A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation

This paper analyses the impact of using different correlation assumptions between lines of business when estimating the risk-based capital reserve, the Solvency Capital Requirement (SCR), under Solvency II regulations. A case study is presented and the SCR is calculated according to the Standard Model approach. Alternatively, the requirement is then calculated using an Internal Model based on a Monte Carlo simulation of the net underwriting result at a one-year horizon, with copulas being used to model the dependence between lines of business. To address the impact of these model assumptions on the SCR we conduct a sensitivity analysis. We examine changes in the correlation matrix between lines of business and address the choice of copulas. Drawing on aggregate historical data from the Spanish non-life insurance market between 2000 and 2009, we conclude that modifications of the correlation and dependence assumptions have a significant impact on SCR estimation.

Mitotic figure counts are significantly overestimated in resection specimens of invasive breast carcinomas.

Several authors have demonstrated an increased number of mitotic figures in breast cancer resection specimen when compared with biopsy material. This has been ascribed to a sampling artifact where biopsies are (i) either too small to allow formal mitotic figure counting or (ii) not necessarily taken form the proliferating tumor periphery. Herein, we propose a different explanation for this phenomenon. Biopsy and resection material of 52 invasive ductal carcinomas was studied. We counted mitotic figures in 10 representative high power fields and quantified MIB-1 immunohistochemistry by visual estimation, counting and image analysis. We found that mitotic figures were elevated by more than three-fold on average in resection specimen over biopsy material from the same tumors (20±6 vs 6±2 mitoses per 10 high power fields, P=0.008), and that this resulted in a relative diminution of post-metaphase figures (anaphase/telophase), which made up 7% of all mitotic figures in biopsies but only 3% in resection specimen (P<0.005). At the same time, the percentages of MIB-1 immunostained tumor cells among total tumor cells were comparable in biopsy and resection material, irrespective of the mode of MIB-1 quantification. Finally, we found no association between the size of the biopsy material and the relative increase of mitotic figures in resection specimen. We propose that the increase in mitotic figures in resection specimen and the significant shift towards metaphase figures is not due to a sampling artifact, but reflects ongoing cell cycle activity in the resected tumor tissue due to fixation delay. The dwindling energy supply will eventually arrest tumor cells in metaphase, where they are readily identified by the diagnostic pathologist. Taken together, we suggest that the rapidly fixed biopsy material better represents true tumor biology and should be privileged as predictive marker of putative response to cytotoxic chemotherapy.

Facteurs Influençant la Progression du Score EDSS dans la Sclérose en Plaques Récurrente-Rémittente

Introduction : la Sclérose en plaques (SEP) est le prototype de désordre auto-immun du système nerveux central. Avec environ 110 malades par 100'000 habitants, la Suisse est considérée un pays à haute prévalence. Chez environ 80% des patients, la maladie débute par la forme récurrente- rémittente (RR), où des poussées aiguës s'intercalent avec des périodes de rémission. Cette phase se conclut dans son évolution naturelle généralement en une phase secondairement progressive, pendant laquelle le déficit progresse en l'absence de poussée. Sur le plan physiopathologique, deux phénomènes interagissent : l'atteinte inflammatoire démyélinisante et l'atteinte neurodégénerative. La première est { l'origine des poussées aiguës, la deuxième se manifeste cliniquement par la progression irréversible du déficit neurologique. En Suisse les immunomodulateurs ont été utilisés comme thérapies de fond pour la SEP à partir des années 1995. Leur effet sur le taux de poussées a été largement démontré, tandis que leur efficacité sur l'évolution de la maladie à long terme reste ouverte. Le moyen le plus répandu pour quantifier le niveau du handicap neurologique est la Kurtzke Expanded Disability Status Scale (EDSS). Cette échelle évalue les troubles neurologiques en les classifiant de 0 (examen normal) à 10 (décès) avec des marches de demi-points. Notre recherche à voulu identifier des facteurs cliniques précoces { valeur prédictif sur l'évolution du déficit neurologique permanent, ainsi qu'analyser le moment d'introduction du traitement pour extraire des informations utiles { la décision thérapeutique. Méthodes : Exploitation de la base de données iMed-CHUV comptant 1150 patients SEP (dont 622 SEP RR) pour analyser rétrospectivement, dans la SEP RR, l'influence de différentes variables cliniques précoces (taux de poussées pendant les premières deux années de maladie, intervalle entre les deux premières poussées, sévérité et site anatomique de la première poussée, déficit résiduel après la première poussée) et de deux caractéristiques liées { l'instauration du traitement immunosuppresseur de fond (âge et délai d'introduction) sur l'évolution du déficit neurologique vers un score EDSS ≥4.0. Les variables ont été testées avec la méthode d'estimation de taux de survie Kaplan-Meier. Résultats: 349 patients avec SEP RR possédaient les critères nécessaires pour faire partie de l'analyse, le suivi moyen étant de 8.26 ans (SD 4.77). Un taux de poussées élevé pendant les premiers 2 ans (>1 vs ≤1) et un long intervalle entre les 2 premiers épisodes (>36 vs >12-36 vs ≤12) étaient significativement associés au risque de progression du déficit neurologique vers un score EDSS de 4.0 ou plus (log Rank P=0.016 et P=0.008 respectivement). Par contre ni le site anatomique de la première poussée ni l'âge d'introduction du traitement immunomodulateur n'avaient d'influence significative sur la progression du déficit neurologique (log rank P=0.370 et P=0.945 respectivement). Etonnamment une introduction rapide du traitement était associée à une plus forte progression du déficit neurologique (log rank P=0.032), montrant qu'une partie des patients a une évolution bénigne même en l'absence de traitement. Conclusions : L'activité inflammatoire précoce, dont le niveau peut être estimé par indices précoces comme le taux de poussées et l'intervalle entre les deux premières poussées, mais non le site de primo-manifestation prédit la progression ultérieure du déficit neurologique. Ces indices doivent être utilisés en combinaison avec les informations fournies par l'IRM pour l'individuation et le traitement précoce des patients à risque, indépendamment de leur âge. En raison des effets indésirables et des coûts élevés, les thérapies doivent cibler de façon spécifique les classes à risque, et épargner les patients avec évolution lente.

Assessing the value of CAN-gene mutations using MALDI-TOF MS.

PURPOSE: To identify cancer-linked genes, Sjöblom et al. and Wood et al. performed a genome-wide mutation screening in human breast and colorectal cancers. 140 CAN-genes were found in breast cancer, which in turn contained overall 334 mutations. These mutations could prove useful for diagnostic and therapeutic purposes. METHODS: We used a MALDI-TOF MS 40-plex assay for testing 40 loci within 21 high-ranking breast cancer CAN-genes. To confirm mutations, we performed single-plex assays and sequencing. RESULTS: In general, the mutation rate of the analyzed loci in our sample cohort was very low. No mutation from the 40 loci analyzed could be found in the 6 cell lines. In tissue samples, a single breast cancer tissue sample showed heterozygosity at locus c.5834G>A within the ZFYVE26 gene (Zinc finger FYVE domain-containing gene 26). CONCLUSIONS: Sjöblom et al./Wood et al. already showed that the vast majority of CAN-genes are mutated at very low frequency. Due to the fact that we only found one mutation in our cohort, we therefore assume that at the selected loci, mutations might be low-frequency events and therefore, more rarely detectable. However, further evaluation of the CAN-gene mutations in larger cohorts should be the aim of further studies.

Predictive value of the acid fast smear for detection of Mycobacterium tuberculosis in respiratory specimens in a Reference Center of HIV/Aids in Rio de Janeiro, Brazil

In order to evaluate the predictive value of acid fast bacilii (AFB) smear for the diagnosis of Mycobacterium tuberculosis in respiratory specimens in a setting with a high prevalence of Aids and an unknown prevalence of nontuberculous mycobacteria (NTM), we retrospectively examined specimens cultured for mycobacteria between 1 September 1993 and 30 September 1994 and medical records of patients with positive culture in a General Hospital, Aids reference in Rio de Janeiro, Brazil. Seventy three per cent (1517/2077) of samples were respiratory specimens and mycobacteria were recovered from 20.6% (313/1517) of these. M. tuberculosis was identified in 94.2% (295/313) and NTM in 5.8% (18/313). The yield of positive AFB smear and of positive culture was 6.1% (93/1517) and 20.6% (313/1517), respectively. The positive predictive value (PPV) of AFB for M. tuberculosis was 98.4% in expectorated sputum and 96.4% in bronchoalveolar lavage. Forty four percent (130/295) of specimens with positive culture for M. tuberculosis and 66.7% (12/18) for NTM were from patients HIV positive. The conclusion was that in our study population, the PPV of AFB for M. tuberculosis in respiratory specimens was high and the prevalence of NTM was low despite the high prevalence of HIV positive.

The nature of the Cr-C bond: direct estimation of aromaticity in Fischer carbenes

Report for the scientific sojourn at the the Philipps-Universität Marburg, Germany, from september to december 2007. For the first, we employed the Energy-Decomposition Analysis (EDA) to investigate aromaticity on Fischer carbenes as it is related through all the reaction mechanisms studied in my PhD thesis. This powerful tool, compared with other well-known aromaticity indices in the literature like NICS, is useful not only for quantitative results but also to measure the degree of conjugation or hyperconjugation in molecules. Our results showed for the annelated benzenoid systems studied here, that electron density is more concentrated on the outer rings than in the central one. The strain-induced bond localization plays a major role as a driven force to keep the more substituted ring as the less aromatic. The discussion presented in this work was contrasted at different levels of theory to calibrate the method and ensure the consistency of our results. We think these conclusions can also be extended to arene chemistry for explaining aromaticity and regioselectivity reactions found in those systems.In the second work, we have employed the Turbomole program package and density-functionals of the best performance in the state of art, to explore reaction mechanisms in the noble gas chemistry. Particularly, we were interested in compounds of the form H--Ng--Ng--F (where Ng (Noble Gas) = Ar, Kr and Xe) and we investigated the relative stability of these species. Our quantum chemical calculations predict that the dixenon compound HXeXeF has an activation barrier for decomposition of 11 kcal/mol which should be large enough to identify the molecule in a low-temperature matrix. The other noble gases present lower activation barriers and therefore are more labile and difficult to be observable systems experimentally.

Estimation of glomerular filtration rate in hospitalised patients: are we overestimating renal function?

QUESTIONS UNDER STUDY AND PRINCIPLES: Estimating glomerular filtration rate (GFR) in hospitalised patients with chronic kidney disease (CKD) is important for drug prescription but it remains a difficult task. The purpose of this study was to investigate the reliability of selected algorithms based on serum creatinine, cystatin C and beta-trace protein to estimate GFR and the potential added advantage of measuring muscle mass by bioimpedance. In a prospective unselected group of patients hospitalised in a general internal medicine ward with CKD, GFR was evaluated using inulin clearance as the gold standard and the algorithms of Cockcroft, MDRD, Larsson (cystatin C), White (beta-trace) and MacDonald (creatinine and muscle mass by bioimpedance). 69 patients were included in the study. Median age (interquartile range) was 80 years (73-83); weight 74.7 kg (67.0-85.6), appendicular lean mass 19.1 kg (14.9-22.3), serum creatinine 126 μmol/l (100-149), cystatin C 1.45 mg/l (1.19-1.90), beta-trace protein 1.17 mg/l (0.99-1.53) and GFR measured by inulin 30.9 ml/min (22.0-43.3). The errors in the estimation of GFR and the area under the ROC curves (95% confidence interval) relative to inulin were respectively: Cockcroft 14.3 ml/min (5.55-23.2) and 0.68 (0.55-0.81), MDRD 16.3 ml/min (6.4-27.5) and 0.76 (0.64-0.87), Larsson 12.8 ml/min (4.50-25.3) and 0.82 (0.72-0.92), White 17.6 ml/min (11.5-31.5) and 0.75 (0.63-0.87), MacDonald 32.2 ml/min (13.9-45.4) and 0.65 (0.52-0.78). Currently used algorithms overestimate GFR in hospitalised patients with CKD. As a consequence eGFR targeted prescriptions of renal-cleared drugs, might expose patients to overdosing. The best results were obtained with the Larsson algorithm. The determination of muscle mass by bioimpedance did not provide significant contributions.

Pork Value Chains: A Comparison of Catalonia, Spain and Manitoba, Canada

The purpose of this paper is to provide a comparative analysis of pork value chains in Catalonia, Spain and Manitoba, Canada. Intensive hog production models were implemented in Catalonia in the 1960s as a result of agriculture crises and fostered by feedstuffs factories. The expansion of the hog sector in Manitoba is more recent (in the 1990s) and brought about in large part by the opening of the Maple Leaf Meats processing plant in Brandon, Manitoba. This plant is capable of processing 90,000 hogs per week. Both hog production models ‐ the ‘older’ one in Catalonia (Spain) and the ‘newer’ in Manitoba‐ have been, until recently, examples of success. Inventories and production have been increasing substantially and both regions have proven to have great export potential. Recently, however, tensions have been developing with the hog production models of both regions, particularly as they relate to environmental concerns. The purpose of the paper is to compare the value chains with respect to their origins (e.g. supply a growing demand for pork, ensure farm profitability) and present states (e.g. environmental concerns, profitability). Keywords: pork value chain, hog farms, agri‐food studies. JEL: Q10, Q13, O57

Assessment of adult formulas for glomerular filtration rate estimation in children.

BACKGROUND: Estimated glomerular filtration rate (eGFR) is an important diagnostic instrument in clinical practice. The National Kidney Foundation-Kidney Disease Quality Initiative (NKF-KDOQI) guidelines do not recommend using formulas developed for adults to estimate GFR in children; however, studies confirming these recommendations are scarce. The aim of our study was to evaluate the accuracy of the new Chronic Kidney Disease Epidemiology Collaboration (CKD-EPI) formula, the Modification of Diet in Renal Disease (MDRD) formula, and the Cockcroft-Gault formula in children with various stages of chronic kidney disease (CKD). METHODS: A total of 550 inulin clearance (iGFR) measurements for 391 children were analyzed. The cohort was divided into three groups: group 1, with iGFR >90 ml/min/1.73 m(2); group 2, with iGFR between 60 and 90 ml/min/1.73 m(2); group 3, with iGFR of <60 ml/min/1.73 m(2). RESULTS: All formulas overestimate iGFR with a significant bias (p < 0.001), present poor accuracies, and have poor Spearman correlations. For an accuracy of 10 %, only 11, 6, and 27 % of the eGFRs are accurate when using the MDRD, CKD-EPI, and Cockcroft-Gault formulas, respectively. For an accuracy of 30 %, these formulas do not reach the NKF-KDOQI guidelines for validation, with only 25, 20, and 70 % of the eGFRs, respectively, being accurate. CONCLUSIONS: Based on our results, the performances of all of these formulas are unreliable for eGFR in children across all CKD stages and cannot therefore be applied in the pediatric population group.

Activity in inferior parietal and medial prefrontal cortex signals the accumulation of evidence in a probability learning task.

In an uncertain environment, probabilities are key to predicting future events and making adaptive choices. However, little is known about how humans learn such probabilities and where and how they are encoded in the brain, especially when they concern more than two outcomes. During functional magnetic resonance imaging (fMRI), young adults learned the probabilities of uncertain stimuli through repetitive sampling. Stimuli represented payoffs and participants had to predict their occurrence to maximize their earnings. Choices indicated loss and risk aversion but unbiased estimation of probabilities. BOLD response in medial prefrontal cortex and angular gyri increased linearly with the probability of the currently observed stimulus, untainted by its value. Connectivity analyses during rest and task revealed that these regions belonged to the default mode network. The activation of past outcomes in memory is evoked as a possible mechanism to explain the engagement of the default mode network in probability learning. A BOLD response relating to value was detected only at decision time, mainly in striatum. It is concluded that activity in inferior parietal and medial prefrontal cortex reflects the amount of evidence accumulated in favor of competing and uncertain outcomes.

Assessing multiple sclerosis activity: is the in vitro production of tumor necrosis factor-alpha, interleukins 2, 6, 4, and 10, and immunoglobulin G of value?

Tumor necrosis factor (TNF) alpha, interleukins (IL) 2, 4, 6, and 10, and IgG oligoclonal bands (IgG OB) in vitro production was assessed, after whole-blood stimulation with lipopolysaccharide or concanavalin A, in 61 patients presenting with relapsing-remitting, relapsing-progressive, or chronic progressive multiple sclerosis. Multiple sclerosis patients were receiving no treatment or azathioprine (AZA), cyclosporin, cyclophosphamide, subcutaneous interferon (IFN) beta 1 a, or corticosteroids (CST). Statistical correlations significantly showed that: (a) AZA lowers TNF-alpha (P = 0.002) and increases IL-4 production (P = 0.0024), and IFN-beta 1 a increases TNF-alpha and decreases IL-4 levels; (b) CST has a negative effect on TNF-alpha, IL-6, and IL-4 synthesis; and (c) AZA, IFN-beta 1 a, and CST diminish IgG OB synthesis (P = 0.001). Although our study of the dynamics of TNF-alpha, IL-2, IL-4, IL-6, and IL-10 in vitro production generally found no statistically significant correlations (partly explained by the limited number of values in the various groups), IL-6 was shown to drop during the periods surrounding relapse (P = 0.05) in the absence of treatment, while TNF-alpha (P = 0.04) and IL-6 (P < 0.05) dropped before exacerbation in the presence of AZA. In vitro production of TNF-alpha was closely and positively correlated with that of IL-6, independently of clinical features. The enhanced production of IL-10 detected before or at relapse with AZA and IFN-beta 1 a (trends) may interfere with initiation of the immune reaction and with the development of new CNS lesions. Some discrepancies with previously published results stress the difficulties in studying the state of stimulation of different populations of leukocytes by using a variety of in vitro stimuli and in establishing a correlation between mRNA studies and the amount of final or active protein produced.

Interpretation of partial fingermarks using an automated fingerprint identification system

Abstract : In the subject of fingerprints, the rise of computers tools made it possible to create powerful automated search algorithms. These algorithms allow, inter alia, to compare a fingermark to a fingerprint database and therefore to establish a link between the mark and a known source. With the growth of the capacities of these systems and of data storage, as well as increasing collaboration between police services on the international level, the size of these databases increases. The current challenge for the field of fingerprint identification consists of the growth of these databases, which makes it possible to find impressions that are very similar but coming from distinct fingers. However and simultaneously, this data and these systems allow a description of the variability between different impressions from a same finger and between impressions from different fingers. This statistical description of the withinand between-finger variabilities computed on the basis of minutiae and their relative positions can then be utilized in a statistical approach to interpretation. The computation of a likelihood ratio, employing simultaneously the comparison between the mark and the print of the case, the within-variability of the suspects' finger and the between-variability of the mark with respect to a database, can then be based on representative data. Thus, these data allow an evaluation which may be more detailed than that obtained by the application of rules established long before the advent of these large databases or by the specialists experience. The goal of the present thesis is to evaluate likelihood ratios, computed based on the scores of an automated fingerprint identification system when the source of the tested and compared marks is known. These ratios must support the hypothesis which it is known to be true. Moreover, they should support this hypothesis more and more strongly with the addition of information in the form of additional minutiae. For the modeling of within- and between-variability, the necessary data were defined, and acquired for one finger of a first donor, and two fingers of a second donor. The database used for between-variability includes approximately 600000 inked prints. The minimal number of observations necessary for a robust estimation was determined for the two distributions used. Factors which influence these distributions were also analyzed: the number of minutiae included in the configuration and the configuration as such for both distributions, as well as the finger number and the general pattern for between-variability, and the orientation of the minutiae for within-variability. In the present study, the only factor for which no influence has been shown is the orientation of minutiae The results show that the likelihood ratios resulting from the use of the scores of an AFIS can be used for evaluation. Relatively low rates of likelihood ratios supporting the hypothesis known to be false have been obtained. The maximum rate of likelihood ratios supporting the hypothesis that the two impressions were left by the same finger when the impressions came from different fingers obtained is of 5.2 %, for a configuration of 6 minutiae. When a 7th then an 8th minutia are added, this rate lowers to 3.2 %, then to 0.8 %. In parallel, for these same configurations, the likelihood ratios obtained are on average of the order of 100,1000, and 10000 for 6,7 and 8 minutiae when the two impressions come from the same finger. These likelihood ratios can therefore be an important aid for decision making. Both positive evolutions linked to the addition of minutiae (a drop in the rates of likelihood ratios which can lead to an erroneous decision and an increase in the value of the likelihood ratio) were observed in a systematic way within the framework of the study. Approximations based on 3 scores for within-variability and on 10 scores for between-variability were found, and showed satisfactory results. Résumé : Dans le domaine des empreintes digitales, l'essor des outils informatisés a permis de créer de puissants algorithmes de recherche automatique. Ces algorithmes permettent, entre autres, de comparer une trace à une banque de données d'empreintes digitales de source connue. Ainsi, le lien entre la trace et l'une de ces sources peut être établi. Avec la croissance des capacités de ces systèmes, des potentiels de stockage de données, ainsi qu'avec une collaboration accrue au niveau international entre les services de police, la taille des banques de données augmente. Le défi actuel pour le domaine de l'identification par empreintes digitales consiste en la croissance de ces banques de données, qui peut permettre de trouver des impressions très similaires mais provenant de doigts distincts. Toutefois et simultanément, ces données et ces systèmes permettent une description des variabilités entre différentes appositions d'un même doigt, et entre les appositions de différents doigts, basées sur des larges quantités de données. Cette description statistique de l'intra- et de l'intervariabilité calculée à partir des minuties et de leurs positions relatives va s'insérer dans une approche d'interprétation probabiliste. Le calcul d'un rapport de vraisemblance, qui fait intervenir simultanément la comparaison entre la trace et l'empreinte du cas, ainsi que l'intravariabilité du doigt du suspect et l'intervariabilité de la trace par rapport à une banque de données, peut alors se baser sur des jeux de données représentatifs. Ainsi, ces données permettent d'aboutir à une évaluation beaucoup plus fine que celle obtenue par l'application de règles établies bien avant l'avènement de ces grandes banques ou par la seule expérience du spécialiste. L'objectif de la présente thèse est d'évaluer des rapports de vraisemblance calcul és à partir des scores d'un système automatique lorsqu'on connaît la source des traces testées et comparées. Ces rapports doivent soutenir l'hypothèse dont il est connu qu'elle est vraie. De plus, ils devraient soutenir de plus en plus fortement cette hypothèse avec l'ajout d'information sous la forme de minuties additionnelles. Pour la modélisation de l'intra- et l'intervariabilité, les données nécessaires ont été définies, et acquises pour un doigt d'un premier donneur, et deux doigts d'un second donneur. La banque de données utilisée pour l'intervariabilité inclut environ 600000 empreintes encrées. Le nombre minimal d'observations nécessaire pour une estimation robuste a été déterminé pour les deux distributions utilisées. Des facteurs qui influencent ces distributions ont, par la suite, été analysés: le nombre de minuties inclus dans la configuration et la configuration en tant que telle pour les deux distributions, ainsi que le numéro du doigt et le dessin général pour l'intervariabilité, et la orientation des minuties pour l'intravariabilité. Parmi tous ces facteurs, l'orientation des minuties est le seul dont une influence n'a pas été démontrée dans la présente étude. Les résultats montrent que les rapports de vraisemblance issus de l'utilisation des scores de l'AFIS peuvent être utilisés à des fins évaluatifs. Des taux de rapports de vraisemblance relativement bas soutiennent l'hypothèse que l'on sait fausse. Le taux maximal de rapports de vraisemblance soutenant l'hypothèse que les deux impressions aient été laissées par le même doigt alors qu'en réalité les impressions viennent de doigts différents obtenu est de 5.2%, pour une configuration de 6 minuties. Lorsqu'une 7ème puis une 8ème minutie sont ajoutées, ce taux baisse d'abord à 3.2%, puis à 0.8%. Parallèlement, pour ces mêmes configurations, les rapports de vraisemblance sont en moyenne de l'ordre de 100, 1000, et 10000 pour 6, 7 et 8 minuties lorsque les deux impressions proviennent du même doigt. Ces rapports de vraisemblance peuvent donc apporter un soutien important à la prise de décision. Les deux évolutions positives liées à l'ajout de minuties (baisse des taux qui peuvent amener à une décision erronée et augmentation de la valeur du rapport de vraisemblance) ont été observées de façon systématique dans le cadre de l'étude. Des approximations basées sur 3 scores pour l'intravariabilité et sur 10 scores pour l'intervariabilité ont été trouvées, et ont montré des résultats satisfaisants.