On the problematic of reserving and stochastic loss models

Abstract Traditionally, the common reserving methods used by the non-life actuaries are based on the assumption that future claims are going to behave in the same way as they did in the past. There are two main sources of variability in the processus of development of the claims: the variability of the speed with which the claims are settled and the variability between the severity of the claims from different accident years. High changes in these processes will generate distortions in the estimation of the claims reserves. The main objective of this thesis is to provide an indicator which firstly identifies and quantifies these two influences and secondly to determine which model is adequate for a specific situation. Two stochastic models were analysed and the predictive distributions of the future claims were obtained. The main advantage of the stochastic models is that they provide measures of variability of the reserves estimates. The first model (PDM) combines one conjugate family Dirichlet - Multinomial with the Poisson distribution. The second model (NBDM) improves the first one by combining two conjugate families Poisson -Gamma (for distribution of the ultimate amounts) and Dirichlet Multinomial (for distribution of the incremental claims payments). It was found that the second model allows to find the speed variability in the reporting process and development of the claims severity as function of two above mentioned distributions' parameters. These are the shape parameter of the Gamma distribution and the Dirichlet parameter. Depending on the relation between them we can decide on the adequacy of the claims reserve estimation method. The parameters have been estimated by the Methods of Moments and Maximum Likelihood. The results were tested using chosen simulation data and then using real data originating from the three lines of business: Property/Casualty, General Liability, and Accident Insurance. These data include different developments and specificities. The outcome of the thesis shows that when the Dirichlet parameter is greater than the shape parameter of the Gamma, resulting in a model with positive correlation between the past and future claims payments, suggests the Chain-Ladder method as appropriate for the claims reserve estimation. In terms of claims reserves, if the cumulated payments are high the positive correlation will imply high expectations for the future payments resulting in high claims reserves estimates. The negative correlation appears when the Dirichlet parameter is lower than the shape parameter of the Gamma, meaning low expected future payments for the same high observed cumulated payments. This corresponds to the situation when claims are reported rapidly and fewer claims remain expected subsequently. The extreme case appears in the situation when all claims are reported at the same time leading to expectations for the future payments of zero or equal to the aggregated amount of the ultimate paid claims. For this latter case, the Chain-Ladder is not recommended.

Three-dimensional radiobiological dosimetry of kidneys for treatment planning in peptide receptor radionuclide therapy.

PURPOSE: Peptide receptor radionuclide therapy (PRRT) delivers high absorbed doses to kidneys and may lead to permanent nephropathy. Reliable dosimetry of kidneys is thus critical for safe and effective PRRT. The aim of this work was to assess the feasibility of planning PRRT based on 3D radiobiological dosimetry (3D-RD) in order to optimize both the amount of activity to administer and the fractionation scheme, while limiting the absorbed dose and the biological effective dose (BED) to the renal cortex. METHODS: Planar and SPECT data were available for a patient examined with (111)In-DTPA-octreotide at 0.5 (planar only), 4, 24, and 48 h post-injection. Absorbed dose and BED distributions were calculated for common therapeutic radionuclides, i.e., (111)In, (90)Y and (177)Lu, using the 3D-RD methodology. Dose-volume histograms were computed and mean absorbed doses to kidneys, renal cortices, and medullae were compared with results obtained using the MIRD schema (S-values) with the multiregion kidney dosimetry model. Two different treatment planning approaches based on (1) the fixed absorbed dose to the cortex and (2) the fixed BED to the cortex were then considered to optimize the activity to administer by varying the number of fractions. RESULTS: Mean absorbed doses calculated with 3D-RD were in good agreement with those obtained with S-value-based SPECT dosimetry for (90)Y and (177)Lu. Nevertheless, for (111)In, differences of 14% and 22% were found for the whole kidneys and the cortex, respectively. Moreover, the authors found that planar-based dosimetry systematically underestimates the absorbed dose in comparison with SPECT-based methods, up to 32%. Regarding the 3D-RD-based treatment planning using a fixed BED constraint to the renal cortex, the optimal number of fractions was found to be 3 or 4, depending on the radionuclide administered and the value of the fixed BED. Cumulative activities obtained using the proposed simulated treatment planning are compatible with real activities administered to patients in PRRT. CONCLUSIONS: The 3D-RD treatment planning approach based on the fixed BED was found to be the method of choice for clinical implementation in PRRT by providing realistic activity to administer and number of cycles. While dividing the activity in several cycles is important to reduce renal toxicity, the clinical outcome of fractionated PRRT should be investigated in the future.

Neuroanatomical and neuropsychological features of elderly euthymic depressed patients with early- and late-onset.

BACKGROUND: Whether or not cognitive impairment and brain structure changes are trait characteristics of late-life depression is still disputed. Previous studies led to conflicting data possibly because of the difference in the age of depression onset. In fact, several lines of evidence suggest that late-onset depression (LOD) is more frequently associated with neuropsychological deficits and brain pathology than early-onset depression (EOD). To date, no study explored concomitantly the cognitive profile and brain magnetic resonance imaging (MRI) patterns in euthymic EOD and LOD patients. METHOD: Using a cross-sectional design, 41 remitted outpatients (30 with EOD and 11 with LOD) were compared to 30 healthy controls. Neuropsychological evaluation concerned working memory, episodic memory, processing speed, naming capacity and executive functions. Volumetric estimates of the amygdala, hippocampus, entorhinal and anterior cingulate cortex were obtained using both voxel-based and region of interest morphometric methods. White matter hyperintensities were assessed semiquantitatively. RESULTS: Both cognitive performance and brain volumes were preserved in euthymic EOD patients whereas LOD patients showed a significant reduction of episodic memory capacity and a higher rate of periventricular hyperintensities compared to both controls and EOD patients. CONCLUSION: Our results support the dissociation between EOD thought to be mainly related to psychosocial factors and LOD that is characterized by increasing vascular burden and episodic memory decline.

Alignment of hexatic langmuir monolayers under shear

We have studied the structural changes that fatty acid monolayers in the Ov phase undergo when a simple shear flow is imposed. A strong coupling is revealed by the changes in domain structure that are observable using Brewster angle microscopy, suggesting the possibility of shear alignment. The dependence of the alignment on the molecular polar tilt proves that the mechanism is different than in nematic liquid crystals. We argue that the degenerate lattice symmetry lines of the underlying pseudohexagonal lattice align in the flow direction, and we explain the observed alignment angle using geometrical arguments.

A model of cellular dosimetry for macroscopic tumors in radiopharmaceutical therapy.

PURPOSE: In the radiopharmaceutical therapy approach to the fight against cancer, in particular when it comes to translating laboratory results to the clinical setting, modeling has served as an invaluable tool for guidance and for understanding the processes operating at the cellular level and how these relate to macroscopic observables. Tumor control probability (TCP) is the dosimetric end point quantity of choice which relates to experimental and clinical data: it requires knowledge of individual cellular absorbed doses since it depends on the assessment of the treatment's ability to kill each and every cell. Macroscopic tumors, seen in both clinical and experimental studies, contain too many cells to be modeled individually in Monte Carlo simulation; yet, in particular for low ratios of decays to cells, a cell-based model that does not smooth away statistical considerations associated with low activity is a necessity. The authors present here an adaptation of the simple sphere-based model from which cellular level dosimetry for macroscopic tumors and their end point quantities, such as TCP, may be extrapolated more reliably. METHODS: Ten homogenous spheres representing tumors of different sizes were constructed in GEANT4. The radionuclide 131I was randomly allowed to decay for each model size and for seven different ratios of number of decays to number of cells, N(r): 1000, 500, 200, 100, 50, 20, and 10 decays per cell. The deposited energy was collected in radial bins and divided by the bin mass to obtain the average bin absorbed dose. To simulate a cellular model, the number of cells present in each bin was calculated and an absorbed dose attributed to each cell equal to the bin average absorbed dose with a randomly determined adjustment based on a Gaussian probability distribution with a width equal to the statistical uncertainty consistent with the ratio of decays to cells, i.e., equal to Nr-1/2. From dose volume histograms the surviving fraction of cells, equivalent uniform dose (EUD), and TCP for the different scenarios were calculated. Comparably sized spherical models containing individual spherical cells (15 microm diameter) in hexagonal lattices were constructed, and Monte Carlo simulations were executed for all the same previous scenarios. The dosimetric quantities were calculated and compared to the adjusted simple sphere model results. The model was then applied to the Bortezomib-induced enzyme-targeted radiotherapy (BETR) strategy of targeting Epstein-Barr virus (EBV)-expressing cancers. RESULTS: The TCP values were comparable to within 2% between the adjusted simple sphere and full cellular models. Additionally, models were generated for a nonuniform distribution of activity, and results were compared between the adjusted spherical and cellular models with similar comparability. The TCP values from the experimental macroscopic tumor results were consistent with the experimental observations for BETR-treated 1 g EBV-expressing lymphoma tumors in mice. CONCLUSIONS: The adjusted spherical model presented here provides more accurate TCP values than simple spheres, on par with full cellular Monte Carlo simulations while maintaining the simplicity of the simple sphere model. This model provides a basis for complementing and understanding laboratory and clinical results pertaining to radiopharmaceutical therapy.

Do childhood cancer survivors with physical performance limitations reach healthy activity levels?

BACKGROUND: The extent to which physical performance limitations affect the ability of childhood cancer survivors to reach healthy activity levels is unknown. Therefore this study aims to describe the effect of different types of limitations on activity levels in survivors. PROCEDURE: Within the Swiss Childhood Cancer Survivor Study we sent a questionnaire to all survivors (≥16 years) registered in the Swiss Childhood Cancer Registry, who survived >5 years and were diagnosed 1976-2005 aged <16 years. We measured healthy activity levels using international guidelines and assessed different kinds of performance limitations (visual impairment, weight and endurance problems, cardiorespiratory, musculoskeletal, and neurological problems, pain and fatigue syndromes). RESULTS: The sample included 1,560 survivors (75% response rate), of whom 209 (13.5%) reported they have performance limitations. Forty-two percent of survivors with limitations reached healthy activity levels, compared to 57% of survivors without limitations. Least active were survivors with vision impairments (25% active), weight and endurance problems (27.3%), cardiorespiratory problems (36.4%), and musculoskeletal problems (43.1%). After adjusting for socio-demographic variables and type of cancer, we found that survivors with limitations were 1.4 (95%CI 1.0-2.0; P = 0.047) times more likely to be inactive. CONCLUSIONS: Although many survivors with physical performance limitations maintain healthy activity levels, there is room for improvement. Adapted and targeted physical activity counseling for survivors with performance limitations might help them to raise level of activity and pursue a healthy lifestyle.

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.

Decreased behavioral impairments in an Alzheimer mice model by interfering with TNF-alpha metabolism.

The performance of mice expressing PDAPP (+/+ or +/-) was studied in the Morris place navigation task. Different lines of questions were investigated using PDAPP+/- mice in which the activity of the cytokine Tumor Necrosing Factor alpha (TNFalpha) was attenuated by chronic treatment with anti-TNF or deleting TNFalpha (TNF-/-). Two different categories of behavior were analyzed in adult (6 months) and middle aged (15 months) subjects. Classically, the cognitive performance was assessed from the escape efficacy and quantitative bias toward the training position in a Morris water maze. Second, stereotyped circling was quantified, along with more qualitative behavioral impairments such as self-mutilation or increased reactivity. Our results can be summarized as follows. (1) All of the PDAPP mice expressed reduced cognitive performance in the Morris task, but only those with a clear-cut amyloid burden in the hippocampus showed behavioral abnormalities such as stereotyped circling. (2) Chronic treatment with anti-TNF prevented the development of pathological circling in the 6-month-old mice but not in the 15-month-old mice and had no significant effect on amyloid burden. (3) The absence of TNFalpha prevented the development of stereotyped circling in 6- and 15-month-old mice but increased amyloid burden after 15 months. These data indicate that PDAPP mice express cognitive impairments disregarding absence of TNF. The pathological behavioral anomalies related to the PDAPP mutation seem reduced by treatments interfering with TNFalpha.

Reactivity of antiglioma monoclonal antibodies for a large panel of cultured gliomas and other neuroectoderm derived tumors.

We produced three monoclonal antibodies, BF7, GE2 and CG12, against cultured human glioma cells. Their specificity was tested by an indirect antibody-binding radioimmunoassay on a panel of glial and non-glial tumor cell lines. BF7 and GE2 react preferentially with glioma cells and, except for one colon carcinoma line, they do not bind to the control non-neuroectodermal cells; they appear to be directed against common malignant glioma associated antigens. CG12, the third monoclonal antibody, binds to the great majority of tumor cell lines of neuroectodermal origin and does not bind to any other cell lines tested.

Physiological changes during postharvest senescence of broccoli

The objective of this work was to determine the early physiological changes throughout shelf life of fresh broccoli (Brassica oleracea L. var. italica) cv. Piracicaba Precoce at 25ºC and relative humidity of 96% in the dark until complete senescence. Head inflorescences showed lack of turgidity and commercial value when weight loss reached up to 5%, coinciding with 48 hour after harvest. Chlorophyll content was stable until 24 hours after harvesting; afterwards, an intense degradation phase took place. At 72 hours, total head yellowing was observed when chlorophyll content dropped to 30% of its initial content. Peroxidase activity increased by 1.4 fold during the first six hours, dropping to its lowest level approximately 24 hours after harvesting. However, from this time on, an increment of activity was observed until 72 hours. At 24 hours after harvesting, respiration was reduced by 50%. At later stages of senescence, respiration of florets was stable, but in a lower level than that determined at harvest. Sharp reduction of starch and reducing sugars was observed within 24 hours after harvesting, followed by continuous period of decline in starch and non-reducing sugars.

Functional compensation of motor function in pre-symptomatic Huntington's disease.

Involuntary choreiform movements are a clinical hallmark of Huntington's disease. Studies in clinically affected patients suggest a shift of motor activations to parietal cortices in response to progressive neurodegeneration. Here, we studied pre-symptomatic gene carriers to examine the compensatory mechanisms that underlie the phenomenon of retained motor function in the presence of degenerative change. Fifteen pre-symptomatic gene carriers and 12 matched controls performed button presses paced by a metronome at either 0.5 or 2 Hz with four fingers of the right hand whilst being scanned with functional magnetic resonance imaging. Subjects pressed buttons either in the order of a previously learnt 10-item finger sequence, from left to right, or kept still. Error rates ranged from 2% to 7% in the pre-symptomatic gene carriers and from 0.5% to 4% in controls, depending on the condition. No significant difference in task performance was found between groups for any of the conditions. Activations in the supplementary motor area (SMA) and superior parietal lobe differed with gene status. Compared with healthy controls, gene carriers showed greater activations of left caudal SMA with all movement conditions. Activations correlated with increasing speed of movement were greater the closer the gene carriers were to estimated clinical diagnosis, defined by the onset of unequivocal motor signs. Activations associated with increased movement complexity (i.e. with the pre-learnt 10-item sequence) decreased in the rostral SMA with nearing diagnostic onset. The left superior parietal lobe showed reduced activation with increased movement complexity in gene carriers compared with controls, and in the right superior parietal lobe showed greater activations with all but the most demanding movements. We identified a complex pattern of motor compensation in pre-symptomatic gene carriers. The results show that preclinical compensation goes beyond a simple shift of activity from premotor to parietal regions involving multiple compensatory mechanisms in executive and cognitive motor areas. Critically, the pattern of motor compensation is flexible depending on the actual task demands on motor control.

The future of leadership

The good news with regard to this (or any) chapter on the future of leadership is that there is one. There was a time when researchers called for a moratorium on new leadership theory and research (e.g., Miner, 1975) citing the uncertain future of the field. Then for a time there was a popular academic perspective that leadership did not really matter when it came to shaping organizational outcomes (Meindl & Ehrlich, 1987; Meindl, Ehrlich, & Dukerich, 1985; Pfeffer, 1977). That perspective was laid to rest by "realists" in the field (Day & Antonakis, 2012a) by means of empirical re-interpretation of the results used to support the position that leadership does not matter (Lieberson & O'Connor, 1972; Salancik & Pfeffer, 1977). Specifically, Day and Lord (1988) showed that when proper methodological concerns were addressed (e.g., controlling for industry and company size effects; incorporating appropriate time lags) that the impact of top-level leadership was considerable - explaining as much as 45% of the variance in measures of organizational performance. Despite some recent pessimistic sentiments about the "curiously unformed" state of leadership research and theory (Hackman & Wageman, 2007), others have argued that the field has continued to evolve and is potentially on the threshold of some significant breakthroughs (Day & Antonakis, 2012a). Leadership scholars have been re-energized by new directions in the field and research efforts have revitalized areas previously abandoned for apparent lack of consistency in findings (e.g., leadership trait theory). Our accumulated knowledge now allows us to explain the nature of leadership including its biological bases and other antecedents, and consequences with some degree of confidence. There are other comprehensive sources that review the extensive theoretical and empirical foundation of leadership (Bass, 2008; Day & Antonakis, 2012b) so that will not be the focus of the present chapter. Instead, we will take a future-oriented perspective in identifying particular areas within the leadership field that we believe offer promising perspectives on the future of leadership. Nonetheless, it is worthwhile as background to first provide an overview of how we see the leadership field changing over the past decade or so. This short chronicle will set the stage for a keener understanding of where the future contributions are likely to emerge. Overall, across nine major schools of leadership - trait, behavioural, contingency, contextual, relational, sceptics, information processing, New Leadership, biological and evolutionary - researchers have seen a resurgence in interest in one area, a high level of activity in at least four other areas, inactivity in three areas, and one that was modestly active in the previous decade but we think holds strong promise for the future (Gardner, Lowe, Moss, Mahoney, & Cogliser, 2010). We will next provide brief overviews of these nine schools and their respective levels of research activity (see Figure 1).

Spatial statistical analysis and selection of genotypes in plant breeding

The objective of this study was to evaluate the efficiency of spatial statistical analysis in the selection of genotypes in a plant breeding program and, particularly, to demonstrate the benefits of the approach when experimental observations are not spatially independent. The basic material of this study was a yield trial of soybean lines, with five check varieties (of fixed effect) and 110 test lines (of random effects), in an augmented block design. The spatial analysis used a random field linear model (RFML), with a covariance function estimated from the residuals of the analysis considering independent errors. Results showed a residual autocorrelation of significant magnitude and extension (range), which allowed a better discrimination among genotypes (increase of the power of statistical tests, reduction in the standard errors of estimates and predictors, and a greater amplitude of predictor values) when the spatial analysis was applied. Furthermore, the spatial analysis led to a different ranking of the genetic materials, in comparison with the non-spatial analysis, and a selection less influenced by local variation effects was obtained.

Phylogenetics of Olea (Oleaceae) based on plastid and nuclear ribosomal DNA sequences: tertiary climatic shifts and lineage differentiation times.

BACKGROUND AND AIMS: The genus Olea (Oleaceae) includes approx. 40 taxa of evergreen shrubs and trees classified in three subgenera, Olea, Paniculatae and Tetrapilus, the first of which has two sections (Olea and Ligustroides). Olive trees (the O. europaea complex) have been the subject of intensive research, whereas little is known about the phylogenetic relationships among the other species. To clarify the biogeographical history of this group, a molecular analysis of Olea and related genera of Oleaceae is thus necessary. METHODS: A phylogeny was built of Olea and related genera based on sequences of the nuclear ribosomal internal transcribed spacer-1 and four plastid regions. Lineage divergence and the evolution of abaxial peltate scales, the latter character linked to drought adaptation, were dated using a Bayesian method. KEY RESULTS: Olea is polyphyletic, with O. ambrensis and subgenus Tetrapilus not sharing a most recent common ancestor with the main Olea clade. Partial incongruence between nuclear and plastid phylogenetic reconstructions suggests a reticulation process in the evolution of subgenus Olea. Estimates of divergence times for major groups of Olea during the Tertiary were obtained. CONCLUSIONS: This study indicates the necessity of revising current taxonomic boundaries in Olea. The results also suggest that main lines of evolution were promoted by major Tertiary climatic shifts: (1) the split between subgenera Olea and Paniculatae appears to have taken place at the Miocene-Oligocene boundary; (2) the separation of sections Ligustroides and Olea may have occurred during the Early Miocene following the Mi-1 glaciation; and (3) the diversification within these sections (and the origin of dense abaxial indumentum in section Olea) was concomitant with the aridification of Africa in the Late Miocene.

Creation and Validation of Chronojump-Boscosystem: A Free Tool to Measure Vertical Jumps

Measuring the height of the vertical jump is an indicator of the strength and power of the lower body. The technological tools available to measure the vertical jump are black boxes and are not open to third-party verification or adaptation. We propose the creation of a measurement system called Chronojump-Boscosystem, consisting of open hardware and free software. Methods: A microcontroller was created and validated using a square wave generator and an oscilloscope. Two types of contact platforms were developed using different materials. These platforms were validated by the minimum pressure required for activation at different points by a strain gauge, together with the on/off time of our platforms in respect of the Ergojump-Boscosystem platform by a sample of 8 subjects performing submaximal jumps with one foot on each platform. Agile methodologies were used to develop and validate the software. Results: All the tools fall under the free software / open hardware guidelines and are, in that sense, free. The microcontroller margin of error is 0.1%. The validity of the fiberglass platform is 0.95 (ICC). The management software contains nearly 113.000 lines of code and is available in 7 languages.