913 resultados para Constant Relative Risk Aversion
Resumo:
In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin. Explicit solutions for the moments of the time of ruin are presented when the individual claim amounts have a distribution with rational Laplace transform. Finally, some numerical results and a compare son with the classical risk model, with interclaim times following an exponential distribution, are given.
Resumo:
In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin. Explicit solutions for the moments of the time of ruin are presented when the individual claim amounts have a distribution with rational Laplace transform. Finally, some numerical results and a compare son with the classical risk model, with interclaim times following an exponential distribution, are given.
Resumo:
BACKGROUND: Elderly individuals who provide care to a spouse suffering from dementia bear an increased risk of coronary heart disease (CHD). OBJECTIVE: To test the hypothesis that the Framingham CHD Risk Score would be higher in dementia caregivers relative to non-caregiving controls. METHODS: We investigated 64 caregivers providing in-home care for their spouse with Alzheimer's disease and 41 gender-matched non-caregiving controls. All subjects (mean age 70 +/- 8 years, 75% women, 93% Caucasian) had a negative history of CHD and cerebrovascular disease. The original Framingham CHD Risk Score was computed adding up categorical scores for age, blood lipids, blood pressure, diabetes, and smoking with adjustment made for sex. RESULTS: The average CHD risk score was higher in caregivers than in controls even when co-varying for socioeconomic status, health habits, medication, and psychological distress (8.0 +/- 2.9 vs. 6.3 +/- 3.0 points, p = 0.013). The difference showed a medium effect size (Cohen's d = 0.57). A relatively higher blood pressure in caregivers than in controls made the greatest contribution to this difference. The probability (area under the receiver operator curve) that a randomly selected caregiver had a greater CHD risk score than a randomly selected non-caregiver was 65.5%. CONCLUSIONS: Based on the Framingham CHD Risk Score, the potential to develop overt CHD in the following 10 years was predicted to be greater in dementia caregivers than in non-caregiving controls. The magnitude of the difference in the CHD risk between caregivers and controls appears to be clinically relevant. Clinicians may want to monitor caregiving status as a routine part of standard evaluation of their elderly patients' cardiovascular risk.
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BACKGROUND Mortality risk for people with chronic kidney disease is substantially greater than that for the general population, increasing to a 7-fold greater risk for those on dialysis therapy. Higher body mass index, generally due to higher energy intake, appears protective for people on dialysis therapy, but the relationship between energy intake and survival in those with reduced kidney function is unknown. STUDY DESIGN Prospective cohort study with a median follow-up of 14.5 (IQR, 11.2-15.2) years. SETTING & PARTICIPANTS Blue Mountains Area, west of Sydney, Australia. Participants in the general community enrolled in the Blue Mountains Eye Study (n=2,664) who underwent a detailed interview, food frequency questionnaire, and physical examination including body weight, height, blood pressure, and laboratory tests. PREDICTORS Relative energy intake, food components (carbohydrates, total sugars, fat, protein, and water), and estimated glomerular filtration rate (eGFR). Relative energy intake was dichotomized at 100%, and eGFR, at 60mL/min/1.73m(2). OUTCOMES All-cause and cardiovascular mortality. MEASUREMENTS All-cause and cardiovascular mortality using unadjusted and adjusted Cox proportional regression models. RESULTS 949 people died during follow-up, 318 of cardiovascular events. In people with eGFR<60mL/min/1.73m(2) (n=852), there was an increased risk of all-cause mortality (HR, 1.48; P=0.03), but no increased risk of cardiovascular mortality (HR, 1.59; P=0.1) among those with higher relative energy intake compared with those with lower relative energy intake. Increasing intake of carbohydrates (HR per 100g/d, 1.50; P=0.04) and total sugars (HR per 100g/d, 1.62; P=0.03) was associated significantly with increased risk of cardiovascular mortality. LIMITATIONS Under-reporting of energy intake, baseline laboratory and food intake values only, white population. CONCLUSIONS Increasing relative energy intake was associated with increased all-cause mortality in patients with eGFR<60mL/min/1.73m(2). This effect may be mediated by increasing total sugars intake on subsequent cardiovascular events.
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This article provides importance sampling algorithms for computing the probabilities of various types ruin of spectrally negative Lévy risk processes, which are ruin over the infinite time horizon, ruin within a finite time horizon and ruin past a finite time horizon. For the special case of the compound Poisson process perturbed by diffusion, algorithms for computing probabilities of ruins by creeping (i.e. induced by the diffusion term) and by jumping (i.e. by a claim amount) are provided. It is shown that these algorithms have either bounded relative error or logarithmic efficiency, as t,x→∞t,x→∞, where t>0t>0 is the time horizon and x>0x>0 is the starting point of the risk process, with y=t/xy=t/x held constant and assumed either below or above a certain constant.
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Obesity and Type 2 diabetes mellitus share a strong pro-inflammatory profile. It has been observed that iron is a risk factor in the development of type 2 diabetes. The aim of this study was to evaluate the relationship between iron nutritional status and inflammation with the risk of type 2 diabetes development in obese subjects. We studied 30 obese men with type 2 diabetes (OBDM); 30 obese subjects without diabetes (OB) and 30 healthy subjects (Cn). We isolated peripheral mononuclear cells (PMCs) and challenged them with high Fe concentrations. Total mRNA was isolated and relative abundance of TNF-αIL-6 and hepcidin were determined by qPCR. Iron status, biochemical, inflammatory and oxidative stress parameters were also characterized. OBDM and OB patients showed increased hsCRP levels compared to the Cn group. OBDM subjects showed higher levels of ferritin than the Cn group. TNF-α and IL-6 mRNA relative abundances were increased in OBDM PMCs treated with high/Fe. Hepcidin mRNA was increased with basal and high iron concentration. We found that the highest quartile of ferritin was associated with an increased risk of type 2 diabetes when it was adjusted to BMI and HOMA-IR; this association was independent of the inflammatory status. The highest level of hepcidin gene expression also showed a trend of increased risk of diabetes, however it was not significant. Levels of hsCRP over 2 mg/L showed a significant trend of increasing the risk of diabetes. In conclusion, iron may stimulate the expression of pro-inflammatory genes (TNF-α and IL-6), and both hepcidin and ferritin gene expression levels could be a risk factor for the development of type 2 diabetes. Subjects that have an increased cardiovascular risk also have a major risk to develop type 2 diabetes, which is independent of the BMI and insulin resistance state.
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OBJECTIVE: Because autonomic dysfunction has been found to lead to cardiometabolic disorders and because studies have reported that simvastatin treatment has neuroprotective effects, the objective of the present study was to investigate the effects of simvastatin treatment on cardiovascular and autonomic changes in fructose-fed female rats. METHODS: Female Wistar rats were divided into three groups: controls (n=8), fructose (n=8), and fructose+ simvastatin (n=8). Fructose overload was induced by supplementing the drinking water with fructose (100 mg/L, 18 wks). Simvastatin treatment (5 mg/kg/day for 2 wks) was performed by gavage. The arterial pressure was recorded using a data acquisition system. Autonomic control was evaluated by pharmacological blockade. RESULTS: Fructose overload induced an increase in the fasting blood glucose and triglyceride levels and insulin resistance. The constant rate of glucose disappearance during the insulin intolerance test was reduced in the fructose group (3.4+ 0.32%/min) relative to that in the control group (4.4+ 0.29%/min). Fructose+simvastatin rats exhibited increased insulin sensitivity (5.4+0.66%/min). The fructose and fructose+simvastatin groups demonstrated an increase in the mean arterial pressure compared with controls rats (fructose: 124+2 mmHg and fructose+simvastatin: 126 + 3 mmHg vs. controls: 112 + 2 mmHg). The sympathetic effect was enhanced in the fructose group (73 + 7 bpm) compared with that in the control (48 + 7 bpm) and fructose+simvastatin groups (31+8 bpm). The vagal effect was increased in fructose+simvastatin animals (84 + 7 bpm) compared with that in control (49 + 9 bpm) and fructose animals (46+5 bpm). CONCLUSION: Simvastatin treatment improved insulin sensitivity and cardiac autonomic control in an experimental model of metabolic syndrome in female rats. These effects were independent of the improvements in the classical plasma lipid profile and of reductions in arterial pressure. These results support the hypothesis that statins reduce the cardiometabolic risk in females with metabolic syndrome.
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Objective: To determine whether information from genetic risk variants for diabetes is associated with cardiovascular events incidence. Methods: From the about 30 known genes associated with diabetes, we genotyped single-nucleotide polymorphisms at the 10 loci most associated with type-2 diabetes in 425 subjects from the MASS-II Study, a randomized study in patients with multi-vessel coronary artery disease. The combined genetic information was evaluated by number of risk alleles for diabetes. Performance of genetic models relative to major cardiovascular events incidence was analyzed through Kaplan-Meier curve comparison and Cox Hazard Models and the discriminatory ability of models was assessed for cardiovascular events by calculating the area under the ROC curve. Results: Genetic information was able to predict 5-year incidence of major cardiovascular events and overall-mortality in non-diabetic individuals, even after adjustment for potential confounders including fasting glycemia. Non-diabetic individuals with high genetic risk had a similar incidence of events then diabetic individuals (cumulative hazard of 33.0 versus 35.1% of diabetic subjects). The addition of combined genetic information to clinical predictors significantly improved the AUC for cardiovascular events incidence (AUC = 0.641 versus 0.610). Conclusions: Combined information of genetic variants for diabetes risk is associated to major cardiovascular events incidence, including overall mortality, in non-diabetic individuals with coronary artery disease.
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Background: In family studies, it is important to evaluate the impact of genes and environmental factors on traits of interest. In particular, the relative influences of both genes and the environment may vary in different strata of the population of interest, such as young and old individuals, or males and females. Methods: In this paper, extensions of the variance components model are used to evaluate heterogeneity in the genetic and environmental variance components due to the effects of sex and age (the cutoff between young and old was 43 yrs). The data analyzed were from 81 Brazilian families (1,675 individuals) of the Baependi Family Heart Study. Results: The models allowing for heterogeneity of variance components by sex suggest that genetic and environmental variances are not different in males and females for diastolic blood pressure, LDL-cholesterol, and HDL-cholesterol, independent of the covariates included in the models. However, for systolic blood pressure, fasting glucose and triglycerides, the evidence for heterogeneity was dependent on the covariates in the model. For instance, in the presence of sex and age covariates, heterogeneity in the genetic variance component was suggested for fasting glucose. But, for systolic blood pressure, there was no evidence of heterogeneity in any of the two variance components. Except for the LDL-cholesterol, models allowing for heterogeneity by age provide evidence of heterogeneity in genetic variance for triglycerides and systolic and diastolic blood pressure. There was evidence of heterogeneity in environmental variance in fasting glucose and HDL-cholesterol. Conclusions: Our results suggest that heterogeneity in trait variances should not be ignored in the design and analyses of gene-finding studies involving these traits, as it may generate additional information about gene effects, and allow the investigation of more sophisticated models such as the model including sex-specific oligogenic variance components.
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The adaptive process in motor learning was examined in terms of effects of varying amounts of constant practice performed before random practice. Participants pressed five response keys sequentially, the last one coincident with the lighting of a final visual stimulus provided by a complex coincident timing apparatus. Different visual stimulus speeds were used during the random practice. 33 children (M age=11.6 yr.) were randomly assigned to one of three experimental groups: constant-random, constant-random 33%, and constant-random 66%. The constant-random group practiced constantly until they reached a criterion of performance stabilization three consecutive trials within 50 msec. of error. The other two groups had additional constant practice of 33 and 66%, respectively, of the number of trials needed to achieve the stabilization criterion. All three groups performed 36 trials under random practice; in the adaptation phase, they practiced at a different visual stimulus speed adopted in the stabilization phase. Global performance measures were absolute, constant, and variable errors, and movement pattern was analyzed by relative timing and overall movement time. There was no group difference in relation to global performance measures and overall movement time. However, differences between the groups were observed on movement pattern, since constant-random 66% group changed its relative timing performance in the adaptation phase.
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The paper presents the development of a decision support system for the management of geotechnical and environmental risks in oil pipelines using a geographical information system. The system covers a 48.5 km long section of the So Paulo to Brasilia (OSBRA) oil pipeline, which crosses three municipalities in the northeast region of the So Paulo state (Brazil) and represents an area of 205.8 km(2). The spatial database was created using geo-processing procedures, surface and intrusive investigations and geotechnical reports. The risk assessment was based mainly on qualitative models (relative numeric weights and multicriteria decision analysis) and considered pluvial erosion, slope movements, soil corrosion and third party activities. The maps were produced at a scale of 1:10,000.
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Leaf wetness duration (LWD) is a key parameter in agricultural meteorology since it is related to epidemiology of many important crops, controlling pathogen infection and development rates. Because LWD is not widely measured, several methods have been developed to estimate it from weather data. Among the models used to estimate LWD, those that use physical principles of dew formation and dew and/or rain evaporation have shown good portability and sufficiently accurate results, but their complexity is a disadvantage for operational use. Alternatively, empirical models have been used despite their limitations. The simplest empirical models use only relative humidity data. The objective of this study was to evaluate the performance of three RH-based empirical models to estimate LWD in four regions around the world that have different climate conditions. Hourly LWD, air temperature, and relative humidity data were obtained from Ames, IA (USA), Elora, Ontario (Canada), Florence, Toscany (Italy), and Piracicaba, Sao Paulo State (Brazil). These data were used to evaluate the performance of the following empirical LWD estimation models: constant RH threshold (RH >= 90%); dew point depression (DPD); and extended RH threshold (EXT_RH). Different performance of the models was observed in the four locations. In Ames, Elora and Piracicaba, the RH >= 90% and DPD models underestimated LWD, whereas in Florence these methods overestimated LWD, especially for shorter wet periods. When the EXT_RH model was used, LWD was overestimated for all locations, with a significant increase in the errors. In general, the RH >= 90% model performed best, presenting the highest general fraction of correct estimates (F(C)), between 0.87 and 0.92, and the lowest false alarm ratio (F(AR)), between 0.02 and 0.31. The use of specific thresholds for each location improved accuracy of the RH model substantially, even when independent data were used; MAE ranged from 1.23 to 1.89 h, which is very similar to errors obtained with published physical models for LWD estimation. Based on these results, we concluded that, if calibrated locally, LWD can be estimated with acceptable accuracy by RH above a specific threshold, and that the EXT_RH method was unsuitable for estimating LWD at the locations used in this study. (C) 2007 Elsevier B.V. All rights reserved.
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Watson is a fully developed suburb of some 30 years in Canberra (the capital city of Australia), A plunge dip using arsenical pesticides for tick control was operated there between 1946 and 1960, Chemical investigations revealed that many soil samples obtained from the study area contained levels of arsenic exceeding the current health-based investigation levels of 100 mg kg(-1) set by the National Health and Medical Research Council in Australia, For the speciation study, nine composite samples of surface and sub-surface soils and a composite sample of rocks were selected. ICP-MS analysis showed that arsenic levels in these samples ranged from 32 to 1597 mg kg(-1), Chemical speciation of arsenic showed that the arsenite (trivalent) components were 0.32-56% in the soil and 44.8% in the rock composite samples. Using a rat model, the absolute bioavailability of these contaminated soils relative to As3+ or As5+ ranged from 1.02 to 9.87% and 0.26 to 2.98%, respectively, An attempt was made to develop a suitable leachate test as an index of bioavailability. However, the results indicated that there was no significant correlation between the bioavailability and leachates using neutral pH water or 1 M HCl. Our results indicate that speciation is highly significant for the interpretation of bioavailability and risk assessment data; the bioavailable fractions of arsenic in soils from Watson are small and therefore the health impact upon the environment and humans due to this element is limited.
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This paper reports a study of sources of information about HIV/AIDS and trust of the sources among heterosexuals in 1989 (113 females and 91 males) and 1994 (185 females and 66 males). We also examined whether perceived personal risk of HIV infection was predicted by sources of information about HIV/AIDS, trust of the sources, how informed about AIDS people believed they were, and perceived risk of infection to others, as well as whether there was a relationship between perceived personal risk and safe sex behaviour Participants received most of their information about AIDS/HIV from magazines, newspapers, and television, but placed most trust on sources such as doctors and HIV/AIDS organisations. Perceived personal risk was influenced most by perceived risk to friends and to people with the same sexual practices. In the 1994 sample, perceived personal risk was correlated with the amount of condom use among participants with sexual experience. These results indicate ther has been. relative stability across a five-year period. They also point to the continuing discrepancy among young heterosexuals between the most-used and most-trusted sources of information, as well as to the importance of peer influence on perceptions of personal risk of HIV infection.