151 research outputs found

    Expert Kaplan--Meier estimation

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    The setting of a right-censored random sample subject to contamination is considered. In various fields, expert information is often available and used to overcome the contamination. This paper integrates expert knowledge into the product-limit estimator in two different ways with distinct interpretations. Strong uniform consistency is proved for both cases under certain assumptions on the kind of contamination and the quality of expert information, which sheds light on the techniques and decisions that practitioners may take. The nuances of the techniques are discussed -- also with a view towards semi-parametric estimation -- and they are illustrated using simulated and real-world insurance data

    Dynamics of state-wise prospective reserves in the presence of non-monotone information

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    In the presence of monotone information, the stochastic Thiele equation describing the dynamics of state-wise prospective reserves is closely related to the classic martingale representation theorem. When the information utilized by the insurer is non-monotone, the classic martingale theory does not apply. By taking an infinitesimal approach, we derive a generalized stochastic Thiele equation that allows for information discarding. En passant, we solve some open problems for the classic case of monotone information. The results and their implication in practice are illustrated via examples where information is discarded upon and after stochastic retirement

    Aggregate Markov models in life insurance: properties and valuation

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    In multi-state life insurance, an adequate balance between analytic tractability, computational efficiency, and statistical flexibility is of great importance. This might explain the popularity of Markov chain modelling, where matrix analytic methods allow for a comprehensive treatment. Unfortunately, Markov chain modelling is unable to capture duration effects, so this paper presents aggregate Markov models as an alternative. Aggregate Markov models retain most of the analytical tractability of Markov chains, yet are non-Markovian and thus more flexible. Based on an explicit characterization of the fundamental martingales, matrix representations of the expected accumulated cash flows and corresponding prospective reserves are derived for duration-dependent payments with and without incidental policyholder behaviour. Throughout, special attention is given to a semi-Markovian case. Finally, the methods and results are illustrated in a numerical example

    Tax- and expense-modified risk-minimization for insurance payment processes

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    We study the problem of determining risk-minimizing investment strategies for insurance payment processes in the presence of taxes and expenses. We consider the situation where taxes and expenses are paid continuously and symmetrically and introduce the concept of tax- and expense-modified risk-minimization. Risk-minimizing strategies in the presence of taxes and expenses are derived and linked to Galtchouk-Kunita-Watanabe decompositions associated with modified versions of the original payment processes. Furthermore, we show equivalence to an alternative approach involving an artificial market consisting of after-tax and after-expense assets, and we establish a type of consistency with classic risk-minimization. Finally, a case study involving classic multi-state life insurance payments in combination with a bond market exemplifies the results

    Postpartum Blood Loss in Women Treated for Intrahepatic Cholestasis of Pregnancy

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    OBJECTIVE To evaluate postpartum blood loss in women with treated intrahepatic cholestasis of pregnancy. METHODS In a retrospective case-control study, 15,083 deliveries including 348 women with intrahepatic cholestasis of pregnancy (2.3%) were analyzed from 2004 to 2014. To adjust for differences in baseline characteristics, a propensity analysis was performed and women in the control group were matched to the women in the intrahepatic cholestasis of pregnancy group in a 5:1 ratio. Blood loss was analyzed by estimated blood loss and Δ hemoglobin (Hb, difference between prepartum and postpartum Hb). A subgroup analysis regarding severity of intrahepatic cholestasis of pregnancy based on maximum bile acid level (mild [less than 40 micromoles/L], moderate [40-99 micromoles/L], and severe intrahepatic cholestasis of pregnancy [100 micromoles/L or greater]) was performed. Differences in estimated blood loss, ΔHb, and meconium staining between subgroups were analyzed. A Spearman rank correlation was performed to evaluate the association of bile acid levels and blood loss within subgroups. RESULTS Estimated blood loss (median 400 [300-600] mL compared with 400 [300-600] mL, P=.22), ΔHb (14.0 [5.0-22.0] compared with 12.0 [4.0-21.0] g/L, P=.09), meconium staining (14.5% compared with 11.4%, P=.12), and number of stillbirths after 26 weeks of gestation (0.6% compared with 1.8%, P=.10) were not significantly different in the study compared with the control group. In moderate and severe intrahepatic cholestasis of pregnancy, meconium staining was observed significantly more often compared with that in a control group (23.0% and 32.3% compared with 11.4%, P<.01). There was no correlation between estimated blood loss or ΔHb and severity of intrahepatic cholestasis of pregnancy. CONCLUSIONS In our cohort of women with intrahepatic cholestasis of pregnancy who are treated with ursodeoxycholic acid and have planned delivery (induction of labor or planned cesarean delivery) at 38 weeks of gestation, no differences in postpartum blood loss were seen

    „Den müssen wir melken, [...] das ist […] kein Mensch“

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    Ein Paradigmenwechsel in der Schweizer Raumplanung (Stichwort: „Verdichtung nach innen“) führt zur baulichen Aufwertung und Verdichtung – und mitunter auch zu Leerkündigungen. &nbsp;Mieter und Mieterinnen sind mit Wohnungskündigungen und dem Verlust ihrer Wohnung, ihrer vertrauten Umgebung und ihrer sozialen Kontakte konfrontiert. Aufgrund der angespannten Situation auf städtischen Wohnungsmärkten in der Schweiz entsteht somit eine bedrohliche Situation, mit der die Betroffenen umgehen müssen. Ob und wie Betroffenen aus drei Deutschschweizer Städten das gelingt, hat ein interdisziplinäres Team am IFSAR Institut für Soziale Arbeit und Räume der OST – Ostschweizer Fachhochschule in St. Gallen im Rahmen einer qualitativen Studie untersucht. Die Ergebnisse dokumentieren einerseits das Erleben der betroffenen Mieter und Mieterinnen und ihren Umgang mit der „krisenhaften Situation“. &nbsp;Andererseits zeigen sie, dass Verdrängungsprozesse aus komplexen Verknüpfungen hervorgehen, die die Betroffenen jeden Tag in ihrem Handeln herausfordern

    3D model and accompanying dataset related to the publication: A new, exceptionally preserved juvenile specimen of Eusaurosphargis dalsassoi (Diapsida) and implications for Mesozoic marine diapsid phylogeny

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    The present contribution contains the 3D model and dataset analyzed in the following publication: Scheyer, T. M., J. M. Neenan, T. Bodogan, H. Furrer, C. Obrist, and M. Plamondon. 2017. A new, exceptionally preserved juvenile specimen of Eusaurosphargis dalsassoi (Diapsida) and implications for Mesozoic marine diapsid phylogeny. Scientific Reports, https://doi.org/10.1038/s41598-017-04514-x

    Opioid-Free Anesthesia for Open Radical Cystectomy Is Feasible and Accelerates Return of Bowel Function: A Matched Cohort Study.

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    The aim of this study was to evaluate the feasibility of opioid-free anesthesia (OFA) in open radical cystectomy (ORC) with urinary diversion and to assess the impact on recovery of gastrointestinal function. We hypothesized that OFA would lead to earlier recovery of bowel function. A total of 44 patients who underwent standardized ORC were divided into two groups (OFA group vs. control group). In both groups, patients received epidural analgesia (OFA group: bupivacaine 0.25%, control group: bupivacaine 0.1%, fentanyl 2 mcg/mL, and epinephrine 2 mcg/mL). The primary endpoint was time to first defecation. Secondary endpoints were incidence of postoperative ileus (POI) and incidence of postoperative nausea and vomiting (PONV). The median time to first defecation was 62.5 h [45.8-80.8] in the OFA group and 118.5 h [82.6-142.3] (p < 0.001) in the control group. With regard to POI (OFA group: 1/22 patients (4.5%); control group: 2/22 (9.1%)) and PONV (OFA group: 5/22 patients (22.7%); control group: 10/22 (45.5%)), trends but no significant results were found (p = 0.99 and p = 0.203, respectively). OFA appears to be feasible in ORC and to improve postoperative functional gastrointestinal recovery by halving the time to first defecation compared with standard fentanyl-based intraoperative anesthesia

    Bayesian spatial modelling of terrestrial radiation in Switzerland

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    The geographic variation of terrestrial radiation can be exploited in epidemiological studies of the health effects of protracted low-dose exposure. Various methods have been applied to derive maps of this variation. We aimed to construct a map of terrestrial radiation for Switzerland. We used airborne Îł\gamma-spectrometry measurements to model the ambient dose rates from terrestrial radiation through a Bayesian mixed-effects model and conducted inference using Integrated Nested Laplace Approximation (INLA). We predicted higher levels of ambient dose rates in the alpine regions and Ticino compared with the western and northern parts of Switzerland. We provide a map that can be used for exposure assessment in epidemiological studies and as a baseline map for assessing potential contamination.Comment: 27 pages, 10 figure
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