On the problematic of reserving and stochastic loss models

Abstract Traditionally, the common reserving methods used by the non-life actuaries are based on the assumption that future claims are going to behave in the same way as they did in the past. There are two main sources of variability in the processus of development of the claims: the variability of the speed with which the claims are settled and the variability between the severity of the claims from different accident years. High changes in these processes will generate distortions in the estimation of the claims reserves. The main objective of this thesis is to provide an indicator which firstly identifies and quantifies these two influences and secondly to determine which model is adequate for a specific situation. Two stochastic models were analysed and the predictive distributions of the future claims were obtained. The main advantage of the stochastic models is that they provide measures of variability of the reserves estimates. The first model (PDM) combines one conjugate family Dirichlet - Multinomial with the Poisson distribution. The second model (NBDM) improves the first one by combining two conjugate families Poisson -Gamma (for distribution of the ultimate amounts) and Dirichlet Multinomial (for distribution of the incremental claims payments). It was found that the second model allows to find the speed variability in the reporting process and development of the claims severity as function of two above mentioned distributions' parameters. These are the shape parameter of the Gamma distribution and the Dirichlet parameter. Depending on the relation between them we can decide on the adequacy of the claims reserve estimation method. The parameters have been estimated by the Methods of Moments and Maximum Likelihood. The results were tested using chosen simulation data and then using real data originating from the three lines of business: Property/Casualty, General Liability, and Accident Insurance. These data include different developments and specificities. The outcome of the thesis shows that when the Dirichlet parameter is greater than the shape parameter of the Gamma, resulting in a model with positive correlation between the past and future claims payments, suggests the Chain-Ladder method as appropriate for the claims reserve estimation. In terms of claims reserves, if the cumulated payments are high the positive correlation will imply high expectations for the future payments resulting in high claims reserves estimates. The negative correlation appears when the Dirichlet parameter is lower than the shape parameter of the Gamma, meaning low expected future payments for the same high observed cumulated payments. This corresponds to the situation when claims are reported rapidly and fewer claims remain expected subsequently. The extreme case appears in the situation when all claims are reported at the same time leading to expectations for the future payments of zero or equal to the aggregated amount of the ultimate paid claims. For this latter case, the Chain-Ladder is not recommended.

Evaluation of uptake and transport of ultrasmall superparamagnetic iron oxide nanoparticles by human brain-derived endothelial cells.

Aim: Ultrasmall superparamagnetic iron oxide nanoparticles (USPIO-NPs) are under development for imaging and drug delivery; however, their interaction with human blood-brain barrier models is not known. Materials & Methods: The uptake, reactive oxygen species production and transport of USPIO-NPs across human brain-derived endothelial cells as models of the blood-brain tumor barrier were evaluated for either uncoated, oleic acid-coated or polyvinylamine-coated USPIO-NPs. Results: Reactive oxygen species production was observed for oleic acid-coated and polyvinylamine-coated USPIO-NPs. The uptake and intracellular localization of the iron oxide core of the USPIO-NPs was confirmed by transmission electron microscopy. However, while the uptake of these USPIO-NPs by cells was observed, they were neither released by nor transported across these cells even in the presence of an external dynamic magnetic field. Conclusion: USPIO-NP-loaded filopodia were observed to invade the polyester membrane, suggesting that they can be transported by migrating angiogenic brain-derived endothelial cells.

Correlation between subjective evaluation of symptoms and objective findings in early recurrent head and neck squamous cell carcinoma.

IMPORTANCE: This study addresses the value of patients' reported symptoms as markers of tumor recurrence after definitive therapy for head and neck squamous cell carcinoma. OBJECTIVE: To evaluate the correlation between patients' symptoms and objective findings in the diagnosis of local and/or regional recurrences of head and neck squamous cell carcinomas in the first 2 years of follow-up. DESIGN: Retrospective single-institution study of a prospectively collected database. SETTING: Regional hospital. PARTICIPANTS: We reviewed the clinical records of patients treated for oral cavity, oropharyngeal, laryngeal, and hypopharyngeal carcinomas between January 1, 2008, and December 31, 2009, with a minimum follow-up of 2 years. MAIN OUTCOMES AND MEASURES: Correlation between symptoms and oncologic status (recurrence vs remission) in the posttreatment period. RESULTS: Of the 101 patients included, 30 had recurrences. Pain, odynophagia, and dysphonia were independently correlated with recurrence (odds ratios, 16.07, 11.20, and 5.90, respectively; P < .001). New-onset symptoms had the best correlation with recurrences. Correlation was better between 6 to 12 and 18 to 21 months after therapy and in patients initially treated unimodally (P < .05). Primary stage and tumor site had no effect. CONCLUSIONS AND RELEVANCE: The correlation between symptoms and oncologic status is low during substantial periods within the first 2 years of follow-up. New-onset symptoms, especially pain, odynophagia, or dysphonia, better correlate with tumor recurrence, especially in patients treated unimodally.

Engineering Study for the Evaluation of Public Road Administration and Maintenance Alternatives, HR-265, 1985

Iowa's public road system of 112,000 miles is one of the largest and the best in the nation. It represents a considerable financial investment of taxpayer revenues over the years. And, it requires a sustained investment to preserve an economical level of transport service into the future. In 1982, a Governor's Blue Ribbon Transportation Task Force evaluated the effectiveness of Iowa's entire transportation system. Four important Task Force recommendations dealt with public road administrative issues in Iowa. These issues were related to: (1) Design criteria and levels of maintenance; (2) Consistency in the use of standards among jurisdictions; (3) Consolidation of maintenance operations at one jurisdiction level; and (4) Jurisdicational authority for roads; The issues formed the background for Research Project HR-265.

Engineering Study for the Evaluation of Public Road Administration and Maintenance Alternatives, Executive Summary for HR-265, 1985

Iowa's public road system of 112,000 miles is one of the largest and the best in the nation. It represents a considerable financial investment of taxpayer revenues over the years. And, it requires a sustained investment to preserve an economical level of transport service into the future. In 1982, a Governor's Blue Ribbon Transportation Task Force evaluated the effectiveness of Iowa's entire transportation system. Four important Task Force recommendations dealt with public road administrative issues in Iowa. These issues were related to: 1. design criteria and levels of maintenance 2. consistency in the use of standards among jurisdictions 3. consolidation of maintenance operations at one jurisdictional level and 4. jurisdictional authority for roads. The issues formed the background for Research Project HR-265.

A re-evaluation of Raman as a tool for the determination of 12C and 13C in geological fluid inclusions

Raman spectroscopy has been used by fluid inclusionists to: 1) identify and quantitatively determine the relative abundances of gaseous species within fluid inclusions; 2) identify solid phases precipitating from, or accidentally trapped, within fluid inclusions; and 3) determine the detection limits of the C-13/C-12 ratio in the CO2 bearing phase of fluid inclusions.

An improved approach for predicting the distribution of rare and endangered species from occurrence and pseudo-absence data

1. Few examples of habitat-modelling studies of rare and endangered species exist in the literature, although from a conservation perspective predicting their distribution would prove particularly useful. Paucity of data and lack of valid absences are the probable reasons for this shortcoming. Analytic solutions to accommodate the lack of absence include the ecological niche factor analysis (ENFA) and the use of generalized linear models (GLM) with simulated pseudo-absences. 2. In this study we tested a new approach to generating pseudo-absences, based on a preliminary ENFA habitat suitability (HS) map, for the endangered species Eryngium alpinum. This method of generating pseudo-absences was compared with two others: (i) use of a GLM with pseudo-absences generated totally at random, and (ii) use of an ENFA only. 3. The influence of two different spatial resolutions (i.e. grain) was also assessed for tackling the dilemma of quality (grain) vs. quantity (number of occurrences). Each combination of the three above-mentioned methods with the two grains generated a distinct HS map. 4. Four evaluation measures were used for comparing these HS maps: total deviance explained, best kappa, Gini coefficient and minimal predicted area (MPA). The last is a new evaluation criterion proposed in this study. 5. Results showed that (i) GLM models using ENFA-weighted pseudo-absence provide better results, except for the MPA value, and that (ii) quality (spatial resolution and locational accuracy) of the data appears to be more important than quantity (number of occurrences). Furthermore, the proposed MPA value is suggested as a useful measure of model evaluation when used to complement classical statistical measures. 6. Synthesis and applications. We suggest that the use of ENFA-weighted pseudo-absence is a possible way to enhance the quality of GLM-based potential distribution maps and that data quality (i.e. spatial resolution) prevails over quantity (i.e. number of data). Increased accuracy of potential distribution maps could help to define better suitable areas for species protection and reintroduction.

Bayesian networks and the evaluation of scientific evidence in forensic science

Résumé Ce travail de thèse étudie des moyens de formalisation permettant d'assister l'expert forensique dans la gestion des facteurs influençant l'évaluation des indices scientifiques, tout en respectant des procédures d'inférence établies et acceptables. Selon une vue préconisée par une partie majoritaire de la littérature forensique et juridique - adoptée ici sans réserve comme point de départ - la conceptualisation d'une procédure évaluative est dite 'cohérente' lors qu'elle repose sur une implémentation systématique de la théorie des probabilités. Souvent, par contre, la mise en oeuvre du raisonnement probabiliste ne découle pas de manière automatique et peut se heurter à des problèmes de complexité, dus, par exemple, à des connaissances limitées du domaine en question ou encore au nombre important de facteurs pouvant entrer en ligne de compte. En vue de gérer ce genre de complications, le présent travail propose d'investiguer une formalisation de la théorie des probabilités au moyen d'un environment graphique, connu sous le nom de Réseaux bayesiens (Bayesian networks). L'hypothèse principale que cette recherche envisage d'examiner considère que les Réseaux bayesiens, en concert avec certains concepts accessoires (tels que des analyses qualitatives et de sensitivité), constituent une ressource clé dont dispose l'expert forensique pour approcher des problèmes d'inférence de manière cohérente, tant sur un plan conceptuel que pratique. De cette hypothèse de travail, des problèmes individuels ont été extraits, articulés et abordés dans une série de recherches distinctes, mais interconnectées, et dont les résultats - publiés dans des revues à comité de lecture - sont présentés sous forme d'annexes. D'un point de vue général, ce travail apporte trois catégories de résultats. Un premier groupe de résultats met en évidence, sur la base de nombreux exemples touchant à des domaines forensiques divers, l'adéquation en termes de compatibilité et complémentarité entre des modèles de Réseaux bayesiens et des procédures d'évaluation probabilistes existantes. Sur la base de ces indications, les deux autres catégories de résultats montrent, respectivement, que les Réseaux bayesiens permettent également d'aborder des domaines auparavant largement inexplorés d'un point de vue probabiliste et que la disponibilité de données numériques dites 'dures' n'est pas une condition indispensable pour permettre l'implémentation des approches proposées dans ce travail. Le présent ouvrage discute ces résultats par rapport à la littérature actuelle et conclut en proposant les Réseaux bayesiens comme moyen d'explorer des nouvelles voies de recherche, telles que l'étude de diverses formes de combinaison d'indices ainsi que l'analyse de la prise de décision. Pour ce dernier aspect, l'évaluation des probabilités constitue, dans la façon dont elle est préconisée dans ce travail, une étape préliminaire fondamentale de même qu'un moyen opérationnel.

Magnetic resonance imaging and BMB score in the evaluation of bone involvement in Gaucher’s disease patients

AbstractObjective:To evaluate by magnetic resonance imaging changes in bone marrow of patients undergoing treatment for type I Gaucher’s disease.Materials and Methods:Descriptive, cross-sectional study of Gaucher’s disease patients submitted to 3 T magnetic resonance imaging of femurs and lumbar spine. The images were blindly reviewed and the findings were classified according to the semiquantitative bone marrow burden (BMB) scoring system.Results:All of the seven evaluated patients (three men and four women) presented signs of bone marrow infiltration. Osteonecrosis of the femoral head was found in three patients, Erlenmeyer flask deformity in five, and no patient had vertebral body collapse. The mean BMB score was 11, ranging from 9 to 14.Conclusion:Magnetic resonance imaging is currently the method of choice for assessing bone involvement in Gaucher’s disease in adults due to its high sensitivity to detect both focal and diffuse bone marrow changes, and the BMB score is a simplified method for semiquantitative analysis, without depending on advanced sequences or sophisticated hardware, allowing for the classification of the disease extent and assisting in the treatment monitoring.

Accuracy of computer-aided ultrasound as compared with magnetic resonance imaging in the evaluation of nonalcoholic fatty liver disease in obese and eutrophic adolescents

AbstractObjective:To compare the accuracy of computer-aided ultrasound (US) and magnetic resonance imaging (MRI) by means of hepatorenal gradient analysis in the evaluation of nonalcoholic fatty liver disease (NAFLD) in adolescents.Materials and Methods:This prospective, cross-sectional study evaluated 50 adolescents (aged 11–17 years), including 24 obese and 26 eutrophic individuals. All adolescents underwent computer-aided US, MRI, laboratory tests, and anthropometric evaluation. Sensitivity, specificity, positive and negative predictive values and accuracy were evaluated for both imaging methods, with subsequent generation of the receiver operating characteristic (ROC) curve and calculation of the area under the ROC curve to determine the most appropriate cutoff point for the hepatorenal gradient in order to predict the degree of steatosis, utilizing MRI results as the gold-standard.Results:The obese group included 29.2% girls and 70.8% boys, and the eutrophic group, 69.2% girls and 30.8% boys. The prevalence of NAFLD corresponded to 19.2% for the eutrophic group and 83% for the obese group. The ROC curve generated for the hepatorenal gradient with a cutoff point of 13 presented 100% sensitivity and 100% specificity. As the same cutoff point was considered for the eutrophic group, false-positive results were observed in 9.5% of cases (90.5% specificity) and false-negative results in 0% (100% sensitivity).Conclusion:Computer-aided US with hepatorenal gradient calculation is a simple and noninvasive technique for semiquantitative evaluation of hepatic echogenicity and could be useful in the follow-up of adolescents with NAFLD, population screening for this disease as well as for clinical studies.

The evaluation of hazardous gas components caused by the thermal degradation of plant oils and animal fats

Neste Oil has introduced plant oils and animal fats for the production of NExBTL renewable diesel, and these raw materials differ from the conventional mineral based oils. One subject of new raw materials study is thermal degradation, or in another name pyrolysis, of these organic oils and fats. The aim of this master’s thesis is to increase knowledge on thermal degradation of these new raw materials, and to identify possible gaseous harmful thermal degradation compounds. Another aim is to de-termine the health and environmental hazards of identified compounds. One objective is also to examine the formation possibilities of hazardous compounds in the produc-tion of NExBTL-diesel. Plant oils and animal fats consist mostly of triglycerides. Pyrolysis of triglycerides is a complex phenomenon, and many degradation products can be formed. Based on the literature studies, 13 hazardous degradation products were identified, one of which was acrolein. This compound is very toxic and dangerous to the environment. Own pyrolysis experiments were carried out with rapeseed and palm oils, and with a mix-ture of palm oil and animal fat. At least 12 hazardous compounds, including acrolein, were analysed from the gas phase. According to the experiments, the factors which influence on acrolein formation are the time of the experiment, the sphere (air/hydrogen) in which the experiment is carried out, and the characteristics of the used oil. The production of NExBTL-diesel is not based on pyrolysis. This is why thermal degradation is possible only when abnormal process conditions prevail.

Evaluation of the influence of base and alkyl bromide on synthesis of pyrazinoic acid esters through fatorial design

Pyrazinoic acid esters have been synthesized as prodrugs of pyrazinoic acid. In the literature, its preparation is reported through the reaction of pyrazinoyl chloride with alcohols and the reaction with DCC/DMAP. In this work, it is reported a 2² factorial design to evaluate the preparation of these esters through the substitution of alkyl bromides with carboxylate anion. The controlled factors were alkyl chain length of bromides (ethyl and hexyl) and the used base (triethylamine and DBU). Results revealed that the used base used has significant effect on yield, and alkyl bromide used has neither significant influence, nor its interaction effect with base.

The Use of Radiostereometric Analysis in Fractures of the Distal Radius: From Phantom Models to Clinical Application

Radiostereometric analysis (RSA) is a highly accurate method for the measurement of in vivo micromotion of orthopaedic implants. Validation of the RSA method is a prerequisite for performing clinical RSA studies. Only a limited number of studies have utilised the RSA method in the evaluation of migration and inducible micromotion during fracture healing. Volar plate fixation of distal radial fractures has increased in popularity. There is still very little prospective randomised evidence supporting the use of these implants over other treatments. The aim of this study was to investigate the precision, accuracy, and feasibility of using RSA in the evaluation of healing in distal radius fractures treated with a volar fixed-angle plate. A physical phantom model was used to validate the RSA method for simple distal radius fractures. A computer simulation model was then used to validate the RSA method for more complex interfragmentary motion in intra-articular fractures. A separate pre-clinical investigation was performed in order to evaluate the possibility of using novel resorbable markers for RSA. Based on the validation studies, a prospective RSA cohort study of fifteen patients with plated AO type-C distal radius fractures with a 1-year follow-up was performed. RSA was shown to be highly accurate and precise in the measurement of fracture micromotion using both physical and computer simulated models of distal radius fractures. Resorbable RSA markers demonstrated potential for use in RSA. The RSA method was found to have a high clinical precision. The fractures underwent significant translational and rotational migration during the first two weeks after surgery, but not thereafter. Maximal grip caused significant translational and rotational interfragmentary micromotion. This inducible micromotion was detectable up to eighteen weeks, even after the achievement of radiographic union. The application of RSA in the measurement of fracture fragment migration and inducible interfragmentary micromotion in AO type-C distal radius fractures is feasible but technically demanding. RSA may be a unique tool in defining the progress of fracture union.