Polynomial approximations for bivariate aggregate claims amount probability distributions

A numerical method to compute bivariate probability distributions from their Laplace transforms is presented. The method consists in an orthogonal projection of the probability density function with respect to a probability measure that belongs to a Natural Exponential Family with Quadratic Variance Function (NEF-QVF). A particular link to Lancaster probabilities is highlighted. The procedure allows a quick and accurate calculation of probabilities of interest and does not require strong coding skills. Numerical illustrations and comparisons with other methods are provided. This work is motivated by actuarial applications. We aim at recovering the joint distribution of two aggregate claims amounts associated with two insurance policy portfolios that are closely related, and at computing survival functions for reinsurance losses in presence of two non-proportional reinsurance treaties

Femtosecond spectroscopic study of carminic acid–DNA interactions

Photo-excited carminic acid and carminic acid–DNA complexes in a buffer solution at pH 7 have been examined using a variety of spectroscopy techniques, that are in particular, the femtosecond resolved fluorescence upconversion and transient absorption spectroscopy. The observation of dual fluorescence emission, one peaks at 470 nm and the other at 570 nm, indicates to an excited-state (S1) intramolecular proton transfer (ESIPT). A detailed analysis of the transient absorption measurements of an aqueous carminic-acid solution at pH 7 yielded four lifetimes for the excited-state (S1): 8, 15, 33 and 46 ps. On the other hand, only two lifetimes, 34 and 47 ps, were observed by fluorescence upconversion spectroscopy because of the detection limitation to the long wavelength edge of the carminic-acid spectrum. The four S1 lifetimes were ascribed to the coexistence of respectively two tautomer (normal and tautomer) forms of carminic acid, in the non-dissociated state (CAH) and in the deprotonated state (CA−). The fluorescence upconversion measurements of carminic acid–DNA complexes exhibited a prolongation of the fluorescence lifetimes. This effect was accepted as evidence for the formation of intercalation complexes between the carminic acid and the DNA. The intercalative binding of the carminic acid to DNA was confirmed by the fluorescence titration experiments resulting to a binding constant of 2 × 105 M−1 that is typical for anthracycline–DNA complexes

Free Meixner states

Free Meixner states are a class of functionals on non-commutative polynomials introduced in math.CO/0410482. They are characterized by a resolvent-type form for the generating function of their orthogonal polynomials, by a recursion relation for those polynomials, or by a second-order non-commutative differential equation satisfied by their free cumulant functional. In this paper, we construct an operator model for free Meixner states. By combinatorial methods, we also derive an operator model for their free cumulant functionals. This, in turn, allows us to construct a number of examples. Many of these examples are shown to be trivial, in the sense of being free products of functionals which depend on only a single variable, or rotations of such free products. On the other hand, the multinomial distribution is a free Meixner state and is not a product. Neither is a large class of tracial free Meixner states which are analogous to the simple quadratic exponential families in statistics.Comment: 30 page

COVID-19 in breast cancer patients: a subanalysis of the OnCovid registry

BACKGROUND: Cancer patients are at higher risk of COVID-19 complications and mortality than the rest of the population. Breast cancer patients seem to have better prognosis when infected by SARS-CoV-2 than other cancer patients. METHODS: We report a subanalysis of the OnCovid study providing more detailed information in the breast cancer population. RESULTS: We included 495 breast cancer patients with a SARS-CoV-2 infection. Mean age was 62.6 years; 31.5% presented more than one comorbidity. The most frequent breast cancer subtype was luminal-like (n = 245, 49.5%) and 177 (35.8%) had metastatic disease. A total of 332 (67.1%) patients were receiving active treatment, with radical intent in 232 (47.6%) of them. Hospitalization rate was 58.2% and all-cause mortality rate was 20.3%. One hundred twenty-nine (26.1%) patients developed one COVID-19 complication, being acute respiratory failure the most common (n = 74, 15.0%). In the multivariable analysis, age older than 70 years, presence of COVID-19 complications, and metastatic disease were factors correlated with worse outcomes, while ongoing anticancer therapy at time of COVID-19 diagnosis appeared to be a protective factor. No particular oncological treatment was related to higher risk of complications. In the context of SARS-CoV-2 infection, 73 (18.3%) patients had some kind of modification on their oncologic treatment. At the first oncological reassessment (median time: 46.9 days ± 36.7), 255 (51.6%) patients reported to be fully recovered from the infection. There were 39 patients (7.9%) with long-term SARS-CoV-2-related complications. CONCLUSION: In the context of COVID-19, our data confirm that breast cancer patients appear to have lower complications and mortality rate than expected in other cancer populations. Most breast cancer patients can be safely treated for their neoplasm during SARS-CoV-2 pandemic. Oncological treatment has no impact on the risk of SARS-CoV-2 complications, and, especially in the curative setting, the treatment should be modified as little as possible

Determinants of enhanced vulnerability to COVID-19 in UK cancer patients: a European Study

Background: Despite high contagiousness and rapid spread, SARS-CoV-2 has led to heterogeneous outcomes across affected nations. Within Europe, the United Kingdom (UK) is the most severely affected country, with a death toll in excess of 100.000 as of January 2021. We aimed to compare the national impact of COVID-19 on the risk of death in UK cancer patients versus those in continental Europe (EU). / Methods: We performed a retrospective analysis of the OnCovid study database, a European registry of cancer patients consecutively diagnosed with COVID-19 in 27 centres from February 27 to September 10, 2020. We analysed case fatality rates and risk of death at 30 days and 6 months stratified by region of origin (UK versus EU). We compared patient characteristics at baseline, including oncological and COVID-19 specific therapy across UK and EU cohorts and evaluated the association of these factors with the risk adverse outcome in multivariable Cox regression models. / Findings: Compared to EU (n=924), UK patients (n=468) were characterised by higher case fatality rates (40.38% versus 26.5%, p<0.0001), higher risk of death at 30 days (hazard ratio, HR 1.64 [95%CI 1.36-1.99]) and 6 months after COVID-19 diagnosis (47.64% versus 33.33%, p<0.0001, HR 1.59 [95%CI 1.33-1.88]). UK patients were more often males, of older age and more co-morbid than EU counterparts (p<0.01). Receipt of anticancer therapy was lower in UK versus EU patients (p<0.001). Despite equal proportions of complicated COVID-19, rates of intensive care admission and use of mechanical ventilation, UK cancer patients were less likely to receive anti-COVID-19 therapies including corticosteroids, anti-virals and interleukin-6 antagonists (p<0.0001). Multivariable analyses adjusted for imbalanced prognostic factors confirmed the UK cohort to be characterised by worse risk of death at 30 days and 6 months, independent of patient’s age, gender, tumour stage and status, number of co-morbidities, COVID-19 severity, receipt of anticancer and anti-COVID-19 therapy. Rates of permanent cessation of anticancer therapy post COVID-19 were similar in UK versus EU. / Interpretation: UK cancer patients have been more severely impacted by the unfolding of the COVID-19 pandemic despite societal risk mitigation factors and rapid deferral of anticancer therapy. The increased frailty of UK cancer patients highlights high-risk groups that should be prioritised for anti-SARS-CoV-2 vaccination. Continued evaluation of long-term outcomes is warranted

Prevalence and impact of COVID-19 sequelae on treatment and survival of patients with cancer who recovered from SARS-CoV-2 infection: evidence from the OnCovid retrospective, multicentre registry study

Background: The medium-term and long-term impact of COVID-19 in patients with cancer is not yet known. In this study, we aimed to describe the prevalence of COVID-19 sequelae and their impact on the survival of patients with cancer. We also aimed to describe patterns of resumption and modifications of systemic anti-cancer therapy following recovery from SARS-CoV-2 infection. Methods: OnCovid is an active European registry study enrolling consecutive patients aged 18 years or older with a history of solid or haematological malignancy and who had a diagnosis of RT-PCR confirmed SARS-CoV-2 infection. For this retrospective study, patients were enrolled from 35 institutions across Belgium, France, Germany, Italy, Spain, and the UK. Patients who were diagnosed with SARS-CoV-2 infection between Feb 27, 2020, and Feb 14, 2021, and entered into the registry at the point of data lock (March 1, 2021), were eligible for analysis. The present analysis was focused on COVID-19 survivors who underwent clinical reassessment at each participating institution. We documented prevalence of COVID-19 sequelae and described factors associated with their development and their association with post-COVID-19 survival, which was defined as the interval from post-COVID-19 reassessment to the patients’ death or last follow-up. We also evaluated resumption of systemic anti-cancer therapy in patients treated within 4 weeks of COVID-19 diagnosis. The OnCovid study is registered in ClinicalTrials.gov, NCT04393974. Findings: 2795 patients diagnosed with SARS-CoV-2 infection between Feb 27, 2020, and Feb 14, 2021, were entered into the study by the time of the data lock on March 1, 2021. After the exclusion of ineligible patients, the final study population consisted of 2634 patients. 1557 COVID-19 survivors underwent a formal clinical reassessment after a median of 22·1 months (IQR 8·4–57·8) from cancer diagnosis and 44 days (28–329) from COVID-19 diagnosis. 234 (15·0%) patients reported COVID-19 sequelae, including respiratory symptoms (116 [49·6%]) and residual fatigue (96 [41·0%]). Sequelae were more common in men (vs women; p=0·041), patients aged 65 years or older (vs other age groups; p=0·048), patients with two or more comorbidities (vs one or none; p=0·0006), and patients with a history of smoking (vs no smoking history; p=0·0004). Sequelae were associated with hospitalisation for COVID-19 (p<0·0001), complicated COVID-19 (p<0·0001), and COVID-19 therapy (p=0·0002). With a median post-COVID-19 follow-up of 128 days (95% CI 113–148), COVID-19 sequelae were associated with an increased risk of death (hazard ratio [HR] 1·80 [95% CI 1·18–2·75]) after adjusting for time to post-COVID-19 reassessment, sex, age, comorbidity burden, tumour characteristics, anticancer therapy, and COVID-19 severity. Among 466 patients on systemic anti-cancer therapy, 70 (15·0%) permanently discontinued therapy, and 178 (38·2%) resumed treatment with a dose or regimen adjustment. Permanent treatment discontinuations were independently associated with an increased risk of death (HR 3·53 [95% CI 1·45–8·59]), but dose or regimen adjustments were not (0·84 [0·35–2·02]). Interpretation: Sequelae post-COVID-19 affect up to 15% of patients with cancer and adversely affect survival and oncological outcomes after recovery. Adjustments to systemic anti-cancer therapy can be safely pursued in treatment-eligible patients. Funding: National Institute for Health Research Imperial Biomedical Research Centre and the Cancer Treatment and Research Trust

Time-Dependent COVID-19 Mortality in Patients with Cancer: An Updated Analysis of the OnCovid Registry

Importance: Whether the severity and mortality of COVID-19 in patients with cancer have improved in terms of disease management and capacity is yet to be defined. Objective: To test whether severity and mortality from COVID-19 among patients with cancer have improved during the course of the pandemic. Design, Setting, and Participants: OnCovid is a European registry that collects data on consecutive patients with solid or hematologic cancer and COVID-19. This multicenter case series study included real-world data from 35 institutions across 6 countries (UK, Italy, Spain, France, Belgium, and Germany). This update included patients diagnosed between February 27, 2020, and February, 14, 2021. Inclusion criteria were confirmed diagnosis of SARS-CoV-2 infection and a history of solid or hematologic cancer. Exposures: SARS-CoV-2 infection. Main Outcomes and Measures: Deaths were differentiated at 14 days and 3 months as the 2 landmark end points. Patient characteristics and outcomes were compared by stratifying patients across 5 phases (February to March 2020, April to June 2020, July to September 2020, October to December 2020, and January to February 2021) and across 2 major outbreaks (February to June 2020 and July 2020 to February 2021). Results: At data cutoff, 2795 consecutive patients were included, with 2634 patients eligible for analysis (median [IQR] age, 68 [18-77] years; 52.8% men). Eligible patients demonstrated significant time-dependent improvement in 14-day case-fatality rate (CFR) with estimates of 29.8% (95% CI, 0.26-0.33) for February to March 2020; 20.3% (95% CI, 0.17-0.23) for April to June 2020; 12.5% (95% CI, 0.06-22.90) for July to September 2020; 17.2% (95% CI, 0.15-0.21) for October to December 2020; and 14.5% (95% CI, 0.09-0.21) for January to February 2021 (all P &lt;.001) across the predefined phases. Compared with the second major outbreak, patients diagnosed in the first outbreak were more likely to be 65 years or older (974 of 1626 [60.3%] vs 564 of 1008 [56.1%]; P =.03), have at least 2 comorbidities (793 of 1626 [48.8%] vs 427 of 1008 [42.4%]; P =.001), and have advanced tumors (708 of 1626 [46.4%] vs 536 of 1008 [56.1%]; P &lt;.001). Complications of COVID-19 were more likely to be seen (738 of 1626 [45.4%] vs 342 of 1008 [33.9%]; P &lt;.001) and require hospitalization (969 of 1626 [59.8%] vs 418 of 1008 [42.1%]; P &lt;.001) and anti-COVID-19 therapy (1004 of 1626 [61.7%] vs 501 of 1008 [49.7%]; P &lt;.001) during the first major outbreak. The 14-day CFRs for the first and second major outbreaks were 25.6% (95% CI, 0.23-0.28) vs 16.2% (95% CI, 0.13-0.19; P &lt;.001), respectively. After adjusting for country, sex, age, comorbidities, tumor stage and status, anti-COVID-19 and anticancer therapy, and COVID-19 complications, patients diagnosed in the first outbreak had an increased risk of death at 14 days (hazard ratio [HR], 1.85; 95% CI, 1.47-2.32) and 3 months (HR, 1.28; 95% CI, 1.08-1.51) compared with those diagnosed in the second outbreak. Conclusions and Relevance: The findings of this registry-based study suggest that mortality in patients with cancer diagnosed with COVID-19 has improved in Europe; this improvement may be associated with earlier diagnosis, improved management, and dynamic changes in community transmission over time.