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The welfare state is currently undergoing a transition toward data-driven policies, management, and execution. This has important repercussions for frontline bureaucrats in such a “digital welfare state.” So far, impact of data-driven tools on frontline bureaucrats is primarily described in terms of curtailing or enlarging their discretionary space to make decisions. It is unclear, however, how daily work practices and role identities of frontline bureaucrats change in situ and which norms they develop to work with new data tools. In this article, we present an empirical study about the impact of a data dashboard in the Work and Income department of the municipality of Rotterdam. We answer the following research question: Which role identities, work practices, and norms of appropriate behavior of frontline bureaucrats in the social domain are reshaped by the introduction of a data dashboard? We use a multiple methods design consisting of semi-structured interviews, ethnographic observations, and document analysis. Our results reveal two role identities among frontline bureaucrats: (a) the client coach, and (b) the caseload manager. We show that the implementation of the dashboard stimulates a shift from a client coach role identity toward a caseload manager role identity. This shift is contested as it leads to role identity conflicts among frontline bureaucrats with a client coach role. Furthermore, we establish that the accommodation of the institutional void in which the introduction of the dashboard takes place, is centered around three themes of contestation: (a) data quality, (b) quality of service provision, and (c) data representations.
We propose a new estimator for the ultimate prediction uncertainty within the famous Mack’s distribution-free chain-ladder model, which can be proved to be unbiased (conditionally given the first triangle column) under some additional technical assumptions. A peculiar behaviour of the unbiased estimator is given by its possible negativity. This is a drawback which might be worth trading off for the unbiasedness property, since there is empirical evidence that the likelihood of a negative realisation is extremely low. This offers an alternative to the well-known Mack and BBMW formulas since the latters can be proved to be biased. However, we also show that this novel estimator, as well as the Mack and BBMW formulas, can (with non-negligible probability) materially fail to estimate the true uncertainty.
In this paper we introduce two new classes of stationary random simplicial tessellations, the so-called $\beta$- and $\beta^{\prime}$-Delaunay tessellations. Their construction is based on a space–time paraboloid hull process and generalizes that of the classical Poisson–Delaunay tessellation. We explicitly identify the distribution of volume-power-weighted typical cells, establishing thereby a remarkable connection to the classes of $\beta$- and $\beta^{\prime}$-polytopes. These representations are used to determine the principal characteristics of such cells, including volume moments, expected angle sums, and cell intensities.
The rich-get-richer rule reinforces actions that have been frequently chosen in the past. What happens to the evolution of individuals’ inclinations to choose an action when agents interact? Interaction tends to homogenize, while each individual dynamics tends to reinforce its own position. Interacting stochastic systems of reinforced processes have recently been considered in many papers, in which the asymptotic behavior is proven to exhibit almost sure synchronization. In this paper we consider models where, even if interaction among agents is present, absence of synchronization may happen because of the choice of an individual nonlinear reinforcement. We show how these systems can naturally be considered as models for coordination games or technological or opinion dynamics.
In recent papers, Bonus-Malus Scales (BMS) estimated using data have been considered as an alternative to longitudinal data and hierarchical data approaches to model the dependence between different contracts for the same insured. Those papers, however, did not discuss in detail how to construct and understand BMS models, and many of the BMS’s basic properties were not discussed. The first objective of this paper is to correct this situation by explaining the logic behind BMS models and by describing those properties. More particularly, we will explain how BMS models are linked with simple count regression models that have covariates associated with the past claims experience. This study could help actuaries to understand how and why they should use BMS models for experience rating. The second objective of this paper is to create artificial past claims history for each insured. This is done by combining recent panel data theory with BMS models. We show that this addition significantly improves the prediction capacity of the BMS and provides a temporary solution for insurers who do not have enough historical data. We apply the BMS model to real data from a major Canadian insurance company. Results are analysed deeply to identify specific aspects of the BMS model.
Soil-transmitted helminths, such as Ascaris lumbricoides, are the most prevalent parasites globally. Optimal anthelmintic treatment for A. lumbricoides in endemically infected communities is challenged by several host-related and environmental factors influencing infection acquisition. We assessed the risk of A. lumbricoides (re)infection after treatment in a Venezuelan rural community. Individual merthiolate-iodine-formaldehyde-fixed faecal samples were collected from 224 persons before a single-dose pyrantel treatment and at 1, 3, 6, 9 and 15 months after treatment. Effects of age, sex and socioeconomic status (SES) on A. lumbricoides prevalence, eggs/gram faeces (EPG) and infection (re)acquisition were assessed using both generalised linear mixed-effects models and survival analysis. Pre-treatment A. lumbricoides prevalence was 39.7%. Higher prevalence was associated with younger age and lower SES. Higher EPG values were observed among young children. Median time to A. lumbricoides infection was six months after treatment: at 1, 3, 6, 9 and 15 months post-treatment, cumulative incidence was 6.7%, 18.9%, 34.6%, 42.2%, and 52.6%, respectively. Younger age, lower SES, and pre-treatment A. lumbricoides infection status showed significantly elevated hazard ratios. Mass drug administration protocols would benefit from considering these factors in selective treatment strategies and possibly more than just annual or biannual treatments in the target population.
This paper presents a new matrix-infinite-product-form (MIP-form) solution for the stationary distribution in upper block-Hessenberg Markov chains (UBH-MCs). The existing MIP-form solution (Masuyama, Queueing Systems92, 2019, pp. 173–200) requires a certain parameter set that satisfies both a Foster–Lyapunov drift condition and a convergence condition. In contrast, the new MIP-form solution requires no such parameter sets and no other conditions. The new MIP-form solution also has ‘quasi-algorithmic constructibility’, which is a newly introduced feature of being constructed by iterating infinitely many times a recursive procedure of finite complexity per iteration. This feature is not found in the other existing solutions for the stationary distribution in general UBH-MCs.
Our study aimed to investigate the epidemiology of extrapulmonary tuberculosis (EPTB) and analyse the epidemiological characteristics of EPTB patients with or without pulmonary tuberculosis (PTB). EPTB cases admitted in our hospital from January 2015 to December 2020 were included. Uni- and multi-variable logistic regression analysis was carried out to identify risk factors and prognostic factors of concomitant EPTB and PTB or exclusively EPTB. A total of 3488 EPTB patients were reviewed, including 2086 patients with concurrent PTB and EPTB, and 1402 patients with exclusively EPTB. Logistic regression analysis showed that age >60 years (OR = 1.674, 95% CI = 1.438–1.949, P < 0.001) and female (OR = 1.325, 95% CI = 1.155–1.520, P < 0.001) were risk factors of exclusively EPTB, while co-morbidities (OR = 0.676, 95% CI = 0.492–0.929, P = 0.016) and severe symptoms (OR = 0.613, 95% CI = 0.405–0.929, P = 0.021) were risk factors for concurrence of EPTB and PTB. Age >60 years was an independent prognostic factor in EPTB patients with or without PTB (HR = 11.059, 95%CI = 5.097–23.999, P < 0.001; HR = 23.994, 95%CI = 3.093–186.151, P = 0.0020). Female gender was an independent prognostic factor in patients with concurrent PTB and EPTB (HR = 23.994, 95%CI = 3.093–186.151, P = 0.002). Our study disclosed the differential epidemiological characteristics of EPTB patients with or without PTB in China.
This well-balanced introduction to enterprise risk management integrates quantitative and qualitative approaches and motivates key mathematical and statistical methods with abundant real-world cases - both successes and failures. Worked examples and end-of-chapter exercises support readers in consolidating what they learn. The mathematical level, which is suitable for graduate and senior undergraduate students in quantitative programs, is pitched to give readers a solid understanding of the concepts and principles involved, without diving too deeply into more complex theory. To reveal the connections between different topics, and their relevance to the real world, the presentation has a coherent narrative flow, from risk governance, through risk identification, risk modelling, and risk mitigation, capped off with holistic topics - regulation, behavioural biases, and crisis management - that influence the whole structure of ERM. The result is a text and reference that is ideal for graduate and senior undergraduate students, risk managers in industry, and anyone preparing for ERM actuarial exams.
The 10-item Autism-Spectrum Quotient (AQ10) is a measure of autistic traits used in research and clinical practice. Recently, the AQ10 has garnered critical attention, with research questioning its psychometric properties and clinical cutoff value. To help inform the utility of the measure, we conducted the first network analysis of the AQ10, with a view to gain a better understanding of its individual items. Using a large dataset of 6,595 participants who had completed the AQ10, we found strongest inter-subscale connections between communication, imagination, and socially relevant items. The nodes with greatest centrality concerned theory of mind differences. Together, these findings align with cognitive explanations of autism and provide clues about which AQ10 items show greatest utility for informing autism-related clinical practice.
We aimed to descriptively analyse the possible impact of the national COVID-19 interventions on the incidence of common infectious diseases in Denmark during spring and summer 2020. This observational study focused on national register data on infections caused by 16 different bacterial and viral pathogens. We included new cases registered between 1 January 2016 and 31 July 2020. The weekly number of new cases were analysed with respect to the COVID-19-related interventions introduced during 2020. We found a marked decrease in infections associated with droplet transmission coinciding with the COVID-19 interventions in spring and summer 2020. These included decreases in both viral and bacterial airway infections and also decreases in invasive infections caused by Streptococcus pneumoniae, Haemophilus influenzae and Neisseria meningitidis. There was also a reduction in cases associated with foodborne transmission during the COVID-19 lockdown period. We found no effect of the lockdown on infections by invasive beta-haemolytic streptococci group B, C and G, Staphylococcus aureus bacteraemia, Neisseria gonorrhoeae or Clostridioides difficile. In conclusion, we found that the widespread interventions such as physical distancing, less travel, hygiene measures and lockdown of schools, restaurants and workplaces together coincided with a marked decline in respiratory infections and, to a smaller extent, some foodborne-transmitted infections.
Hepatitis E is an increasingly serious worldwide public health problem that has attracted extensive attention. It is necessary to accurately predict the incidence of hepatitis E to better plan ahead for future medical care. In this study, we developed a Bi-LSTM model that incorporated meteorological factors to predict the prevalence of hepatitis E. The hepatitis E data used in this study are collected from January 2005 to March 2017 by Jiangsu Provincial Center for Disease Control and Prevention. ARIMA, GBDT, SVM, LSTM and Bi-LSTM models are adopted in this study. The data from January 2009 to September 2014 are used as the training set to fit models, and data from October 2014 to March 2017 are used as the testing set to evaluate the predicting accuracy of different models. Selecting models and evaluating the effectiveness of the models are based on mean absolute per cent error (MAPE), root mean square error (RMSE) and mean absolute error (MAE). A total of 44 923 cases of hepatitis E are detected in Jiangsu Province from January 2005 to March 2017. The average monthly incidence rate is 0.35 per 100 000 persons in Jiangsu Province. Incorporating meteorological factors of temperature, water vapour pressure, and rainfall as a combination into the Bi-LSTM Model achieved the state-of-the-art performance in predicting the monthly incidence of hepatitis E, in which RMSE is 0.044, MAPE is 11.88%, and MAE is 0.0377. The Bi-LSTM model with the meteorological factors of temperature, water vapour pressure, and rainfall can fully extract the linear and non-linear information in the hepatitis E incidence data, and has significantly improved the interpretability, learning ability, generalisability and prediction accuracy.
We prove a rate of convergence for the N-particle approximation of a second-order partial differential equation in the space of probability measures, such as the master equation or Bellman equation of the mean-field control problem under common noise. The rate is of order $1/N$ for the pathwise error on the solution v and of order $1/\sqrt{N}$ for the $L^2$-error on its L-derivative $\partial_\mu v$. The proof relies on backward stochastic differential equation techniques.
This paper proposes a shift in the valuation and production of long-term annuities, away from the classical risk-neutral methodology towards a methodology using the real-world probability measure. The proposed production method is applied to three examples of annuity products, one having annual payments linked to a mortality index and the savings account and the others having annual payments linked to a mortality index and an equity index with a guarantee that is linked to the same mortality index and the savings account. Out-of-sample hedge simulations demonstrate the effectiveness of the proposed less-expensive production method. In contrast to classical risk-neutral production, which revolves around the savings account as reference unit, the long-term best-performing portfolio, the numéraire portfolio of the equity market, is employed as the fundamental reference unit in the production of the annuity. The numéraire portfolio is the strictly positive, tradable portfolio that when used as denominator or benchmark makes all benchmarked non-negative portfolios supermartingales. Under real-world valuation, the initial benchmarked value of a benchmarked contingent claim equals its real-world conditional expectation. The proposed real-world valuation and production can lead to significantly lower values of long-term annuities and their less-expensive production than suggested by the risk-neutral approach.
New methods are developed for identifying, estimating, and performing inference with nonstationary time series that have autoregressive roots near unity. The approach subsumes unit-root (UR), local unit-root (LUR), mildly integrated (MI), and mildly explosive (ME) specifications in the new model formulation. It is shown how a new parameterization involving a localizing rate sequence that characterizes departures from unity can be consistently estimated in all cases. Simple pivotal limit distributions that enable valid inference about the form and degree of nonstationarity apply for MI and ME specifications and new limit theory holds in UR and LUR cases. Normalizing and variance stabilizing properties of the new parameterization are explored. Simulations are reported that reveal some of the advantages of this alternative formulation of nonstationary time series. A housing market application of the methods is conducted that distinguishes the differing forms of house price behavior in Australian state capital cities over the past decade.
Signature theory plays an important part in the field of reliability. In this paper, the ordered multi-state system signature and its related properties are discussed based on a life-test of independent and non-identical coherent or mixed systems with independent and identical binary-state components. Dynamic properties of these systems are considered through a new notion called dynamic multi-state system signature, and then related comparisons are made based on system lifetimes and costs. Finally, the theoretical results established are illustrated with some specific examples to demonstrate the use of dynamic ordered multi-state system signature in evaluating used multi-state coherent or mixed systems.