Loss risk through fraud in car insurance

Our objective is to analyse fraud as an operational risk for the insurance company. We study the effect of a fraud detection policy on the insurer's results account, quantifying the loss risk from the perspective of claims auditing. From the point of view of operational risk, the study aims to analyse the effect of failing to detect fraudulent claims after investigation. We have chosen VAR as the risk measure with a non-parametric estimation of the loss risk involved in the detection or non-detection of fraudulent claims. The most relevant conclusion is that auditing claims reduces loss risk in the insurance company.

IL-5 and IL-5 receptor in asthma

Eosinophils, along with mast cells are key cells involved in the innate immune response against parasitic infection whereas the adaptive immune response is largely dependent on lymphocytes. In chronic parasitic disease and in chronic allergic disease, IL-5 is predominantly a T cell derived cytokine which is particularly important for the terminal differentiation, activation and survival of committed eosinophil precursors. The human IL-5 gene is located on chromosome 5 in a gene cluster that contains the evolutionary related IL-4 family of cytokine genes. The human IL-5 receptor complex is a heterodimer consisting of a unique a subunit (predominantly expressed on eosinophils) and a beta subunit which is shared between the receptors for IL-3 & GM-CSF (more widely expressed). The a subunit is required for ligand-specific binding whereas association with the beta subunit results in increased binding affinity. The alternative splicing of the alphaIL-5R gene which contains 14 exons can yield several alphaIL-5R isoforms including a membrane-anchored isoform (alphaIL-5Rm) and a soluble isoform (alphaIL-5Rs). Cytokines such as IL-5 produce specific and non-specific cellular responses through specific cell membrane receptor mediated activation of intracellular signal transduction pathways which, to a large part, regulate gene expression. The major intracellular signal transduction mechanism is activation of non-receptor associated tyrosine kinases including JAK and MAP kinases which can then transduce signals via a novel family of transcriptional factors named signal transducers and activators of transcription (STATS). JAK2, STAT1 and STAT 5 appear to be particularly important in IL-5 mediated eosinophil responses. Asthma is characterized by episodic airways obstruction, increased bronchial responsiveness, and airway inflammation. Several studies have shown an association between the number of activated T cells and eosinophils in the airways and abnormalities in FEV1, airway reactivity and clinical severity in asthma. It has now been well documented that IL-5 is highly expressed in the bronchial mucosa of atopic and intrinsic asthmatics and that the increased IL-5 mRNA present in airway tissues is predominantly T cell derived. Immunocytochemical staining of bronchial biopsy sections has confirmed that IL-5 mRNA transcripts are translated into protein in asthmatic subjects. Furthermore, the number of activated CD 4 + T cells and IL-5 mRNA positive cells are increased in asthmatic airways following antigen challenge and studies that have examined IL-5 expression in asthmatic subjects before and after steroids have shown significantly decreased expression following oral corticosteroid treatment in steroid-sensitive asthma but not in steroid resistant and chronic severe steroid dependent asthma. The link between T cell derived IL-5 and eosinophil activation in asthmatic airways is further strengthened by the demonstration that there is an increased number of alphaIL-5R mRNA positive cells in the bronchial biopsies of atopic and non-atopic asthmatic subjects and that the eosinophil is the predominant site of this increased alphaIL-5R mRNA expression. We have also shown that the subset of activated eosinophils that expressed mRNA for membrane bound alpha IL5r inversely correlated with FEV1, whereas the subset of activated eosinophils that expressed mRNA for soluble alphaIL5r directly correlated with FEV1. Hence, not only does this data suggest that the presence of eosinophils expressing alphaIL-5R mRNA contribute towards the pathogenesis of bronchial asthma, but also that the eosinophil phenotype with respect to alphaIL-5R isoform expression is of central importance. Finally, there are several animal, and more recently in vitro lung explant, models of allergen induced eosinophilia, late airway responses(LARS), and bronchial hyperresponsiveness(BHR) - all of which support a link between IL-5 and airway eosinophila and bronchial hyperresponsiveness. The most direct demonstration of T cell involvement in LARS is the finding that these physiological responses can be transferred by CD4+ but not CD8+ T cells in rats. The importance of IL-5 in animal models of allergen induced bronchial hyperresponsiveness has been further demonstrated by a number of studies which have indicated that IL-5 administration is able to induce late phase responses and BHR and that anti-IL-5 antibody can block allergen induced late phase responses and BHR. In summary, activated T lymphocytes, IL5 production and eosinophil activation are particularly important in the asthmatic response. Human studies in asthma and studies in allergic animal models have clearly emphasised the unique role of IL-5 in linking T lymphocytes and adaptive immunity, the eosinophil effector cell, and the asthma phenotype. The central role of activated lymphocytes and eosinophils in asthma would argue for the likely therapeutic success of strategies to block T cell and eosinophil activation (eg steroids). Importantly, more targeted therapies may avoid the complications associated with steroids. Such therapies could target key T cell activation proteins and cytokines by various means including blocking antibodies (eg anti-CD4, anti-CD40, anti-IL-5 etc), antisense oligonucleotides to their specific mRNAs, and/or selective inhibition of the promoter sites for these genes. Another option would be to target key eosinophil activation mechanisms including the aIL5r. As always, the risk to benefit ratio of such strategies await the results of well conducted clinical trials.

Indirect likelihood inference

Given a sample from a fully specified parametric model, let Zn be a given finite-dimensional statistic - for example, an initial estimator or a set of sample moments. We propose to (re-)estimate the parameters of the model by maximizing the likelihood of Zn. We call this the maximum indirect likelihood (MIL) estimator. We also propose a computationally tractable Bayesian version of the estimator which we refer to as a Bayesian Indirect Likelihood (BIL) estimator. In most cases, the density of the statistic will be of unknown form, and we develop simulated versions of the MIL and BIL estimators. We show that the indirect likelihood estimators are consistent and asymptotically normally distributed, with the same asymptotic variance as that of the corresponding efficient two-step GMM estimator based on the same statistic. However, our likelihood-based estimators, by taking into account the full finite-sample distribution of the statistic, are higher order efficient relative to GMM-type estimators. Furthermore, in many cases they enjoy a bias reduction property similar to that of the indirect inference estimator. Monte Carlo results for a number of applications including dynamic and nonlinear panel data models, a structural auction model and two DSGE models show that the proposed estimators indeed have attractive finite sample properties.

The link between public support and private R&D effort: What is the optimal subsidy?

The effectiveness of R&D subsidies can vary substantially depending on their characteristics. Specifically, the amount and intensity of such subsidies are crucial issues in the design of public schemes supporting private R&D. Public agencies determine the intensities of R&D subsidies for firms in line with their eligibility criteria, although assessing the effects of R&D projects accurately is far from straightforward. The main aim of this paper is to examine whether there is an optimal intensity for R&D subsidies through an analysis of their impact on private R&D effort. We examine the decisions of a public agency to grant subsidies taking into account not only the characteristics of the firms but also, as few previous studies have done to date, those of the R&D projects. In determining the optimal subsidy we use both parametric and nonparametric techniques. The results show a non-linear relationship between the percentage of subsidy received and the firms’ R&D effort. These results have implications for technology policy, particularly for the design of R&D subsidies that ensure enhanced effectiveness.

Role of disease activity for decision making ability in early multiple sclerosis

Background and purpose: Decision making (DM) has been defined as the process through which a person forms preferences, selects and executes actions, and evaluates the outcome related to a selected choice. This ability represents an important factor for adequate behaviour in everyday life. DM impairment in multiple sclerosis (MS) has been previously reported. The purpose of the present study was to assess DM in patients with MS at the earliest clinically detectable time point of the disease. Methods: Patients with definite (n=109) or possible (clinically isolated syndrome, CIS; n=56) MS, a short disease duration (mean 2.3 years) and a minor neurological disability (mean EDSS 1.8) were compared to 50 healthy controls aged 18 to 60 years (mean age 32.2) using the Iowa Gambling Task (IGT). Subjects had to select a card from any of 4 decks (A/B [disadvantageous]; C/D [advantageous]). The game consisted of 100 trials then grouped in blocks of 20 cards for data analysis. Skill in DM was assessed by means of a learning index (LI) defined as the difference between the averaged last three block indexes and first two block indexes (LI=[(BI-3+BI-4+BI-5)/3-(BI-1+B2)/2]). Non parametric tests were used for statistical analysis. Results: LI was higher in the control group (0.24, SD 0.44) than in the MS group (0.21, SD 0.38), however without reaching statistical significance (p=0.7). Interesting differences were detected when MS patients were grouped according to phenotype. A trend to a difference between MS subgroups and controls was observed for LI (p=0.06), which became significant between MS subgroups (p=0.03). CIS patients who confirmed MS diagnosis by presenting a second relapse after study entry showed a dysfunction in the IGT in comparison to the other CIS (p=0.01) and definite MS (p=0.04) patients. In the opposite, CIS patients characterised by not entirely fulfilled McDonald criteria at inclusion and absence of relapse during the study showed an normal learning pattern on the IGT. Finally, comparing MS patients who developed relapses after study entry, those who remained clinically stable and controls, we observed impaired performances only in relapsing patients in comparison to stable patients (p=0.008) and controls (p=0.03). Discussion: These results raise the assumption of a sustained role for both MS relapsing activity and disease heterogeneity (i.e. infra-clinical severity or activity of MS) in the impaired process of decision making.

New bench test for venous cannula performance assessment.

Cannula design is of prime importance for venous drainage during cardiopulmonary bypass (CPB). To evaluate cannulas intended for CPB, an in vitro circuit was set up with silicone tubing between the test cannula encased in a movable preload reservoir and another static reservoir. The pressure-drop (DeltaP) value (P-drainage - P-preload) was measured using Millar pressure transducers. Flow rate (Q) was measured using an ultrasound flowmeter. Data display and data recording were controlled using a LabView application, custom made particularly for our experiments. Our results demonstrated that DeltaP, Q, and cannula resistance (DeltaP/Q) values were significantly decreased when the cannula diameter was increased for Smart and Medtronic cannulas. Smartcanula showed 36% and 43% less resistance compared to Medtronic venous and Medtronic femoral cannulas, respectively. The cannula shape (straight- or curved-tips) did not affect the DLP cannula resistance. Out of five cannulas tested, the Smartcanula outperforms the other commercially available cannulas. The mean (DeltaP/Q) values were 3.3 +/- 0.08, 4.07 +/- 0.08, 5.58 +/- 0.10, 5.74 +/- 0.15, and 6.45 +/- 0.15 for Smart, Medtronic, Edwards, Sarns, and Gambro cannulas, respectively (two-way ANOVA, p < 0.0001). In conclusion, the present assay allows discrimination between different forms of cannula with high or low lumen resistance.

Patterns of sex work contact among men in the general population of Switzerland, 1987-2000

OBJECTIVES: To analyse the prevalence of lifetime recourse to prostitution (LRP) among men in the general population of Switzerland from a trend and cohort perspective. METHODS: Using nine repeated representative cross-sectional surveys from 1987 to 2000, age-specific estimates of LRP were computed. Trends and period effect were analysed as the evolution of cross-sectional population estimates within age groups and overall. Cohort analysis relied on cohorts constructed from the 1989 survey and followed in subsequent waves. Age and cohort effects were modelled using logistic regression and non-parametric monotone regression. RESULTS: Whereas prevalence for the younger groups was found to be logically lower, there was no consistent increasing or decreasing trend over the years; there was no significant period effect. For the 17-30 year age group, the mean estimate over 1987-2000 was 11.5% (range 8.3 to 12.7%); for the 31-45 year group, the mean was 21.5% (range over 1989-2000 20.3 to 23.0%). Regarding cohort analysis, the prevalence of LRP was found to increase steeply in the youngest ages before reaching a plateau near the age of 40 years. At the age of 43 years, the prevalence was estimated to be 22.6% (95% CI 21.1% to 24.1%). CONCLUSIONS: The steep increase in the cohort-wise prevalence of LRP in younger ages calls for a concentration of prevention activities in young people. If the plateauing at approximately 40 years of age is not followed by a further increase later in life, which is not known, then consumers of paid sex would be repeat buyers only, a fact that should be taken into account by prevention.

Initial assessment of safety and clinical feasibility of irreversible electroporation in the focal treatment of prostate cancer.

BACKGROUND: To evaluate the safety and clinical feasibility of focal irreversible electroporation (IRE) of the prostate. METHODS: We assessed the toxicity profile and functional outcomes of consecutive patients undergoing focal IRE for localised prostate cancer in two centres. Eligibility was assessed by multi-parametric magnetic resonance imaging (mpMRI) and targeted and/or template biopsy. IRE was delivered under transrectal ultrasound guidance with two to six electrodes positioned transperineally within the cancer lesion. Complications were recorded and scored accordingly to the NCI Common Terminology Criteria for Adverse Events; the functional outcome was physician reported in all patients with at least 6 months follow-up. A contrast-enhanced MRI 1 week after the procedure was carried out to assess treatment effect with a further mpMRI at 6 months to rule out evidence of residual visible cancer. RESULTS: Overall, 34 patients with a mean age of 65 years (s.d.=±6) and a median PSA of 6.1 ng ml(-1) (interquartile range (IQR)= 4.3-7.7) were included. Nine (26%), 24 (71%) and 1 (3%) men had low, intermediate and high risk disease, respectively (D'Amico criteria). After a median follow-up of 6 months (range 1-24), 12 grade 1 and 10 grade 2 complications occurred. No patient had grade >/= 3 complication. From a functional point of view, 100% (24/24) patients were continent and potency was preserved in 95% (19/20) men potent before treatment. The volume of ablation was a median 12 ml (IQR=5.6-14.5 ml) with the median PSA after 6 months of 3.4 ng ml(-1) (IQR=1.9-4.8 ng ml(-1)). MpMRI showed suspicious residual disease in six patients, of whom four (17%) underwent another form of local treatment. CONCLUSIONS: Focal IRE has a low toxicity profile with encouraging genito-urinary functional outcomes. Further prospective development studies are needed to confirm the functional outcomes and to explore the oncological potential.

Migraineurs without aura show microstructural abnormalities in the cerebellum and frontal lobe.

The involvement of the cerebellum in migraine pathophysiology is not well understood. We used a biparametric approach at high-field MRI (3 T) to assess the structural integrity of the cerebellum in 15 migraineurs with aura (MWA), 23 migraineurs without aura (MWoA), and 20 healthy controls (HC). High-resolution T1 relaxation maps were acquired together with magnetization transfer images in order to probe microstructural and myelin integrity. Clusterwise analysis was performed on T1 and magnetization transfer ratio (MTR) maps of the cerebellum of MWA, MWoA, and HC using an ANOVA and a non-parametric clusterwise permutation F test, with age and gender as covariates and correction for familywise error rate. In addition, mean MTR and T1 in frontal regions known to be highly connected to the cerebellum were computed. Clusterwise comparison among groups showed a cluster of lower MTR in the right Crus I of MWoA patients vs. HC and MWA subjects (p = 0.04). Univariate and bivariate analysis on T1 and MTR contrasts showed that MWoA patients had longer T1 and lower MTR in the right and left pars orbitalis compared to MWA (p < 0.01 and 0.05, respectively), but no differences were found with HC. Lower MTR and longer T1 point at a loss of macromolecules and/or micro-edema in Crus I and pars orbitalis in MWoA patients vs. HC and vs. MWA. The pathophysiological implications of these findings are discussed in light of recent literature.

Sound Texture Modelling

In the PhD thesis “Sound Texture Modeling” we deal with statistical modelling or textural sounds like water, wind, rain, etc. For synthesis and classification. Our initial model is based on a wavelet tree signal decomposition and the modeling of the resulting sequence by means of a parametric probabilistic model, that can be situated within the family of models trainable via expectation maximization (hidden Markov tree model ). Our model is able to capture key characteristics of the source textures (water, rain, fire, applause, crowd chatter ), and faithfully reproduces some of the sound classes. In terms of a more general taxonomy of natural events proposed by Graver, we worked on models for natural event classification and segmentation. While the event labels comprise physical interactions between materials that do not have textural propierties in their enterity, those segmentation models can help in identifying textural portions of an audio recording useful for analysis and resynthesis. Following our work on concatenative synthesis of musical instruments, we have developed a pattern-based synthesis system, that allows to sonically explore a database of units by means of their representation in a perceptual feature space. Concatenative syntyhesis with “molecules” built from sparse atomic representations also allows capture low-level correlations in perceptual audio features, while facilitating the manipulation of textural sounds based on their physical and perceptual properties. We have approached the problem of sound texture modelling for synthesis from different directions, namely a low-level signal-theoretic point of view through a wavelet transform, and a more high-level point of view driven by perceptual audio features in the concatenative synthesis setting. The developed framework provides unified approach to the high-quality resynthesis of natural texture sounds. Our research is embedded within the Metaverse 1 European project (2008-2011), where our models are contributting as low level building blocks within a semi-automated soundscape generation system.

Multiple-scale hydrological and geophysical data integration through non-linear Bayesian sequential simulation

Significant progress has been made with regard to the quantitative integration of geophysical and hydrological data at the local scale. However, extending the corresponding approaches to the scale of a field site represents a major, and as-of-yet largely unresolved, challenge. To address this problem, we have developed downscaling procedure based on a non-linear Bayesian sequential simulation approach. The main objective of this algorithm is to estimate the value of the sparsely sampled hydraulic conductivity at non-sampled locations based on its relation to the electrical conductivity logged at collocated wells and surface resistivity measurements, which are available throughout the studied site. The in situ relationship between the hydraulic and electrical conductivities is described through a non-parametric multivariatekernel density function. Then a stochastic integration of low-resolution, large-scale electrical resistivity tomography (ERT) data in combination with high-resolution, local-scale downhole measurements of the hydraulic and electrical conductivities is applied. The overall viability of this downscaling approach is tested and validated by comparing flow and transport simulation through the original and the upscaled hydraulic conductivity fields. Our results indicate that the proposed procedure allows obtaining remarkably faithful estimates of the regional-scale hydraulic conductivity structure and correspondingly reliable predictions of the transport characteristics over relatively long distances.

Fourth order pseudo maximum likelihood methods

We extend PML theory to account for information on the conditional moments up to order four, but without assuming a parametric model, to avoid a risk of misspecification of the conditional distribution. The key statistical tool is the quartic exponential family, which allows us to generalize the PML2 and QGPML1 methods proposed in Gourieroux et al. (1984) to PML4 and QGPML2 methods, respectively. An asymptotic theory is developed. The key numerical tool that we use is the Gauss-Freud integration scheme that solves a computational problem that has previously been raised in several fields. Simulation exercises demonstrate the feasibility and robustness of the methods [Authors]

Changes associated with laboratory rearing in antennal sensilla patterns of Triatoma infestans, Rhodnius prolixus, and Rhodnius pallescens (Hemiptera, Reduviidae, Triatominae)

We examined changes in the array of antennal sensilla of three species of Triatominae (Triatoma infestans, Rhodnius prolixus, and R. pallescens) following their establishment for different periods in laboratory culture. In each case, the laboratory colonies were compared with conspecific samples taken directly from the field, by quantitative analysis of the sensilla arrays on the three distal segments of the antenna in terms of the densities of three types of chemoreceptors (basiconics and thick and thin walled trichoids) and one type of mechanoreceptor (bristles). Sensilla densities were compared by ANOVA or non-parametric tests, and by multivariate discriminant analysis. Strains of the same species reared in different laboratories showed significant differences in their sensilla arrays, especially when compared to field-collected material from the same geographic origin. A Bolivian strain of T. infestans reared in the laboratory for 15 years and fed at monthly intervals, showed greatest differences from its conspecific wild forms, especially in terms of reductions in the number of chemoreceptors. By contrast, an Argentine strain of T. infestans reared for 25 years in the laboratory and fed weekly, showed a relative increase in the density of mechanoreceptors. A Colombian strain of R. prolixus reared for 20 years and fed weekly or fortnightly, showed only modest differences in the sensilla array when compared to its wild populations from the same area. However, a Colombian strain of R. pallescens reared for 12 years and fed fortnightly, did show highly significant reductions in one form of chemoreceptor compared to its conspecific wild populations. For all populations, multivariate analysis clearly discriminated between laboratory and field collected specimens, suggesting that artificial rearing can lead to modifications in the sensory array. This not only supports the idea of morphological plasticity in these species, but also suggests caution in the use of long-established laboratory material for experimental studies designed to extrapolate the natural behaviour and physiology of these species.

An empirical hierarchical Bayesian unification of occupational exposure assessment methods.

In occupational exposure assessment of airborne contaminants, exposure levels can either be estimated through repeated measurements of the pollutant concentration in air, expert judgment or through exposure models that use information on the conditions of exposure as input. In this report, we propose an empirical hierarchical Bayesian model to unify these approaches. Prior to any measurement, the hygienist conducts an assessment to generate prior distributions of exposure determinants. Monte-Carlo samples from these distributions feed two level-2 models: a physical, two-compartment model, and a non-parametric, neural network model trained with existing exposure data. The outputs of these two models are weighted according to the expert's assessment of their relevance to yield predictive distributions of the long-term geometric mean and geometric standard deviation of the worker's exposure profile (level-1 model). Bayesian inferences are then drawn iteratively from subsequent measurements of worker exposure. Any traditional decision strategy based on a comparison with occupational exposure limits (e.g. mean exposure, exceedance strategies) can then be applied. Data on 82 workers exposed to 18 contaminants in 14 companies were used to validate the model with cross-validation techniques. A user-friendly program running the model is available upon request.

HIV behavioural surveillance in Switzerland: trends in drug consumption, injection and syringe distribution, 1993-2011

Background: As part of the second generation surveillance system for HIV/Aids in Switzerland, repeated cross-sectional surveys were conducted in 1993, 1994, 1996, 2000, 2006 and 2011 among attenders of all low threshold facilities (LTFs) with needle exchange programmes and/or supervised drug consumption rooms for injection or inhalation. The number of syringes distributed to the injectors has also been measured annually since 2000. Distribution in other settings, such as pharmacies, is also monitored nationally. Methods: Periodic surveys of LTFs have been conducted using an interviewer/self-administered questionnaire structured along four themes: socio-demographic characteristics, drug consumption, risk/preventive behaviour and health. Analysis is restricted to attenders who had injected drugs during their lifetime (IDU´s). Pearson's chi-square test and trend analysis were conducted on annual aggregated data. Trend significance was assessed using Stata's non parametric test nptrend. Results: Median age of IDU´s increased from 26 years in 1993 to 40 in 2011; most are men (78%). Total yearly number of syringes distributed by LTFs has decreased by 44% in 10 years. Use of cocaine has increased (Table 1). Injection, regular use of heroin and borrowing of syringes/needles have decreased, while sharing of other material remains stable. There are fewer new injectors; more IDU´s report substitution treatment. Most attenders had ever been tested for HIV (90% in 1993, 94% in 2011). Reported prevalence of HIV remained stable around 10%; that of HCV decreased from 62% in 2000 to 42% in 2011. Conclusions: Overall, findings indicate a decrease in injection as a means of drug consumption in that population. This interpretation is supported by data from other sources, such as a national decrease in distribution from other delivery points. Switzerland's behavioural surveillance system is sustainable and allows the HIV epidemic to be monitored among this hard-to-reach population, providing information for planning and evaluation.