Ruin probability and copulas : applications in insurance pricing

Mestrado em Actuarial ScienceNesta tese, a probabilidade de ruína do processo de risco de Lundberg é usada como um critério para determinar o carregamento do prêmio. São considerados os processos de sinistro único e agregado. O processo de reclamação agregada é composto por dois processos de reclamação homogêneos diferentes. Ambos os casos independentes e dependentes são considerados. Cópulas de Lévy são usadas para modelar a dependência. As cópulas de Lévy fornecem uma maneira elegante e flexível de modelar dependências e podem ser uma ferramenta útil ao modelar a dependência de processos de salto com aplicativos em seguro e gerenciamento de risco. A função de valor ótimo para probabilidade mínima de ruína é analisada e a teoria de controle estocástico é usada para obter o carregamento ótimo do princípio do prêmio esperado, minimizando a probabilidade de ruína. Simulações numéricas de diferentes estudos de caso são apresentadasIn this thesis ruin probability of the Lundberg risk process is used as a criterion for determining the security loading of premium. Both single and aggregated claim processes are considered. The aggregated claim process is composed of two different homogeneous claim processes. Both independent and dependent cases are considered. Lévy copulas are used to model the dependence. Lévy copulas provide an elegant and flexible manner to model dependencies and can be a useful tool when modelling dependence of jump processes with applications in insurance and risk management. The optimal value function for minimum ruin probability is analysed and stochastic control theory is used to obtain the optimal loading of the expected premium principle minimizing the probability of ruin. Numerical simulations of different case studies are presented.info:eu-repo/semantics/publishedVersio

Från evidens till bättre praxis : tillämpning av evidens

Om vården ska göra största möjliga nytta måste bästa tillgängliga vetenskapliga kunskap – evidens – tillämpas systematiskt. Ineffektiva kliniska rutiner måste förändras och bevisat effektiva behandlingar spridas. Men forskningen ger inget enkelt svar på hur sådana förändringar ska åstadkommas. Studier av praxispåverkan visar dels att åtgärder som syftar till att förändra praxis bör skräddarsys efter budskap, målgrupp och nuläge, dels att enskilda insatser oftast endast har liten eller måttlig effekt. En effektiv praxispåverkan kräver ofta ett paket av samordnade åtgärder som är anpassade till sammanhanget. Dessutom krävs en strategi för att hantera tänkbara hinder för en evidensbaserad tandvård.Is it reasonable to disregard effective methods or to use methods that result in more harm than benefits for the patients and their health? The answer is of course no! However, effective methods do not auto¬matically win out over alternatives, which might be ineffective or unproven. Surveys of practice show gaps between the evidence of what clinicians should be doing, and what is actually being done. How should these gaps be dealt with? To date, no single strategy is available. Diffe¬rent approaches to changing clinical practice are used and most are more based on belief rather than scientific evidence. Evidence relating to the implementation of changes in health care demonstrates that changing practice seldom entails a single action. Good plan¬ning is usually demanded, which requires a multi-fa¬ceted approach with different interventions at differ¬rent organisational levels. Evidence also emphasises the importance of developing good understanding of the barriers to change. Thus, approaches to changing to best practice should be evidence-based. To illustrate the complexity of achieving changes in health care, the case of hand hygiene is cited from a review article [7]. Despite well-established evidence on the benefits of hand washing, compli¬ance by health-care workers is known to be poor. From the literature on changing clinical practice, we present some obstacles and strategies on how to improve hand hygiene in patient care. An example on notation of periodontal status in the patient record is also presented

Evidensbaserad vård - vad är det och vad är det inte?

Evidensbaserad vård är att på ett medvetet sätt använda bästa sammantagna vetenskapliga bevis – evidens – i kliniska beslut. Men evidensbaserad vård innebär inte att man mekaniskt kan följa en "kokbok". I stället måste man samtidigt ta hänsyn till varje patients unika förutsättningar och sin kliniska erfarenhet. Det kan vara svårt att vid sidan av patientarbetet hålla sig à jour med den ständigt växande vetenskapliga litteraturen, följa nya rön och värdera resultatens tillförlitlighet och tillämpbarhet. Tandläkarna måste hitta sätt att hantera den växande kunskapsmassan, sätt att sovra och sammanställa informationen så att den blir kliniskt användbar. Evidensbaserad vård innebär en sådan strävan efter vård på säkrare vetenskaplig grund och är en logisk följd av vårdens ledstjärnor – vetenskap och beprövad erfarenhet.Evidence is the collection of results that have been systematically collected and scrutinized to fulfil well-established criteria on validity. Evidence-based health care is often defined as the careful, precise and systematic implementation of evidence in clinical decision-making. However, evidence alone is never enough. A more appropriate description of evidence-based health care includes a combination of the implementation of the best available clinical evidence, the consideration of the patient’s circumstances, values and preferences and the clinician's experience. The goal of evidence-based health care is to improve people’s health through the explicit use of scientific findings, which is in contrast to the concept that relies on intuition and the use of unsystematic clinical experience, as well as authoritative statements by experts. During decision-making, the clinician must combine evidence together with different preferences, such as weighing what our patients and society will gain or lose. This includes the question “Should health care resources be reserved primarily for procedures that are proven to be effective?” Evidence-based health care tries to address this question by analysing the efficacy and cost-effectiveness of heath services. A number of myths are applied to evidence based health care. Firstly discarding evidence that has not been scientifically assessed, although lack of evidence does not mean lack of effect, the benefits may not yet have been assessed. Analysis of the scientific literature always reveals clinical issues that require further research. Second, is that randomised trials always generate the best evidence, this is incorrect. The research question determines which type of study design will yield the most valid answer. Third, evidence-based health care is said to be incompatible with trusting patient-clinician relationships, again false. If clinicians ignore information, patients can be misinformed and will have difficulty in actively participating in decisions that affect their health. A continuing challenge to evidence-based health care and education is the integration of new clinical research with the time-honoured craft of caring for patients and their health

Evidensbaserad vård - att använda vetenskaplig kunskap i det dagliga vårdarbetet

En av de största utmaningarna just nu är att åstadkomma en evidensbaserad vård i det dagliga vårdarbetet. I princip handlar denna utmaning om att hantera en stor mäng föränderlig information, främst vetenskaplig sådan, och att systematiskt tillämpa den i det dagliga arbetet. Denna artikel avser dels att tydliggöra innebörden av begreppet evidensbaserad vård, dels att visa på möjliga vägar att åstadkomma en evidensbaserad vård

Framework for systematic identification of ethical aspects of healthcare technologies : the SBU approach

Objectives: Assessment of ethical aspects of a technology is an important component of health technology assessment (HTA). Nevertheless, how the implementation of ethical assessment in HTA is to be organized and adapted to specific regulatory and organizational settings remains unclear. The objective of this study is to present a framework for systematic identification of ethical aspects of health technologies. Furthermore, the process of developing and adapting the framework to a specific setting is described. Methods: The framework was developed based on an inventory of existing approaches to identification and assessment of ethical aspects in HTA. In addition, the framework was adapted to the Swedish legal and organizational healthcare context, to the role of the HTA agency and to the use of non-ethicists. The framework was reviewed by a group of ethicists working in the field as well as by a wider set of interested parties including industry, interest groups, and other potential users. Results: The framework consists of twelve items with sub-questions, short explanations, and a concluding overall summary. The items are organized into four different themes: the effects of the intervention on health, its compatibility with ethical norms, structural factors with ethical implications, and long term ethical consequences of using the intervention. Conclusions: In this study, a framework for identifying ethical aspects of health technologies is proposed. The general considerations and methodological approach to this venture will hopefully inspire and present important insights to organizations in other national contexts interested in making similar adaptations