Modélisation de l'espérance de vie des clients en assurance

Dans ce mémoire, nous proposons une méthodologie statistique permettant d’obtenir un estimateur de l’espérance de vie des clients en assurance. Les prédictions effectuées tiennent compte des caractéristiques individuelles des clients, notamment du fait qu’ils peuvent détenir différents types de produits d’assurance (automobile, résidentielle ou les deux). Trois approches sont comparées. La première approche est le modèle de Markov simple, qui suppose à la fois l’homogénéité et la stationnarité des probabilités de transition. L’autre modèle – qui a été implémenté par deux approches, soit une approche directe et une approche par simulations – tient compte de l’hétérogénéité des probabilités de transition, ce qui permet d’effectuer des prédictions qui évoluent avec les caractéristiques des individus dans le temps. Les probabilités de transition de ce modèle sont estimées par des régressions logistiques multinomiales.

Lifetime risk and projected population prevalence of diabetes

AIMS/HYPOTHESIS: With incidence rates for diabetes increasing rapidly worldwide, estimates of the magnitude of the impact on population health are required. We aimed to estimate the lifetime risk of diabetes, the number of years lived free of, and the number of years lived with diabetes for the Australian adult population from the year 2000, and to project prevalence of diabetes to the year 2025. METHODS: Multi-state life-tables were constructed to simulate the progress of a cohort of 25-year-old Australians. National mortality rates were combined with incidence rates of diabetes and the RR of mortality in people with diabetes derived from the Australian Diabetes, Obesity and Lifestyle study (a national, population-based study of 11,247 adults aged >or=25 years). RESULTS: If the rates of mortality and diabetes incidence observed over the period 2000-2005 continue, 38.0% (95% uncertainty interval 36.6-38.9) of 25-year-olds would be expected to develop diabetes at some time throughout their life. On average, a 25-year-old Australian will live a further 56 years, 48 of these free of diabetes. On average, a 45-year-old person with diabetes can expect to live 6 years less than a person free of diabetes. The prevalence of diabetes is projected to rise from 7.6% in 2000 to 11.4% by 2025. CONCLUSIONS/INTERPRETATION: If we maintain current diabetes incidence rates, more than a third of individuals will develop diabetes within their lifetime and in Australia there will an additional 1 million cases of diabetes by the year 2025.

Data mining for lifetime prediction of metallic components

The ability to accurately predict the lifetime of building components is crucial to optimizing building design, material selection and scheduling of required maintenance. This paper discusses a number of possible data mining methods that can be applied to do the lifetime prediction of metallic components and how different sources of service life information could be integrated to form the basis of the lifetime prediction model

The user query based learning system for lifetime prediction of metallic components

Real-World Data Mining Applications generally do not end up with the creation of the models. The use of the model is the final purpose especially in prediction tasks. The problem arises when the model is built based on much more information than that the user can provide in using the model. As a result, the performance of model reduces drastically due to many missing attributes values. This paper develops a new learning system framework, called as User Query Based Learning System (UQBLS), for building data mining models best suitable for users use. We demonstrate its deployment in a real-world application of the lifetime prediction of metallic components in buildings

Development of self-efficacy and expectancy measures for benzodiazepines

This study aimed to develop and assess the reliability and validity of a pair of self-report questionnaires to measure self-efficacy and expectancy associated with benzodiazepine use, the Benzodiazepine Refusal Self- Efficacy Questionnaire (BRSEQ) and the Benzodiazepine Expectancy Questionnaire (BEQ). Internal structure of the questionnaireswas established by principal component analysis (PCA) in a sample of 155 respondents, and verified by confirmatory factor analyses (CFA) in a second independent sample (n=139) using structural equation modeling. The PCA of the BRSEQ resulted in a 16-item, 4-factor scale, and the BEQ formed an 18-item, 2-factor scale. Both scales were internally reliable. CFA confirmed these internal structures and reduced the questionnaires to a 14-item self-efficacy scale and a 12-item expectancy scale. Lower self-efficacy and higher expectancy were moderately associated with higher scores on the SDS-B. The scales provide reliable measures for assessing benzodiazepine self-efficacy and expectancies. Future research will examine the utility of the scales in prospective prediction of benzodiazepine cessation.

Development of lifetime warranty policies and models for estimating costs

In today's fiercely competitive products market, product warranty has started playing an important role. The warranty period offered by the manufacturer/dealer has been progressively increasing since the beginning of the 20th Century. Currently, a large number of products are being sold with long-term warranty policies in the form of extended warranty, warranty for used products, service contracts and lifetime warranty policies. Lifetime warranties are relatively a new concept. The modelling of failures during the warranty period and the costs for such policies are complex since the lifespan in these policies are not defined well and it is often difficult to tell about life measures for the longer period of coverage due to usage pattern/maintenance activities undertaken and uncertainties of costs over the period. This paper focuses on defining lifetime, developing lifetime warranty policies and models for predicting failures and estimating costs for lifetime warranty policies.

Assessment of lifetime cumulative sun exposure using a self-administered questionnaire : reliability of two approaches

Few studies have evaluated the reliability of lifetime sun exposure estimated from inquiring about the number of hours people spent outdoors in a given period on a typical weekday or weekend day (the time-based approach). Some investigations have suggested that women have a particularly difficult task in estimating time outdoors in adulthood due to their family and occupational roles. We hypothesized that people might gain additional memory cues and estimate lifetime hours spent outdoors more reliably if asked about time spent outdoors according to specific activities (an activity-based approach). Using self-administered, mailed questionnaires, test-retest responses to time-based and to activity-based approaches were evaluated in 124 volunteer radiologic technologist participants from the United States: 64 females and 60 males 48 to 80 years of age. Intraclass correlation coefficients (ICC) were used to evaluate the test-retest reliability of average number of hours spent outdoors in the summer estimated for each approach. We tested the differences between the two ICCs, corresponding to each approach, using a t test with the variance of the difference estimated by the jackknife method. During childhood and adolescence, the two approaches gave similar ICCs for average numbers of hours spent outdoors in the summer. By contrast, compared with the time-based approach, the activity-based approach showed significantly higher ICCs during adult ages (0.69 versus 0.43, P = 0.003) and over the lifetime (0.69 versus 0.52, P = 0.05); the higher ICCs for the activity-based questionnaire were primarily derived from the results for females. Research is needed to further improve the activity-based questionnaire approach for long-term sun exposure assessment. (Cancer Epidemiol Biomarkers Prev 2009;18(2):464–71)

Alexithymia in alcohol dependent patients is partially mediated by alcohol expectancy

Background: Up to fifty percent of alcohol dependent individuals have alexithymia, a personality trait characterised by difficulties identifying and describing feelings, a lack of imagination and an externalised cognitive style. Although studies have examined alexithymia in relation to alcohol dependence, no research exists on mechanisms underlying this relationship. The present study examined the mediational effect of alcohol expectancies on alexithymia and alcohol dependence.----- ----- Methods: 230 outpatients completed the Toronto Alexithymia Scale (TAS-20), the Drinking Expectancy Questionnaire (DEQ) and the Alcohol Use Disorder Identification Test (AUDIT). Results: Regression analysis showed that alexithymia and alcohol dependence was, in two of three cases, partially mediated through alcohol expectancy.----- ----- Conclusions: Alcohol expectancies of assertion and affective change show promise as mediators of alcohol dependence in individuals with alexithymia.

Negative mood, implicit alcohol-related memory, and alcohol use in young adults: The moderating effect of alcohol expectancy

Objective Alcohol-related implicit (preconscious) cognitive processes are established and unique predictors of alcohol use, but most research in this area has focused on alcohol-related implicit cognition and anxiety. This study extends this work into the area of depressed mood by testing a cognitive model that combines traditional explicit (conscious and considered) beliefs, implicit alcohol-related memory associations (AMAs), and self-reported drinking behavior. Method Using a sample of 106 university students, depressed mood was manipulated using a musical mood induction procedure immediately prior to completion of implicit then explicit alcohol-related cognition measures. A bootstrapped two-group (weak/strong expectancies of negative affect and tension reduction) structural equation model was used to examine how mood changes and alcohol-related memory associations varied across groups. Results Expectancies of negative affect moderated the association of depressed mood and AMAs, but there was no such association for tension reduction expectancy. Conclusion Subtle mood changes may unconsciously trigger alcohol-related memories in vulnerable individuals. Results have implications for addressing subtle fluctuations in depressed mood among young adults at risk of alcohol problems.

Alcohol expectancy changes over a 12-week cognitive–behavioral therapy program are predictive of treatment success

This study examines if outcome expectancies (perceived consequences of engaging in certain behavior) and self- efficacy expectancies (confidence in personal capacity to regulate behavior) contribute to treatment outcome for alcohol dependence. Few clinical studies have examined these constructs. The Drinking Expectancy Profile (DEP), a psychometric measure of alcohol expectancy and drinking refusal selfefficacy, was administered to 298 alcohol-dependent patients (207 males) at assessment and on completion of a 12-week cognitive–behavioral therapy alcohol abstinence program. Baseline measures of expectancy and self-efficacy were not strong predictors of outcome. However, for the 164 patients who completed treatment, all alcohol expectancy and self-efficacy factors of the DEP showed change over time. The DEP scores approximated community norms at the end of treatment. Discriminant analysis indicated that change in social pressure drinking refusal self-efficacy, sexual enhancement expectancies, and assertion expectancies successfully discriminated those who successfully completed treatment from those who did not. Future research should examine the basis of expectancies related to social functioning as a possible mechanism of treatment response and a means to enhance treatment outcome.

Validation of the Cannabis Expectancy Questionnaire (CEQ) in adult cannabis users in treatment

Background Outcome expectancies are a key cognitive construct in the etiology, assessment and treatment of Substance Use Disorders. There is a research and clinical need for a cannabis expectancy measure validated in a clinical sample of cannabis users. Method The Cannabis Expectancy Questionnaire (CEQ) was subjected to exploratory (n = 501, mean age 27.45, 78% male) and confirmatory (n = 505, mean age 27.69, 78% male) factor analysis in two separate samples of cannabis users attending an outpatient cannabis treatment program. Weekly cannabis consumption was clinically assessed and patients completed the Severity of Dependence Scale-Cannabis (SDS-C) and the General Health Questionnaire (GHQ-28). Results Two factors representing Negative Cannabis Expectancies and Positive Cannabis Expectancies were identified. These provided a robust statistical and conceptual fit for the data. Internal reliabilities were high. Negative expectancies were associated with greater dependence severity (as measured by the SDS) and positive expectancies with higher consumption. The interaction of positive and negative expectancies was consistently significantly associated with self-reported functioning across all four GHQ-28 scales (Somatic Concerns, Anxiety, Social Dysfunction and Depression). Specifically, within the context of high positive cannabis expectancy, higher negative expectancy was predictive of more impaired functioning. By contrast, within the context of low positive cannabis expectancy, higher negative expectancy was predictive of better functioning. Conclusions The CEQ is the first cannabis expectancy measure to be validated in a sample of cannabis users in treatment. Negative and positive cannabis expectancy domains were uniquely associated with consumption, dependence severity and self-reported mental health functioning.