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The generalized linear model (GLM) is a statistical model which has been widely used in actuarial practices, especially for insurance ratemaking. Due to the inherent longitudinality of property and casualty insurance claim datasets, there have been some trials of incorporating unobserved heterogeneity of each policyholder from the repeated observations. To achieve this goal, random effects models have been proposed, but theoretical discussions of the methods to test the presence of random effects in GLM framework are still scarce. In this article, the concept of Bregman divergence is explored, which has some good properties for statistical modeling and can be connected to diverse model selection diagnostics as in Goh and Dey [(2014) Journal of Multivariate Analysis, 124, 371–383]. We can apply model diagnostics derived from the Bregman divergence for testing robustness of a chosen prior by the modeler to possible misspecification of prior distribution both on the naive model, which assumes that random effects follow a point mass distribution as its prior distribution, and the proposed model, which assumes a continuous prior density of random effects. This approach provides insurance companies a concrete framework for testing the presence of nonconstant random effects in both claim frequency and severity and furthermore appropriate hierarchical model which can explain both observed and unobserved heterogeneity of the policyholders for insurance ratemaking. Both models are calibrated using a claim dataset from the Wisconsin Local Government Property Insurance Fund which includes both observed claim counts and amounts from a portfolio of policyholders.
Since 2013, federal research-funding agencies have been required to develop and implement broad data sharing policies. Yet agencies today continue to grapple with the mechanisms necessary to enable the sharing of a wide range of data types, from genomic and other -omics data to clinical and pharmacological data to survey and qualitative data. In 2016, the National Cancer Institute (NCI) launched the ambitious $1.8 billion Cancer Moonshot Program, which included a new Public Access and Data Sharing (PADS) Policy applicable to funding applications submitted on or after October 1, 2017. The PADS Policy encourages the immediate public release of published research results and data and requires all Cancer Moonshot grant applicants to submit a PADS plan describing how they will meet these goals. We reviewed the PADS plans submitted with approximately half of all funded Cancer Moonshot grant applications in fiscal year 2018, and found that a majority did not address one or more elements required by the PADS Policy. Many such plans made no reference to the PADS Policy at all, and several referenced obsolete or outdated National Institutes of Health (NIH) policies instead. We believe that these omissions arose from a combination of insufficient education and outreach by NCI concerning its PADS Policy, both to potential grant applicants and among NCI’s program staff and external grant reviewers. We recommend that other research funding agencies heed these findings as they develop and roll out new data sharing policies.
The transition from defined benefit to defined contribution (DC) pension schemes has increased the interest in target annuitization funds that aim to fund a minimum level of retirement income. Prior literature has studied the optimal investment strategies for DC funds that provide minimum guarantees, but far less attention has been given to portfolio insurance strategies for DC pension funds focusing on retirement income targets. We evaluate the performance of option-based and constant proportion portfolio insurance strategies for a DC fund that targets a minimum level of inflation-protected annuity income at retirement. We show how the portfolio allocation to an equity fund varies depending on the member’s age upon joining the fund, displaying a downward trend through time for members joining the fund before ages in the mid-30s. We demonstrate how both portfolio insurance strategies provide strong protection against downside equity risk in financing a minimum level of retirement income. The option-based strategy generally leads to higher accumulated savings at retirement, whereas the constant proportion strategy provides better downside risk protection robust to equity market jumps/volatilities.
A new developed spatially targeted mollusciciding technology for snail control was utilised in a research site. This study aims to analyse whether this technology can achieve rational effectiveness compared with the routine method. Snail density was monitored every spring and autumn from 2010 to 2017 at the research site and routine mollusciciding for snail control was then performed. After snail density monitoring in spring 2018, spatially targeted mollusciciding technology was adopted. Log-linear regression and nonlinear regression models were used for snail density prediction in autumn 2018 and the predicted value was compared with the actual snail density in autumn 2018 to verify the effectiveness of the spatially targeted mollusciciding. Monitoring results showed that overall snail density in the research site decreased from 2010 to 2018. The monitored snail density in autumn 2018 was 0.014/0.1 m2. Predicted by the log-linear regression model, the snail density in autumn 2018 would be 0.028 (95% CI 0.11–0.072)/0.1 m2. Predicted by the nonlinear regression model, the snail density growth in autumn 2018 in contrast to spring 2018 would be 79.79% (95% CI 54.81%–104.77%) and the actual value was 55.56%. Therefore, the effectiveness of the first application of spatially targeted mollusciciding was acceptable. However, the validation of its sustainable effectiveness still needs a replicated study comparing areas where targeted and untargeted methods are applied simultaneously and both snail abundance and human infection are monitored.
Major surgery carried out in low- and middle-income countries is associated with a high risk of surgical site infections (SSI), but knowledge is limited regarding contributory factors to such infections. This study explores factors related to patients developing an SSI in a teaching hospital in Ghana. A prospective cohort study of patients undergoing abdominal surgical procedures was conducted at Korle Bu Teaching Hospital. Patient characteristics, procedures and environmental characteristics were recorded. A 30-day daily surveillance was used to diagnose SSI, and Poisson regression analysis was used to test for association of SSI and risk factors; survival was determined by proportional hazard regression methods. We included 358 patients of which 58 (16.2%; 95% CI 12.7–20.4%) developed an SSI. The median number of door openings during an operation was 79, with 81% being unnecessary. Door openings greater than 100 during an operation (P = 0.028) significantly increased a patient's risk of developing an SSI. Such patients tended to have an elevated mortality risk (hazard ratio 2.67; 95% CI 0.75–9.45, P = 0.128). We conclude that changing behaviour and practices in operating rooms is a key strategy to reduce SSI risk.
A set of graphs are called cospectral if their adjacency matrices have the same characteristic polynomial. In this paper we introduce a simple method for constructing infinite families of cospectral regular graphs. The construction is valid for special cases of a property introduced by Schwenk. For the case of cubic (3-regular) graphs, computational results are given which show that the construction generates a large proportion of the cubic graphs, which are cospectral with another cubic graph.
Given graphs H1, H2, a graph G is (H1, H2) -Ramsey if, for every colouring of the edges of G with red and blue, there is a red copy of H1 or a blue copy of H2. In this paper we investigate Ramsey questions in the setting of randomly perturbed graphs. This is a random graph model introduced by Bohman, Frieze and Martin [8] in which one starts with a dense graph and then adds a given number of random edges to it. The study of Ramsey properties of randomly perturbed graphs was initiated by Krivelevich, Sudakov and Tetali [30] in 2006; they determined how many random edges must be added to a dense graph to ensure the resulting graph is with high probability (K3, Kt) -Ramsey (for t ≽ 3). They also raised the question of generalizing this result to pairs of graphs other than (K3, Kt). We make significant progress on this question, giving a precise solution in the case when H1 = Ks and H2 = Kt where s, t ≽ 5. Although we again show that one requires polynomially fewer edges than in the purely random graph, our result shows that the problem in this case is quite different to the (K3, Kt) -Ramsey question. Moreover, we give bounds for the corresponding (K4, Kt) -Ramsey question; together with a construction of Powierski [37] this resolves the (K4, K4) -Ramsey problem.
We also give a precise solution to the analogous question in the case when both H1 = Cs and H2 = Ct are cycles. Additionally we consider the corresponding multicolour problem. Our final result gives another generalization of the Krivelevich, Sudakov and Tetali [30] result. Specifically, we determine how many random edges must be added to a dense graph to ensure the resulting graph is with high probability (Cs, Kt) -Ramsey (for odd s ≽ 5 and t ≽ 4).
To prove our results we combine a mixture of approaches, employing the container method, the regularity method as well as dependent random choice, and apply robust extensions of recent asymmetric random Ramsey results.
A diregular bipartite tournament is a balanced complete bipartite graph whose edges are oriented so that every vertex has the same in- and out-degree. In 1981 Jackson showed that a diregular bipartite tournament contains a Hamilton cycle, and conjectured that in fact its edge set can be partitioned into Hamilton cycles. We prove an approximate version of this conjecture: for every ε > 0 there exists n0 such that every diregular bipartite tournament on 2n ≥ n0 vertices contains a collection of (1/2–ε)n cycles of length at least (2–ε)n. Increasing the degree by a small proportion allows us to prove the existence of many Hamilton cycles: for every c > 1/2 and ε > 0 there exists n0 such that every cn-regular bipartite digraph on 2n ≥ n0 vertices contains (1−ε)cn edge-disjoint Hamilton cycles.
We prove Bogolyubov–Ruzsa-type results for finite subsets of groups with small tripling, |A3| ≤ O(|A|), or small alternation, |AA−1A| ≤ O(|A|). As applications, we obtain a qualitative analogue of Bogolyubov’s lemma for dense sets in arbitrary finite groups, as well as a quantitative arithmetic regularity lemma for sets of bounded VC-dimension in finite groups of bounded exponent. The latter result generalizes the abelian case, due to Alon, Fox and Zhao, and gives a quantitative version of previous work of the author, Pillay and Terry.
To describe the laboratory findings of cases of death with coronavirus disease 2019 (COVID-19) and to establish a scoring system for predicting death, we conducted this single-centre, retrospective, observational study including 336 adult patients (≥18 years old) with severe or critically ill COVID-19 admitted in two wards of Union Hospital, Tongji Medical College, Huazhong University of Science and Technology in Wuhan, who had definite outcomes (death or discharge) between 1 February 2020 and 13 March 2020. Single variable and multivariable logistic regression analyses were performed to identify mortality-related factors. We combined multiple factors to predict mortality, which was validated by receiver operating characteristic curves. As a result, in a total of 336 patients, 34 (10.1%) patients died during hospitalisation. Through multivariable logistic regression, we found that decreased lymphocyte ratio (Lymr, %) (odds ratio, OR 0.574, P < 0.001), elevated blood urea nitrogen (BUN) (OR 1.513, P = 0.009), and raised D-dimer (DD) (OR 1.334, P = 0.002) at admission were closely related to death. The combined prediction model was developed by these factors with a sensitivity of 100.0% and specificity of 97.2%. In conclusion, decreased Lymr, elevated BUN, and raised DD were found to be in association with death outcomes in critically ill patients with COVID-19. A scoring system was developed to predict the clinical outcome of these patients.
Monotonic surfaces spanning finite regions of ℤd arise in many contexts, including DNA-based self-assembly, card-shuffling and lozenge tilings. One method that has been used to uniformly generate these surfaces is a Markov chain that iteratively adds or removes a single cube below the surface during a step. We consider a biased version of the chain, where we are more likely to add a cube than to remove it, thereby favouring surfaces that are ‘higher’ or have more cubes below it. We prove that the chain is rapidly mixing for any uniform bias in ℤ2 and for bias λ > d in ℤd when d > 2. In ℤ2 we match the optimal mixing time achieved by Benjamini, Berger, Hoffman and Mossel in the context of biased card shuffling [2], but using much simpler arguments. The proofs use a geometric distance function and a variant of path coupling in order to handle distances that can be exponentially large. We also provide the first results in the case of fluctuating bias, where the bias can vary depending on the location of the tile. We show that the chain continues to be rapidly mixing if the biases are close to uniform, but that the chain can converge exponentially slowly in the general setting.
Motor adaptation is a process by which the brain gradually reduces error induced by a predictable change in the environment, e.g., pointing while wearing prism glasses. It is thought to occur via largely implicit processes, though explicit strategies are also thought to contribute. Research suggests a role of the cerebellum in the implicit aspects of motor adaptation. Using non-invasive brain stimulation, we sought to investigate the involvement of the cerebellum in implicit motor adaptation in healthy participants. Inhibition of the cerebellum was attained through repetitive transcranial magnetic stimulation (rTMS), after which participants performed a visuomotor-rotation task while using an explicit strategy. Adaptation and aftereffects of the TMS group showed no difference in behaviour compared to a Sham stimulation group, therefore this study did not provide any further evidence of a specific role of the cerebellum in implicit motor adaptation. However, our behavioral findings replicate those in the seminal study by Mazzoni and Krakauer (2006).
A continuous survey on influenza was conducted in Hulunbuir, China from January 2010 to May 2019 to reveal epidemiological, microbiological and air pollutants associated with laboratory-confirmed influenza cases.
Methods
Influenza-like illness and severe acute respiratory infection subjects were enrolled from a sentinel hospital in Hulunbuir during the study period for epidemiological and virological investigation. The association between air pollutants and influenza-positivity rate was assessed by a generalised additive model.
Results
Of 4667 specimens, 550 (11.8%) were tested positive for influenza. The influenza-positivity was highest in the age groups of 5–14 years, 50–69 years and ⩾70 years. We found that the effect of particulate matter ⩽2.5 μm (PM2.5) concentrations on the influenza-positivity rate was statistically significant, particularly on day lag-4 and lag-5. Genetic characterisations showed that (H1N1) pdm09 strains belonged to subclade 6B.1 and that influenza B isolates belonged to subclade 1A-3Del, with significant substitutions in the haemagglutinin and neuraminidase proteins compared with those in the WHO-recommended vaccine strains.
Conclusions
Elderly individuals and school-age children were at high risk for influenza infection. PM2.5 concentrations showed significant effects on influenza-positivity rate in Hulunbuir, which could be considered in local influenza prevention strategies.
Several diagonal-based tail dependence indices have been suggested in the literature to quantify tail dependence. They have well-developed statistical inference theories but tend to underestimate tail dependence. For those problems when assessing the maximal strength of dependence is important (e.g., co-movements of financial instruments), the maximal tail dependence index was introduced, but it has so far lacked empirical estimators and statistical inference results, thus hindering its practical use. In the present paper, we suggest an empirical estimator for the index, explore its statistical properties, and illustrate its performance on simulated data.
From 2011 through 2018, there was a notable increase in sporadic Legionnaires' disease in the state of Minnesota. Sporadic cases are those not associated with a documented outbreak. Outbreak-related cases are typically associated with a common identified contaminated water system; sporadic cases typically do not have a common source that has been identified. Because of this, it is hypothesised that weather and environmental factors can be used as predictors of sporadic Legionnaires' disease. An ecological design was used with case report surveillance data from the state of Minnesota during 2011 through 2018. Over this 8-year period, there were 374 confirmed Legionnaires' disease cases included in the analysis. Precipitation, temperature and relative humidity (RH) data were collected from weather stations across the state. A Poisson regression analysis examined the risk of Legionnaires' disease associated with precipitation, temperature, RH, land-use and age. A lagged average 14-day precipitation had the strongest association with Legionnaires' disease (RR 2.5, CI 2.1–2.9), when accounting for temperature, RH, land-use and age. Temperature, RH and land-use also had statistically significant associations to Legionnaires' disease, but with smaller risk ratios. This study adds to the body of evidence that weather and environmental factors play an important role in the risk of sporadic Legionnaires' disease. This is an area that can be used to target additional research and prevention strategies.
Our understanding of the Coronavirus disease 2019 (COVID-19) continues to evolve and there are many unknowns about its epidemiology. This study aims to synthesise case fatality rate (CFR) among confirmed COVID-19 patients, incubation period and time from onset of COVID-19 symptoms to first medical visit, intensive care unit (ICU) admission, recovery, and death. We searched MEDLINE, Embase, Google Scholar, and bibliographies of relevant articles from 01 December 2019 to 11 March 2020 without any language restrictions. Quantitative studies that recruited people with confirmed COVID-19 diagnosis were included. Two independent reviewers extracted the data. Out of 1675 non-duplicate studies, 43 were included in the meta-analysis. The pooled mean incubation period was 5.68 (99% confidence interval [CI]: 4.78, 6.59) days. The pooled mean number of days from the onset of COVID-19 symptoms to first clinical visit was 4.92 (95% CI: 3.95, 5.90), ICU admission was 9.84 (95% CI: 8.78, 10.90), recovery was 18.55 (95% CI: 13.69, 23.41), and death was 15.93 (95% CI: 13.07, 18.79). Pooled CFR among confirmed COVID-19 patients was 0.02 (95% CI: 0.02, 0.03). We found that the incubation period and lag between the onset of symptoms and first clinical visit for COVID-19 are longer than other respiratory viral infections including Middle East respiratory syndrome and severe acute respiratory syndrome; however, the current policy of 14 days of mandatory quarantine for everyone potentially exposed to severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) might be too conservative. Longer quarantine periods might be more justified for extreme cases.
This paper analyzes the classical linear regression model with measurement errors in all the variables. First, we provide necessary and sufficient conditions for identification of the coefficients. We show that the coefficients are not identified if and only if an independent normally distributed linear combination of regressors can be transferred from the regressors to the errors. Second, we introduce a new estimator for the coefficients using a continuum of moments that are based on second derivatives of the log characteristic function of the observables. In Monte Carlo simulations, the estimator performs well and is robust to the amount of measurement error and number of mismeasured regressors. In an application to firm investment decisions, the estimates are similar to those produced by a generalized method of moments estimator based on third to fifth moments.