Ruin Theory with Excess of Loss Reinsurance and Reinstatements

The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical Cramer-Lundberg risk model, piecewise deterministic Markov processes are used to describe the free surplus process in this more general situation. It is shown that the finite-time ruin probability is both the solution of a partial integro-differential equation and the fixed point of a contractive integral operator. We exploit the latter representation to develop and implement a recursive algorithm for numerical approximation of the ruin probability that involves high-dimensional integration. Furthermore we study the behavior of the finite-time ruin probability under various levels of initial surplus and security loadings and compare the efficiency of the numerical algorithm with the computational alternative of stochastic simulation of the risk process. (C) 2011 Elsevier Inc. All rights reserved.

Effects of weight loss and exercise on insulin resistance, and intramyocellular triacylglycerol, diacylglycerol and ceramide.

AIMS/HYPOTHESIS: Intramyocellular lipids, including diacylglycerol (DAG) and ceramides, have been linked to insulin resistance. This randomised repeated-measures study examined the effects of diet-induced weight loss (DIWL) and aerobic exercise (EX) on insulin sensitivity and intramyocellular triacylglycerol (IMTG), DAG and ceramide. METHODS: Sixteen overweight to obese adults (BMI 30.6 ± 0.8; 67.2 ± 4.0 years of age) with either impaired fasting glucose, or impaired glucose tolerance completed one of two lifestyle interventions: DIWL (n = 8) or EX (n = 8). Insulin sensitivity was determined using hyperinsulinaemic-euglycaemic clamps. Intramyocellular lipids were measured in muscle biopsies using histochemistry and tandem mass spectrometry. RESULTS: Insulin sensitivity was improved with DIWL (20.6 ± 4.7%) and EX (19.2 ± 12.9%). Body weight and body fat were decreased by both interventions, with greater decreases in DIWL compared with EX. Muscle glycogen, IMTG content and oxidative capacity were all significantly (p < 0.05) decreased with DIWL and increased with EX. There were decreases in DAG with DIWL (-12.4 ± 14.6%) and EX (-40.9 ± 12.0%). Ceramide decreased with EX (-33.7 ± 11.2%), but not with DIWL. Dihydroceramide was decreased with both interventions. Sphingosine was decreased only with EX. Changes in total DAG, total ceramides and other sphingolipids did not correlate with changes in glucose disposal. Stearoyl-coenzyme A desaturase 1 (SCD1) content was decreased with DIWL (-19.5 ± 8.5%, p < 0.05), but increased with EX (19.6 ± 7.4%, p < 0.05). Diacylglycerol acyltransferase 1 (DGAT1) was unchanged with the interventions. CONCLUSIONS/INTERPRETATION: Diet-induced weight loss and exercise training both improved insulin resistance and decreased DAG, while only exercise decreased ceramides, despite the interventions having different effects on IMTG. These alterations may be mediated through differential changes in skeletal muscle capacity for oxidation and triacylglycerol synthesis. TRIAL REGISTRATION: ClinicalTrials.gov NCT00766298.

Physical activity in free-living, overweight white and black women: divergent responses by race to diet-induced weight loss.

BACKGROUND: Black women are at greater risk of obesity than are white women, perhaps because of their lower levels of physical activity. OBJECTIVE: We compared free-living activity energy expenditure (AEE) in sedentary white and black women (in overweight and normal-weight states) and in never-overweight control subjects. DESIGN: Subjects included 46 women (23 white, 23 black) studied while overweight and after reaching a normal weight and 38 female control subjects (23 white, 15 black). Diet, without exercise training, resulted in a mean weight loss of 13 kg and a body mass index (in kg/m(2)) < 25. Body composition, sleeping energy expenditure, free-living total energy expenditure, and the energy cost of activity and aerobic capacity were assessed before and after weight loss under 4-wk, diet-controlled, weight-stable conditions and in the control subjects. AEE was defined as above-sleep energy expenditure. RESULTS: No significant racial differences in body composition, before or after weight loss, were found. After weight loss, AEE and aerobic capacity increased in the white women and decreased in the black women (P < 0.05 and P < 0.02, respectively). After weight loss, but not before, the white women had a significantly higher mean AEE than did the black women (2448 +/- 979 and 1728 +/- 1373 kJ/d, respectively; P < 0.05), approximating AEEs in the white (2314 +/- 1105) and black (2310 +/- 1251) control subjects. CONCLUSIONS: Relative to the responses of the white women to diet-induced weight loss, the black women became less fit and less physically active. Induction of a normal body weight in overweight black women appeared to produce a more obesity-prone state, favoring weight relapse.

Energy expenditure and postprandial thermogenesis in obese women before and after weight loss.

In six young obese women (mean weight 85 +/- 3 kg) with a childhood history of obesity, and in six young nonobese women (mean weight 55 +/- 2 kg), the energy expenditure was measured during 24 h in a respiratory chamber with a maintenance energy intake. The next day, the thermogenic response to a mixed meal was investigated by using an open circuit indirect calorimetry hood system. In addition, five of the same obese women were similarly studied after a mean weight loss of 12.1 kg (14% of initial body weight) consecutive to an 11-wk hypocaloric diet (protein-supplemented modified fast). Expressed in absolute terms, the total 24 h and basal energy expenditures were found to be significantly greater in the obese (2208 +/- 105 and 1661 +/- 56 kcal/24 h, respectively) than in the controls (1746 +/- 61 and 1230 +/- 40 kcal/24 h, respectively). After weight loss, both the total 24-h and the basal energy expenditures were significantly reduced (2009 +/- 99 kcal/24 h and 1423 +/- 43 kcal/24 h respectively), but both values were still greater than that of the control subjects. The thermogenic response to the mixed meal (a liquid diet containing 17, 54, and 29% as protein, carbohydrate, and lipid calories, respectively, and an energy level determined to cover 60% of the basal energy expenditure computed for 24 h) was found to be significantly reduced in the obese as compared to controls (ie, 7.6 +/- 0.4% versus 9.5 +/- 0.4% of the energy content of the load, respectively, p less than 0.025). After weight loss, the postprandial thermogenesis of the obese was still markedly reduced (ie, 6.2 +/- 0.8%). Both before and after weight loss, the relative increase in diurnal urinary norepinephrine excretion was found to be lower in the obese than in controls, when compared to the nocturnal values. These results show that the greater 24 h energy expenditure of obese women is entirely due to their higher basal metabolic rate. The lower thermogenic response to the meal in the obese supports the concept of a thermogenic defect which can favor energy gain; furthermore, the unchanged response after weight loss in the obese suggests that the thermogenic defect may be a cause rather than a consequence of obesity.

Body fat distribution in white and black women: different patterns of intraabdominal and subcutaneous abdominal adipose tissue utilization with weight loss.

BACKGROUND: Intraabdominal adipose tissue (IAAT) is the body fat depot most strongly related to disease risk. Weight reduction is advocated for overweight people to reduce total body fat and IAAT, although little is known about the effect of weight loss on abdominal fat distribution in different races. OBJECTIVE: We compared the effects of diet-induced weight loss on changes in abdominal fat distribution in white and black women. DESIGN: We studied 23 white and 23 black women, similar in age and body composition, in the overweight state [mean body mass index (BMI; in kg/m(2)): 28.8] and the normal-weight state (mean BMI: 24.0) and 38 never-overweight control women (mean BMI: 23.4). We measured total body fat by using a 4-compartment model, trunk fat by using dual-energy X-ray absorptiometry, and cross-sectional areas of IAAT (at the fourth and fifth lumbar vertebrae) and subcutaneous abdominal adipose tissue (SAAT) by using computed tomography. RESULTS: Weight loss was similar in white and black women (13.1 and 12.6 kg, respectively), as were losses of total fat, trunk fat, and waist circumference. However, white women lost more IAAT (P < 0.001) and less SAAT (P < 0.03) than did black women. Fat patterns regressed toward those of their respective control groups. Changes in waist circumference correlated with changes in IAAT in white women (r = 0.54, P < 0.05) but not in black women (r = 0.19, NS). CONCLUSIONS: Despite comparable decreases in total and trunk fat, white women lost more IAAT and less SAAT than did black women. Waist circumference was not a suitable surrogate marker for tracking changes in the visceral fat compartment in black women.

Fatigue and weight loss predict survival on circadian chemotherapy for metastatic colorectal cancer.

BACKGROUND: Chemotherapy-induced neutropenia has been associated with prolonged survival selectively in patients on a conventional schedule (combined 5-fluorouracil, leucovorin, and oxaliplatin [FOLFOX2]) but not on a chronomodulated schedule of the same drugs administered at specific circadian times (chronoFLO4). The authors hypothesized that the early occurrence of chemotherapy-induced symptoms correlated with circadian disruption would selectively hinder the efficacy of chronotherapy. METHODS: Fatigue and weight loss (FWL) were considered to be associated with circadian disruption based on previous data. Patients with metastatic colorectal cancer (nâeuro0/00=âeuro0/00543) from an international phase 3 trial comparing FOLFOX2 with chronoFLO4 were categorized into 4 subgroups according to the occurrence of FWL or other clinically relevant toxicities during the initial 2 courses of chemotherapy. Multivariate Cox models were used to assess the role of toxicity on the time to progression (TTP) and overall survival (OS). RESULTS: The proportions of patients in the 4 subgroups were comparable in both treatment arms (Pâeuro0/00=âeuro0/00.77). No toxicity was associated with TTP or OS on FOLFOX2. The median OS on FOLFOX2 ranged from 16.4 (95% confidence limits [CL], 7.2-25.6 months) to 19.8 months (95% CL, 17.7-22.0 months) according to toxicity subgroup (Pâeuro0/00=âeuro0/00.45). Conversely, FWL, but no other toxicity, independently predicted for significantly shorter TTP (Pâeuro0/00<âeuro0/00.0001) and OS (Pâeuro0/00=âeuro0/00.001) on chronoFLO4. The median OS on chronoFLO4 was 13.8 months (95% CL, 10.4-17.2 months) or 21.1 months (95% CL, 19.0-23.1 months) according to presence or absence of chemotherapy-induced FWL, respectively. CONCLUSIONS: Early onset chemotherapy-induced FWL was an independent predictor of poor TTP and OS only on chronotherapy. Dynamic monitoring to detect early chemotherapy-induced circadian disruption could allow the optimization of rapid chronotherapy and concomitant improvements in safety and efficacy.

Establishing the Stages and Processes of Change for Weight Loss by Consensus of Experts

The present study aimed to establish, by a consensus of experts, the stages and processes of change for weight management in overweight and obese people. The first step involved developing two questionnaires aimed at assessing stages and processes of change for weight loss in overweight and obese people. The processes-ofchange questionnaire consisted of 12 subscales, and contained 107 items. A three-round Delphi study was carried out through a website, where participants were asked to give their opinion about the representativeness and clarity of the scale items. The stages-of-change questionnaire consisted of five items and was presented in the final round of the study. A team of 66 experts in the obesity field from 29 countries participated in the study. They were selected either because they belonged to the organizing committee of international associations related to obesity, or because of their research career. The required changes in the questionnaire were made according to the opinions of the participants. Some of these were the result of the group statistical response, whereas others were due to the suggestions made by the participants. A final version of the questionnaire consisting of 63 items was eventually obtained. The present study produced two questionnaires to assess stages and processes of change for weight management. The strength of the study lies in the consensus reached by the panel of experts in order to establish the required content of the questionnaires. The two measures provide useful tools for practitioners who wish to tailor weight-management interventions according to transtheoretical model constructs.