962 resultados para competing risks model


Relevância:

80.00% 80.00%

Publicador:

Resumo:

Evaluation of the impact of a disease on life expectancy is an important part of public health. Potential gains in life expectancy (PGLE) that can properly take into account the competing risks are an effective indicator for measuring the impact of the multiple causes of death. This study aimed to measure the PGLEs from reducing/eliminating the major causes of death in the USA from 2001 to 2008. To calculate the PGLEs due to the elimination of specific causes of death, the age-specific mortality rates for heart disease, malignant neoplasms, Alzheimer disease, kidney diseases and HIV/AIDS and life table constructing data were obtained from the National Center for Health Statistics, and the multiple decremental life tables were constructed. The PGLEs by elimination of heart disease, malignant neoplasms or HIV/AIDS continued decreasing from 2001 to 2008, but the PGLE by elimination of Alzheimer's disease or kidney diseases revealed increased trends. The PGLEs (by years) for all race, male, female, white, white male, white female, black, black male and black female at birth by complete elimination of heart disease 2001–2008 were 0.336–0.299, 0.327–0.301, 0.344–0.295, 0.360–0.315, 0.349–0.317, 0.371–0.316,0.278–0.251, 0.272–0.255, and 0.282–0.246 respectively. Similarly, the PGLEs (by years) for all race, male, female, white, white male, white female, black, black male and black female at birth by complete elimination of malignant neoplasms, Alzheimer's disease, kidney disease or HIV/AIDS 2001–2008 were also uncovered, respectively. Most diseases affect specific population, such as, HIV/AIDS tends to have a greater impact on people of working age, heart disease and malignant neoplasms have a greater impact on people over 65 years of age, but Alzheimer's disease and kidney diseases have a greater impact on people over 75 years of age. To measure the impact of these diseases on life expectancy in people of working age, partial multiple decremental life tables were constructed and the PGLEs were computed by partial or complete elimination of various causes of death during the working years. Thus, the results of the study outlined a picture of how each single disease could affect the life expectancy in age-, race-, or sex-specific population in USA. Therefore, the findings would not only assist to evaluate current public health improvements, but also provide useful information for future research and disease control programs.^

Relevância:

80.00% 80.00%

Publicador:

Resumo:

This paper examines the role of casual employment as a route into permanent employment. Using a competing risks framework we compare transitions from casual to permanent employment made within the firm and to other firms. We also examine the wage outcomes and job durations of these two transitions. It is found that internal transitions occur at all occupational levels and display characteristics associated with probationary employment. Thus, as suggested by previous case study evidence, permanent positions at all levels in the firm are open to a degree of external competition.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

This paper describes the development and validation of a multidimensional measure of organizational climate, the Organizational Climate Measure (OCM), based upon Quinn and Rohrbaugh's Competing Values model. A sample of 6869 employees across 55 manufacturing organizations completed the questionnaire. The 17 scales contained within the measure had acceptable levels of reliability and were factorially distinct. Concurrent validity was measured by correlating employees' ratings with managers' and interviewers' descriptions of managerial practices and organizational characteristics. Predictive validity was established using measures of productivity and innovation. The OCM also discriminated effectively between organizations, demonstrating good discriminant validity. The measure offers researchers a relatively comprehensive and flexible approach to the assessment of organizational members' experience and promises applied and theoretical benefits. Copyright © 2005 John Wiley & Sons, Ltd.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

In this dissertation, I investigate three related topics on asset pricing: the consumption-based asset pricing under long-run risks and fat tails, the pricing of VIX (CBOE Volatility Index) options and the market price of risk embedded in stock returns and stock options. These three topics are fully explored in Chapter II through IV. Chapter V summarizes the main conclusions. In Chapter II, I explore the effects of fat tails on the equilibrium implications of the long run risks model of asset pricing by introducing innovations with dampened power law to consumption and dividends growth processes. I estimate the structural parameters of the proposed model by maximum likelihood. I find that the stochastic volatility model with fat tails can, without resorting to high risk aversion, generate implied risk premium, expected risk free rate and their volatilities comparable to the magnitudes observed in data. In Chapter III, I examine the pricing performance of VIX option models. The contention that simpler-is-better is supported by the empirical evidence using actual VIX option market data. I find that no model has small pricing errors over the entire range of strike prices and times to expiration. In general, Whaley’s Black-like option model produces the best overall results, supporting the simpler-is-better contention. However, the Whaley model does under/overprice out-of-the-money call/put VIX options, which is contrary to the behavior of stock index option pricing models. In Chapter IV, I explore risk pricing through a model of time-changed Lvy processes based on the joint evidence from individual stock options and underlying stocks. I specify a pricing kernel that prices idiosyncratic and systematic risks. This approach to examining risk premia on stocks deviates from existing studies. The empirical results show that the market pays positive premia for idiosyncratic and market jump-diffusion risk, and idiosyncratic volatility risk. However, there is no consensus on the premium for market volatility risk. It can be positive or negative. The positive premium on idiosyncratic risk runs contrary to the implications of traditional capital asset pricing theory.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

In this dissertation, I investigate three related topics on asset pricing: the consumption-based asset pricing under long-run risks and fat tails, the pricing of VIX (CBOE Volatility Index) options and the market price of risk embedded in stock returns and stock options. These three topics are fully explored in Chapter II through IV. Chapter V summarizes the main conclusions. In Chapter II, I explore the effects of fat tails on the equilibrium implications of the long run risks model of asset pricing by introducing innovations with dampened power law to consumption and dividends growth processes. I estimate the structural parameters of the proposed model by maximum likelihood. I find that the stochastic volatility model with fat tails can, without resorting to high risk aversion, generate implied risk premium, expected risk free rate and their volatilities comparable to the magnitudes observed in data. In Chapter III, I examine the pricing performance of VIX option models. The contention that simpler-is-better is supported by the empirical evidence using actual VIX option market data. I find that no model has small pricing errors over the entire range of strike prices and times to expiration. In general, Whaley’s Black-like option model produces the best overall results, supporting the simpler-is-better contention. However, the Whaley model does under/overprice out-of-the-money call/put VIX options, which is contrary to the behavior of stock index option pricing models. In Chapter IV, I explore risk pricing through a model of time-changed Lévy processes based on the joint evidence from individual stock options and underlying stocks. I specify a pricing kernel that prices idiosyncratic and systematic risks. This approach to examining risk premia on stocks deviates from existing studies. The empirical results show that the market pays positive premia for idiosyncratic and market jump-diffusion risk, and idiosyncratic volatility risk. However, there is no consensus on the premium for market volatility risk. It can be positive or negative. The positive premium on idiosyncratic risk runs contrary to the implications of traditional capital asset pricing theory.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

Estimation of absolute risk of cardiovascular disease (CVD), preferably with population-specific risk charts, has become a cornerstone of CVD primary prevention. Regular recalibration of risk charts may be necessary due to decreasing CVD rates and CVD risk factor levels. The SCORE risk charts for fatal CVD risk assessment were first calibrated for Germany with 1998 risk factor level data and 1999 mortality statistics. We present an update of these risk charts based on the SCORE methodology including estimates of relative risks from SCORE, risk factor levels from the German Health Interview and Examination Survey for Adults 2008-11 (DEGS1) and official mortality statistics from 2012. Competing risks methods were applied and estimates were independently validated. Updated risk charts were calculated based on cholesterol, smoking, systolic blood pressure risk factor levels, sex and 5-year age-groups. The absolute 10-year risk estimates of fatal CVD were lower according to the updated risk charts compared to the first calibration for Germany. In a nationwide sample of 3062 adults aged 40-65 years free of major CVD from DEGS1, the mean 10-year risk of fatal CVD estimated by the updated charts was lower by 29% and the estimated proportion of high risk people (10-year risk > = 5%) by 50% compared to the older risk charts. This recalibration shows a need for regular updates of risk charts according to changes in mortality and risk factor levels in order to sustain the identification of people with a high CVD risk.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

Thesis (Master's)--University of Washington, 2016-08

Relevância:

80.00% 80.00%

Publicador:

Resumo:

The objective of this study is to investigate if exist relationship between organizational culture and the organizational climate, having as research s locus three dairy industries in the Rio Grande do Norte State. As such, an exploratory-descriptive and conclusive-causal study, with a sample composed of 211 employees of all firms hierarchical levels was undertaken. By way the data collection, the employees personal characteristics, the predominant organizational culture profile and the predominant organizational climate in the industries researched were identified. In order to analyse the organizational culture, the Competing Value Model (CAMERON; QUINN, 2006), with adaptations by Santos (1998, 2000), was used. In order to analyse the organizational climate, the Organizational Climate Measurement Scale, proposed by Martins (et al., 2004, 2008), with modifications, was used. The data were submitted to quantitative statistical analyses, firstly to the set of firms and afterwards to the firms alone, that permitted arrival to the following conclusions: the cultural profiles was met in a balanced way in the researched organizations, with emphasis to clan culture and market culture profiles; the researched organizations have a good organizational climate, based in the Martins (2008) classification, with emphasis to boss and organization s support and physical comfort , being these factors coherent whit the clan culture profile; the personal variables are correlated with the cultural profiles and with the organizational climate factors, however, each organization show its singular form of relation; and the cultural profiles showed influence on organizational climate factors. Thus, the results permitted to conclude that there are relations between the cultural profiles and the organizational climate factors in the researched organizations

Relevância:

80.00% 80.00%

Publicador:

Resumo:

The objective of this study is to investigate if exist relationship between organizational culture and the organizational climate, having as research s locus three dairy industries in the Rio Grande do Norte State. As such, an exploratory-descriptive and conclusive-causal study, with a sample composed of 211 employees of all firms hierarchical levels was undertaken. By way the data collection, the employees personal characteristics, the predominant organizational culture profile and the predominant organizational climate in the industries researched were identified. In order to analyse the organizational culture, the Competing Value Model (CAMERON; QUINN, 2006), with adaptations by Santos (1998, 2000), was used. In order to analyse the organizational climate, the Organizational Climate Measurement Scale, proposed by Martins (et al., 2004, 2008), with modifications, was used. The data were submitted to quantitative statistical analyses, firstly to the set of firms and afterwards to the firms alone, that permitted arrival to the following conclusions: the cultural profiles was met in a balanced way in the researched organizations, with emphasis to clan culture and market culture profiles; the researched organizations have a good organizational climate, based in the Martins (2008) classification, with emphasis to boss and organization s support and physical comfort , being these factors coherent whit the clan culture profile; the personal variables are correlated with the cultural profiles and with the organizational climate factors, however, each organization show its singular form of relation; and the cultural profiles showed influence on organizational climate factors. Thus, the results permitted to conclude that there are relations between the cultural profiles and the organizational climate factors in the researched organizations

Relevância:

40.00% 40.00%

Publicador:

Resumo:

The localization of Last Glacial Maximum (LGM) refugia is crucial information to understand a species' history and predict its reaction to future climate changes. However, many phylogeographical studies often lack sampling designs intensive enough to precisely localize these refugia. The hairy land snail Trochulus villosus has a small range centred on Switzerland, which could be intensively covered by sampling 455 individuals from 52 populations. Based on mitochondrial DNA sequences (COI and 16S), we identified two divergent lineages with distinct geographical distributions. Bayesian skyline plots suggested that both lineages expanded at the end of the LGM. To find where the origin populations were located, we applied the principles of ancestral character reconstruction and identified a candidate refugium for each mtDNA lineage: the French Jura and Central Switzerland, both ice-free during the LGM. Additional refugia, however, could not be excluded, as suggested by the microsatellite analysis of a population subset. Modelling the LGM niche of T. villosus, we showed that suitable climatic conditions were expected in the inferred refugia, but potentially also in the nunataks of the alpine ice shield. In a model selection approach, we compared several alternative recolonization scenarios by estimating the Akaike information criterion for their respective maximum-likelihood migration rates. The 'two refugia' scenario received by far the best support given the distribution of genetic diversity in T. villosus populations. Provided that fine-scale sampling designs and various analytical approaches are combined, it is possible to refine our necessary understanding of species responses to environmental changes.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

Because of the increase in workplace automation and the diversification of industrial processes, workplaces have become more and more complex. The classical approaches used to address workplace hazard concerns, such as checklists or sequence models, are, therefore, of limited use in such complex systems. Moreover, because of the multifaceted nature of workplaces, the use of single-oriented methods, such as AEA (man oriented), FMEA (system oriented), or HAZOP (process oriented), is not satisfactory. The use of a dynamic modeling approach in order to allow multiple-oriented analyses may constitute an alternative to overcome this limitation. The qualitative modeling aspects of the MORM (man-machine occupational risk modeling) model are discussed in this article. The model, realized on an object-oriented Petri net tool (CO-OPN), has been developed to simulate and analyze industrial processes in an OH&S perspective. The industrial process is modeled as a set of interconnected subnets (state spaces), which describe its constitutive machines. Process-related factors are introduced, in an explicit way, through machine interconnections and flow properties. While man-machine interactions are modeled as triggering events for the state spaces of the machines, the CREAM cognitive behavior model is used in order to establish the relevant triggering events. In the CO-OPN formalism, the model is expressed as a set of interconnected CO-OPN objects defined over data types expressing the measure attached to the flow of entities transiting through the machines. Constraints on the measures assigned to these entities are used to determine the state changes in each machine. Interconnecting machines implies the composition of such flow and consequently the interconnection of the measure constraints. This is reflected by the construction of constraint enrichment hierarchies, which can be used for simulation and analysis optimization in a clear mathematical framework. The use of Petri nets to perform multiple-oriented analysis opens perspectives in the field of industrial risk management. It may significantly reduce the duration of the assessment process. But, most of all, it opens perspectives in the field of risk comparisons and integrated risk management. Moreover, because of the generic nature of the model and tool used, the same concepts and patterns may be used to model a wide range of systems and application fields.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

Pollination is one of the most important ecosystem services in agroecosystems and supports food production. Pollinators are potentially at risk being exposed to pesticides and the main route of exposure is direct contact, in some cases ingestion, of contaminated materials such as pollen, nectar, flowers and foliage. To date there are no suitable methods for predicting pesticide exposure for pollinators, therefore official procedures to assess pesticide risk are based on a Hazard Quotient. Here we develop a procedure to assess exposure and risk for pollinators based on the foraging behaviour of honeybees (Apis mellifera) and using this species as indicator representative of pollinating insects. The method was applied in 13 European field sites with different climatic, landscape and land use characteristics. The level of risk during the crop growing season was evaluated as a function of the active ingredients used and application regime. Risk levels were primarily determined by the agronomic practices employed (i.e. crop type, pest control method, pesticide use), and there was a clear temporal partitioning of risks through time. Generally the risk was higher in sites cultivated with permanent crops, such as vineyard and olive, than in annual crops, such as cereals and oil seed rape. The greatest level of risk is generally found at the beginning of the growing season for annual crops and later in June–July for permanent crops.

Relevância:

40.00% 40.00%

Publicador:

Resumo:

We analyse the phase diagram of a quantum mean spherical model in terms of the temperature T, a quantum parameter g, and the ratio p = -J(2)/J(1) where J(1) > 0 refers to ferromagnetic interactions between first-neighbour sites along the d directions of a hypercubic lattice, and J(2) < 0 is associated with competing anti ferromagnetic interactions between second neighbours along m <= d directions. We regain a number of known results for the classical version of this model, including the topology of the critical line in the g = 0 space, with a Lifshitz point at p = 1/4, for d > 2, and closed-form expressions for the decay of the pair correlations in one dimension. In the T = 0 phase diagram, there is a critical border, g(c) = g(c) (p) for d >= 2, with a singularity at the Lifshitz point if d < (m + 4)/2. We also establish upper and lower critical dimensions, and analyse the quantum critical behavior in the neighborhood of p = 1/4. 2012 (C) Elsevier B.V. All rights reserved.