Risk measures with the CxLS property

In the present contribution, we characterise law determined convex risk measures that have convex level sets at the level of distributions. By relaxing the assumptions in Weber (Math. Finance 16:419–441, 2006), we show that these risk measures can be identified with a class of generalised shortfall risk measures. As a direct consequence, we are able to extend the results in Ziegel (Math. Finance, 2014, http://onlinelibrary.wiley.com/doi/10.1111/mafi.12080/abstract) and Bellini and Bignozzi (Quant. Finance 15:725–733, 2014) on convex elicitable risk measures and confirm that expectiles are the only elicitable coherent risk measures. Further, we provide a simple characterisation of robustness for convex risk measures in terms of a weak notion of mixture continuity.

Lateral impact in closed head injury: A substantially increased risk for diffuse axonal injury—A preliminary study

OBJECTIVE: Assessment, whether location of impact causing different facial fracture patterns was associated with diffuse axonal injury in patients with severe closed head injury. METHODS: Retrospectively all patients referred to the Trauma Unit of the University Hospital of Zurich, Switzerland between 1996 and 2002 presenting with severe closed head injuries (Abbreviated Injury Scale (AIS) (face) of 2-4 and an AIS (head and neck) of 3-5) were assessed according to the Glasgow Coma Scale (GCS) and the Injury Severity Score (ISS). Facial fracture patterns were classified as resulting from frontal, oblique or lateral impact. All patients had undergone computed tomography. The association between impact location and diffuse axonal injury when correcting for the level of consciousness (using the Glasgow scale) and severity of injury (using the ISS) was calculated with a multivariate regression analysis. RESULTS: Of 200 screened patients, 61 fulfilled the inclusion criteria for severe closed head injury. The medians (interquartile ranges 25;75) for GCS, AIS(face) AIS(head and neck) and ISS were 3 (3;13), 2 (2;4), 4 (4;5) and 30 (24;41), respectively. A total of 51% patients had frontal, 26% had an oblique and 23% had lateral trauma. A total of 21% patients developed diffuse axonal injury (DAI) when compared with frontal impact, the likelihood of diffuse axonal injury increased 11.0 fold (1.7-73.0) in patients with a lateral impact. CONCLUSIONS: Clinicians should be aware of the substantial increase of diffuse axonal injury related to lateral impact in patients with severe closed head injuries.

Automated 3D Lumbar Intervertebral Disc Segmentation from MRI Data Sets

This paper proposed an automated three-dimensional (3D) lumbar intervertebral disc (IVD) segmentation strategy from Magnetic Resonance Imaging (MRI) data. Starting from two user supplied landmarks, the geometrical parameters of all lumbar vertebral bodies and intervertebral discs are automatically extracted from a mid-sagittal slice using a graphical model based template matching approach. Based on the estimated two-dimensional (2D) geometrical parameters, a 3D variable-radius soft tube model of the lumbar spine column is built by model fitting to the 3D data volume. Taking the geometrical information from the 3D lumbar spine column as constraints and segmentation initialization, the disc segmentation is achieved by a multi-kernel diffeomorphic registration between a 3D template of the disc and the observed MRI data. Experiments on 15 patient data sets showed the robustness and the accuracy of the proposed algorithm.

Recommendations from GEC ESTRO Breast Cancer Working Group (I): Target definition and target delineation for accelerated or boost Partial Breast Irradiation using multicatheter interstitial brachytherapy after breast conserving closed cavity surgery

OBJECTIVE The aim was to develop a delineation guideline for target definition for APBI or boost by consensus of the Breast Working Group of GEC-ESTRO. PROPOSED RECOMMENDATIONS Appropriate delineation of CTV (PTV) with low inter- and intra-observer variability in clinical practice is complex and needs various steps as: (1) Detailed knowledge of primary surgical procedure, of all details of pathology, as well as of preoperative imaging. (2) Definition of tumour localization before breast conserving surgery inside the breast and translation of this information in the postoperative CT imaging data set. (3) Calculation of the size of total safety margins. The size should be at least 2 cm. (4) Definition of the target. (5) Delineation of the target according to defined rules. CONCLUSION Providing guidelines based on the consensus of a group of experts should make it possible to achieve a reproducible and consistent definition of CTV (PTV) for Accelerated Partial Breast Irradiation (APBI) or boost irradiation after breast conserving closed cavity surgery, and helps to define it after selected cases of oncoplastic surgery.

Evaluating the surveillance for swine dysentery and progressive atrophic Rhinitis in closed multiplier herds using Scenario tree modelling

Background: The Swiss pig population enjoys a favourable health situation. To further promote this, the Pig Health Service (PHS) conducts a surveillance program in affiliated herds: closed multiplier herds with the highest PHS-health and hygiene status have to be free from swine dysentery and progressive atrophic rhinitis and are clinically examined four times a year, including laboratory testing. Besides, four batches of pigs per year are fattened together with pigs from other herds and checked for typical symptoms (monitored fattening groups (MF)). While costly and laborious, little was known about the effectiveness of the surveillance to detect an infection in a herd. Therefore, the sensitivity of the surveillance for progressive atrophic rhinitis and swine dysentery at herd level was assessed using scenario tree modelling, a method well established at national level. Furthermore, its costs and the time until an infection would be detected were estimated, with the final aim of yielding suggestions how to optimize surveillance. Results: For swine dysentery, the median annual surveillance sensitivity was 96.7 %, mean time to detection 4.4 months, and total annual costs 1022.20 Euro/herd. The median component sensitivity of active sampling was between 62.5 and 77.0 %, that of a MF between 7.2 and 12.7 %. For progressive atrophic rhinitis, the median surveillance sensitivity was 99.4 %, mean time to detection 3.1 months and total annual costs 842.20 Euro. The median component sensitivity of active sampling was 81.7 %, that of a MF between 19.4 and 38.6 %. Conclusions: Results indicate that total sensitivity for both diseases is high, while time to detection could be a risk in herds with frequent pig trade. From all components, active sampling had the highest contribution to the surveillance sensitivity, whereas that of MF was very low. To increase efficiency, active sampling should be intensified (more animals sampled) and MF abandoned. This would significantly improve sensitivity and time to detection at comparable or lower costs. The method of scenario tree modelling proved useful to assess the efficiency of surveillance at herd level. Its versatility allows adjustment to all kinds of surveillance scenarios to optimize sensitivity, time to detection and/or costs.

Dimensions of projections of sets on Riemannian surfaces of constant curvature

We apply the theory of Peres and Schlag to obtain generic lower bounds for Hausdorff dimension of images of sets by orthogonal projections on simply connected two-dimensional Riemannian manifolds of constant curvature. As a conclusion we obtain appropriate versions of Marstrand's theorem, Kaufman's theorem, and Falconer's theorem in the above geometrical settings.

Fast Algorithms Using Minimal Data Structures for Common Topological Relationships in Large, Irregularly-spaced Topographic Data Sets

Digital terrain models (DTM) typically contain large numbers of postings, from hundreds of thousands to billions. Many algorithms that run on DTMs require topological knowledge of the postings, such as finding nearest neighbors, finding the posting closest to a chosen location, etc. If the postings are arranged irregu- larly, topological information is costly to compute and to store. This paper offers a practical approach to organizing and searching irregularly-space data sets by presenting a collection of efficient algorithms (O(N),O(lgN)) that compute important topological relationships with only a simple supporting data structure. These relationships include finding the postings within a window, locating the posting nearest a point of interest, finding the neighborhood of postings nearest a point of interest, and ordering the neighborhood counter-clockwise. These algorithms depend only on two sorted arrays of two-element tuples, holding a planimetric coordinate and an integer identification number indicating which posting the coordinate belongs to. There is one array for each planimetric coordinate (eastings and northings). These two arrays cost minimal overhead to create and store but permit the data to remain arranged irregularly.

Integrated Data Sets of the EU FP5 Research Project ORFOIS: Origin and fate of biogenic particle fluxes in the ocean and their interactions with atmospheric CO2 concentrations as well as the marine sediment

For a reliable simulation of the time and space dependent CO2 redistribution between ocean and atmosphere an appropriate time dependent simulation of particle dynamics processes is essential but has not been carried out so far. The major difficulties were the lack of suitable modules for particle dynamics and early diagenesis (in order to close the carbon and nutrient budget) in ocean general circulation models, and the lack of an understanding of biogeochemical processes, such as the partial dissolution of calcareous particles in oversaturated water. The main target of ORFOIS was to fill in this gap in our knowledge and prediction capability infrastructure. This goal has been achieved step by step. At first comprehensive data bases (already existing data) of observations of relevance for the three major types of biogenic particles, organic carbon (POC), calcium carbonate (CaCO3), and biogenic silica (BSi or opal), as well as for refractory particles of terrestrial origin were collated and made publicly available.

Contemporary genetic, historical genetic and morphological data sets for the Yellow-tufted Honeyeater Lichenostomus melanops

Understanding the evolutionary history of threatened populations can improve their conservation management. Re-establishment of past but recent gene flow could re-invigorate threatened populations and replenish genetic diversity, necessary for population persistence. One of the four nominal subspecies of the common yellow-tufted honeyeater, Lichenostomus melanops cassidix, is critically endangered despite substantial conservation efforts over 55 years. Using a combination of morphometric, genetic and modelling approaches we tested for its evolutionary distinctiveness and conservation merit. We confirmed that cassidix has at least one morphometric distinction. It also differs genetically from the other subspecies in allele frequencies but not phylogenetically, implying that its evolution was recent. Modelling historical distribution supported the lack of vicariance and suggested a possibility of gene flow among subspecies at least since the late Pleistocene. Multi-locus coalescent analyses indicated that cassidix diverged from its common ancestor with neighbouring subspecies gippslandicus sometime from the mid-Pleistocene to the Holocene, and that it has the smallest historical effective population size of all subspecies. It appears that cassidix diverged from its ancestor with gippslandicus through a combination of drift and local selection. From patterns of genetic subdivision on two spatial scales and morphological variation we concluded that cassidix, gippslandicus and (melanops + meltoni) are diagnosable as subspecies. Low genetic diversity and effective population size of cassidix may translate to low genetic fitness and evolutionary potential, thus managed gene flow from gippslandicus is recommended for its recovery.

Glacier mass balances of Stubacher Sonnblickkees, Hohe Tauern Range, Eastern Alps, Austria, 1958/1959 to 2012/2013

Stubacher Sonnblickkees (SSK) is located in the Hohe Tauern Range (Eastern Alps) in the south of Salzburg Province (Austria) in the region of Oberpinzgau in the upper Stubach Valley. The glacier is situated at the main Alpine crest and faces east, starting at elevations close to 3050 m and in the 1980s terminated at 2500 m a.s.l. It had an area of 1.7 km² at that time, compared with 1 km² in 2013. The glacier type can be classified as a slope glacier, i.e. the relief is covered by a relatively thin ice sheet and there is no regular glacier tongue. The rough subglacial topography makes for a complex shape in the surface topography, with various concave and convex patterns. The main reason for selecting this glacier for mass balance observations (as early as 1963) was to verify on a complex glacier how the mass balance methods and the conclusions - derived during the more or less pioneer phase of glaciological investigations in the 1950s and 1960s - could be applied to the SSK glacier. The decision was influenced by the fact that close to the SSK there was the Rudolfshütte, a hostel of the Austrian Alpine Club (OeAV), newly constructed in the 1950s to replace the old hut dating from 1874. The new Alpenhotel Rudolfshütte, which was run by the Slupetzky family from 1958 to 1970, was the base station for the long-term observation; the cable car to Rudolfshütte, operated by the Austrian Federal Railways (ÖBB), was a logistic advantage. Another factor for choosing SSK as a glaciological research site was the availability of discharge records of the catchment area from the Austrian Federal Railways who had turned the nearby lake Weißsee ('White Lake') - a former natural lake - into a reservoir for their hydroelectric power plants. In terms of regional climatic differences between the Central Alps in Tyrol and those of the Hohe Tauern, the latter experienced significantly higher precipitation , so one could expect new insights in the different response of the two glaciers SSK and Hintereisferner (Ötztal Alps) - where a mass balance series went back to 1952. In 1966 another mass balance series with an additional focus on runoff recordings was initiated at Vernagtfener, near Hintereisferner, by the Commission of the Bavarian Academy of Sciences in Munich. The usual and necessary link to climate and climate change was given by a newly founded weather station (by Heinz and Werner Slupetzky) at the Rudolfshütte in 1961, which ran until 1967. Along with an extension and enlargement to the so-called Alpine Center Rudolfshütte of the OeAV, a climate observatory (suggested by Heinz Slupetzky) has been operating without interruption since 1980 under the responsibility of ZAMG and the Hydrological Service of Salzburg, providing long-term met observations. The weather station is supported by the Berghotel Rudolfshütte (in 2004 the OeAV sold the hotel to a private owner) with accommodation and facilities. Direct yearly mass balance measurements were started in 1963, first for 3 years as part of a thesis project. In 1965 the project was incorporated into the Austrian glacier measurement sites within the International Hydrological Decade (IHD) 1965 - 1974 and was afterwards extended via the International Hydrological Program (IHP) 1975 - 1981. During both periods the main financial support came from the Hydrological Survey of Austria. After 1981 funds were provided by the Hydrological Service of the Federal Government of Salzburg. The research was conducted from 1965 onwards by Heinz Slupetzky from the (former) Department of Geography of the University of Salzburg. These activities received better recognition when the High Alpine Research Station of the University of Salzburg was founded in 1982 and brought in additional funding from the University. With recent changes concerning Rudolfshütte, however, it became unfeasible to keep the research station going. Fortunately, at least the weather station at Rudolfshütte is still operating. In the pioneer years of the mass balance recordings at SSK, the main goal was to understand the influence of the complicated topography on the ablation and accumulation processes. With frequent strong southerly winds (foehn) on the one hand, and precipitation coming in with storms from the north to northwest, the snow drift is an important factor on the undulating glacier surface. This results in less snow cover in convex zones and in more or a maximum accumulation in concave or flat areas. As a consequence of the accentuated topography, certain characteristic ablation and accumulation patterns can be observed during the summer season every year, which have been regularly observed for many decades . The process of snow depletion (Ausaperung) runs through a series of stages (described by the AAR) every year. The sequence of stages until the end of the ablation season depends on the weather conditions in a balance year. One needs a strong negative mass balance year at the beginning of glacier measurements to find out the regularities; 1965, the second year of observation resulted in a very positive mass balance with very little ablation but heavy accumulation. To date it is the year with the absolute maximum positive balance in the entire mass balance series since 1959, probably since 1950. The highly complex ablation patterns required a high number of ablation stakes at the beginning of the research and it took several years to develop a clearer idea of the necessary density of measurement points to ensure high accuracy. A great number of snow pits and probing profiles (and additional measurements at crevasses) were necessary to map the accumulation area/patterns. Mapping the snow depletion, especially at the end of the ablation season, which coincides with the equilibrium line, is one of the main basic data for drawing contour lines of mass balance and to calculate the total mass balance (on a regular-shaped valley glacier there might be an equilibrium line following a contour line of elevation separating the accumulation area and the ablation area, but not at SSK). - An example: in 1969/70, 54 ablation stakes and 22 snow pits were used on the 1.77 km² glacier surface. In the course of the study the consistency of the accumulation and ablation patterns could be used to reduce the number of measurement points. - At the SSK the stratigraphic system, i.e. the natural balance year, is used instead the usual hydrological year. From 1964 to 1981, the yearly mass balance was calculated by direct measurements. Based on these records of 17 years, a regression analysis between the specific net mass balance and the ratio of ablation area to total area (AAR) has been used since then. The basic requirement was mapping the maximum snow depletion at the end of each balance year. There was the advantage of Heinz Slupetzky's detailed local and long-term experience, which ensured homogeneity of the series on individual influences of the mass balance calculations. Verifications took place as often as possible by means of independent geodetic methods, i.e. monoplotting , aerial and terrestrial photogrammetry, more recently also the application of PHOTOMODELLER and laser scans. The semi-direct mass balance determinations used at SSK were tentatively compared with data from periods of mass/volume change, resulting in promising first results on the reliability of the method. In recent years re-analyses of the mass balance series have been conducted by the World Glacier Monitoring Service and will be done at SSK too. - The methods developed at SSK also add to another objective, much discussed in the 1960s within the community, namely to achieve time- and labour-saving methods to ensure continuation of long-term mass balance series. The regression relations were used to extrapolate the mass balance series back to 1959, the maximum depletion could be reconstructed by means of photographs for those years. R. Günther (1982) calculated the mass balance series of SSK back to 1950 by analysing the correlation between meteorological data and the mass balance; he found a high statistical relation between measured and determined mass balance figures for SSK. In spite of the complex glacier topography, interesting empirical experiences were gained from the mass balance data sets, giving a better understanding of the characteristics of the glacier type, mass balance and mass exchange. It turned out that there are distinct relations between the specific net balance, net accumulation (defined as Bc/S) and net ablation (Ba/S) to the AAR, resulting in characteristic so-called 'turnover curves'. The diagram of SSK represents the type of a glacier without a glacier tongue. Between 1964 and 1966, a basic method was developed, starting from the idea that instead of measuring years to cover the range between extreme positive and extreme negative yearly balances one could record the AAR/snow depletion/Ausaperung during one or two summers. The new method was applied on Cathedral Massif Glacier, a cirque glacier with the same area as the Stubacher Sonnblickkees, in British Columbia, Canada. during the summers of 1977 and 1978. It returned exactly the expected relations, e.g. mass turnover curves, as found on SSK. The SSK was mapped several times on a scale of 1:5000 to 1:10000. Length variations have been measured since 1960 within the OeAV glacier length measurement programme. Between 1965 and 1981, there was a mass gain of 10 million cubic metres. With a time lag of 10 years, this resulted in an advance until the mid-1980s. Since 1982 there has been a distinct mass loss of 35 million cubic metres by 2013. In recent years, the glacier has disintegrated faster, forced by the formation of a periglacial lake at the glacier terminus and also by the outcrops of rocks (typical for the slope glacier type), which have accelerated the meltdown. The formation of this lake is well documented. The glacier has retreated by some 600 m since 1981. - Since August 2002, a runoff gauge installed by the Hydrographical Service of Salzburg has recorded the discharge of the main part of SSK at the outlet of the new Unterer Eisboden See. The annual reports - submitted from 1982 on as a contractual obligation to the Hydrological Service of Salzburg - document the ongoing processes on the one hand, and emphasize the mass balance of SSK and outline the climatological reasons, mainly based on the met-data of the observatory Rudolfshütte, on the other. There is an additional focus on estimating the annual water balance in the catchment area of the lake. There are certain preconditions for the water balance equation in the area. Runoff is recorded by the ÖBB power stations, the mass balance of the now approx. 20% glaciated area (mainly the Sonnblickkees) is measured andthe change of the snow and firn patches/the water content is estimated as well as possible. (Nowadays laserscanning and ground radar are available to measure the snow pack). There is a net of three precipitation gauges plus the recordings at Rudolfshütte. The evaporation is of minor importance. The long-term annual mean runoff depth in the catchment area is around 3.000 mm/year. The precipitation gauges have measured deficits between 10% and 35%, on average probably 25% to 30%. That means that the real precipitation in the catchment area Weißsee (at elevations between 2,250 and 3,000 m) is in an order of 3,200 to 3,400 mm a year. The mass balance record of SSK was the first one established in the Hohe Tauern region (and now since the Hohe Tauern National Park was founded in 1983 in Salzburg) and is one of the longest measurement series worldwide. Great efforts are under way to continue the series, to safeguard against interruption and to guarantee a long-term monitoring of the mass balance and volume change of SSK (until the glacier is completely gone, which seems to be realistic in the near future as a result of the ongoing global warming). Heinz Slupetzky, March 2014