A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation

This paper analyses the impact of using different correlation assumptions between lines of business when estimating the risk-based capital reserve, the Solvency Capital Requirement (SCR), under Solvency II regulations. A case study is presented and the SCR is calculated according to the Standard Model approach. Alternatively, the requirement is then calculated using an Internal Model based on a Monte Carlo simulation of the net underwriting result at a one-year horizon, with copulas being used to model the dependence between lines of business. To address the impact of these model assumptions on the SCR we conduct a sensitivity analysis. We examine changes in the correlation matrix between lines of business and address the choice of copulas. Drawing on aggregate historical data from the Spanish non-life insurance market between 2000 and 2009, we conclude that modifications of the correlation and dependence assumptions have a significant impact on SCR estimation.

Estimating the risk of developing type 2 diabetes: a comparison of several risk scores: the Cohorte Lausannoise study.

To compare in the Swiss population the results of several scores estimating the risk of developing type 2 diabetes. This was a single-center, cross-sectional study conducted between 2003 and 2006 in Lausanne, Switzerland. Overall, 3,251 women and 2,937 men, aged 35-75 years, were assessed, of which 5,760 (93%) were free from diabetes and included in the current study. The risk of developing type 2 diabetes was assessed using seven different risk scores, including clinical data with or without biological data. Participants were considered to be eligible for primary prevention according to the thresholds provided for each score. The results were then extrapolated to the Swiss population of the same sex and age. The risk of developing type 2 diabetes increased with age in all scores. The prevalence of participants at high risk ranged between 1.6 and 24.9% in men and between 1.1 and 15.7% in women. Extrapolated to the Swiss population of similar age, the overall number of participants at risk, and thus susceptible to intervention, ranged between 46,708 and 636,841. In addition, scores that included the same clinical variables led to a significantly different prevalence of participants at risk (4.2% [95% CI 3.4-5.0] vs. 12.8% [11.5-14.1] in men and 2.9% [2.4-3.6] vs. 6.0% [5.2-6.9] in women). CONCLUSIONS; The prevalence of participants at risk for developing type 2 diabetes varies considerably according to the scoring system used. To adequately prevent type 2 diabetes, risk-scoring systems must be validated for each population considered.

Genetic variants in novel pathways influence blood pressure and cardiovascular disease risk.

Blood pressure is a heritable trait influenced by several biological pathways and responsive to environmental stimuli. Over one billion people worldwide have hypertension (≥140 mm Hg systolic blood pressure or  ≥90 mm Hg diastolic blood pressure). Even small increments in blood pressure are associated with an increased risk of cardiovascular events. This genome-wide association study of systolic and diastolic blood pressure, which used a multi-stage design in 200,000 individuals of European descent, identified sixteen novel loci: six of these loci contain genes previously known or suspected to regulate blood pressure (GUCY1A3-GUCY1B3, NPR3-C5orf23, ADM, FURIN-FES, GOSR2, GNAS-EDN3); the other ten provide new clues to blood pressure physiology. A genetic risk score based on 29 genome-wide significant variants was associated with hypertension, left ventricular wall thickness, stroke and coronary artery disease, but not kidney disease or kidney function. We also observed associations with blood pressure in East Asian, South Asian and African ancestry individuals. Our findings provide new insights into the genetics and biology of blood pressure, and suggest potential novel therapeutic pathways for cardiovascular disease prevention.

Physical activity in 22 African countries: results from the World Health Organization STEPwise approach to chronic disease risk factor surveillance.

BACKGROUND: Baseline physical activity data are needed to effectively plan programs and policies to prevent noncommunicable diseases, but for many African countries these data are lacking. PURPOSE: To describe and compare levels and patterns of physical activity among adults across 22 African countries. METHODS: Data from 57,038 individuals from 22 countries (11 national and 11 subnational samples) that participated in the STEPwise approach to chronic disease risk factor surveillance (2003-2009) were analyzed in 2010. The validated Global Physical Activity Questionnaire (GPAQ) was used to assess days and duration of physical activity at work, for transport, and during leisure time in a typical week. RESULTS: Overall, 83.8% of men and 75.7% of women met WHO physical activity recommendations (at least 150 minutes of moderate activity per week or equivalent). Country prevalence ranged from 46.8% (Mali) to 96.0% (Mozambique). Physical activity, both at work and for transport, including walking, had large contributions to overall physical activity, while physical activity during leisure time was rare in the analyzed countries. CONCLUSIONS: Physical activity levels varied greatly across African countries and population subgroups. Leisure time activity was consistently low. These data will be useful to inform policymakers and to guide interventions to promote physical activity.

A long-term intake of a protein hydrolysate seems to increase the risk of encephalopathy in mice infected with Schistosoma mansoni

Previous investigations showed that Schistosoma mansoni infection aggravates protein malabsorption in undernourished mice and this can be reverted by administration of casein hydrolysate. The present study was undertaken to evaluate the effects of ingestion of casein hydrolysate for long periods. Albino Swiss mice were divided into eight groups. Diets contained 5% (undernourished ) or 20% (controls) casein levels. For each group there were sub-groups ingesting whole or hydrolysed casein for 12 weeks. Infection with S. mansoni developed in half of the animals under each diet. All undernourished mice developed malabsorption. Low albuminemia was detected in infected animals independently of the protein level in the diet. However, albuminemia was lower in infected controls than in undernourished non-infected mice, suggesting a deficient liver protein synthesis. Infected mice fed on a 20% protein hydrolysed diet exhibited low weight gain and high mortality rates. On the other hand, non-infected mice ingesting the same diet had the highest body weights. We are investigating the hypothesis that infected mice, even when fed normal diets, are unable to metabolise large amounts of amino acids due to the liver lesions related to schistosomiasis and as a result die of hepatic coma. In some of them, the excessive accumulation of ammonia in the blood enhances the outcome of an encephalopathy.

Risk of Bronchiolitis Obliterans Syndrome Is Twice as High in Cyclosporine Treated Patients in Comparison to Tacrolimus 3 Years after Lung Transplantation: Results of a Prospective Randomized International Trial of 248 Patients

Purpose: In this prospective randomized study efficacy and safety of two immunosuppressive regimens (Tac, MMF, Steroids vs. CsA, MMF, Steroids) after Lung Transplantation were compared. Primary objective was the incidence of bronchiolitis obliterans syndrome (BOS). Secondary objectives were incidence of acute rejection and infection, survival and adverse events. 248 patients with a complete 3 year follow-up were included in the analysis. Methods and Materials: Patients were randomized to treatment group A: Tac (0.01-0.03 mg/kg/d iv-0.05-0.3 mg/kg/d po) or B: CsA (1-3 mg/kg/d iv-2-8 mg/kg/d po). MMF dose was1-4 mg/d in both groups. No induction therapy was given. Patients were stratified for cystic fibrosis. Intention to treat analysis was performed in patients who were switched to a different immunosuppressive regimen. Results: 3 of 123 Tac patients and 41 of 125 CsA patients were switched to another immunosuppressive regimen and were analyzed as intention to treat. Three year follow-up data of the complete patient cohort were included in this final analysis. Groups showed no difference in demographic data. Kaplan Meier analysis revealed significantly less BOS in Tac treated patients (p=0.033, log rank test, pooled over strata). Cox regression showed a twice as high risk for BOS in the CsA group (factor 2.003). Incidence of acute rejection was 67.5% (Tac) and 75.2% (CsA) (p=0.583). One- and 3-year-survival-rates were not different (85.4% Tac vs. 88.8% CsA, and 80.5% Tac vs. 83.2% CsA, p=n.s.). Incidence of infections and renal failure was similar (p=n.s.). Conclusions: Tac significantly reduced the risk for BOS after 3 years in this intention to treat analysis. Both regimens have a good immunosuppressive potential and offer a similar safety profile with excellent one and three year survival rates. Acute rejection rates were similar in both groups. Incidence of infections and renal failure showed no difference.

Association of Lifecourse Socioeconomic Status with Chronic Inflammation and Type 2 Diabetes Risk: The Whitehall II Prospective Cohort Study.

BACKGROUND: Socioeconomic adversity in early life has been hypothesized to "program" a vulnerable phenotype with exaggerated inflammatory responses, so increasing the risk of developing type 2 diabetes in adulthood. The aim of this study is to test this hypothesis by assessing the extent to which the association between lifecourse socioeconomic status and type 2 diabetes incidence is explained by chronic inflammation. METHODS AND FINDINGS: We use data from the British Whitehall II study, a prospective occupational cohort of adults established in 1985. The inflammatory markers C-reactive protein and interleukin-6 were measured repeatedly and type 2 diabetes incidence (new cases) was monitored over an 18-year follow-up (from 1991-1993 until 2007-2009). Our analytical sample consisted of 6,387 non-diabetic participants (1,818 women), of whom 731 (207 women) developed type 2 diabetes over the follow-up. Cumulative exposure to low socioeconomic status from childhood to middle age was associated with an increased risk of developing type 2 diabetes in adulthood (hazard ratio [HR] = 1.96, 95% confidence interval: 1.48-2.58 for low cumulative lifecourse socioeconomic score and HR = 1.55, 95% confidence interval: 1.26-1.91 for low-low socioeconomic trajectory). 25% of the excess risk associated with cumulative socioeconomic adversity across the lifecourse and 32% of the excess risk associated with low-low socioeconomic trajectory was attributable to chronically elevated inflammation (95% confidence intervals 16%-58%). CONCLUSIONS: In the present study, chronic inflammation explained a substantial part of the association between lifecourse socioeconomic disadvantage and type 2 diabetes. Further studies should be performed to confirm these findings in population-based samples, as the Whitehall II cohort is not representative of the general population, and to examine the extent to which social inequalities attributable to chronic inflammation are reversible. Please see later in the article for the Editors' Summary.

Risk Factors for Human T Cell Lymphotropic Virus Type I among Injecting Drug Users in Northeast Brazil: Possibly Greater Efficiency of Male to Female Transmission

It was observed in the city of Salvador, State of Bahia, the highest seroprevalence of human T cell lymphotropic virus type 1 (HTLV-I) infection in Brazil as demonstrated by national wide blood bank surveys. In this paper, we report results of an investigation of drug use and sexual behavior associated with HTLV-I infection among male and female injecting drug users (IDUs) in Salvador. A cross sectional study was conducted in the Historical District of Salvador from 1994-1996 (Projeto Brasil-Salvador) and 216 asymptomatic IDUs were selected using the snowball contact technique. Blood samples were collected for serological assays. Sera were screened for human immunodeficiency virus (HIV-1/2) and HTLV-I/II antibodies by ELISA and confirmed by Western blot. The overall prevalence of HTLV-I/II was 35.2% (76/216). The seroprevalence of HTLV-I, HTLV-II and HIV-1 was for males 22%, 11.3% and 44.1% and for females 46.2%, 10.3% and 74.4% respectively. HTLV-I was identified in 72.4% of HTLV positive IDUs. Variables which were significantly associated with HTLV-I infection among males included needle sharing practices, duration of injecting drug use, HIV-1 seropositivity and syphilis. Among women, duration of injecting drug use and syphilis were strongly associated with HTLV-I infection. Multivariate analysis did not change the direction of these associations. Sexual intercourse might play a more important role in HTLV-I infection among women than in men.

Frequency and risk factors for extraintestinal manifestations in the Swiss inflammatory bowel disease cohort.

OBJECTIVES: Data on the frequency of extraintestinal manifestations (EIMs) in Crohn's disease (CD) and ulcerative colitis (UC) and analyses of their risk factors are scarce. We evaluated their prevalence and risk factors in a large nationwide cohort of inflammatory bowel disease (IBD) patients. METHODS: IBD patients from an adult clinical cohort in Switzerland (Swiss IBD cohort study) were prospectively included. Data from validated physician enrolment questionnaires were analyzed. RESULTS: A total of 950 patients were included, 580 (61%) with CD (mean age 41 years) and 370 (39%) with UC (mean age 42 years). Of these, 249 (43%) of CD and 113 (31%) of UC patients had one to five EIMs. The following EIMs were found: arthritis (CD 33%, UC 21%), aphthous stomatitis (CD 10%, UC 4%), uveitis (CD 6%, UC 4%), erythema nodosum (CD 6%, UC 3%), ankylosing spondylitis (CD 6%, UC 2%), psoriasis (CD 2%, UC 1%), pyoderma gangrenosum (CD and UC each 2%), and primary sclerosing cholangitis (CD 1%, UC 4%). Multiple logistic regression identified the following risk factors for ongoing EIM in CD: active disease (odds ratio (OR)=1.95, 95% confidence interval (CI)=1.17-3.23, P=0.01), and positive IBD family history (OR=1.77, 95% CI=1.07-2.92, P=0.025). No risk factors were identified in UC patients. CONCLUSIONS: EIMs are a frequent problem in CD and UC patients. Active disease and positive IBD family history are associated with ongoing EIM in CD patients. Identification of EIM prevalence and associated risk factors may result in increased awareness for this problem and thereby facilitating their diagnosis and therapeutic management.

La régression tumorale n'est pas un facteur de risque d'atteinte du ganglion sentinelle dans les mélanomes fins (indice de Breslow < or = 1 mm) [Tumour regression is not predictive for higher risk of sentinel node involvement in thin melanomas (Breslow thickness < or = 1 mm)]

Background: Thin melanomas (Breslow thickness <= 1 mm) are considered highly curable. The aim of this study was to evaluate the correlation between histological tumour regression and sentinel lymph node (SLN) involvement in thin melanomas. Patients and methods: This was a retrospective single-centre study of 34 patients with thin melanomas undergoing SLN biopsy between April 1998 and January 2005. Results: The study included 14 women and 20 men of mean age 56.3 years. Melanomas were located on the neck (n = 3), soles (n = 4), trunk (n = 13) and extremities (n = 14). Pathological examination showed 25 SSM, four acral lentiginous melanomas, three in situ melanomas, one nodular melanoma and one unclassified melanoma with a mean Breslow thickness of 0.57 mm. Histological tumour regression was observed in 26 over 34 cases and ulceration was found in one case. Clark levels were as follows: I (n = 3), II (n = 20), III (n = 9), IV (n = 2). Growth phase was available in 15 cases (seven radial and eight vertical). Mitotic rates, available in 24 cases, were: 0 (n = 9), 1 (n = 11), 2 (n = 2), 3 (n = 1), 6 (n = 1). One patient with histological tumour regression (2.9% of cases and 3.8% of cases with regressing tumours) had a metastatic SLN. One patient negative for SLN had a lung relapse and died of the disease. Mean follow-up was 26.2 months. Conclusion: The results of the present study and the analysis of the literature show that histological regression of the primary tumour does not seem predictive of higher risk of SLN involvement in thin melanomas. This suggests that screening for SLN is not indicated in thin melanomas, even those with histological regression.

The social transition of risk factors for cardiovascular disease in the African region: evidence from three cross-sectional surveys in the Seychelles.

OBJECTIVES: To examine the association between socioeconomic status (SES) and several cardiovascular disease risk factors (CVRFs) and to assess whether this association has changed over a 15-year observation period. METHODS: Three independent population-based surveys of CVRFs were conducted in representative samples of all adults aged 25-64 years in the Seychelles, a small island state located east to Kenya, in 1989 (N=1081), 1994 (N=1067) and 2004 (N=1255). RESULTS: Among men, current smoking and heavy drinking were more prevalent in the low versus the high SES group, and obesity was less prevalent. The socioeconomic gradient in diabetes reversed over the study period from lower prevalence in the low versus the high SES group to higher prevalence in the low SES group. Hypercholesterolemia was less prevalent in the low versus the high SES group in 1989 but the prevalence was similar in the two groups in 2004. Hypertension showed no consistent socioeconomic pattern. Among women, the SES gradient in smoking tended to reverse over time from lower prevalence in the low SES group to lower prevalence in the high SES group. Obesity and diabetes were more common in the low versus the high SES group over the study period. Heavy drinking, hypertension and hypercholesterolemia were not socially patterned among women. CONCLUSION: The prevalence of several CVRFs was higher in low versus high SES groups in a rapidly developing country in the African region, and an increase of the burden of these CVRFs in the most disadvantaged groups of the population was observed over the 15 years study period.