Analysis of the claims data of a life insurance portfolio

Mestrado em Ciências Actuariais

Prevalence of chronic diseases in private healthcare sector of South Africa: A threat to public health

Purpose: To evaluate the prevalence of patients suffering from registered chronic disease list (CDL) conditions in a section of the South African private health sector from 2008 - 2012. Methods: This study was a retrospective analysis of the medicine claims database of a nationally (South African) representative Pharmacy Benefit Management (PBM) company data between 2008 and 2012. Statistical analysis was used to analyse the data. Descriptive analysis was performed to calculate the prevalence of CDL conditions for the entire population, and stratified by age and gender. However, MIXED linear modelling was used to determine changes in the average number of CDL conditions per patient, adjusted for age and gender from 2008 - 2012. Results: An increase of 0.20 in chronic diseases was observed from 2008 - 2012 in patients having any CDL condition, with an average of 1.57 (1.57 - 1.58, 95 % CI) co-morbid CDL conditions in 2008 and 1.77 (1.77 - 1.78, 95 % CI) in 2012. This increase in average number of CDL conditions per patient between 2008 and 2012 was statistically significant (p < 0.05), but with no large practical significance (d < 0.8). Conclusion: Prevalence of patients with CDL conditions along with risk of co-morbidity has been increasing with time in the private health sector of South Africa. Risk of increased co-morbidity with age and among different genders was prevalent.

Endemic zoonoses: a one health approach

Endemic zoonotic diseases remain a serious but poorly recognised problem in affected communities in developing countries. Despite the overall burden of zoonoses on human and animal health, information about their impacts in endemic settings is lacking and most of these diseases are continuously being neglected. The non-specific clinical presentation of these diseases has been identified as a major challenge in their identification (even with good laboratory diagnosis), and control. The signs and symptoms in animals and humans respectively, are easily confused with other non-zoonotic diseases, leading to widespread misdiagnosis in areas where diagnostic capacity is limited. The communities that are mostly affected by these diseases live in close proximity with their animals which they depend on for livelihood, which further complicates the understanding of the epidemiology of zoonoses. This thesis reviewed the pattern of reporting of zoonotic pathogens that cause febrile illness in malaria endemic countries, and evaluates the recognition of animal associations among other risk factors in the transmission and management of zoonoses. The findings of the review chapter were further investigated through a laboratory study of risk factors for bovine leptospirosis, and exposure patterns of livestock coxiellosis in the subsequent chapters. A review was undertaken on 840 articles that were part of a bigger review of zoonotic pathogens that cause human fever. The review process involves three main steps: filtering and reference classification, identification of abstracts that describe risk factors, and data extraction and summary analysis of data. Abstracts of the 840 references were transferred into a Microsoft excel spread sheet, where several subsets of abstracts were generated using excel filters and text searches to classify the content of each abstract. Data was then extracted and summarised to describe geographical patterns of the pathogens reported, and determine the frequency animal related risk factors were considered among studies that investigated risk factors for zoonotic pathogen transmission. Subsequently, a seroprevalence study of bovine leptospirosis in northern Tanzania was undertaken in the second chapter of this thesis. The study involved screening of serum samples, which were obtained from an abattoir survey and cross-sectional study (Bacterial Zoonoses Project), for antibodies against Leptospira serovar Hardjo. The data were analysed using generalised linear mixed models (GLMMs), to identify risk factors for cattle infection. The final chapter was the analysis of Q fever data, which were also obtained from the Bacterial Zoonoses Project, to determine exposure patterns across livestock species using generalized linear mixed models (GLMMs). Leptospira spp. (10.8%, 90/840) and Rickettsia spp. (10.7%, 86/840) were identified as the most frequently reported zoonotic pathogens that cause febrile illness, while Rabies virus (0.4%, 3/840) and Francisella spp. (0.1%, 1/840) were least reported, across malaria endemic countries. The majority of the pathogens were reported in Asia, and the frequency of reporting seems to be higher in areas where outbreaks are mostly reported. It was also observed that animal related risk factors are not often considered among other risk factors for zoonotic pathogens that cause human fever in malaria endemic countries. The seroprevalence study indicated that Leptospira serovar Hardjo is widespread in cattle population in northern Tanzania, and animal husbandry systems and age are the two most important risk factors that influence seroprevalence. Cattle in the pastoral systems and adult cattle were significantly more likely to be seropositive compared to non-pastoral and young animals respectively, while there was no significant effect of cattle breed or sex. Exposure patterns of Coxiella burnetii appear different for each livestock species. While most risk factors were identified for goats (such as animal husbandry systems, age and sex) and sheep (animal husbandry systems and sex), there were none for cattle. In addition, there was no evidence of a significant influence of mixed livestock-keeping on animal coxiellosis. Zoonotic agents that cause human fever are common in developing countries. The role of animals in the transmission of zoonotic pathogens that cause febrile illness is not fully recognised and appreciated. Since Leptospira spp. and C. burnetii are among the most frequently reported pathogens that cause human fever across malaria endemic countries, and are also prevalent in livestock population, control and preventive measures that recognise animals as source of infection would be very important especially in livestock-keeping communities where people live in close proximity with their animals.

Geographical and environmental correlates of big and small game in Andalusia (southern Spain)

In Andalusia, southern Spain, each game estate applies its own rules and presents its results in annual hunting reports, which have been mandatory for Spanish game estates since 1989. We used the information about hunting yields, included in 32134 annual hunting reports produced during the period 1993/94 to 2001/02 by 6049 game estates, to determine the current distribution of hunting yields of big and small game species in Andalusia. Using generalised linear models and a geographic information system, we determined the most favourable municipalities to big and small game, respectively, and delimited potential areas to attain good hunting yields for big and small game at a 1-km2 resolution. Municipalities and areas favourable to big game are mainly located in the Sierra Morena and the westernmost fringe of the Betic Range, while those favourable to small game occupy the upper Guadalquivir River valley. There is a clear segregation between big and small game species according to the physiography and land uses of the territory. Big game species are typical of Mediterranean woodland areas, while the most emblematic small game species prefer agricultural areas. Our results provide a territorial ordination of hunting yields in southern Spain and have several potential applications in strategic planning for hunting activities and biodiversity conservation in Andalusia that can be extrapolated to other regions.

Multiple linear and principal component regressions for modelling ecotoxicity bioassay response

The ecotoxicological response of the living organisms in an aquatic system depends on the physical, chemical and bacteriological variables, as well as the interactions between them. An important challenge to scientists is to understand the interaction and behaviour of factors involved in a multidimensional process such as the ecotoxicological response.With this aim, multiple linear regression (MLR) and principal component regression were applied to the ecotoxicity bioassay response of Chlorella vulgaris and Vibrio fischeri in water collected at seven sites of Leça river during five monitoring campaigns (February, May, June, August and September of 2006). The river water characterization included the analysis of 22 physicochemical and 3 microbiological parameters. The model that best fitted the data was MLR, which shows: (i) a negative correlation with dissolved organic carbon, zinc and manganese, and a positive one with turbidity and arsenic, regarding C. vulgaris toxic response; (ii) a negative correlation with conductivity and turbidity and a positive one with phosphorus, hardness, iron, mercury, arsenic and faecal coliforms, concerning V. fischeri toxic response. This integrated assessment may allow the evaluation of the effect of future pollution abatement measures over the water quality of Leça River.

Modelling of non-linear viscoelastic tissues with bar elements

In this work we develop a viscoelastic bar element that can handle multiple rheo- logical laws with non-linear elastic and non-linear viscous material models. The bar element is built by joining in series an elastic and viscous bar, constraining the middle node position to the bar axis with a reduction method, and stati- cally condensing the internal degrees of freedom. We apply the methodology to the modelling of reversible softening with sti ness recovery both in 2D and 3D, a phenomenology also experimentally observed during stretching cycles on epithelial lung cell monolayers.

Linear prediction application for modelling the relationships between a large number of stand characteristics of Norway spruce stands

Abstract

Modelling the curing process in magneto-sensitive polymers: Rate-dependence and shrinkage

This paper deals with a phenomenologically motivated magneto-viscoelastic coupled finite strain framework for simulating the curing process of polymers under the application of a coupled magneto-mechanical road. Magneto-sensitive polymers are prepared by mixing micron-sized ferromagnetic particles in uncured polymers. Application of a magnetic field during the curing process causes the particles to align and form chain-like structures lending an overall anisotropy to the material. The polymer curing is a viscoelastic complex process where a transformation from fluid. to solid occurs in the course of time. During curing, volume shrinkage also occurs due to the packing of polymer chains by chemical reactions. Such reactions impart a continuous change of magneto-mechanical properties that can be modelled by an appropriate constitutive relation where the temporal evolution of material parameters is considered. To model the shrinkage during curing, a magnetic-induction-dependent approach is proposed which is based on a multiplicative decomposition of the deformation gradient into a mechanical and a magnetic-induction-dependent volume shrinkage part. The proposed model obeys the relevant laws of thermodynamics. Numerical examples, based on a generalised Mooney-Rivlin energy function, are presented to demonstrate the model capacity in the case of a magneto-viscoelastically coupled load.

Towards input/output-free modelling of linear infinite-dimensional systems in continuous time

This dissertation describes a networking approach to infinite-dimensional systems theory, where there is a minimal distinction between inputs and outputs. We introduce and study two closely related classes of systems, namely the state/signal systems and the port-Hamiltonian systems, and describe how they relate to each other. Some basic theory for these two classes of systems and the interconnections of such systems is provided. The main emphasis lies on passive and conservative systems, and the theoretical concepts are illustrated using the example of a lossless transfer line. Much remains to be done in this field and we point to some directions for future studies as well.

Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach

We examine the long-run relationship between the parallel and the official exchange rate in Colombia over two regimes; a crawling peg period and a more flexible crawling band one. The short-run adjustment process of the parallel rate is examined both in a linear and a nonlinear context. We find that the change from the crawling peg to the crawling band regime did not affect the long-run relationship between the official and parallel exchange rates, but altered the short-run dynamics. Non-linear adjustment seems appropriate for the first period, mainly due to strict foreign controls that cause distortions in the transition back to equilibrium once disequilibrium occurs

Decadal predictability of the Atlantic Ocean in a coupled GCM: forecast skill and optimal perturbations using Linear Inverse Modelling

The decadal predictability of three-dimensional Atlantic Ocean anomalies is examined in a coupled global climate model (HadCM3) using a Linear Inverse Modelling (LIM) approach. It is found that the evolution of temperature and salinity in the Atlantic, and the strength of the meridional overturning circulation (MOC), can be effectively described by a linear dynamical system forced by white noise. The forecasts produced using this linear model are more skillful than other reference forecasts for several decades. Furthermore, significant non-normal amplification is found under several different norms. The regions from which this growth occurs are found to be fairly shallow and located in the far North Atlantic. Initially, anomalies in the Nordic Seas impact the MOC, and the anomalies then grow to fill the entire Atlantic basin, especially at depth, over one to three decades. It is found that the structure of the optimal initial condition for amplification is sensitive to the norm employed, but the initial growth seems to be dominated by MOC-related basin scale changes, irrespective of the choice of norm. The consistent identification of the far North Atlantic as the most sensitive region for small perturbations suggests that additional observations in this region would be optimal for constraining decadal climate predictions.

Numerical modelling of two-way propagation of non-linear dispersive waves

We describe and implement a fully discrete spectral method for the numerical solution of a class of non-linear, dispersive systems of Boussinesq type, modelling two-way propagation of long water waves of small amplitude in a channel. For three particular systems, we investigate properties of the numerically computed solutions; in particular we study the generation and interaction of approximate solitary waves.

A new adaptive multiple modelling approach for non-linear and non-stationary systems

This paper proposes a novel adaptive multiple modelling algorithm for non-linear and non-stationary systems. This simple modelling paradigm comprises K candidate sub-models which are all linear. With data available in an online fashion, the performance of all candidate sub-models are monitored based on the most recent data window, and M best sub-models are selected from the K candidates. The weight coefficients of the selected sub-model are adapted via the recursive least square (RLS) algorithm, while the coefficients of the remaining sub-models are unchanged. These M model predictions are then optimally combined to produce the multi-model output. We propose to minimise the mean square error based on a recent data window, and apply the sum to one constraint to the combination parameters, leading to a closed-form solution, so that maximal computational efficiency can be achieved. In addition, at each time step, the model prediction is chosen from either the resultant multiple model or the best sub-model, whichever is the best. Simulation results are given in comparison with some typical alternatives, including the linear RLS algorithm and a number of online non-linear approaches, in terms of modelling performance and time consumption.