.16); P=0.94). CONCLUSION: This trial, although small, offers no evidence that AC chemotherapy provides additional disease control for premenopausal patients with lower-risk node-positive endocrine-responsive breast cancer who receive adequate adjuvant endocrine therapy. A large trial is needed to determine whether chemotherapy adds benefit to endocrine therapy for this population.
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The cost of operational risk refers to the capital needed to a fford the loss generated by ordinary activities of a firm. In this work we demonstrate how allocation principles can be used to the subdivision of the aggregate capital so that the firm can distribute this cost across its various constituents that generate operational risk. Several capital allocation principles are revised. Proportional allocation allows to calculate a relative risk premium to be charged to each unit. An example of fraud risk in the banking sector is presented and some correlation scenarios between business lines are compared. Keywords: solvency, quantile, value at risk, copulas
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We investigated the association between exposure to radio-frequency electromagnetic fields (RF-EMFs) from broadcast transmitters and childhood cancer. First, we conducted a time-to-event analysis including children under age 16 years living in Switzerland on December 5, 2000. Follow-up lasted until December 31, 2008. Second, all children living in Switzerland for some time between 1985 and 2008 were included in an incidence density cohort. RF-EMF exposure from broadcast transmitters was modeled. Based on 997 cancer cases, adjusted hazard ratios in the time-to-event analysis for the highest exposure category (>0.2 V/m) as compared with the reference category (<0.05 V/m) were 1.03 (95% confidence interval (CI): 0.74, 1.43) for all cancers, 0.55 (95% CI: 0.26, 1.19) for childhood leukemia, and 1.68 (95% CI: 0.98, 2.91) for childhood central nervous system (CNS) tumors. Results of the incidence density analysis, based on 4,246 cancer cases, were similar for all types of cancer and leukemia but did not indicate a CNS tumor risk (incidence rate ratio = 1.03, 95% CI: 0.73, 1.46). This large census-based cohort study did not suggest an association between predicted RF-EMF exposure from broadcasting and childhood leukemia. Results for CNS tumors were less consistent, but the most comprehensive analysis did not suggest an association.
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PURPOSE: To predict the risk of an adolescent patient to miss an appointment, based on the previous appointments and on the characteristics of the patient and the appointment. METHODS: Two thousand one hundred ninety-three (1873 females) patients aged 12 to 20 years having scheduled at least four appointments were included. We assessed the rate of missed nonexcused appointments of each patient. Second, a Markovian multilevel model was used to predict the risk of defaulting. RESULTS: Forty-five percent of the patients have not missed even once, and 14% of females and 17% of males have missed >25% of their appointments. Females show two types of behaviors (an abstract concept that groups individuals based on a combination of their appointment-keeping and their recorded type of healthcare need) depending on the diagnosis. Somatic, gynecology, violence, and counseling diagnoses are mostly grouped together. In this group, having already missed and having an appointment with a paramedical provider increases the risk of missing. In the second group (eating disorders and psychiatric diagnoses) having already missed and a longer delay between appointments influence the risk of missing, although the risk is lower for this latter group. Males only show one type of behavior regarding missed appointments. Having missed a previous appointment, being older, having cancelled the next to last appointment and the type of diagnosis explain the risk of missing. CONCLUSIONS: Patients who have already defaulted have a higher risk of defaulting again. Means of control regarding missed appointments should consequently focus on defaulters, to decrease the associated workload. Reminders could be a solution for the follow-up appointments scheduled with a long delay.
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OBJECTIVE: This study reports the frequency of alcohol use and associated tobacco and drug use among emergency department (ED) patients, in order to increase physician awareness and treatment of women and men seeking care in ED settings. METHOD: All adults seen in the ED at the University Hospital in Lausanne, Switzerland, between 11 AM and 11 PM were screened by direct interview for at-risk drinking, tobacco use, drug use, and depression during an 18-month period. RESULTS: A total of 8,599 patients (4,006 women and 4,593 men) participated in the screening procedure and provided full data on the variables in our analysis. The mean age was 51.9 years for women and 45.0 years for men; 57.5% (n = 2,304) of women and 58.5% (n = 2,688) of men were being treated for trauma. Based on guidelines of the National Institute on Alcohol Abuse and Alcoholism, 13.1% (n = 523) of the women were at-risk drinkers, 57.3% (n = 2,301) were low-risk drinkers, and 29.6% (n = 1,182) were abstinent. Among men, 32.8% (n = 1,507) met criteria for at-risk drinking, 51.8% (n = 2,380) met criteria for low-risk drinking, and 15.4% (n = 706) were abstinent. Younger individuals (ages 18-30) had significantly higher rates of episodic heavy drinking episodes, whereas at-risk older patients were more likely to drink on a daily basis. A binary model found that women and men who drank at at-risk levels are more likely to use tobacco (odds ratio [OR] = 2.48, 95% confidence interval [CI]: 2.0-3.08) and illicit drugs (OR = 5.91, CI: 3.32- 10.54) compared with abstinent and low-risk drinkers. CONCLUSIONS: This study supports systematic alcohol screening of women and men seen in EDs and suggests that patterns of alcohol and drug use vary by age and gender.
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RATIONALE: An objective and simple prognostic model for patients with pulmonary embolism could be helpful in guiding initial intensity of treatment. OBJECTIVES: To develop a clinical prediction rule that accurately classifies patients with pulmonary embolism into categories of increasing risk of mortality and other adverse medical outcomes. METHODS: We randomly allocated 15,531 inpatient discharges with pulmonary embolism from 186 Pennsylvania hospitals to derivation (67%) and internal validation (33%) samples. We derived our prediction rule using logistic regression with 30-day mortality as the primary outcome, and patient demographic and clinical data routinely available at presentation as potential predictor variables. We externally validated the rule in 221 inpatients with pulmonary embolism from Switzerland and France. MEASUREMENTS: We compared mortality and nonfatal adverse medical outcomes across the derivation and two validation samples. MAIN RESULTS: The prediction rule is based on 11 simple patient characteristics that were independently associated with mortality and stratifies patients with pulmonary embolism into five severity classes, with 30-day mortality rates of 0-1.6% in class I, 1.7-3.5% in class II, 3.2-7.1% in class III, 4.0-11.4% in class IV, and 10.0-24.5% in class V across the derivation and validation samples. Inpatient death and nonfatal complications were <or= 1.1% among patients in class I and <or= 1.9% among patients in class II. CONCLUSIONS: Our rule accurately classifies patients with pulmonary embolism into classes of increasing risk of mortality and other adverse medical outcomes. Further validation of the rule is important before its implementation as a decision aid to guide the initial management of patients with pulmonary embolism.
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In the context of recent attempts to redefine the 'skin notation' concept, a position paper summarizing an international workshop on the topic stated that the skin notation should be a hazard indicator related to the degree of toxicity and the potential for transdermal exposure of a chemical. Within the framework of developing a web-based tool integrating this concept, we constructed a database of 7101 agents for which a percutaneous permeation constant can be estimated (using molecular weight and octanol-water partition constant), and for which at least one of the following toxicity indices could be retrieved: Inhalation occupational exposure limit (n=644), Oral lethal dose 50 (LD50, n=6708), cutaneous LD50 (n=1801), Oral no observed adverse effect level (NOAEL, n=1600), and cutaneous NOAEL (n=187). Data sources included the Registry of toxic effects of chemical substances (RTECS, MDL information systems, Inc.), PHYSPROP (Syracuse Research Corp.) and safety cards from the International Programme on Chemical Safety (IPCS). A hazard index, which corresponds to the product of exposure duration and skin surface exposed that would yield an internal dose equal to a toxic reference dose was calculated. This presentation provides a descriptive summary of the database, correlations between toxicity indices, and an example of how the web tool will help industrial hygienist decide on the possibility of a dermal risk using the hazard index.