Analysis of Reserves in Multiple Life Insurance using Copula

Abstract We study the dependence between the insureds in multiple-life insurance contracts. With the future lifetimes of the insureds modeled as correlated random variables, both premium and reserve are different from those under independence. In this paper, Gaussian copula is used to impose the dependence between the insureds with Gompertz marginals. We analyze the change of the reserves of standard multiple-life insurance contracts at various dependence levels. We find that the reserves based on the assumption of dependent lifetimes are quite different for some contracts from those under independence as its correlation increase, which elucidate the importance of the dependence model in multiple-life contingencies in both theory and practice

Different mutational characteristics of the subsets of EGFR-tyrosine kinase inhibitor sensitizing mutation-positive lung adenocarcinoma

Abstract Background A subset of lung adenocarcinoma with EGFR-tyrosine kinase inhibitor sensitizing mutations (mEGFR) is common in non-smokers and women, suggesting that mutational stressors other than smoking are involved. Methods Targeted sequencing using a custom panel containing 70 cancer-related genes were performed from 73 cases of lung adenocarcinoma with mEGFR (study cohort). In parallel, publicly available data of 47 TCGA-LUAD cases with mEGFR (LUAD cohort) were extracted from the GDC data portal and analyzed by non-negative matrix factorization using the Maftools package. Results In the study cohort, the C > A transversions accounted for 12.9% of all single nucleotide variations (SNVs), comprising the second smallest proportion among SNVs. The E19del-subgroup had a significantly lower mutational burden with significantly higher Ti/Tv ratio than the SNV-subgroup, which includes cases with L858R and other EGFR-TKI sensitizing SNVs. (P = 0.0326 and 0.0002, respectively, Mann-Whitney U test). In the LUAD cohort, the mutational burden was substantially lower than in other TCGA cancer cohorts, and the frequency of C > A transversions was 30.3%, occupying the second frequency. The E19del-subgroup had a lower mutational burden overall and a higher Ti/Tv ratio than the SNV-subgroup (P = 0.0497 and P = 0.0055, respectively, Mann-Whitney U test). Smoking-related signature 4 was observed only in the L858R-subgroup, while ignature 30 and 5 was observed in both groups. Conclusions Lung adenocarcinoma with mEGFR(+) has a lower mutational burden and does not show a characteristic mutation pattern influenced by smoking. E19del and L858R, which are representative subtypes of mEGFR(+) lung adenocarcinoma, differ in terms of mutational spectrum, as the E19del-subgroup has a lower mutation burden and a higher Ti/Tv ratio than the SNV-subgroup. These findings could help explain the differences in the responses to EGFR-TKIs and in the clinical courses between the two lung adenocarcinoma subgroups