35 research outputs found

    An extension of Hewitt's inversion formula and its application to fluctuation theory

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    We analyze fluctuations of random walks with generally distributed increments. Integral representations for key performance measures are obtained by extending an inversion theorem of Hewitt [11] for Laplace-Stieltjes transforms. Another important part of the anal- ysis involves the so-called harmonic measures associated to the distribution of the increment of the walk. It is also pointed out that such representations can be explicitly calculated, if one assumes a form of rational structure for the increment transform. Applications include, but are not restricted to, queueing and insurance risk problems.Comment: 20 pages, submitted for publicatio

    Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times

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    We investigate an insurance risk model that consists of two reserves which receive income at fixed rates. Claims are being requested at random epochs from each reserve and the interclaim times are generally distributed. The two reserves are coupled in the sense that at a claim arrival epoch, claims are being requested from both reserves and the amounts requested are correlated. In addition, the claim amounts are correlated with the time elapsed since the previous claim arrival. We focus on the probability that this bivariate reserve process survives indefinitely. The infinite- horizon survival problem is shown to be related to the problem of determining the equilibrium distribution of a random walk with vector-valued increments with reflecting boundary. This reflected random walk is actually the waiting time process in a queueing system dual to the bivariate ruin process. Under assumptions on the arrival process and the claim amounts, and using Wiener-Hopf factor- ization with one parameter, we explicitly determine the Laplace-Stieltjes transform of the survival function, c.q., the two-dimensional equilibrium waiting time distribution. Finally, the bivariate transforms are evaluated for some examples, including for proportional reinsurance, and the bivariate ruin functions are numerically calculated using an efficient inversion scheme.Comment: 24 pages, 6 figure

    Queues and risk processes with dependencies

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    We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential distributions introduced in [12]. In this setting, we obtain the steady state waiting time distribution and we show that the classical relation between the steady state waiting time and the workload distributions re- mains valid when the independence assumption is relaxed. We also prove duality results with the ruin functions in an ordinary and a delayed ruin process. These extend several known dualities between queueing and risk models in the independent case. Finally we show that there exist stochastic order relations between the waiting times under various instances of correlation

    Queues and risk models with simultaneous arrivals

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    We focus on a particular connection between queueing and risk models in a multi-dimensional setting. We first consider the joint workload process in a queueing model with parallel queues and simultaneous arrivals at the queues. For the case that the service times are ordered (from largest in the first queue to smallest in the last queue) we obtain the Laplace-Stieltjes transform of the joint stationary workload distribution. Using a multivariate duality argument between queueing and risk models, this also gives the Laplace transform of the survival probability of all books in a multivariate risk model with simultaneous claim arrivals and the same ordering between claim sizes. Other features of the paper include a stochastic decomposition result for the workload vector, and an outline how the two-dimensional risk model with a general two-dimensional claim size distribution (hence without ordering of claim sizes) is related to a known Riemann boundary value problem

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    East European countries have reported high prevalence of Arterial Hypertension (AHT). In order to investigate the data for Romania, we firstly performed a national survey-the Study for the Evaluation of Prevalence of Hypertension and Cardiovascular Risk in Adult Population in Romania (SEPHAR). A representative population was selected using stratified proportional sampling, including 2017 adult subjects, ≥18 years old. The general prevalence of AHT was 44,92%, higher in men (50,17%) than in women (41,11%) (P < .0001) and predominant in rural areas (49,47%) in comparison to the urban ones (41,58%) (P < .02). AHT awareness attended 44,26%, rising with age, significantly lower in men (34,58%) than in women (52,8%) (P < .0006). We have found a 38,85% proportion of treated hypertensive persons, worse for men (30,11%) then for women (46,56%) (P < .003). The rate of AHT control was 19,88%, with no significant differences between gender. In conclusion, we estimated for Romania a high prevalence of AHT, a level of awareness and treatment lower than in many European countries and a rate of treatment control at the inferior limit of the European average. Males, characterized by a higher prevalence of AHT, were also less aware and less treated than women

    HIGH-DENSITY GREEN PHOTONS EFFECTS ON NaCl SOLUTIONS DETECTED BY RED BLOOD CELLS MEMBRANES

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    This paper presents a new technique for investigating the modifications induced by highdensity green light [GL] on water in NaCl solutions. Solutions of 0,45 g% and 0,9 g%, irradiated with green light (λ=527 nm, intensity 3·10 5 Lx) were used. As a receptor for measuring the irradiation effect we used red blood cell (RBC) permeability in hypotonic media, the so-called osmotic shock. After RBC lysis in hypotonic medium, the released hemoglobin was spectrophotometrically determined at λ=550 nm. The values of the osmotic shock for the samples obtained with GL-irradiated NaCl solutions were significantly lower than the values obtained with non-irradiated controls. This may indicate that the penetration of water inside the membranes canaliculi is hindered. This new type of result was complemented by chronoamperometry and impedance spectroscopy determinations. The current density of the irradiated solution decreases from the value of 29.5 µA·cm -2 in the control to 17.74 µA·cm -2 in the irradiated sample with a corresponding decrease of ionic mobility. The impedance value of the GL irradiated NaCl solutions were significantly lower than the control values, thus correlating well with the data recorded by chronoamperometry. All these data may indicate large water cluster formation through GL irradiation which are beyond the cellular aquaporine channels capacity. A similar process is identified by using red light, as well as blue light, though with a much smaller output

    Impact of renal impairment on atrial fibrillation: ESC-EHRA EORP-AF Long-Term General Registry

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    Background: Atrial fibrillation (AF) and renal impairment share a bidirectional relationship with important pathophysiological interactions. We evaluated the impact of renal impairment in a contemporary cohort of patients with AF. Methods: We utilised the ESC-EHRA EORP-AF Long-Term General Registry. Outcomes were analysed according to renal function by CKD-EPI equation. The primary endpoint was a composite of thromboembolism, major bleeding, acute coronary syndrome and all-cause death. Secondary endpoints were each of these separately including ischaemic stroke, haemorrhagic event, intracranial haemorrhage, cardiovascular death and hospital admission. Results: A total of 9306 patients were included. The distribution of patients with no, mild, moderate and severe renal impairment at baseline were 16.9%, 49.3%, 30% and 3.8%, respectively. AF patients with impaired renal function were older, more likely to be females, had worse cardiac imaging parameters and multiple comorbidities. Among patients with an indication for anticoagulation, prescription of these agents was reduced in those with severe renal impairment, p <.001. Over 24 months, impaired renal function was associated with significantly greater incidence of the primary composite outcome and all secondary outcomes. Multivariable Cox regression analysis demonstrated an inverse relationship between eGFR and the primary outcome (HR 1.07 [95% CI, 1.01–1.14] per 10 ml/min/1.73 m2 decrease), that was most notable in patients with eGFR <30 ml/min/1.73 m2 (HR 2.21 [95% CI, 1.23–3.99] compared to eGFR ≥90 ml/min/1.73 m2). Conclusion: A significant proportion of patients with AF suffer from concomitant renal impairment which impacts their overall management. Furthermore, renal impairment is an independent predictor of major adverse events including thromboembolism, major bleeding, acute coronary syndrome and all-cause death in patients with AF

    Clinical complexity and impact of the ABC (Atrial fibrillation Better Care) pathway in patients with atrial fibrillation: a report from the ESC-EHRA EURObservational Research Programme in AF General Long-Term Registry

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    Background: Clinical complexity is increasingly prevalent among patients with atrial fibrillation (AF). The ‘Atrial fibrillation Better Care’ (ABC) pathway approach has been proposed to streamline a more holistic and integrated approach to AF care; however, there are limited data on its usefulness among clinically complex patients. We aim to determine the impact of ABC pathway in a contemporary cohort of clinically complex AF patients. Methods: From the ESC-EHRA EORP-AF General Long-Term Registry, we analysed clinically complex AF patients, defined as the presence of frailty, multimorbidity and/or polypharmacy. A K-medoids cluster analysis was performed to identify different groups of clinical complexity. The impact of an ABC-adherent approach on major outcomes was analysed through Cox-regression analyses and delay of event (DoE) analyses. Results: Among 9966 AF patients included, 8289 (83.1%) were clinically complex. Adherence to the ABC pathway in the clinically complex group reduced the risk of all-cause death (adjusted HR [aHR]: 0.72, 95%CI 0.58–0.91), major adverse cardiovascular events (MACEs; aHR: 0.68, 95%CI 0.52–0.87) and composite outcome (aHR: 0.70, 95%CI: 0.58–0.85). Adherence to the ABC pathway was associated with a significant reduction in the risk of death (aHR: 0.74, 95%CI 0.56–0.98) and composite outcome (aHR: 0.76, 95%CI 0.60–0.96) also in the high-complexity cluster; similar trends were observed for MACEs. In DoE analyses, an ABC-adherent approach resulted in significant gains in event-free survival for all the outcomes investigated in clinically complex patients. Based on absolute risk reduction at 1 year of follow-up, the number needed to treat for ABC pathway adherence was 24 for all-cause death, 31 for MACEs and 20 for the composite outcome. Conclusions: An ABC-adherent approach reduces the risk of major outcomes in clinically complex AF patients. Ensuring adherence to the ABC pathway is essential to improve clinical outcomes among clinically complex AF patients

    A prospective survey in European Society of Cardiology member countries of atrial fibrillation management: baseline results of EURO bservational Research Programme Atrial Fibrillation (EORP-AF) Pilot General Registry

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    Aims: Given the advances in atrial fibrillation (AF) management and the availability of new European Society of Cardiology (ESC) guidelines, there is a need for the systematic collection of contemporary data regarding the management and treatment of AF in ESC member countries. Methods and results: We conducted a registry of consecutive in- and outpatients with AF presenting to cardiologists in nine participating ESC countries. All patients with an ECG-documented diagnosis of AF confirmed in the year prior to enrolment were eligible. We enroled a total of 3119 patients from February 2012 to March 2013, with full data on clinical subtype available for 3049 patients (40.4% female; mean age 68.8 years). Common comorbidities were hypertension, coronary disease, and heart failure. Lone AF was present in only 3.9% (122 patients). Asymptomatic AF was common, particularly among those with permanent AF. Amiodarone was the most common antiarrhythmic agent used (~20%), while beta-blockers and digoxin were the most used rate control drugs. Oral anticoagulants (OACs) were used in 80% overall, most often vitamin K antagonists (71.6%), with novel OACs being used in 8.4%. Other antithrombotics (mostly antiplatelet therapy, especially aspirin) were still used in one-third of the patients, and no antithrombotic treatment in only 4.8%. Oral anticoagulants were used in 56.4% of CHA 2DS2-VASc = 0, with 26.3% having no antithrombotic therapy. A high HAS-BLED score was not used to exclude OAC use, but there was a trend towards more aspirin use in the presence of a high HAS-BLED score. Conclusion: The EURObservational Research Programme Atrial Fibrillation (EORP-AF) Pilot Registry has provided systematic collection of contemporary data regarding the management and treatment of AF by cardiologists in ESC member countries. Oral anticoagulant use has increased, but novel OAC use was still low. Compliance with the treatment guidelines for patients with the lowest and higher stroke risk scores remains suboptimal. © The Author 2013
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