A class of bivariate Erlang distributions and ruin probabilities in multivariate risk models

Nous y introduisons une nouvelle classe de distributions bivariées de type Marshall-Olkin, la distribution Erlang bivariée. La transformée de Laplace, les moments et les densités conditionnelles y sont obtenus. Les applications potentielles en assurance-vie et en finance sont prises en considération. Les estimateurs du maximum de vraisemblance des paramètres sont calculés par l'algorithme Espérance-Maximisation. Ensuite, notre projet de recherche est consacré à l'étude des processus de risque multivariés, qui peuvent être utiles dans l'étude des problèmes de la ruine des compagnies d'assurance avec des classes dépendantes. Nous appliquons les résultats de la théorie des processus de Markov déterministes par morceaux afin d'obtenir les martingales exponentielles, nécessaires pour établir des bornes supérieures calculables pour la probabilité de ruine, dont les expressions sont intraitables.

Risk Bounds for Mixture Density Estimation

In this paper we focus on the problem of estimating a bounded density using a finite combination of densities from a given class. We consider the Maximum Likelihood Procedure (MLE) and the greedy procedure described by Li and Barron. Approximation and estimation bounds are given for the above methods. We extend and improve upon the estimation results of Li and Barron, and in particular prove an $O(\\frac{1}{\\sqrt{n}})$ bound on the estimation error which does not depend on the number of densities in the estimated combination.

Origin and Availability of Large Cavities for Barrow’s Goldeneye (Bucephala islandica), a Species at Risk Inhabiting the Eastern Canadian Boreal Forest

Large secondary-nesting birds such as ducks rely on appropriate cavities for breeding. The main objective of this study was to assess the availability of large cavities and the potential of a managed boreal coniferous landscape to provide nesting trees within the breeding area of the eastern population of Barrow’s Goldeneye (Bucephala islandica), a cavity-nesting species at risk in Canada. Woodpecker surveys were conducted in both conifer and mixed-wood landscapes, and cavities were sought in line transects distributed in unharvested and linear remnant stands of balsam fir (Abies balsamea) and black spruce (Picea mariana) as well as in cutblocks. No Pileated Woodpeckers (Dryocopus pileatus) were detected in the breeding area of Barrow’s Goldeneye, but the species was present in the nearby lowland area in which trembling aspen (Populus tremuloides) is abundant. Only 10 trees (0.2% of those sampled) supported cavities considered suitable for Barrow’s Goldeneye in terms of dimensions and canopy openness. Most of the suitable cavities found during this study were nonexcavated apical (chimney) cavities in relatively short snags that showed advanced states of decay. A diameter-at-breast-height threshold was determined for each tree species, after which the probability of cavity occurrence was enhanced in terms of potential cavity trees for Barrow’s Goldeneye. Remnant linear forest sites had lower potential tree densities than did their unharvested equivalents. Large cavities were thus a rare component in this boreal landscape, suggesting that they may be a limiting factor for this population at risk. Current even-aged forest management that mainly relies on clear-cut practices is likely to further reduce the potential of this landscape to provide trees with suitable cavities.

Revenue-neutral tax policy under price uncertainty

The firm's response to revenue-neutral taxation is investigated under price uncertainty. Revenue-neutral policies adjust simultaneously the marginal tax rate and the level of exemptions while keeping expected tax receipts constant. Nonincreasing absolute risk aversion is sufficient to sign the firm's response: a reduction in the marginal rate causes the firm to contract output. Implications are established for the equilibrium level of treasury receipts.

Revenue-neutral tax policies under price uncertainty: reply

In their comment on my 1990 article, Yeh, Suwanakul, and Mai extend my analysis-which focused attention exclusively on firm output-to allow for simultaneous endogeneity of price, aggregate output, and numbers of firms. They show that, with downward- sloping demand, industry output adjusts positively to revenue-neutral changes in the marginal rate of taxation. This result is significant for two reasons. First, we are more often interested in predictions about aggregate phenomena than we are in predictions about individual firms. Indeed, firm-level predictions are frequently irrefutable since firm data are often unavailable. Second, the authors derive their result under a set of conditions that appear to be more general than those invoked in my 1990 article. In particular, they circumvent the need to invoke specific assumptions about the nature of firms' aversions toward risk. I consider this a useful extension and I appreciate the careful scrutiny of my paper.

Assessing the impact on chronic disease of incorporating the societal cost of greenhouse gases into the price of food: an econometric and comparative risk assessment modelling study

Objectives To model the impact on chronic disease of a tax on UK food and drink that internalises the wider costs to society of greenhouse gas (GHG) emissions and to estimate the potential revenue. Design An econometric and comparative risk assessment modelling study. Setting The UK. Participants The UK adult population. Interventions Two tax scenarios are modelled: (A) a tax of £2.72/tonne carbon dioxide equivalents (tCO2e)/100 g product applied to all food and drink groups with above average GHG emissions. (B) As with scenario (A) but food groups with emissions below average are subsidised to create a tax neutral scenario. Outcome measures Primary outcomes are change in UK population mortality from chronic diseases following the implementation of each taxation strategy, the change in the UK GHG emissions and the predicted revenue. Secondary outcomes are the changes to the micronutrient composition of the UK diet. Results Scenario (A) results in 7770 (95% credible intervals 7150 to 8390) deaths averted and a reduction in GHG emissions of 18 683 (14 665to 22 889) ktCO2e/year. Estimated annual revenue is £2.02 (£1.98 to £2.06) billion. Scenario (B) results in 2685 (1966 to 3402) extra deaths and a reduction in GHG emissions of 15 228 (11 245to 19 492) ktCO2e/year. Conclusions Incorporating the societal cost of GHG into the price of foods could save 7770 lives in the UK each year, reduce food-related GHG emissions and generate substantial tax revenue. The revenue neutral scenario (B) demonstrates that sustainability and health goals are not always aligned. Future work should focus on investigating the health impact by population subgroup and on designing fiscal strategies to promote both sustainable and healthy diets.

Neural effects of cannabinoid CB1 neutral antagonist tetrahydrocannabivarin (THCv) on food reward and aversion in healthy volunteers

Disturbances in the regulation of reward and aversion in the brain may underlie disorders such as obesity and eating disorders. We previously showed that the cannabis receptor subtype (CB1) inverse agonist rimonabant, an antiobesity drug withdrawn due to depressogenic side effects, diminished neural reward responses yet increased aversive responses (Horder et al., 2010). Unlike rimonabant, tetrahydrocannabivarin is a neutral CB1 receptor antagonist (Pertwee, 2005) and may therefore produce different modulations of the neural reward system. We hypothesized that tetrahydrocannabivarin would, unlike rimonabant, leave intact neural reward responses but augment aversive responses. Methods: We used a within-subject, double-blind design. Twenty healthy volunteers received a single dose of tetrahydrocannabivarin (10mg) and placebo in randomized order on 2 separate occasions. We measured the neural response to rewarding (sight and/or flavor of chocolate) and aversive stimuli (picture of moldy strawberries and/or a less pleasant strawberry taste) using functional magnetic resonance imaging. Volunteers rated pleasantness, intensity, and wanting for each stimulus. Results: There were no significant differences between groups in subjective ratings. However, tetrahydrocannabivarin increased responses to chocolate stimuli in the midbrain, anterior cingulate cortex, caudate, and putamen. Tetrahydrocannabivarin also increased responses to aversive stimuli in the amygdala, insula, mid orbitofrontal cortex, caudate, and putamen. Conclusions: Our findings are the first to show that treatment with the CB1 neutral antagonist tetrahydrocannabivarin increases neural responding to rewarding and aversive stimuli. This effect profile suggests therapeutic activity in obesity, perhaps with a lowered risk of depressive side effects. Keywords: reward, THCv, obesity, fMRI, cannabinoid

Asymmetric auctions and risk aversion within independent private valoues

We study tournaments with many ex-ante asymmetric (heterogeneous) contestants as an independent-private-values all-pay auction. The asymmetry is either with respect to the distribution of valuations for the prize or the risk preferences. By characterizing equilibria in tnonotone strategies we show that tournaments \:vith man~y heterogenous contestants are qualitatively distinct. First, with two (or many ex-ante identical) participants, a contestant always exerts some effort with positive probability. In contrast, with many asymmetric participants, one 1night not exert any effort at all, even if there is a positive probability that he has the highest valuation among ali. Second, in tournan1ents with t'wo (o r n1any ex-ante h01nogenous) contestants, equilibrium effort densities are decreasing. This prediction is at odds with experimental evidence that shows the empírica! density might be increasing at high effort levels. V\.lith rnany heterogeneous contestants, however. the increasing bid density is consistent with an equilibrium behavior.

Calcium intake and its relationship with risk of overweight and obesity in adolescents

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Urban and suburban malaria in Rondônia (Brazilian Western Amazon) II. Perennial transmissions with high anopheline densities are associated with human environmental changes

Longitudinal entomological surveys were performed in Vila Candelária and adjacent rural locality of Bate Estaca concomitantly with a clinical epidemiologic malaria survey. Vila Candelária is a riverside periurban neighborhood of Porto Velho, capital of the state of Rondônia in the Brazilian Amazon. High anopheline densities were found accompanying the peak of rainfall, as reported in rural areas of the region. Moreover, several minor peaks of anophelines were recorded between the end of the dry season and the beginning of the next rainy season. These secondary peaks were related to permanent anopheline breeding sites resulting from human activities. Malaria transmission is, therefore, observed all over the year. In Vila Candelária, the risk of malaria infection both indoors and outdoors was calculated as being 2 and 10/infecting bites per year per inhabitant respectively. Urban malaria in riverside areas was associated with two factors: (1) high prevalence of asymptomatic carriers in a stable human population and (2) high anopheline densities related to human environmental changes. This association is probably found in other Amazonian urban and suburban communities. The implementation of control measures should include environmental sanitation and better characterization of the role of asymptomatic carriers in malaria transmission.

Risk muskuloskeletal disorders in upper limbs in dental students: concordance of different methods for estimation of body angle

The purpose of this paper was to evaluate the agreement among different methods used to estimate angular deviation of the body to determine the risk for development of upper limb musculoskeletal disorders in dentistry undergraduates. Materials and Methods: Students (n = 79) enrolled in the final year undergraduate course of the Araraquara School of Dentistry-Sγo Paulo State University-UNESP were evaluated. Photographs were taken of students performing clinical procedures. The work postures adopted by each student were evaluated by means of rapid upper limb assessment (RULA). The basis used to obtain the individual's final risk score is the measurement of the angular deviations in the neutral positions of the regions evaluated. Two methods were used to estimate the angular deviation of the body: Visual exam and Image Tool software. A RULA final risk score was attributed to each procedure the student performed (n = 333). Study of the agreement between the methods about risk of musculoskeletal disorders was conducted by means of Kappa (κ) statistics. The level of significance adopted was 5%. Results: Fair agreement (κ = 0.32) between the evaluated methods was verified. Conclusion: The risk for development of upper limb musculoskeletal disorders by dentistry undergraduates evaluated by using RULA was not in agreement with the results obtained by use of visual exam and Image Tool.

Risk of musculoskeletal disorders in upper limbs in dental students: concordance of different methods for estimation of body angle

The purpose of this paper was to evaluate the agreement among different methods used to estimate angular deviation of the body to determine the risk for development of upper limb musculoskeletal disorders in dentistry undergraduates. Materials and Methods: Students (n = 79) enrolled in the final year undergraduate course of the Araraquara School of Dentistry-Sγo Paulo State University-UNESP were evaluated. Photographs were taken of students performing clinical procedures. The work postures adopted by each student were evaluated by means of rapid upper limb assessment (RULA). The basis used to obtain the individual's final risk score is the measurement of the angular deviations in the neutral positions of the regions evaluated. Two methods were used to estimate the angular deviation of the body: Visual exam and Image Tool software. A RULA final risk score was attributed to each procedure the student performed (n = 333). Study of the agreement between the methods about risk of musculoskeletal disorders was conducted by means of Kappa (κ) statistics. The level of significance adopted was 5%. Results: Fair agreement (κ = 0.32) between the evaluated methods was verified. Conclusion: The risk for development of upper limb musculoskeletal disorders by dentistry undergraduates evaluated by using RULA was not in agreement with the results obtained by use of visual exam and Image Tool.

Linking genetic and environmental factors in amphibian disease risk

A central question in evolutionary biology is how interactions between organisms and the environment shape genetic differentiation. The pathogen Batrachochytrium dendrobatidis (Bd) has caused variable population declines in the lowland leopard frog (Lithobates yavapaiensis); thus, disease has potentially shaped, or been shaped by, host genetic diversity. Environmental factors can also influence both amphibian immunity and Bd virulence, confounding our ability to assess the genetic effects on disease dynamics. Here, we used genetics, pathogen dynamics, and environmental data to characterize L.yavapaiensis populations, estimate migration, and determine relative contributions of genetic and environmental factors in predicting Bd dynamics. We found that the two uninfected populations belonged to a single genetic deme, whereas each infected population was genetically unique. We detected an outlier locus that deviated from neutral expectations and was significantly correlated with mortality within populations. Across populations, only environmental variables predicted infection intensity, whereas environment and genetics predicted infection prevalence, and genetic diversity alone predicted mortality. At one locality with geothermally elevated water temperatures, migration estimates revealed source-sink dynamics that have likely prevented local adaptation. We conclude that integrating genetic and environmental variation among populations provides a better understanding of Bd spatial epidemiology, generating more effective conservation management strategies for mitigating amphibian declines.

Densities and antimicrobial resistance of Escherichia coli isolated from marine waters and beach sands

Bacterial resistance is a rising problem all over the world. Many studies have showed that beach sands can contain higher concentration of microorganisms and represent a risk to public health. This paper aims to evaluate the densities and resistance to antimicrobials of Escherichia coli strains, isolated from seawater and samples. The hypothesis is that microorganisms show higher densities in contaminated beach sands and more antimicrobial resistance than the water column. Density, distribution, and antimicrobial resistance of bacteria E. coli were evaluate in seawater and sands from two recreational beaches with different levels of pollution. At the beach with higher degree of pollution (Gonzaguinha), water samples presented the highest densities of E. coli; however, higher frequency of resistant strains was observe in wet sand (71.9 %). Resistance to a larger number of antimicrobial groups was observe in water (betalactamics, aminoglycosides, macrolides, rifampicins, and tetracyclines) and sand (betagalactamics and aminoglycosids). In water samples, highest frequencies of resistance were obtain against ampicilin (22.5 %), streptomycin (15.0 %), and rifampicin (15.0 %), while in sand, the highest frequencies were observe in relation to ampicilin (36.25 %) and streptomycin (23.52 %). At the less polluted beach, Ilha Porchat, highest densities of E. coli and higher frequency of resistance were obtain in wet and dry sand (53.7 and 53.8 %, respectively) compared to water (50 %). Antimicrobial resistance in strains isolated from water and sand only occurred against betalactamics (ampicilin and amoxicilin plus clavulanic acid). The frequency and variability of bacterial resistance to antimicrobials in marine recreational waters and sands were related to the degree of fecal contamination in this environment. These results show that water and sands from beaches with a high index of fecal contamination of human origin may be potential sources of contamination by pathogens and contribute to the dissemination of bacterial resistance.

Sexual Risk Recognition Deficits: The Role of Prior Victimization and Emotion Dysregulation

Recent theoretical writings suggest that the ineffective regulation of negative emotional states may reduce the ability of women to detect and respond effectively to situational and interpersonal factors that increase risk for sexual assault. However, little empirical research has explored this hypothesis. In the present study, it was hypothesized that prior sexual victimization and negative mood state would each independently predict poor risk recognition and less effective defensive actions in response to an analogue sexual assault vignette. Further, these variables were expected to interact to produce particularly impaired risk responses. Finally, that the in vivo emotion regulation strategy of suppression and corresponding cognitive resource usage (operationalized as memory impairment for the vignette) were hypothesized to mediate these associations. Participants were 668 female undergraduate students who were randomly assigned to receive a negative or neutral film mood induction followed by an audiotaped dating interaction during which they were instructed to indicate when the man had “gone too far” and describe an adaptive response to the situation. Approximately 33.5% of the sample reported a single victimization and 10% reported revictimization. Hypotheses were largely unsupported as sexual victimization history, mood condition, and their interaction did not impact risk recognition or adaptive responding. However, in vivo emotional suppression and cognitive resource usage were shown to predict delayed risk recognition only. Findings suggest that contrary to hypotheses, negative mood (as induced here) may not relate to risk recognition and response impairments. However, it may be important for victimization prevention programs that focus on risk perception to address possible underlying issues with emotional suppression and limited cognitive resources to improve risk perception abilities. Limitations and future directions are discussed.