The maximum of randomly weighted sums with long tails in insurance and finance

In risk theory we often encounter stochastic models containing randomly weighted sums. In these sums, each primary real-valued random variable, interpreted as the net loss during a reference period, is associated with a nonnegative random weight, interpreted as the corresponding stochastic discount factor to the origin. Therefore, a weighted sum of m terms, denoted as S m (w), represents the stochastic present value of aggregate net losses during the first m periods. Suppose that the primary random variables are independent of each other with long-tailed distributions and are independent of the random weights. We show conditions on the random weights under which the tail probability of max 1≤m≤n S m (w)-the maximum of the first n weighted sums-is asymptotically equivalent to that of S n (w)-the last weighted sum. © 2011 Copyright Taylor and Francis Group, LLC.postprin

The Chinese version of the pelvic pain and urgency / frequency symptom scale: a useful assessment tool for street-ketamine abusers with lower urinary tract symptoms

OBJECTIVE: To investigate the use of a translated Chinese version of the pelvic pain and urgency/frequency symptom scale as an assessment and prognostic tool to evaluate the severity of street-ketamine-associated lower urinary tract symptoms and their reversibility after abstinence. DESIGN: Cross-sectional study. SETTING: A special designated out-patient clinic in a regional hospital in Hong Kong. PARTICIPANTS: There were 50 patients with street-ketamine-associated lower urinary tract symptoms and 20 healthy individuals. MAIN OUTCOME MEASURES: Reliability and validity of the questionnaire; frequency of individual lower urinary tract symptoms, cystoscopic, urodynamic and radiological abnormalities, and their correlation with pelvic pain and the urgency/frequency score. RESULTS: The test-retest reliability coefficient was 0.755 (P<0.001). Cronbach's alpha was 0.974. Mann-Whitney U test proved the discriminatory ability of the questionnaire (P<0.001). Patients with specific lower urinary tract symptoms had a higher mean pelvic pain and urgency/frequency total score compared to those without them: frequency (23.8 vs 17.3), nocturia (22.4 vs 14.0), urgency (22.5 vs 15.1), dysuria (22.7 vs 13.3), and haematuria (24.8 vs 16.2). The number of daytime voids and nocturia episodes correlated well with pelvic pain and urgency/frequency scores. With an increasing score, the likelihood of having cystitis changes, urodynamic abnormalities and hydronephrosis increased, while the cystometrically determined bladder capacity decreased. None of the patients with a score of 16 or below had urodynamic abnormality or hydronephrosis. The mean score change in the abstinence group was -4.33, versus +3.33 in their counterparts. CONCLUSIONS: The Chinese version of the pelvic pain and urgency/frequency questionnaire is reliable and valid for assessment in patients with street-ketamine-associated lower urinary tract symptoms. The pelvic pain and urgency/frequency score correlates well with symptom severity as well as endoscopic, urodynamic and radiological abnormalities in patients with street-ketamine-associated lower urinary tract symptoms. A cut-off total pelvic pain and urgency/frequency score of 17 may suggest more serious urological sequelae from ketamine abuse. Abstinence from ketamine reduced lower urinary tract symptoms, but the extent of reversibility of urinary tract damage is yet to be evaluated.published_or_final_versio

Further properties and new applications of the nested Dirichlet distribution

Recently, Ng et al. (2009) studied a new family of distributions, namely the nested Dirichlet distributions. This family includes the traditional Dirichlet distribution as a special member and can be adopted to analyze incomplete categorical data. However, other important aspects of the family, such as marginal and conditional distributions and related properties are not yet available in the literature. Moreover, diverse applications of the family to the real world need to be further explored. In this paper, we first obtain the marginal and conditional distributions and other related properties of the nested Dirichlet distribution. We then present new applications of the family in fitting competing-risks model, analyzing incomplete categorical data and evaluating cancer diagnosis tests. Three real data involving failure times of radio transmitter receivers, attitude toward the death penalty and ultrasound ratings for breast cancer metastasis are provided. © 2009 Elsevier B.V. All rights reserved.postprin

Comparison of the acute ocular manifestations of Stevens-Johnson syndrome and toxic epidermal necrolysis in Chinese eyes: a 15-year retrospective study

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Functional antioxidant and tyrosinase inhibitory properties of extracts of Taiwanese pummelo (Citrus grandis Osbeck)

In recent years, the overproduction of citrus fruits has resulted in an unnecessary increase in agricultural wastes in Taiwan. In an attempt to find an application for these potentially valuable wastes, we evaluated the antioxidant and whitening properties of six Taiwanese pummelo varieties (Miyu Shihtouyu Taipeiyu Touyu Wentan and Hsishihyu). The methanolic extract of Citrus grandis Osbeck Miyu (Miyu) had the highest phenolic content (9.99 mg of gallic acid equivalent/g). C. grandis Osbeck Shihtouyu (Shihtouyu) displayed the highest 2, 2-azino-bis-(3- ethylbenzthiazoline-6-sulfonic acid) content (9.3 mg trolox equivalent antioxidant content/g), indicating its good free radical-scavenging activity. C. grandis Osbeck Taipeiyu (Taipeiyu) showed the highest 1,1-diphenyl-2-picrylhydrazyl content and this compound too possesses good radical-scavenging activity. The ferrous-ion chelating effect of C. grandis Osbeck Touyu (Touyu) and C. grandis Osbeck Wentan (Wentan) was found to be 0.78 and 0.92 mg/ml, respectively. Taipeiyu showed the highest limonin content (1251.86 μg/ml). Touyu inhibited tyrosinase up to 90.8% (10 mg/ml), which was almost similar to the 95% inhibition shown by kojic acid (10 mg/ml). Thus, the components of pummelo have high potential for use as ingredients in products that prevent skin pigmentation. These results indicate that the methanolic extracts and the phytochemicals derived from pummelo are potential natural antioxidant agents.Key words: Antioxidant, free radical chelating, limonin, pummelo, tyrosinase

Initial results of selective renal parenchymal clamping with an adjustable kidney clamp in nephron-sparing surgery: an easy way to minimise renal ischaemia

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Incidence and predictors of upper gastrointestinal bleeding in patients receiving low-dose aspirin for secondary prevention of cardiovascular events in patients with coronary artery disease

Aim: The use of low-dose aspirin to prevent cardiovascular disease events is well established. However, the incidence and predictors of upper gastrointestinal bleeding (UGIB) with its use are unknown. We studied prospectively the incidence and outcome of peptic ulceration in low-dose aspirin users. Methods: A total of 991 patients with coronary artery disease (CAD) on low-dose aspirin were prospectively followed-up for two years for the occurrence and clinical features of first hospitalized episode of UGIB. Results: UGIB had a bimodal presentation with 45% occurring within four months of aspirin initiation and had an overall prevalence of 1.5% per year. There was no UGIB-related death. Hypertension (OR = 4.6, 95%CI 1.5 - 14.7, P = 0.009), history of peptic ulceration (OR = 3.1, 95%CI 1.1 - 9.0, P = 0.039), tertiary education (OR = 3.08, 95%CI 1.1 - 9.0, P = 0.039) and higher lean body mass (P = 0.016) were independent factors associated with UGIB. Use of nitrate did not reduce UGIB. Conclusion: The incidence of UGIB in patients with CAD on long-term low-dose aspirin is low, but is accompanied with significant morbidity. With prolonged use of aspirin, UGIB continues to be a problem for those with risk factors and especially in patients with a history of peptic ulcers, in which UGIB tends to occur early after aspirin therapy. © 2006 The WJG Press. All rights reserved.published_or_final_versio

Hip capsule biomechanics after arthroplasty - the effect of implant, approach and surgical repair

Aims The hip’s capsular ligaments passively restrain extreme range of movement (ROM) by wrapping around the native femoral head/neck. We determined the effect of hip resurfacing arthroplasty (HRA), dual-mobility total hip arthroplasty (DM-THA), conventional THA, and surgical approach on ligament function. Materials and Methods Eight paired cadaveric hip joints were skeletonized but retained the hip capsule. Capsular ROM restraint during controlled internal rotation (IR) and external rotation (ER) was measured before and after HRA, DM-THA, and conventional THA, with a posterior (right hips) and anterior capsulotomy (left hips). Results Hip resurfacing provided a near-native ROM with between 5° to 17° increase in IR/ER ROM compared with the native hip for the different positions tested, which was a 9% to 33% increase. DM-THA generated a 9° to 61° (18% to 121%) increase in ROM. Conventional THA generated a 52° to 100° (94% to 199%) increase in ROM. Thus, for conventional THA, the capsule function that exerts a limit on ROM is lost. It is restored to some extent by DM-THA, and almost fully restored by hip resurfacing. In positions of low flexion/extension, the posterior capsulotomy provided more normal function than the anterior, possibly because the capsule was shortened during posterior repair. However, in deep flexion positions, the anterior capsulotomy functioned better. Conclusion Native head-size and capsular repair preserves capsular function after arthroplasty. The anterior and posterior approach differentially affect postoperative biomechanical function of the capsular ligaments