Extremal properties of certain risk models

Cette thèse s'intéresse à étudier les propriétés extrémales de certains modèles de risque d'intérêt dans diverses applications de l'assurance, de la finance et des statistiques. Cette thèse se développe selon deux axes principaux, à savoir: Dans la première partie, nous nous concentrons sur deux modèles de risques univariés, c'est-à- dire, un modèle de risque de déflation et un modèle de risque de réassurance. Nous étudions le développement des queues de distribution sous certaines conditions des risques commun¬s. Les principaux résultats sont ainsi illustrés par des exemples typiques et des simulations numériques. Enfin, les résultats sont appliqués aux domaines des assurances, par exemple, les approximations de Value-at-Risk, d'espérance conditionnelle unilatérale etc. La deuxième partie de cette thèse est consacrée à trois modèles à deux variables: Le premier modèle concerne la censure à deux variables des événements extrême. Pour ce modèle, nous proposons tout d'abord une classe d'estimateurs pour les coefficients de dépendance et la probabilité des queues de distributions. Ces estimateurs sont flexibles en raison d'un paramètre de réglage. Leurs distributions asymptotiques sont obtenues sous certaines condi¬tions lentes bivariées de second ordre. Ensuite, nous donnons quelques exemples et présentons une petite étude de simulations de Monte Carlo, suivie par une application sur un ensemble de données réelles d'assurance. L'objectif de notre deuxième modèle de risque à deux variables est l'étude de coefficients de dépendance des queues de distributions obliques et asymétriques à deux variables. Ces distri¬butions obliques et asymétriques sont largement utiles dans les applications statistiques. Elles sont générées principalement par le mélange moyenne-variance de lois normales et le mélange de lois normales asymétriques d'échelles, qui distinguent la structure de dépendance de queue comme indiqué par nos principaux résultats. Le troisième modèle de risque à deux variables concerne le rapprochement des maxima de séries triangulaires elliptiques obliques. Les résultats théoriques sont fondés sur certaines hypothèses concernant le périmètre aléatoire sous-jacent des queues de distributions. -- This thesis aims to investigate the extremal properties of certain risk models of interest in vari¬ous applications from insurance, finance and statistics. This thesis develops along two principal lines, namely: In the first part, we focus on two univariate risk models, i.e., deflated risk and reinsurance risk models. Therein we investigate their tail expansions under certain tail conditions of the common risks. Our main results are illustrated by some typical examples and numerical simu¬lations as well. Finally, the findings are formulated into some applications in insurance fields, for instance, the approximations of Value-at-Risk, conditional tail expectations etc. The second part of this thesis is devoted to the following three bivariate models: The first model is concerned with bivariate censoring of extreme events. For this model, we first propose a class of estimators for both tail dependence coefficient and tail probability. These estimators are flexible due to a tuning parameter and their asymptotic distributions are obtained under some second order bivariate slowly varying conditions of the model. Then, we give some examples and present a small Monte Carlo simulation study followed by an application on a real-data set from insurance. The objective of our second bivariate risk model is the investigation of tail dependence coefficient of bivariate skew slash distributions. Such skew slash distributions are extensively useful in statistical applications and they are generated mainly by normal mean-variance mixture and scaled skew-normal mixture, which distinguish the tail dependence structure as shown by our principle results. The third bivariate risk model is concerned with the approximation of the component-wise maxima of skew elliptical triangular arrays. The theoretical results are based on certain tail assumptions on the underlying random radius.

Aerobic and functional capacities in a selected active population of European octogenarians

Master athletes are often considered to represent the ideal rate of decline of aerobic function; however, most of the studies interested in active elderly people are often limited to people younger than 75. We aimed to determine the physiological adaptations and aerobic fitness in a selected European population of active octogenarians during maximal and submaximal exercise tests. Aerobic capacity was measured during maximal incremental tests on treadmill (TR) and cycle-ergometer (CE) and functional capacity during a 6-minute walk test (6-MWT) in 17 subjects aged 81.2 +/- 0.8 years. Pulmonary gas exchange and heart rate (HR) were continuously measured during the different exercise tests. Maximal oxygen consumption (V.O (2max)) on TR and CE was significantly higher than predicted values (TR: 28.7 +/- 1.2 vs. 17 +/- 0.5 ml . kg (-1) . min (-1); CE: 23 +/- 1.2 vs. 16 +/- 0.6 ml . kg (-1) . min (-1) for measured and predicted values respectively). V.O (2max) and HR (max), as well as V.O (2) and HR at the ventilatory threshold (V.O (2)T (V.E) and HR T (V.E)) were significantly higher on TR than on CE (HR (max): 144 +/- 4 vs. 138 +/- 4 bpm; V.O (2)T (V.E): 22.5 +/- 0.8 vs. 17.7 +/- 0.9 ml . kg (-1) . min (-1) for TR and CE respectively). V.O (2)T (V.E) and HR T (V.E) on TR were equivalent to V.O (2) and HR measured during the 6-MWT. HR T (V.E) on TR and mean HR during the 6-MWT were strongly correlated (R = 0.82, p < 0.01). Maintenance of regular physical activity provides high aerobic fitness, in octogenarians, as was shown by the higher values of our subjects in comparison to predicted values. Moreover, the close relation between the intensity developed at T (V.E) on TR and 6-MWT could support the idea that a walk test is a submaximal test performed at high intensity that could provide a basis for exercise prescription in an individualized manner in active elderly people.

Measuring an effect size from dichotomized data : contrasted results whether using a correlation or an odds-ratio

It is well known that dichotomizing continuous data has the effect to decrease statistical power when the goal is to test for a statistical association between two variables. Modern researchers however are focusing not only on statistical significance but also on an estimation of the "effect size" (i.e., the strength of association between the variables) to judge whether a significant association is also clinically relevant. In this article, we are interested in the consequences of dichotomizing continuous data on the value of an effect size in some classical settings. It turns out that the conclusions will not be the same whether using a correlation or an odds ratio to summarize the strength of association between the variables: Whereas the value of a correlation is typically decreased by a factor pi/2 after each dichotomization, the value of an odds ratio is at the same time raised to the power 2. From a descriptive statistical point of view, it is thus not clear whether dichotomizing continuous data leads to a decrease or to an increase in the effect size, as illustrated using a data set to investigate the relationship between motor and intellectual functions in children and adolescents

Skinfold thickness and adiposity index in premature infants.

In order to assess the validity of the weight per square of length ratio as an index of adiposity during the neonatal period, 37 premature infants (gestational age, mean +/- SD, = 31.5 +/- 1.1 weeks, birthweight, mean +/- SD, = 1.448 +/- 147 g) were studied for weight, length and skinfold thickness at 5 sites (biceps, triceps, subscapular, suprailiac and quadriceps) during their stay in the Neonatal Unit of the University Hospital in Lausanne. The results show a significant correlation between the adiposity index and the sum of 5 skinfold thickness sites in premature infants. The adiposity index gives a fair estimate of the body fat mass during the postnatal growth in premature infants.

Perspectives for Forensic Intelligence in anti-doping: thinking outside the box

Today's approach to anti-doping is mostly centered on the judicial process, despite pursuing a further goal in the detection, reduction, solving and/or prevention of doping. Similarly to decision-making in the area of law enforcement feeding on Forensic Intelligence, anti-doping might significantly benefit from a more extensive gathering of knowledge. Forensic Intelligence might bring a broader logical dimension to the interpretation of data on doping activities for a more future-oriented and comprehensive approach instead of the traditional case-based and reactive process. Information coming from a variety of sources related to doping, whether directly or potentially, would feed an organized memory to provide real time intelligence on the size, seriousness and evolution of the phenomenon. Due to the complexity of doping, integrating analytical chemical results and longitudinal monitoring of biomarkers with physiological, epidemiological, sociological or circumstantial information might provide a logical framework enabling fit for purpose decision-making. Therefore, Anti-Doping Intelligence might prove efficient at providing a more proactive response to any potential or emerging doping phenomenon or to address existing problems with innovative actions or/and policies. This approach might prove useful to detect, neutralize, disrupt and/or prevent organized doping or the trafficking of doping agents, as well as helping to refine the targeting of athletes or teams. In addition, such an intelligence-led methodology would serve to address doping offenses in the absence of adverse analytical chemical evidence.

Determination of chlorzoxazone and 6-hydroxychlorzoxazone in plasma by gas chromatography--mass spectrometry.

A gas chromatographic-mass spectrometric method is presented which allows the determination of chlorzoxazone and 6-hydroxychlorzoxazone after derivatization with the reagent N-tert.-butyldimethylsilyl-N-methyltrifluoroacetamide. No interference was observed from endogenous compounds following the extraction of plasma samples from six different human subjects. The standard curves were linear over a working range of 20 to 4000 ng/ml and of 20 to 1000 ng/ml for chlorzoxazone and 6-hydroxychlorzoxazone, respectively. Recoveries ranged from 65 to 97% for the two compounds and intra- and inter-day coefficients of variation were always less than 9%. The limit of quantitation of the method was found to be 5 ng/ml for the two compounds, hence allowing its use for single low dose pharmacokinetics.

Mandibular osteoradionecrosis in squamous cell carcinoma of the oral cavity and oropharynx: incidence and risk factors.

Objective. Mandibular osteoradionecrosis (ORN) is a serious complication of radiotherapy (RT) in head and neck cancer patients. The aim of this study was to analyze the incidence of and risk factors for mandibular ORN in squamous cell carcinoma (SCC) of the oral cavity and oropharynx.Study Design. Case series with chart review.Setting. University tertiary care center for head and neck oncology.Subjects and Methods. Seventy-three patients treated for stage I to IV SCC of the oral cavity and oropharynx between 2000 and 2007, with a minimum follow-up of 2 years, were included in the study. Treatment modalities included both RT with curative intent and adjuvant RT following tumor surgery. The log-rank test and Cox model were used for univariate and multivariate analyses.Results. The incidence of mandibular ORN was 40% at 5 years. Using univariate analysis, the following risk factors were identified: oral cavity tumors (P < .01), bone invasion (P < .02), any surgery prior to RT (P < .04), and bone surgery (P < .0001). By multivariate analysis, mandibular surgery proved to be the most important risk factor and the only one reaching statistical significance (P < .0002).Conclusion. Mandibular ORN is a frequent long-term complication of RT for oral cavity and oropharynx cancers. Mandibular surgery before irradiation is the only independent risk factor. These aspects must be considered when planning treatment for these tumors.

Dispersal and survival of Nyssomyia intermedia and Nyssomyia neivai (Diptera: Psychodidae: Phlebotominae) in a cutaneous leishmaniasis endemic area of the speleological province of the Ribeira Valley, state of São Paulo, Brazil

The dispersal and survival of the phlebotomines Nyssomyia intermedia and Nyssomyia neivai (both implicated as vectors of the cutaneous leishmaniasis agent) in an endemic area was investigated using a capture-mark-release technique in five experiments from August-December 2003 in municipality of Iporanga, state of São Paulo, Brazil. A total of 1,749 males and 1,262 females of Ny. intermedia and 915 males and 411 females of Ny. neivai were marked and released during the five experiments. Recapture attempts were made using automatic light traps, aspiration in natural resting places and domestic animal shelters and Shannon traps. A total of 153 specimens (3.48%) were recaptured: 2.59% (78/3,011) for Ny. intermedia and 5.35% (71/1,326) for Ny. neivai. Both species were recaptured up to 144 h post-release, with the larger part of them recaptured within 48 h. The median dispersion distances for Ny. intermedia and Ny. neivai, respectively, were 109 m and 100 m. The greatest dispersal range of Ny. intermedia was 180 m, while for Ny. neivai one female was recaptured in a pasture at 250 m and another in a pigsty at 520 m, showing a tendency to disperse to more open areas. The daily survival rates calculated based on regressions of the numbers of marked insects recaptured on the six successive days after release were 0.746 for males and 0.575 for females of Ny. intermedia and 0.649 for both sexes of Ny. neivai. The size of the populations in the five months ranged from 8,332-725,085 for Ny. intermedia males, 2,193-104,490 for Ny. intermedia females, 1,687-350,122 for Ny. neivai males and 254-49,705 for Ny. neivai females.

Molecular epidemiology reveals long-term changes in HIV type 1 subtype B transmission in Switzerland.

BACKGROUND: Sequence data from resistance testing offer unique opportunities to characterize the structure of human immunodeficiency virus (HIV) infection epidemics. METHODS: We analyzed a representative set of HIV type 1 (HIV-1) subtype B pol sequences from 5700 patients enrolled in the Swiss HIV Cohort Study. We pooled these sequences with the same number of sequences from foreign epidemics, inferred a phylogeny, and identified Swiss transmission clusters as clades having a minimal size of 10 and containing >or=80% Swiss sequences. RESULTS: More than one-half of Swiss patients were included within 60 transmission clusters. Most transmission clusters were significantly dominated by specific transmission routes, which were used to identify the following patient groups: men having sex with men (MSM) (38 transmission clusters; average cluster size, 29 patients) or patients acquiring HIV through heterosexual contact (HETs) and injection drug users (IDUs) (12 transmission clusters; average cluster size, 144 patients). Interestingly, there were no transmission clusters dominated by sequences from HETs only. Although 44% of all HETs who were infected between 1983 and 1986 clustered with injection drug users, this percentage decreased to 18% for 2003-2006 (P<.001), indicating a diminishing role of injection drug users in transmission among HETs over time. CONCLUSIONS: Our analysis suggests (1) the absence of a self-sustaining epidemic of HIV-1 subtype B in HETs in Switzerland and (2) a temporally decreasing clustering of HIV infections in HETs and IDUs.

Life-style factors associated with overweight and obesity among Spanish adults

OBJECTIVES To assess the relationship between life styles and eating habits with the overweight and obesity prevalence in a Spanish adult population. METHODS A population-based, cross-sectional study conducted on 2640 subjects older than 15 years, in Cádiz (Spain). Surveys were conducted in subjects' homes to obtain life styles, eating habits, and anthropometric data. Logistic regression has been used to study the association between the life style variables and overweight and obesity. RESULTS Prevalence of overweight and obesity in Cadiz is 37% and 17%, respectively; higher in males and increases with age. BMI has an inverse relationship with educational level (PR = 2.3, 1.57-2.38). The highest levels of obesity are associated with daily alcohol consumption (PR = 1.39, 1.29-1.50), greater consumption of television,and sedentary pursuit (PR 1.5, 1.07-1.24). A lower prevalence of obesity is observed among those with active physical activity (10.9% vs 21.6%), with differences between sex. Following a slimming diet is more frequent in the obese and in women but dedicate more hours than men to passive activities. In men is greater the consumption of alcohol, high energy foods and snacks. Overweight and obesity is associated with the male sex (OR = 3.35 2.75-4.07), high consumption of alcohol (OR = 1.38 1.03-1.86) and watching television (OR = 1.52 1.11-2.07), and foods likes bread and cereals (OR = 1.47 1.13-1.91). Exercise activities is a protective factor (OR = 0.76 0.63-0.98). CONCLUSIONS Life styles factors associated with overweight and obesity present different patterns in men and women and is necessary to understand them to identify areas for behavioural intervention in overweight and obesity patients.

L'arrêt cardio-respiratoire (ACR) au cabinet médical est-il une réalité et y a-t-il nécessité de s'équiper d'un défribillateur semi-automatique (DSA)?

Introduction: Cette étude a pour but de déterminer la fréquence de survenue de l'arrêt cardio-respiratoire (ACR) au cabinet médical qui constitue un élément de décision quant à la justification de la présence d'un défibrillateur semi-automatique (DSA) au cabinet médical. Matériel et Méthode: Analyse rétrospective des fiches d'intervention pré-hospitalière des ambulances et des SMUR (Service Mobile d'Urgence et de Réanimation) du canton de Vaud (650'000 habitants) entre 2003 et 2006 qui relataient un ACR. Les variables suivantes ont été analysées: chronologie de l'intervention, mesures de réanimation cardio-pulmonaire (RCP) appliquées, diagnostic présumé, suivi à 48 heures. Résultats: 17 ACR (9 _, 8 _) ont eu lieu dans les 1655 cabinets médicaux du canton de Vaud en 4 ans sur un total de 1753 ACR extrahospitaliers, soit 1% de ces derniers. Tous ont motivés une intervention simultanée d'une ambulance et d'un SMUR. L'âge moyen était de 70 ans. Le délai entre l'ACR et l'arrivée sur site d'un DSA était en moyenne de plus de 10 minutes (min-max: 4-25 minutes). Dans 13 cas évaluables, une RCP était en cours à l'arrivée des renforts, mais seulement 7 étaient qualifiées d'efficaces. Le rythme initial était une fibrillation ventriculaire (FV) dans 8 cas et ont tous reçu un choc électrique externe (CEE), dont 1 avant l'arrivée des secours administré dans un cabinet équipé d'un DSA. Le diagnostic était disponible pour 9 cas: 6 cardiopathies, 1 embolie pulmonaire massive, 1 choc anaphylactique et 1 tentamen médicamenteux. Le devenir de ces patients a été marqué par 6 décès sur site, 4 décès à l'admission à l'hôpital et 7 vivants à 48 heures. Les données ne permettent pas d'avoir un suivi ni à la sortie de l'hôpital ni ultérieurement. Conclusions: Bien que la survenue d'un ACR soit très rare au cabinet médical, il mérite une anticipation particulière de la part du médecin. En effet, le délai d'arrivée des services d'urgences nécessite la mise en oeuvre immédiate de mesures par le médecin. En outre, comme professionnel de la santé, il se doit d'intégrer la chaîne de survie en procédant à une alarme précoce du 144 et initier des gestes de premier secours («Basic Life Support»). La présence d'un DSA pourrait être envisagée en fonction notamment de l'éloignement de secours professionnels équipés d'un DSA.

Altered expression of beta-galactosidase-1-like protein 3 (Glb1l3) in the retinal pigment epithelium (RPE)-specific 65-kDa protein knockout mouse model of Leber's congenital amaurosis

Purpose: In this study, we investigated the expression of the gene encoding beta-galactosidase (Glb)-1-like protein 3 (Glb1l3), a member of the glycosyl hydrolase 35 family, during retinal degeneration in the retinal pigment epithelium (RPE)-specific 65-kDa protein knockout (Rpe65(-/-)) mouse model of Leber congenital amaurosis (LCA). Additionally, we assessed the expression of the other members of this protein family, including beta-galactosidase-1 (Glb1), beta-galactosidase-1-like (Glb1l), and beta-galactosidase-1-like protein 2 (Glb1l2).Methods: The structural features of Glb1l3 were assessed using bioinformatic tools. mRNA expression of Glb-related genes was investigated by oligonucleotide microarray, real-time PCR, and reverse transcription (RT) -PCR. The localized expression of Glb1l3 was assessed by combined in situ hybridization and immunohistochemistry.Results: Glb1l3 was the only Glb-related member strongly downregulated in Rpe65(-/-) retinas before the onset and during progression of the disease. Glb1l3 mRNA was only expressed in the retinal layers and the RPE/choroid. The other Glb-related genes were ubiquitously expressed in different ocular tissues, including the cornea and lens. In the healthy retina, expression of Glb1l3 was strongly induced during postnatal retinal development; age-related increased expression persisted during adulthood and aging.Conclusions: These data highlight early-onset downregulation of Glb1l3 in Rpe65-related disease. They further indicate that impaired expression of Glb1l3 is mostly due to the absence of the chromophore 11-cis retinal, suggesting that Rpe65 deficiency may have many metabolic consequences in the underlying neuroretina.

Marked increase in the secretion of a fully antigenic recombinant carcinoembryonic antigen obtained by deletion of its hydrophobic tail.

Carcinoembryonic antigen (CEA) is a well-known tumor marker, consisting of a single heavily glycosylated polypeptide chain (mol. wt 200 kD), bound to the cell surface by a phosphatidylinositol-glycan anchor. The hydrophobic domain, encoded by the 3' end of the open reading frame of the CEA gene is not present in the mature protein. This domain is assumed to play an important role in the targeting and attachment of CEA to the cell surface. To verify this hypothesis, a recombinant CEA cDNA lacking the 78 b.p. of the 3' region, encoding the 26 a.a. hydrophobic domain, was prepared in a Rc/CMV expression vector containing a neomycin resistance gene. The construct was transfected by the calcium phosphate technique into CEA-negative human and rat colon carcinoma cell lines. Geneticin-resistant transfectants were screened for the presence of CEA in the supernatant and positive clones were isolated. As determined by ELISA, up to 13 micrograms of recombinant CEA per 10(6) cells was secreted within 72 hr by the human transfected cells and about 1 microgram by the rat cells. For comparison, two human carcinoma cell lines, CO112 and LS174T, selected for high CEA expression, shed about 45 and 128 ng per 10(6) cells within 72 hr, respectively. Western blot analysis showed that the size of the recombinant CEA secreted by the transfected human cells is identical to that of reference CEA purified from human colon carcinomas metastases (about 200 kD). The recombinant CEA synthesized by the transfected rat carcinoma cells has a smaller size (about 144 kD, possibly due to incomplete glycosylation), as has already been observed for CEA produced by rat colon carcinoma cells transfected with full-length CEA cDNA. The 100-fold increase in secretion of rCEA encoded by truncated CEA cDNA transfected in human cells confirms the essential role of this domain in the targeting and anchoring of the glycoprotein. These results suggest a new approach for the in vitro production of large amounts of CEA needed in research laboratories and for immunoassay kits.