Modelling the joint distribution of competing risks survival times using copula functions

The problem of modelling the joint distribution of survival times in a competing risks model, using copula functions is considered. In order to evaluate this joint distribution and the related overall survival function, a system of non-linear differential equations is solved, which relates the crude and net survival functions of the modelled competing risks, through the copula. A similar approach to modelling dependent multiple decrements was applied by Carriere (1994) who used a Gaussian copula applied to an incomplete double decrement model which makes it difficult to calculate any actuarial functions and draw relevant conclusions. Here, we extend this methodology by studying the effect of complete and partial elimination of up to four competing risks on the overall survival function, the life expectancy and life annuity values. We further investigate how different choices of the copula function affect the resulting joint distribution of survival times and in particular the actuarial functions which are of importance in pricing life insurance and annuity products. For illustrative purposes, we have used a real data set and used extrapolation to prepare a complete multiple decrement model up to age 120. Extensive numerical results illustrate the sensitivity of the model with respect to the choice ofcopula and its parameter(s)

GeD spline estimation of multivariate Archimedean copulas

A new multivariate Archimedean copula estimation method is proposed in a non-parametric setting. The method uses the so called Geometrically Designed splines (GeD splines), recently introduced by Kaishev et al. (2006 a,b) [10] and [11], to represent the cdf of a random variable Wµ, obtained through the probability integral transform of an Archimedean copula with parameter µ. Sufficient conditions for the GeD spline estimator to posses the properties of the underlying theoretical cdf, K(µ; t), of Wµ, are given. The latter conditions allow for defining a three-step estimation procedure for solving the resulting non-linear regression problem with linear inequality constraints. In the proposed procedure,finding the number and location of the knots and the coefficients of the unconstrained GeD spline estimator and solving the constraint least-squares optimisation problem, are separated. Thus, the resulting spline estimator ^K (^µ; t) is used to recover the generator and the related Archimedean copula by solving an ordinary differential equation. The proposed method is truly multivariate, it brings about numerical efficiency and as a result can be applied with large volumes of data and for dimensions d ¸ 2, as illustrated by the numerical examples presented

Automatic, computer aided geometric design of free-knot, regression splines

A new algorithm for Computer Aided Geometric Design of least squares (LS) splines with variable knots, named GeDS, is presented. It is based on interpreting functional spline regression as a parametric B-spline curve, and on using the shape preserving property of its control polygon. The GeDS algorithm includes two major stages. For the first stage, an automatic adaptive, knot location algorithm is developed. By adding knots, one at a time, it sequentially "breaks" a straight line segment into pieces in order to construct a linear LS B-spline fit, which captures the "shape" of the data. A stopping rule is applied which avoids both over and under fitting and selects the number of knots for the second stage of GeDS, in which smoother, higher order (quadratic, cubic, etc.) fits are generated. The knots appropriate for the second stage are determined, according to a new knot location method, called the averaging method. It approximately preserves the linear precision property of B-spline curves and allows the attachment of smooth higher order LS B-spline fits to a control polygon, so that the shape of the linear polygon of stage one is followed. The GeDS method produces simultaneously linear, quadratic, cubic (and possibly higher order) spline fits with one and the same number of B-spline regression functions. The GeDS algorithm is very fast, since no deterministic or stochastic knot insertion/deletion and relocation search strategies are involved, neither in the first nor the second stage. Extensive numerical examples are provided, illustrating the performance of GeDS and the quality of the resulting LS spline fits. The GeDS procedure is compared with other existing variable knot spline methods and smoothing techniques, such as SARS, HAS, MDL, AGS methods and is shown to produce models with fewer parameters but with similar goodness of fit characteristics, and visual quality

Two-Body Density Matrix for Closed s-d Shell Nuclei

The two-body density matrix for $^{4}He,^{16}O$ and $^{40}Ca$ within the Low-order approximation of the Jastrow correlation method is considered. Closed analytical expressions for the two-body density matrix, the center of mass and relative local densities and momentum distributions are presented. The effects of the short-range correlations on the two-body nuclear characteristics are investigated.Comment: 13 pages(LaTeX), 4 figures (ps

Advances in surface EMG signal simulation with analytical and numerical descriptions of the volume conductor

Surface electromyographic (EMG) signal modeling is important for signal interpretation, testing of processing algorithms, detection system design, and didactic purposes. Various surface EMG signal models have been proposed in the literature. In this study we focus on 1) the proposal of a method for modeling surface EMG signals by either analytical or numerical descriptions of the volume conductor for space-invariant systems, and 2) the development of advanced models of the volume conductor by numerical approaches, accurately describing not only the volume conductor geometry, as mainly done in the past, but also the conductivity tensor of the muscle tissue. For volume conductors that are space-invariant in the direction of source propagation, the surface potentials generated by any source can be computed by one-dimensional convolutions, once the volume conductor transfer function is derived (analytically or numerically). Conversely, more complex volume conductors require a complete numerical approach. In a numerical approach, the conductivity tensor of the muscle tissue should be matched with the fiber orientation. In some cases (e.g., multi-pinnate muscles) accurate description of the conductivity tensor may be very complex. A method for relating the conductivity tensor of the muscle tissue, to be used in a numerical approach, to the curve describing the muscle fibers is presented and applied to representatively investigate a bi-pinnate muscle with rectilinear and curvilinear fibers. The study thus propose an approach for surface EMG signal simulation in space invariant systems as well as new models of the volume conductor using numerical methods

When correction turns positive: Processing corrective prosody in Dutch

Current research on spoken language does not provide a consistent picture as to whether prosody, the melody and rhythm of speech, conveys a specific meaning. Perception studies show that English listeners assign meaning to prosodic patterns, and, for instance, associate some accents with contrast, whereas Dutch listeners behave more controversially. In two ERP studies we tested how Dutch listeners process words carrying two types of accents, which either provided new information (new information accents) or corrected information (corrective accents), both in single sentences (experiment 1) and after corrective and new information questions (experiment 2). In both experiments corrective accents elicited a sustained positivity as compared to new information accents, which started earlier in context than in single sentences. The positivity was not modulated by the nature of the preceding question, suggesting that the underlying neural mechanism likely reflects the construction of an interpretation to the accented word, either by identifying an alternative in context or by inferring it when no context is present. Our experimental results provide strong evidence for inferential processes related to prosodic contours in Dutc

Mapping the educational and career paths of youth workers

info:eu-repo/semantics/publishedVersio

Odnos između izloženosti prometnoj buci i rizika od moždanog udara: sustavni pregled s metaanalizom

Traffic noise is an established risk factor for some cardiovascular diseases such as hypertension and ischaemic heart disease, but the evidence regarding stroke is still limited. In this study we aimed to systematically review the related epidemiological data and make a meta-analysis of the risk of stroke morbidity associated with road and air traffic noise exposure. We searched articles in English, Spanish, and Russian indexed in MEDLINE, EMBASE, and Google Scholar on 24 November 2015. Qualitative synthesis was made for 13 studies, and 11 studies were included in quality effects meta-analyses. Overall, they were of high quality. Based on six studies (n≈8,790,671 participants) for road traffic noise, we found a pooled relative risk (RR) of stroke per 10 dB to be 1.03 (95 % CI: 0.87, 1.22). In the 70-75 dB noise range (versus <55 dB) RR increased to 1.29 (95 % CI: 0.74, 2.24). For air traffic noise we pooled five studies (n≈16,132,075 participants) and the RR per 10 dB was 1.05 (95 % CI: 1.00, 1.10). The air traffic group had low heterogeneity, whereas the road traffic group had high heterogeneity, but there was evidence of publication bias. In conclusion, we have established a small but elevated risk of stroke to be associated with both road and air traffic noise exposure, but the association was statistically significant only with the latter. The effect of road traffic noise followed a non-linear trend.Prometna je buka rizični čimbenik za nastanak bolesti krvožilja poput povišenoga krvnog tlaka i ishemijske bolesti srca, ali su saznanja vezana uz moždani udar još uvijek ograničena. Cilj je ovoga istraživanja bio napraviti sustavni pregled epidemioloških podataka i metaanalizu rizika od moždanog udara povezanoga s izloženošću buci cestovnog i zračnog prometa. Pretraživanje je provedeno 24. studenoga 2015., a obuhvatilo je članke na engleskom, španjolskom i ruskom jeziku koji su odgovarali kriterijima pretrage u bazama MEDLINE, EMBASE i Google Scholar. Kvalitativna sinteza obuhvatila je 13 istraživanja, od kojih je 11 obuhvaćeno metaanalizom kvalitativnih učinaka. U prosjeku su svi članci bili visokokvalitetni. Na temelju rezultata šest istraživanja (n≈8.790.671 sudionik) vezanih uz buku cestovnog prometa, utvrdili smo da ukupni relativni rizik (RR) od moždanog udara prilikom porasta buke od 10 dB iznosi 1,03 (95 % CI: 0,87, 1,22). U rasponu buke od 70 do 75 dB (prema <55 dB) RR se povećao na 1,29 (95 % CI: 0,74; 2,24). Prema objedinjenim podacima o buci zračnoga prometa iz pet istraživanja (n≈16.132.075 sudionika), RR za porast buke od 10 dB iznosio je 1,05 (95 % CI: 1,00; 1,10). Podaci iz istraživanja cestovne buke, za razliku od onih iz istraživanja zračne buke, bili su statistički izrazito heterogeni. Istraživanja cestovne buke iskazala su odstupanje podataka zbog pretežitog objavljivanja određenog tipa istraživanja (tzv. publication bias). Ovim smo istraživanjem utvrdili donekle povišeni rizik od moždanog udara zbog izloženosti buci cestovnog i zračnog prometa, ali je ta povezanost bila statistički značajna samo kod potonjega. Učinci cestovne buke slijedili su nelinearni trend