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.

Biopsy diagnosis of intraductal carcinoma is prognostic in intermediate and high risk prostate cancer patients treated by radiotherapy.

AIM: We investigated the prognostic significance of intraductal carcinoma of the prostate (IDC-P) in biopsies and transurethral resections prior to external beam radiotherapy with or without androgen deprivation. METHODS: Cohort 1 consisted of 118 intermediate risk prostate cancer patients treated by radiotherapy, with biochemical relapse as primary end-point (median follow-up 6.5 years). Cohort 2 consisted of 132 high risk patients, enrolled in a phase III randomised trial (EORTC 22863) comparing radiotherapy alone to radiotherapy with long-term androgen deprivation (LTAD) with clinical progression free survival as primary end-point (median follow-up 9.1 years). Presence of IDC-P was identified after central review. Multivariable regression modelling and Kaplan-Meier analysis were performed with IDC-P as dichotomous variable. RESULTS: IDC-P was a strong prognosticator for early (<36 months) biochemical relapse (HR 7.3; p = 0.007) in cohort 1 and for clinical disease-free survival in both arms of cohort 2 (radiotherapy arm: HR 3.5; p < 0.0001; radiotherapy plus LTAD arm: HR 2.8, p = 0.018). IDC-P retained significance after stratification for reviewed Gleason score in the radiotherapy arm (HR 2.3; p = 0.03). IDC-P was a strong prognosticator for metastatic failure rate (radiotherapy arm: HR 5.3; p < 0.0001; radiotherapy plus LTAD arm: HR 3.6; p = 0.05). CONCLUSIONS: IDC-P in diagnostic samples of patients with intermediate or high risk prostate cancer is an independent prognosticator of early biochemical relapse and metastatic failure rate after radiotherapy. We suggest that the presence of IDC-P in prostate biopsies should routinely be reported.

M-Library in an m-University : changing Models in the Open University of Catalonia

The general perspective of M-technologies and M-Services at the Spanish universities is not still in a very high level when we are ending the first decade of the 21st century. Some Universities and some of their libraries are starting to try out with M-technologies, but are still far from a model of massive exploitation, less than in some other countries. A deep study is needed to know the main reasons, study that we will not do in this paper. This general perspective does not mean that there are no significant initiatives which start to trust in M-technologies from Universities and their libraries. Models based in M-technologies make more sense than ever in open universities and in open libraries. That's the reason why the UOC's Library began in late 90s its first experiences in the M-Technologies and M-Libraries developments. In 1999 the appropriate technology offered the opportunity to carry out the first pilot test with SMS, and then applying the WAP technology. At those moments we managed to link-up mobile phones to the OPAC through a WAP system that allowed searching the catalogue by categories and finding the final location of a document, offering also the address of the library in which the user could loan it. Since then, UOC (and its library) directs its efforts towards adapting the offer of services to all sorts of M-devices used by end users. Left the WAP technology, nowadays the library is experimenting with some new devices like e-books, and some new services to get more feedback through the OPAC and metalibrary search products. We propose the case of Open University of Catalonia, in two levels: M-services applied in the library and M-technologies applied in some other university services and resources.

Peripheral inflammation increases the damage in animal models of nigrostriatal dopaminergic neurodegeneration: possible implication in Parkinson's disease incidence.

Inflammatory processes described in Parkinson’s disease (PD) and its animal models appear to be important in the progression of the pathogenesis, or even a triggering factor. Here we review that peripheral inflammation enhances the degeneration of the nigrostriatal dopaminergic system induced by different insults; different peripheral inflammations have been used, such as IL-1β and the ulcerative colitis model, as well as insults to the dopaminergic system such as 6-hydroxydopamine or lipopolysaccharide. In all cases, an increased loss of dopaminergic neurons was described; inflammation in the substantia nigra increased, displaying a great activation of microglia along with an increase in the production of cytokines such as IL-1β and TNF-α. Increased permeability or disruption of the BBB, with overexpression of the ICAM-1 adhesion molecule and infiltration of circulating monocytes into the substantia nigra, is also involved, since the depletion of circulating monocytes prevents the effects of peripheral inflammation. Data are reviewed in relation to epidemiological studies of PD.

Assessment of adipose tissue metabolism by means of subcutaneous microdialysis in patients with sepsis or circulatory failure.

To evaluate the role of adipose tissue in the metabolic stress response of critically ill patients, the release of glycerol and lactate by subcutaneous adipose tissue was assessed by means of microdialysis in patients with sepsis or circulatory failure and in healthy subjects. Patients with sepsis had lower plasma free fatty acid concentrations and non-significant elevations of plasma glycerol concentrations, but higher adipose-systemic glycerol concentrations gradients than healthy subjects or patients with circulatory failure, indicating a stimulation of subcutaneous adipose lipolysis. They also had a higher lipid oxidation. Lipid metabolism (adipose-systemic glycerol gradients, lipid oxidation) was not altered in patients with circulatory failure. These observations highlight major differences in lipolysis and lipid utilization between patients with sepsis and circulatory failure. Hyperlactataemia was present in both groups of patients, but the adipose-systemic lactate concentration gradient was not increased, indicating that lactate production by adipose tissue was not involved. This speaks against a role of adipose tissue in the development of hyperlactataemia in critically ill patients.

Human Exposure to Endocrine-Disrupting Chemicals and Prenatal Risk Factors for Cryptorchidism and Hypospadias: A Nested Case-Control Study

BACKGROUND. Exposure to xenoestrogens during pregnancy may disturb the development and function of male sexual organs. OBJECTIVE. In this study we aimed to determine whether the combined effect of environmental estrogens measured as total effective xenoestrogen burden (TEXB) is a risk factor for male urogenital malformations. METHODS. In a case-control study, nested in a mother-child cohort (n = 702) established at Granada University Hospital, we compared 50 newborns with diagnosis of cryptorchidism and/or hypospadias with 114 boys without malformations matched by gestational age, date of birth, and parity. Controls did not differ from the total cohort in confounding variables. TEXB and levels of 16 organochlorine pesticides were measured in placenta tissues. Characteristics of parents, pregnancy, and birth were gathered by questionnaire. We used conditional and unconditional regression models to estimate odds ratios (ORs) and 95% confidence intervals (CIs). RESULTS. TEXB from organohalogenated compounds was detectable in 72% and 54% of case and control placentas, respectively. Compared with controls, cases had an OR for detectable versus non-detectable TEXB of 2.82 (95% CI, 1.10-7.24). More pesticides were detected in cases than in controls (9.34 +/- 3.19 vs. 6.97 +/- 3.93). ORs for cases with detectable levels of pesticides, after adjusting for potential confounders in the conditional regression analysis, were o,p'-DDT (OR = 2.25; 95% CI, 1.03-4.89), p,p'-DDT (OR = 2.63; 95% CI, 1.21-5.72), lindane (OR = 3.38; 95% CI, 1.36-8.38), mirex (OR = 2.85; 95% CI, 1.22-6.66), and endosulfan alpha (OR = 2.19; 95% CI, 0.99-4.82). Engagement of mothers in agriculture (OR = 3.47; 95% CI, 1.33-9.03), fathers' occupational exposure to xenoestrogens (OR = 2.98; 95% CI, 1.11-8.01), and history of previous stillbirths (OR = 4.20; 95% CI, 1.11-16.66) were also associated with risk of malformations. CONCLUSIONS We found an increased risk for male urogenital malformations related to the combined effect of environmental estrogens in placenta.

Homology modeling and metabolism prediction of human carboxylesterase-2 using docking analyses by GriDock: a parallelized tool based on AutoDock 4.0.

Metabolic problems lead to numerous failures during clinical trials, and much effort is now devoted to developing in silico models predicting metabolic stability and metabolites. Such models are well known for cytochromes P450 and some transferases, whereas less has been done to predict the activity of human hydrolases. The present study was undertaken to develop a computational approach able to predict the hydrolysis of novel esters by human carboxylesterase hCES2. The study involved first a homology modeling of the hCES2 protein based on the model of hCES1 since the two proteins share a high degree of homology (congruent with 73%). A set of 40 known substrates of hCES2 was taken from the literature; the ligands were docked in both their neutral and ionized forms using GriDock, a parallel tool based on the AutoDock4.0 engine which can perform efficient and easy virtual screening analyses of large molecular databases exploiting multi-core architectures. Useful statistical models (e.g., r (2) = 0.91 for substrates in their unprotonated state) were calculated by correlating experimental pK(m) values with distance between the carbon atom of the substrate's ester group and the hydroxy function of Ser228. Additional parameters in the equations accounted for hydrophobic and electrostatic interactions between substrates and contributing residues. The negatively charged residues in the hCES2 cavity explained the preference of the enzyme for neutral substrates and, more generally, suggested that ligands which interact too strongly by ionic bonds (e.g., ACE inhibitors) cannot be good CES2 substrates because they are trapped in the cavity in unproductive modes and behave as inhibitors. The effects of protonation on substrate recognition and the contrasting behavior of substrates and products were finally investigated by MD simulations of some CES2 complexes.

Hospital volume and patient outcomes in pulmonary embolism.

BACKGROUND: In numerous high-risk medical and surgical conditions, a greater volume of patients undergoing treatment in a given setting or facility is associated with better survival. For patients with pulmonary embolism, the relation between the number of patients treated in a hospital (volume) and patient outcome is unknown. METHODS: We studied discharge records from 186 acute care hospitals in Pennsylvania for a total of 15 531 patients for whom the primary diagnosis was pulmonary embolism. The study outcomes were all-cause mortality in hospital and within 30 days after presentation for pulmonary embolism and the length of hospital stay. We used logistic models to study the association between hospital volume and 30-day mortality and discrete survival models to study the association between in-hospital mortality and time to hospital discharge. RESULTS: The median annual hospital volume for pulmonary embolism was 20 patients (interquartile range 10-42). Overall in-hospital mortality was 6.0%, whereas 30-day mortality was 9.3%. In multivariable analysis, very-high-volume hospitals (> or = 42 cases per year) had a significantly lower odds of in-hospital death (odds ratio [OR] 0.71, 95% confidence interval [CI] 0.51-0.99) and of 30-day death (OR 0.71, 95% CI 0.54-0.92) than very-low-volume hospitals (< 10 cases per year). Although patients in the very-high-volume hospitals had a slightly longer length of stay than those in the very-low-volume hospitals (mean difference 0.7 days), there was no association between volume and length of stay. INTERPRETATION: In hospitals with a high volume of cases, pulmonary embolism was associated with lower short-term mortality. Further research is required to determine the causes of the relation between volume and outcome for patients with pulmonary embolism.

Long-term assessment of didanosine, lamivudine, and efavirenz in antiretroviral-naive patients: 3-year follow-up.

The aim of this study was to evaluate the long-term efficacy and safety of didadosine (ddI), lamivudine (3TC), and efavirenz (EFV). This was a follow-up to the VESD study, a 12-month open-label, observational, multicenter study of adult patients with HIV infection who started antiretroviral treatment with the ddI-3TC-EFV once-daily regimen. Of the 167 patients originally included, 106 patients remained on the same triple therapy at the end of the study (1 year), and they were offered an extra 24 months of follow-up; 96 were enrolled in this study (VESD-2). Seventy patients out of the initial cohort were still on the same regimen at month 36, with 97% of them with plasma viral load <50 copies /ml. An intention-to-treat analysis showed that the percentage of patients with plasma viral load <50 copies/ml was 73% at 36 months. CD4 cell counts increased 344 cells/microl over the 36 months. Safety and tolerance were good with no unexpected long-term toxicity. After 3 years of treatment with ddI-3TC-EFV, more than 40% of the patients were still receiving the initial antiretroviral therapy with sustained, durable immunovirological benefit and good acceptance. Long-term toxicity and virological failure were low.

New approaches in antimalarial drug discovery and development: a review

Malaria remains a major world health problem following the emergence and spread of Plasmodium falciparum that is resistant to the majority of antimalarial drugs. This problem has since been aggravated by a decreased sensitivity of Plasmodium vivax to chloroquine. This review discusses strategies for evaluating the antimalarial activity of new compounds in vitro and in animal models ranging from conventional tests to the latest high-throughput screening technologies. Antimalarial discovery approaches include the following: the discovery of antimalarials from natural sources, chemical modifications of existing antimalarials, the development of hybrid compounds, testing of commercially available drugs that have been approved for human use for other diseases and molecular modelling using virtual screening technology and docking. Using these approaches, thousands of new drugs with known molecular specificity and active against P. falciparum have been selected. The inhibition of haemozoin formation in vitro, an indirect test that does not require P. falciparum cultures, has been described and this test is believed to improve antimalarial drug discovery. Clinical trials conducted with new funds from international agencies and the participation of several industries committed to the eradication of malaria should accelerate the discovery of drugs that are as effective as artemisinin derivatives, thus providing new hope for the control of malaria.

Influence of deep sternal wound infection on long-term survival after cardiac surgery.

BACKGROUND: This study aimed to investigate the influence of deep sternal wound infection on long-term survival following cardiac surgery. MATERIAL AND METHODS: In our institutional database we retrospectively evaluated medical records of 4732 adult patients who received open-heart surgery from January 1995 through December 2005. The predictive factors for DSWI were determined using logistic regression analysis. Then, each patient with deep sternal wound infection (DSWI) was matched with 2 controls without DSWI, according to the risk factors identified previously. After checking balance resulting from matching, short-term mortality was compared between groups using a paired test, and long-term survival was compared using Kaplan-Meier analysis and a Cox proportional hazard model. RESULTS: Overall, 4732 records were analyzed. The mean age of the investigated population was 69.3±12.8 years. DSWI occurred in 74 (1.56%) patients. Significant independent predictive factors for deep sternal infections were active smoking (OR 2.19, CI95 1.35-3.53, p=0.001), obesity (OR 1.96, CI95 1.20-3.21, p=0.007), and insulin-dependent diabetes mellitus (OR 2.09, CI95 1.05-10.06, p=0.016). Mean follow-up in the matched set was 125 months, IQR 99-162. After matching, in-hospital mortality was higher in the DSWI group (8.1% vs. 2.7% p=0.03), but DSWI was not an independent predictor of long-term survival (adjusted HR 1.5, CI95 0.7-3.2, p=0.33). CONCLUSIONS: The results presented in this report clearly show that post-sternotomy deep wound infection does not influence long-term survival in an adult general cardio-surgical patient population.

Assessment of adipose tissue metabolism by means of subcutaneous mircrodialysis in patients with sepsis of circulatory failure

Summary: To evaluate the role of adipose tissue in the metabolic stress response of critically ill patients, the release of glycerol and lactate by subcutaneous adipose tissue was assessed by means of microdialysis in patients with sepsis or circulatory failure and in healthy subjects. Patients with sepsis had lower plasma free fatty acid concentrations and non-significant elevations of plasma glycerol concentrations, but higher adipose-systemic glycerol concentrations gradients than healthy subjects or patients with circulatory failure, indicating a stimulation of subcutaneous adipose lipolysis. They also had a higher lipid oxidation. Lipid metabolism (adipose-systemic glycerol gradients, lipid oxidation) was not altered in patients with circulatory failure. These observations highlight major differences in lipolysis and lipid utilization between patients with sepsis and circulatory failure. Hyperlactataemia was present in both groups of patients, but the adipose-systemic lactate concentration gradient was not increased, indicating that lactate production by adipose tissue was not involved. This speaks against a role of adipose tissue in the development of hyperlactataemia in critically ill patients.

Family history of cancer: pooled analysis in the International Head and Neck Cancer Epidemiology Consortium.

Alcohol and tobacco consumption are well-recognized risk factors for head and neck cancer (HNC). Evidence suggests that genetic predisposition may also play a role. Only a few epidemiologic studies, however, have considered the relation between HNC risk and family history of HNC and other cancers. We pooled individual-level data across 12 case-control studies including 8,967 HNC cases and 13,627 controls. We obtained pooled odds ratios (OR) using fixed and random effect models and adjusting for potential confounding factors. All statistical tests were two-sided. A family history of HNC in first-degree relatives increased the risk of HNC (OR=1.7, 95% confidence interval, CI, 1.2-2.3). The risk was higher when the affected relative was a sibling (OR=2.2, 95% CI 1.6-3.1) rather than a parent (OR=1.5, 95% CI 1.1-1.8) and for more distal HNC anatomic sites (hypopharynx and larynx). The risk was also higher, or limited to, in subjects exposed to tobacco. The OR rose to 7.2 (95% CI 5.5-9.5) among subjects with family history, who were alcohol and tobacco users. A weak but significant association (OR=1.1, 95% CI 1.0-1.2) emerged for family history of other tobacco-related neoplasms, particularly with laryngeal cancer (OR=1.3, 95% CI 1.1-1.5). No association was observed for family history of nontobacco-related neoplasms and the risk of HNC (OR=1.0, 95% CI 0.9-1.1). Familial factors play a role in the etiology of HNC. In both subjects with and without family history of HNC, avoidance of tobacco and alcohol exposure may be the best way to avoid HNC.

Le concept de test relationnel en psychothérapie: origine, développements et applications aux troubles de la personnalité = The test concept in psychotherapy: origins, developments and application to personality disorders

Le concept de test relationnel (test, en anglais ; Weiss et Sampson, 1986 [16]) est présenté. Ses origines dans les écrits de Freud sont brièvement retracées et son inscription dans la théorie des croyances pathogènes de Weiss présentée. Par ailleurs, les autres éléments de la théorie psychanalytique de Weiss sont présentés (buts thérapeutiques, obstacles, traumas, insight, test relationnel). Toutes ces étapes sont illustrées par des exemples tirés de la littérature. Un développement récent du concept de test relationnel est présenté et appliqué à la psychothérapie des troubles de la personnalité (Sachse, 2003 [14]). Finalement, les auteurs donnent deux brefs exemples de tests relationnels tirés de leur propre pratique de psychothérapeute et discutent des modèles en les comparant entre eux. Des conclusions concernant l'utilité du concept de test relationnel pour la pratique psychothérapeutique et la recherche en psychothérapie sont proposées. The test concept (Weiss and Sampson, 1986 [16]) is presented. Its origins in Freud's works are briefly evoked and its place within the theory of pathogenic beliefs by Weiss presented. We present also the remaining elements of Weiss' psychoanalytic theory which are objectives, obstacles, traumas and insight. Every step of the reflection is illustrated with case examples, drawn from the literature. A recent development of the test concept is presented and applied to the psychotherapy of personality disorders (Sachse, 2003 [14]). Finally, the authors give brief examples of tests having occurred in their own practice as psychotherapists and discuss the models by comparing them among each other. Conclusions are drawn concerning the usefulness of the test concept for psychotherapy practice and research.

Clinical and Virological Efficacy of Etravirine Plus Two Active Nucleos(t)ide Analogs in an Heterogeneous HIV-Infected Population.

Etravirine (ETV) is recommended in combination with a boosted protease inhibitor plus an optimized background regimen for salvage therapy, but there is limited experience with its use in combination with two nucleos(t)ide reverse-transcriptase inhibitors (NRTIs). This multicenter study aimed to assess the efficacy of this combination in two scenarios: group A) subjects without virologic failure on or no experience with non-nucleoside reverse-transcriptase inhibitors (NNRTIs) switched due to adverse events and group B) subjects switched after a virologic failure on an efavirenz- or nevirapine-based regimen. The primary endpoint was efficacy at 52 weeks analysed by intention-to-treat. Virologic failure was defined as the inability to suppress plasma HIV-RNA to <50 copies/mL after 24 weeks on treatment, or a confirmed viral load >200 copies/mL in patients who had previously achieved a viral suppression or had an undetectable viral load at inclusion. Two hundred eighty seven patients were included. Treatment efficacy rates in group A and B were 88.0% (CI95, 83.9-92.1%) and 77.4% (CI95, 65.0-89.7%), respectively; the rates reached 97.2% (CI95, 95.1-99.3%) and 90.5% (CI95, 81.7-99.3), by on-treatment analysis. The once-a-day ETV treatment was as effective as the twice daily dosing regimen. Grade 1-2 adverse events were observed motivating a treatment switch in 4.2% of the subjects. In conclusion, ETV (once- or twice daily) plus two analogs is a suitable, well-tolerated combination both as a switching strategy and after failure with first generation NNRTIs, ensuring full drug activity. TRIAL REGISTRATION ClinicalTrials.gov NCT01437241.