947 resultados para Parametric VaR (Value-at-Risk)
Resumo:
The World Health Organization (WHO) MONICA Project is a 10-year study monitoring trends and determinants of cardiovascular disease in geographically defined populations. Data were collected from over 100 000 randomly selected participants in two risk factor surveys conducted approximately 5 years apart in 38 populations using standardized protocols. The net effects of changes in the risk factor levels were estimated using risk scores derived from longitudinal studies in the Nordic countries. The prevalence of cigarette smoking decreased among men in most populations, but the trends for women varied. The prevalence of hypertension declined in two-thirds of the populations. Changes in the prevalence of raised total cholesterol were small but highly correlated between the genders (r = 0.8). The prevalence of obesity increased in three-quarters of the populations for men and in more than half of the populations for women. In almost half of the populations there were statistically significant declines in the estimated coronary risk for both men and women, although for Beijing the risk score increased significantly for both genders. The net effect of the changes in the risk factor levels in the 1980s in most of the study populations of the WHO MONICA Project is that the rates of coronary disease are predicted to decline in the 1990s.
Resumo:
1 The hepatic disposition and metabolite kinetics of a homologous series of O-acyl (acetyl, propionyl, butanoyl, pentanoyl, hexanoyl and octanoyl) esters of salicylic acid (C2SA, C3SA, C4SA, C5SA, C6SA and C8SA, respectively) was determined using a single-pass, in-sills rat liver preparation. 2 The hepatic venous outflow profiles for the parent esters and the generated metabolite, salicylic acid (SA) were analysed by HPLC. Non-parametric moments analysis was used to determine the area under the curve (AUC'), mean transit time (MTT) and normalized variance (CV2) for the parent esters and generated SA. 3 Pregenerated SA ([C-14]-salicylic acid) was injected into each liver with the parent ester to determine its distribution characteristics. 4 The overall recovery of ester plus metabolite was 89% of the ester dose injected and independent of the ester carbon number, suggesting that ester extraction was due to hepatic metabolism to salicylic acid. 5 The metabolite AUC' value increased directly with the lipophilicity of the parent ester (from 0.12 for C2SA to 0.95 for C8SA). By contrast, the parent AUC' decreased with the lipophilicity (from 0.85 for C2SA to zero for C8SA). The metabolite MTT value also showed a trend to increase with the lipophilicity of the parent ester (from 15.72 s for C3SA to 61.97 s for C8SA). However, the parent MTT value shows no significant change across the series. 6 The two-compartment dispersion model was used to derive the kinetic parameters for parent ester, pregenerated SA and generated SA. Consequently, these parameters were used to estimate the values of AUG', MITT and CV2 for the parent ester and metabolite. The moments values obtained using the two-compartment dispersion model show similar trends to the corresponding moments values obtained from the outflow profiles using a non-parametric approach. 7 The more lipophilic aspirin analogues are more confined to the portal circulation after oral administration than aspirin due to their more extensive hepatic elimination avoiding systemic prostacyclin inhibition. Given that aspirin's selectivity as an anti-thrombotic agent has been postulated to be due to selective anti-platelet effects in the portal circulation, the more lipophilic and highly extracted analogues are potentially more selective anti-thrombotic agents than aspirin.
Resumo:
This paper reports a study of sources of information about HIV/AIDS and trust of the sources among heterosexuals in 1989 (113 females and 91 males) and 1994 (185 females and 66 males). We also examined whether perceived personal risk of HIV infection was predicted by sources of information about HIV/AIDS, trust of the sources, how informed about AIDS people believed they were, and perceived risk of infection to others, as well as whether there was a relationship between perceived personal risk and safe sex behaviour Participants received most of their information about AIDS/HIV from magazines, newspapers, and television, but placed most trust on sources such as doctors and HIV/AIDS organisations. Perceived personal risk was influenced most by perceived risk to friends and to people with the same sexual practices. In the 1994 sample, perceived personal risk was correlated with the amount of condom use among participants with sexual experience. These results indicate ther has been. relative stability across a five-year period. They also point to the continuing discrepancy among young heterosexuals between the most-used and most-trusted sources of information, as well as to the importance of peer influence on perceptions of personal risk of HIV infection.
Resumo:
We consider the quantum field theory of two bosonic fields interacting via both parametric (cubic) and quartic couplings. In the case of photonic fields in a nonlinear optical medium, this corresponds to the process of second-harmonic generation (via chi((2)) nonlinearity) modified by the chi((3)) nonlinearity. The quantum solitons or energy eigenstates (bound-state solutions) are obtained exactly in the simplest case of two-particle binding, in one, two, and three space dimensions. We also investigate three-particle binding in one space dimension. The results indicate that the exact quantum solitons of this field theory have a singular, pointlike structure in two and three dimensions-even though the corresponding classical theory is nonsingular. To estimate the physically accessible radii and binding energies of the bound states, we impose a momentum cutoff on the nonlinear couplings. In the case of nonlinear optical interactions, the resulting radii and binding energies of these photonic particlelike excitations in highly nonlinear parametric media appear to be close to physically observable values.
Resumo:
In view of the relative risk of intracranial haemorrhage and major bleeding with thrombolytic therapy, it is important ro identify as early as possible the low risk patient who may not have a net clinical benefit from thrombolysis in the setting of acute myocardial infarction. An analysis of 5434 hospital-treated patients with myocardial infarction in the Perth MONICA study showed that age below 60 and absence of previous infarction or diabetes, shock, pulmonary oedema, cardiac arrest and Q-wave or left bundle branch block on the initial ECG identified a large group of patients with a 28 day mortality of only 1%, and one year mortality of only 2%. Identification of baseline risk in this way helps refine the risk-benefit equation for thrombolytic therapy, and may help avoid unnecessary use of thrombolysis in those unlikely to benefit.
Resumo:
We consider the parametric quantum field theory involving cubic and quartic couplings of two bosonic fields. This is exactly soluble for the two-particle energy eigenstates (or quantum solitons) in one, two, and three space dimensions. We estimate the binding energies and corresponding radii in the case of photonic fields in nonlinear optical materials, and Bose-Einstein condensates. [S1050-2947(98)51110-9].
Resumo:
Multidimensional spatiotemporal parametric simultons (simultaneous solitary waves) are possible in a nonlinear chi((2)) medium with a Bragg grating structure, where large effective dispersion occurs near two resonant band gaps for the carrier and second-harmonic field, respectively. The enhanced dispersion allows much reduced interaction lengths, as compared to bulk medium parametric simultons. The nonlinear parametric band-gap medium permits higher-dimensional stationary waves to form. In addition, solitons can occur with lower input powers than conventional nonlinear Schrodinger equation gap solitons. In this paper, the equations for electromagnetic propagation in a grating structure with a parametric nonlinearity are derived from Maxwell's equation using a coupled mode Hamiltonian analysis in one, two, and three spatial dimensions. Simultaneous solitary wave solutions are proved to exist by reducing the equations to the coupled equations describing a nonlinear parametric waveguide, using the effective-mass approximation (EMA). Exact one-dimensional numerical solutions in agreement with the EMA solutions are also given. Direct numerical simulations show that the solutions have similar types of stability properties to the bulk case, providing the carrier waves are tuned to the two Bragg resonances, and the pulses have a width in frequency space less than the band gap. In summary, these equations describe a physically accessible localized nonlinear wave that is stable in up to 3 + 1 dimensions. Possible applications include photonic logic and switching devices. [S1063-651X(98)06109-1].
Resumo:
We present a potential realization of the Greenberger-Horne-Zeilinger all or nothing contradiction of quantum mechanics with local realism using phase measurement techniques in a simple photon number triplet. Such a triplet could be generated using nondegenerate parametric oscillation. [S0031-9007(98)07671-6].
Resumo:
Background and Purpose-Few community-based studies have examined the long-term risk of recurrent stroke after an acute first-ever stroke. This study aimed to determine the absolute and relative risks of a first recurrent stroke over the first 5 years after a first-ever stroke and the predictors of such recurrence in a population-based series of people with first-ever stroke in Perth, Western Australia. Methods-Between February 1989 and August 1990, all people with a suspected acute stroke or transient ischemic attack of the brain who were resident in a geographically defined region of Perth, Western Australia, with a population of 138 708 people, were registered prospectively and assessed according to standardized diagnostic criteria. Patients were followed up prospectively at 4 months, 12 months, and 5 years after the index event. Results-Three hundred seventy patients with a first-ever stroke were registered, of whom 351 survived >2 days. Data were available for 98% of the cohort at 5 years, by which time 199 patients (58%) had died and 52 (15%) had experienced a recurrent stroke, 12 (23%) of which were fatal within 28 days. The 5-year cumulative risk of first recurrent stroke was 22.5% (95% confidence limits [CL], 16.8%, 28.1%). The risk of recurrent stroke was greatest in the first 6 months after stroke, at 8.8% (95% CL, 5.4%, 12.1%). After adjustment for age and sex, the prognostic factors for recurrent stroke were advanced, but not extreme, age (75 to 84 years) (hazard ratio [HR], 2.6; 95% CL, 1.1, 6.2), hemorrhagic index stroke (HR, 2.1; 95% CL, 0.98, 4.4), and diabetes mellitus (HR, 2.1; 95% CL, 0.95, 4.4). Conclusions-Approximately 1 in 6 survivors (15%) of a first-ever stroke experience a recurrent stroke over the next 5 years, of which 25% are fatal within 28 days. The pathological subtype of the recurrent stroke is the same as that of the index stroke in 88% of cases. The predictors of first recurrent stroke in this study were advanced age, hemorrhagic index stroke, and diabetes mellitus, but numbers of recurrent events were modest. Because the risk of recurrent stroke is highest (8.8%) in the first 6 months after stroke, strategies for secondary prevention should be initiated as soon as possible after the index event.
Resumo:
The objective of this study was to determine the rate of the decline in risk of a major coronary event after quitting cigarette smoking. It was a population-based case-control study of men and women aged 35 to 69 years in Newcastle, Australia, and men and women aged 35 to 64 years in Auckland, New Zealand, between 1986 and 1994. Cases were 5,572 people identified in population registers of coronary events and controls were 6,268 participants in independent community-based risk factor prevalence surveys from the same study populations. There was a rapid reduction in risk after quitting cigarette smoking. The risk of suffering a major coronary event for men who were current cigarette smokers was 3.5 (95% CI 3.0-4.0) times higher than the risk for never smokers but this fell to 1.5 (95% CI 1.1-1.9) for men who had quit for 1-3 years. Women who were current cigarette smokers were 4.8 (95% CI 4.0-5.9) times more likely to suffer a major coronary event than never smokers and this fell to 1.6 (95% CI 1.0-2.5) for women who had quit for 1-3 years. Those who had quit cigarette smoking for 4-6 years or more had a similar risk to never smokers. These results reinforce the importance of smoking cessation. The public health message is that the benefit of giving up smoking occurs rapidly.
Resumo:
Standard tools for the analysis of economic problems involving uncertainty, including risk premiums, certainty equivalents and the notions of absolute and relative risk aversion, are developed without making specific assumptions on functional form beyond the basic requirements of monotonicity, transitivity, continuity, and the presumption that individuals prefer certainty to risk. Individuals are not required to display probabilistic sophistication. The approach relies on the distance and benefit functions to characterize preferences relative to a given state-contingent vector of outcomes. The distance and benefit functions are used to derive absolute and relative risk premiums and to characterize preferences exhibiting constant absolute risk aversion (CARA) and constant relative risk aversion (CRRA). A generalization of the notion of Schur-concavity is presented. If preferences are generalized Schur concave, the absolute and relative risk premiums are generalized Schur convex, and the certainty equivalents are generalized Schur concave.
Resumo:
This research reports the findings of two studies conducted to measure and then investigate differences between delinquent, nondelinquent, and at-risk youths' orientations towards reputation enhancement. In the first study, concerning item selection and scale development, the factor structure and content validity of a potential Reputation Enhancement Scale were tested by examining the item responses of the scale completed by 230 high-school students. In the second study, the scale was validated by comparing the item responses of 80 delinquent, 90 at-risk, and 90 nondelinquent adolescents with the responses of the original students. The instrument was found to be reliable (alphas from .64 to .92), indicating that the factors are dependable across different samples, and the coefficients of congruence were sufficiently high to investigate meaningful group differences. Three second-order factors (Conforming Reputation, Nonconforming Reputation, Self-presentation) were derived from the 15 first-order factors. Although multivariate analyses revealed significant differences between the reputational orientations of delinquent, at-risk, and nondelinquent participants, the self-presentation second-order factor did not differentiate the three groups.
Resumo:
One hundred and eighty-one inmates in AIDS education courses were surveyed about their risk behaviour and access to disinfectants for syringe cleaning in 1993, Overall, 40% of respondents reported HIV risk behaviour in prison. One-quarter of respondents reported injecting, of whom three-quarters reported sharing syringes in prison. Most respondents who shared syringes reported cleaning them with disinfectants (96%), even though only one-third reported having easy access to disinfectants. One-sixth of respondents reported sharing tattooing equipment, of whom two-thirds reported using a disinfectant to clean the tattoo needle. Few respondents reported fellatio (8%) or anal intercourse (4%) in prison. Although some respondents faced difficulty in obtaining disinfectants, almost all respondents cleaned syringes with bleach when sharing. High levels of risk behaviour in prison might be reduced by methadone maintenance and condom programmes. A trial of strict one-for-one syringe exchange warrants consideration.