Analysis of the claims data of a life insurance portfolio

Mestrado em Ciências Actuariais

Influência da gestão do habitat na distribuição e abundância do coelho-bravo no Sítio Natura 2000 Monchique

O coelho-bravo, devido à sua importância ecológica e económica, tem sido alvo de diversos planos de gestão e vários esforços têm sido empreendidos no sentido de contrariar o decréscimo das suas populações. Este estudo foi realizado em três zonas de caça do Sítio Monchique e o principal objectivo é determinar se as medidas de gestão implementadas influenciam a distribuição e abundância da espécie na área de estudo. A abundância relativa foi interpolada com o método "Inverso do Peso da Distância" {IDW), e as relações entre presença de coelho e os descritores ambientais foram analisadas através de Modelos Lineares Generalizados (GLM). Os resultados da modelação estatística mostraram que as medidas de melhoria de habitat parecem ter sido determinantes para um aumento da área de distribuição do coelho-bravo nos locais intervencionados. São propostas novas medidas de gestão, cujo objectivo será promover a continuação do aumento da ocorrência e abundância da espécie neste local. /ABSTRACT: The wild rabbit, due to its ecological and economical role, has been the target of several management plans and considerable efforts have been made to enhance its populations. This study was held in three game estates located inside Monchique Natura 2000. Site and aims to determine if the habitat management actions implemented in the study area influence rabbit distribution and abundance. The relative abundance was interpolated to all study area with lnverse Distance Weight method {IDW} and the relationships between rabbit presence and the environmental descriptors were evaluated with Generalized Linear Models (GLM). The results of the statistical modelling showed that the management actions seem to have contributed significantly to an enhancement on the rabbit occurrence in the studied game estates. Several new management actions are proposed with the aim to continue to increase rabbit occurrence and abundance in this site.

Prevalence of chronic diseases in private healthcare sector of South Africa: A threat to public health

Purpose: To evaluate the prevalence of patients suffering from registered chronic disease list (CDL) conditions in a section of the South African private health sector from 2008 - 2012. Methods: This study was a retrospective analysis of the medicine claims database of a nationally (South African) representative Pharmacy Benefit Management (PBM) company data between 2008 and 2012. Statistical analysis was used to analyse the data. Descriptive analysis was performed to calculate the prevalence of CDL conditions for the entire population, and stratified by age and gender. However, MIXED linear modelling was used to determine changes in the average number of CDL conditions per patient, adjusted for age and gender from 2008 - 2012. Results: An increase of 0.20 in chronic diseases was observed from 2008 - 2012 in patients having any CDL condition, with an average of 1.57 (1.57 - 1.58, 95 % CI) co-morbid CDL conditions in 2008 and 1.77 (1.77 - 1.78, 95 % CI) in 2012. This increase in average number of CDL conditions per patient between 2008 and 2012 was statistically significant (p < 0.05), but with no large practical significance (d < 0.8). Conclusion: Prevalence of patients with CDL conditions along with risk of co-morbidity has been increasing with time in the private health sector of South Africa. Risk of increased co-morbidity with age and among different genders was prevalent.

Sex-biased differences in the effects of host individual, host population and environmental traits driving tick parasitism in red deer

The interactions between host individual, host population, and environmental factors modulate parasite abundance in a given host population. Since adult exophilic ticks are highly aggregated in red deer (Cervus elaphus) and this ungulate exhibits significant sexual size dimorphism, life history traits and segregation, we hypothesized that tick parasitism on males and hinds would be differentially influenced by each of these factors. To test the hypothesis, ticks from 306 red deer-182 males and 124 females-were collected during 7 years in a red deer population in south-central Spain. By using generalized linear models, with a negative binomial error distribution and a logarithmic link function, we modeled tick abundance on deer with 20 potential predictors. Three models were developed: one for red deer males, another for hinds, and one combining data for males and females and including "sex" as factor. Our rationale was that if tick burdens on males and hinds relate to the explanatory factors in a differential way, it is not possible to precisely and accurately predict the tick burden on one sex using the model fitted on the other sex, or with the model that combines data from both sexes. Our results showed that deer males were the primary target for ticks, the weight of each factor differed between sexes, and each sex specific model was not able to accurately predict burdens on the animals of the other sex. That is, results support for sex-biased differences. The higher weight of host individual and population factors in the model for males show that intrinsic deer factors more strongly explain tick burden than environmental host-seeking tick abundance. In contrast, environmental variables predominated in the models explaining tick burdens in hinds.

Effect of cattle on Salmonella carriage, diversity and antimicrobial resistance in free-ranging wild boar (Sus scrofa) in northeastern Spain

Salmonella is distributed worldwide and is a pathogen of economic and public health importance. As a multi-host pathogen with a long environmental persistence, it is a suitable model for the study of wildlife-livestock interactions. In this work, we aim to explore the spill-over of Salmonella between free-ranging wild boar and livestock in a protected natural area in NE Spain and the presence of antimicrobial resistance. Salmonella prevalence, serotypes and diversity were compared between wild boars, sympatric cattle and wild boars from cattle-free areas. The effect of age, sex, cattle presence and cattle herd size on Salmonella probability of infection in wild boars was explored by means of Generalized Linear Models and a model selection based on the Akaike's Information Criterion. Prevalence was higher in wild boars co-habiting with cattle (35.67%, CI 95% 28.19-43.70) than in wild boar from cattle-free areas (17.54%, CI 95% 8.74-29.91). Probability of a wild boar being a Salmonella carrier increased with cattle herd size but decreased with the host age. Serotypes Meleagridis, Anatum and Othmarschen were isolated concurrently from cattle and sympatric wild boars. Apart from serotypes shared with cattle, wild boars appear to have their own serotypes, which are also found in wild boars from cattle-free areas (Enteritidis, Mikawasima, 4:b:- and 35:r:z35). Serotype richness (diversity) was higher in wild boars co-habiting with cattle, but evenness was not altered by the introduction of serotypes from cattle. The finding of a S. Mbandaka strain resistant to sulfamethoxazole, streptomycin and chloramphenicol and a S. Enteritidis strain resistant to ciprofloxacin and nalidixic acid in wild boars is cause for public health concern.

Landscape Patterns of Permafrost Disturbance and Degradation in the Canadian High Arctic

Intensification of permafrost disturbances such as active layer detachments (ALDs) and retrogressive thaw slumps (RTS) have been observed across the circumpolar Arctic. These features are indicators of unstable conditions stemming from recent climate warming and permafrost degradation. In order to understand the processes interacting to give rise to these features, a multidisciplinary approach is required; i.e., interactions between geomorphology, hydrology, vegetation and ground thermal conditions. The goal of this research is to detect and map permafrost disturbance, predict landscape controls over disturbance and determine approaches for monitoring disturbance, all with the goal of contributing to the mitigation of permafrost hazards. Permafrost disturbance inventories were created by applying semi-automatic change detection techniques to IKONOS satellite imagery collected at the Cape Bounty Arctic Watershed Observatory (CBAWO). These methods provide a means to estimate the spatial distribution of permafrost disturbances for a given area for use as an input in susceptibility modelling. Permafrost disturbance susceptibility models were then developed using generalized additive and generalized linear models (GAM, GLM) fitted to disturbed and undisturbed locations and relevant GIS-derived predictor variables (slope, potential solar radiation, elevation). These models successfully delineated areas across the landscape that were susceptible to disturbances locally and regionally when transferred to an independent validation location. Permafrost disturbance susceptibility models are a first-order assessment of landscape susceptibility and are promising for designing land management strategies for remote permafrost regions. Additionally, geomorphic patterns associated with higher susceptibility provide important knowledge about processes associated with the initiation of disturbances. Permafrost degradation was analyzed at the CBAWO using differential interferometric synthetic aperture radar (DInSAR). Active-layer dynamics were interpreted using inter-seasonal and intra-seasonal displacement measurements and highlight the importance of hydroclimatic factors on active layer change. Collectively, these research approaches contribute to permafrost monitoring and the assessment of landscape-scale vulnerability in order to develop permafrost disturbance mitigation strategies.

What Are Effective Program Characteristics of Self-Management Interventions in Patients With Heart Failure? : An Individual Patient Data Meta-analysis

Background To identify those characteristics of self-management interventions in patients with heart failure (HF) that are effective in influencing health-related quality of life, mortality, and hospitalizations. Methods and Results Randomized trials on self-management interventions conducted between January 1985 and June 2013 were identified and individual patient data were requested for meta-analysis. Generalized mixed effects models and Cox proportional hazard models including frailty terms were used to assess the relation between characteristics of interventions and health-related outcomes. Twenty randomized trials (5624 patients) were included. Longer intervention duration reduced mortality risk (hazard ratio 0.99, 95% confidence interval [CI] 0.97–0.999 per month increase in duration), risk of HF-related hospitalization (hazard ratio 0.98, 95% CI 0.96–0.99), and HF-related hospitalization at 6 months (risk ratio 0.96, 95% CI 0.92–0.995). Although results were not consistent across outcomes, interventions comprising standardized training of interventionists, peer contact, log keeping, or goal-setting skills appeared less effective than interventions without these characteristics. Conclusion No specific program characteristics were consistently associated with better effects of self-management interventions, but longer duration seemed to improve the effect of self-management interventions on several outcomes. Future research using factorial trial designs and process evaluations is needed to understand the working mechanism of specific program characteristics of self-management interventions in HF patients.

The Effect of Climate Variability on Main Components of Cow Milk in Iran

The main purpose of this study is to assess the relationship between six bioclimatic indices for cattle (temperature humidity (THI), environmental stress (ESI), equivalent temperature (ESI), heat load (HLI), modified heat load (HLInew) and respiratory rate predictor(RRP)) and fundamental milk components (fat, protein, and milk yield) considering uncertainty. The climate parameters used to calculate the climate indices were taken from the NASA-Modern Era Retrospective-Analysis for Research and Applications (NASA-MERRA) reanalysis from 2002 to 2010. Cow milk data were considered for the same period from April to September when cows use natural pasture, with possibility for cows to choose to stay in the barn or to graze on the pasture in the pasturing system. The study is based on a linear regression analysis using correlations as a summarizing diagnostic. Bootstrapping is used to represent uncertainty estimation through resampling in the confidence intervals. To find the relationships between climate indices (THI, ETI, HLI, HLInew, ESI and RRP) and main components of cow milk (fat, protein and yield), multiple liner regression is applied. The least absolute shrinkage selection operator (LASSO) and the Akaike information criterion (AIC) techniques are applied to select the best model for milk predictands with the smallest number of climate predictors. Cross validation is used to avoid over-fitting. Based on results of investigation the effect of heat stress indices on milk compounds separately, we suggest the use of ESI and RRP in the summer and ESI in the spring. THI and HLInew are suggested for fat content and HLInew also is suggested for protein content in the spring season. The best linear models are found in spring between milk yield as predictands and THI, ESI,HLI, ETI and RRP as predictors with p-value < 0.001 and R2 0.50, 0.49. In summer, milk yield with independent variables of THI, ETI and ESI show the highest relation (p-value < 0.001) with R2 (0.69). For fat and protein the results are only marginal. It is strongly suggested that new and significant indices are needed to control critical heat stress conditions that consider more predictors of the effect of climate variability on animal products, such as sunshine duration, quality of pasture, the number of days of stress (NDS), the color of skin with attention to large black spots, and categorical predictors such as breed, welfare facility, and management system. This methodology is suggested for studies investigating the impacts of climate variability/change on food quality/security, animal science and agriculture using short term data considering uncertainty or data collection is expensive, difficult, or data with gaps.

Environmental influence on commercial fishery landings of small pelagic fish in Portugal

Small pelagic fishes are particularly abundant in areas with high environmental variability (zones of coastal upwelling and areas of tidal mixing and river discharge), and because of this, their abundance suffers large inter-annual and inter-decadal fluctuations. In Portugal, the most important species in terms of landings are European sardine, Atlantic horse mackerel and Atlantic chub mackerel. Small pelagic fish landings account for 62.8 % of the total fish biomass and represent 32.7 % of the economical value of all catches. We have investigated trends in landings of these small pelagic fishes and detected the effects of environmental factors in this fishery. In order to explain the variability of landings of small pelagic fishes, we have used official landings (1965-2012) for trawling and purse seine fisheries and applied generalized linear models, using the North Atlantic Oscillation index (NAO) (annual and winter NAO index), sea surface temperature (SST), wind data (strength and North-South and East-West wind components) and rainfall, as explanatory variables. Regression analysis was used to describe the relationship between landings and SST. The models explained between 50.16 and 51.07 % of the variability of the LPUE, with the most important factors being winter NAO index, SST and wind strength. The LPUE of European sardine and Atlantic horse mackerel was negatively correlated with SST, and LPUE of Atlantic chub mackerel was positively correlated with SST. The use of landings of three important species of small pelagic fishes allowed the detection of variations in landings associated with changes in sea water temperature and NAO index.

Geographical and environmental correlates of big and small game in Andalusia (southern Spain)

In Andalusia, southern Spain, each game estate applies its own rules and presents its results in annual hunting reports, which have been mandatory for Spanish game estates since 1989. We used the information about hunting yields, included in 32134 annual hunting reports produced during the period 1993/94 to 2001/02 by 6049 game estates, to determine the current distribution of hunting yields of big and small game species in Andalusia. Using generalised linear models and a geographic information system, we determined the most favourable municipalities to big and small game, respectively, and delimited potential areas to attain good hunting yields for big and small game at a 1-km2 resolution. Municipalities and areas favourable to big game are mainly located in the Sierra Morena and the westernmost fringe of the Betic Range, while those favourable to small game occupy the upper Guadalquivir River valley. There is a clear segregation between big and small game species according to the physiography and land uses of the territory. Big game species are typical of Mediterranean woodland areas, while the most emblematic small game species prefer agricultural areas. Our results provide a territorial ordination of hunting yields in southern Spain and have several potential applications in strategic planning for hunting activities and biodiversity conservation in Andalusia that can be extrapolated to other regions.

ABOVE-GROUND BIOMASS ESTIMATION OF OPUNTIA FICUS-INDICA (L.) MILL. FOR FORAGE CROP IN A MEDITERRANEAN ENVIRONMENT BY USING NON-DESTRUCTIVE METHODS

In marginal lands Opuntia ficus-indica (OFI) could be used as an alternative fruit and forage crop. The plant vigour and the biomass production were evaluated in Portuguese germplasm (15 individuals from 16 ecotypes) by non-destructive methods, 2 years following planting in a marginal soil and dryland conditions. Two Italian cultivars (Gialla and Bianca) were included in the study for comparison purposes. The biomass production and the plant vigour were estimated by measuring the cladodes number and area, and the fresh (FW) and dry weight (DW) per plant. We selected linear models by using the biometric data from 60 cladodes to predict the cladode area, the FW and the DW per plant. Among ecotypes, significant differences were found in the studied biomass-related parameters and several homogeneous groups were established. Four Portuguese ecotypes had higher biomass production than the others, 3.20 Mg ha−1 on average, a value not significantly different to the improved ‘Gialla’ cultivar, which averaged 3.87 Mg ha−1. Those ecotypes could be used to start a breeding program and to deploy material for animal feeding and fruit production.

Portuguese ecotypes of Opuntia ficus-indica differ in biomass production

The Opuntia ficus-indica (L.) Miller is a species from the Cactaceae family with the center of origin and domestication in central Mexico. This species introduction in the Iberia Peninsula occurred, probably, by the end of the 15th century, after the discovery of America, spreading later throughout the Mediterranean basin. In Portugal, O. ficus-indica is located, usually, with a typical ruderal behavior, at the edge of roads and paths. In Portugal, as in other Mediterranean regions, inlands areas are under severe draught during extensive summers, in particular, and global warming is expected to affect them deeply in the near future. O. ficus-indica, by its morpho-physiological characteristics and multiple economic uses, represent an alternative crop for those regions. Sixteen Portuguese O. ficus indica ecotypes and two ‘Italian’ cultivars ("Gialla" and "Bianca") were evaluated for plant vigor and biomass production, by nondestructive methods, in the two years following planting. Biomass production and plant vigor were measured by estimating cladode number, cladode area and fresh weight per plant. Linear models to predict the area of cladodes and fresh weight per plant were previously established using a biometric analysis of 180 cladodes. It was not possible to establish an accurate linear model for dry matter using non-destructive estimation. Significant differences were found among populations in the studied biomass-related parameters, and different groups were unfolded. A group of four Portuguese ecotypes outperformed in terms of biomass production, comparable with the “Gialla” cultivar. This group could be used to start a breeding program with the objective of deploy material for animal feeding, biomass and fruit production. Nevertheless, the ‘Gialla’ cultivar showed the best performance, achieving the highest biomass related parameters, not surprisingly for it is an improved plant material.

Exploring nest destruction and bird mortality in mown Mediterranean dry grasslands: an increasing threat to grassland bird conservation

In recent years, haying has extended to Iberian Mediterranean dry grasslands potentially impacting on grassland bird ecology. We evaluated the impact of haying on a grassland bird community of South Portugal. Our main goals were: (1) to investigate the exposure of different species to haying, (2) to investigate potential removal of nests and dead birds from hayed fields by haying machinery using the ratio (REC) between the expected number of records and the number of records collected and (3) to link clutch destruction and bird mortality with haying management practices. Hayed fields were surveyed for signs of breeding and birds censused prior to mowing. Linear models were computed, linking the REC with haying machinery and sward properties. GLMs and model averaging were used to obtain models linking clutch destruction, bird mortality and haying management variables. Only 4 % of records evidenced successful nesting attempts (N = 177). REC evaluation suggested high nest or dead bird removal by the machinery, particularly in fields with lower vegetation biomass prior to cutting. Sickle bar mowers and one-rotor rotary rakes returned higher REC but lower probability of found nests removed from the original nesting sites comparatively to discs mowers and wheel rakes. Higher probabilities of mortality events were found in fields mown earlier (but not in all years). On the other hand, lower mortality was found in fields raked with two-rotor rotary rakes. Delayed haying, silage production in temporary crops and the use haying machinery enabling simultaneously mowing and gathering hay in lines are discussed as management alternatives.

Between and within-year effects of haying on grassland bird

In recent years, haying has extended to Iberian Mediterranean dry grasslands potentially threatening grassland birds. We evaluate the between and within-year effects of haying on grassland birds in Alentejo region, Portugal. Our main goals were: (1) to investigate variations on bird abundance and species richness in the fields hayed, with respect to past haying events occurred in a field and its surroundings and (2) to investigate the shifts in bird abundance, species richness and spatial dynamics resulting from haying a field and its surrounding area in a given year. We conducted grassland bird censuses during the breeding season through point counts from 2012 to 2015. The relationship between bird abundance/richness and past haying events was investigated using Generalized Linear Models whereas within-year effects of haying were analysed using Generalized Additive Models. Bird abundance in a field was positively related with the surface hayed in the vicinity of that field in the previous year. However, contrasting yearly effects were found for non passerines. Also, some species prefer fields with less haying events or surface hayed, whereas others occur mostly in fields frequently managed for haying. Haying a field leads, in the short term, to its abandonment by birds, and thus to a decrease in bird abundance and, for some species, to spatial concentration in surrounding fields offering suitable habitat. We conclude that within-year effects of haying have higher impact on grassland birds than between-year effects. Maintaining haying at low levels by rotating haying yearly through the different fields in each farm and using partial haying may be an adequate way to ensure an effective management of grassland bird populations.

Modelação do cancro da mama na região do Alentejo

Estudos epidemiológicos são estudos estatísticos onde se procura relacionar ocorrências de eventos de saúde com uma ou várias causas específicas. A importância que os modelos epidemiológicos assumem hoje no estudo de doenças de foro oncológico, em particular no estabelecimento das suas etiologias, é incontornável. Segundo Ogden, J. (1999) o cancro é "um crescimento incontrolável de células anormais que produzem tumores chamados neoplasias". Estes tumores podem ter origem benigna (não se espalham pelo corpo) ou maligna (apresentam metastização de outros órgãos). Sendo uma doença actual, com uma elevada taxa de incidência em Portugal quando comparada com outras doenças (Instituto Nacional de Estatística- INE, 2009), aumentando esta taxa com a idade tal como refere Marques, L. (2003), podendo ocorrer o diagnóstico desta doença em qualquer idade. De acordo com INE (2000) pode dizer-se que o cancro está entre as três principais causas de morte em Portugal, registando-se um aumento progressivo do seu peso proporcional, sendo o cancro da mama o tipo de cancro mais comum entre as mulheres e uma das doenças com maior impacto na nossa sociedade. O objectivo principal deste trabalho é a estimação e modelação do risco de contrair uma doença de natureza não contagiosa e rara (neste caso, cancro da mama), usando dados da região do Alentejo. Pretende-se fazer um apanhado das metodologias mais empregues nesta área e aplicá-las na prática, com ênfase nos estudos caso-controlo e nos modelos lineares generalizados (GLM) - mais concretamente regressão logística. Os estudos caso-controlo são usados para identificar os factores que podem contribuir para uma condição médica, comparando indivíduos que têm essa condição (casos) com pacientes que não têm a condição, mas que de resto são semelhantes (controlos). Neste trabalho utilizou-se essa metodologia para estudar a associação entre o viver em ambiente rural/urbano e o cancro da mama. Tendo em conta que o objectivo principal deste estudo se prende com o estudo da relação entre variáveis, mais propriamente, análise de influência que uma ou mais variáveis (explicativas) têm sobre uma variável de interesse (resposta), para esse efeito são estudados os modelos lineares generalizados - GLM - unificados na mesma moldura teórica pela primeira vez por Nelder & Wedderburn (1972) - e, posteriormente aplicados ao conjunto de dados sobre cancro da mama na Região do Alentejo. O presente trabalho pretende assim, ser um contributo na identificação de factores de risco do cancro da mama na região do Alentejo. ABSTRACT: Epidemiological studies are statistical studies where attempts to relate occurrences of health events with one or more specific causes. The importance of epidemiological models that are far in the study of diseases of cancer forum, particularly in establishing their etiology, is inescapable. According to Ogden, J. (1999) cancer is "an incontrollable growth of abnormal cells that produce tumors called cancer". These tumors may be benign (not spread throughout the body) or malignant (show metastasis to other organs). Being a current illness with a high incidence rate in Portugal compared with the same respect to other diseases (National Statistics 1nstitute -1NE, 2009) having an increasing rate with age as mentioned Marques, L. (2003), and can possibly be diagnosed at any age. According to 1NE (2000) the cancer is among the top three causes of death in Portugal and there is a progressive increase of its proportional weight. Breast cancer is the most common form of cancer among women and the diseases with major impact in our society. The main objective of this work is to model and estimate the risk of contracting a non-contagious and rare disease (in this case, breast cancer), using data from the Alentejo region. It is intended to summarize some of the methodologies employed in this area and apply them in practice, with emphasis on case-control studies and generalized linear models (GLM) - more specifically the logistic regression. The case-control studies are used to identify factors that may contribute to a medical condition, comparing individuals who have this condition (cases) with patients who have not the condition but that are otherwise similar (controls). ln this work we used this methodology to study the association between living in a rural/urban and breast cancer. Given that the main objective of this study rather relates to the study of the relationship between variables to analyze the influence that one or more variables (explanatory) have on a variable (response), for this purpose we study the generalized linear models - GLM - first unified in the same theoretical framework by Nelder and Wedderburn (1972) and subsequently applied to the data set on breast cancer in the Alentejo region. This work intends to be a contribution in identifying risk factors for breast cancer in the Alentejo region.