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Subsequent Higher Education After Adolescent Depression: A 15-Year Follow-Up Register Study
- U. Jonsson, H. Bohman, A. Hjern, L. von Knorring, G. Olsson, A.-L. von Knorring
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- Journal:
- European Psychiatry / Volume 25 / Issue 7 / November 2010
- Published online by Cambridge University Press:
- 16 April 2020, pp. 396-401
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Background
Adolescent depression has been shown to have a range of adverse outcomes. We used longitudinal data to investigate subsequent higher education in former depressed adolescents.
MethodA Swedish population-based investigation of depression in 16–17-year-olds was followed up in national registers 15 years later. Adolescents with depression (n = 361, 78% females) were compared to a group of non-depressed peers of the same age (n = 248, 77% females). The main outcome was graduation from higher education by age 30.
ResultsThe adolescent with depression were less likely than their non-depressed peers to have graduated from higher education by age 30, both regarding females (27.7% vs. 36.4%, p < .05) and males (12.7% vs. 28.6%, p < .05). After adjustment for early school performance, socioeconomic status and maternal education, the decreased likelihood of subsequent graduation from higher education remained for depressed males (OR, 0.27; 95% CI, 0.08–0.93) but not for depressed females (OR, 0.93; 95% CI, 0.58–1.49).
ConclusionContrary to what previous research has suggested, adolescent depression and its consequences might be particularly destructive to subsequent higher education in males.
Contributors
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- By Mitchell Aboulafia, Frederick Adams, Marilyn McCord Adams, Robert M. Adams, Laird Addis, James W. Allard, David Allison, William P. Alston, Karl Ameriks, C. Anthony Anderson, David Leech Anderson, Lanier Anderson, Roger Ariew, David Armstrong, Denis G. Arnold, E. J. Ashworth, Margaret Atherton, Robin Attfield, Bruce Aune, Edward Wilson Averill, Jody Azzouni, Kent Bach, Andrew Bailey, Lynne Rudder Baker, Thomas R. Baldwin, Jon Barwise, George Bealer, William Bechtel, Lawrence C. Becker, Mark A. Bedau, Ernst Behler, José A. Benardete, Ermanno Bencivenga, Jan Berg, Michael Bergmann, Robert L. Bernasconi, Sven Bernecker, Bernard Berofsky, Rod Bertolet, Charles J. Beyer, Christian Beyer, Joseph Bien, Joseph Bien, Peg Birmingham, Ivan Boh, James Bohman, Daniel Bonevac, Laurence BonJour, William J. Bouwsma, Raymond D. Bradley, Myles Brand, Richard B. Brandt, Michael E. Bratman, Stephen E. Braude, Daniel Breazeale, Angela Breitenbach, Jason Bridges, David O. Brink, Gordon G. Brittan, Justin Broackes, Dan W. Brock, Aaron Bronfman, Jeffrey E. Brower, Bartosz Brozek, Anthony Brueckner, Jeffrey Bub, Lara Buchak, Otavio Bueno, Ann E. Bumpus, Robert W. Burch, John Burgess, Arthur W. Burks, Panayot Butchvarov, Robert E. Butts, Marina Bykova, Patrick Byrne, David Carr, Noël Carroll, Edward S. Casey, Victor Caston, Victor Caston, Albert Casullo, Robert L. Causey, Alan K. L. Chan, Ruth Chang, Deen K. Chatterjee, Andrew Chignell, Roderick M. Chisholm, Kelly J. Clark, E. J. Coffman, Robin Collins, Brian P. Copenhaver, John Corcoran, John Cottingham, Roger Crisp, Frederick J. Crosson, Antonio S. Cua, Phillip D. Cummins, Martin Curd, Adam Cureton, Andrew Cutrofello, Stephen Darwall, Paul Sheldon Davies, Wayne A. Davis, Timothy Joseph Day, Claudio de Almeida, Mario De Caro, Mario De Caro, John Deigh, C. F. Delaney, Daniel C. Dennett, Michael R. DePaul, Michael Detlefsen, Daniel Trent Devereux, Philip E. Devine, John M. Dillon, Martin C. Dillon, Robert DiSalle, Mary Domski, Alan Donagan, Paul Draper, Fred Dretske, Mircea Dumitru, Wilhelm Dupré, Gerald Dworkin, John Earman, Ellery Eells, Catherine Z. Elgin, Berent Enç, Ronald P. Endicott, Edward Erwin, John Etchemendy, C. Stephen Evans, Susan L. Feagin, Solomon Feferman, Richard Feldman, Arthur Fine, Maurice A. Finocchiaro, William FitzPatrick, Richard E. Flathman, Gvozden Flego, Richard Foley, Graeme Forbes, Rainer Forst, Malcolm R. Forster, Daniel Fouke, Patrick Francken, Samuel Freeman, Elizabeth Fricker, Miranda Fricker, Michael Friedman, Michael Fuerstein, Richard A. Fumerton, Alan Gabbey, Pieranna Garavaso, Daniel Garber, Jorge L. A. Garcia, Robert K. Garcia, Don Garrett, Philip Gasper, Gerald Gaus, Berys Gaut, Bernard Gert, Roger F. Gibson, Cody Gilmore, Carl Ginet, Alan H. Goldman, Alvin I. Goldman, Alfonso Gömez-Lobo, Lenn E. Goodman, Robert M. Gordon, Stefan Gosepath, Jorge J. E. Gracia, Daniel W. Graham, George A. Graham, Peter J. Graham, Richard E. 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Quinn, Philip L. Quinn, Elizabeth S. Radcliffe, Diana Raffman, Gerard Raulet, Stephen L. Read, Andrews Reath, Andrew Reisner, Nicholas Rescher, Henry S. Richardson, Robert C. Richardson, Thomas Ricketts, Wayne D. Riggs, Mark Roberts, Robert C. Roberts, Luke Robinson, Alexander Rosenberg, Gary Rosenkranz, Bernice Glatzer Rosenthal, Adina L. Roskies, William L. Rowe, T. M. Rudavsky, Michael Ruse, Bruce Russell, Lilly-Marlene Russow, Dan Ryder, R. M. Sainsbury, Joseph Salerno, Nathan Salmon, Wesley C. Salmon, Constantine Sandis, David H. Sanford, Marco Santambrogio, David Sapire, Ruth A. Saunders, Geoffrey Sayre-McCord, Charles Sayward, James P. Scanlan, Richard Schacht, Tamar Schapiro, Frederick F. Schmitt, Jerome B. Schneewind, Calvin O. Schrag, Alan D. Schrift, George F. Schumm, Jean-Loup Seban, David N. Sedley, Kenneth Seeskin, Krister Segerberg, Charlene Haddock Seigfried, Dennis M. Senchuk, James F. Sennett, William Lad Sessions, Stewart Shapiro, Tommie Shelby, Donald W. 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- Edited by Robert Audi, University of Notre Dame, Indiana
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- Book:
- The Cambridge Dictionary of Philosophy
- Published online:
- 05 August 2015
- Print publication:
- 27 April 2015, pp ix-xxx
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Risk theory and Wiener processes
- H. Bohman
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 7 / Issue 1 / December 1972
- Published online by Cambridge University Press:
- 29 August 2014, pp. 96-99
- Print publication:
- December 1972
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We will in this paper consider the risk process from the point of view of random walk in one dimension. The particle starts out at the origin. Each claim is equivalent to a step in the random walk. The length of the step is equal to the amount of the claim minus the amount of the premium which has been obtained since the preceding claim. If the difference is positive the particle advances to the right and if the difference is negative to the left. At distance U to the right from the origin there is a barrier. The problem is to find the distribution function of X, the time it takes the particle to cross the barrier for the first time.
In most practical applications of risk theory U is large in comparison to the individual steps of the particle. We will in this paper assume that U is large in comparison to the individual steps and draw certain conclusions about the risk processes from this assumption.
The individual steps of the particle have a certain distribution. The corresponding characteristic function is ϕ. For reasons which will be seen later we will consider ϕ to be a function of it = θ instead of t. This means that
The mean value and the standard deviation of each step is equal to m and σ respectively. We now write
We now define two random variables X and Y.
X = time to cross the barrier for the first time
Y = X σ2/U2.
The ruin probability in a special case
- H. Bohman
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 6 / Issue 1 / September 1971
- Published online by Cambridge University Press:
- 29 August 2014, pp. 66-68
- Print publication:
- September 1971
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It is fantastic how the computer has changed our attitude to numerical problems. In the old days when our numerical tools were paper, pencil, desk calculator and logarithm tables we had to stay away from formulas and methods which led to too lengthy calculations. A consequence is that we have a tendency to think of numerical analysis in terms of the classical tools. If we go back to the results of earlier writers it seems, however, very likely that many results and formulas developed by them which had earlier a theoretical interest only could nowadays be applied successfully in numerical analysis.
As an example I take the ruin probability ψ(x). The Laplace transform of ψ(x) is given by the following expression
where c > 1. In fact (c — 1) is equal to the “security loading”. The function p(y) is equal to the Laplace transform of the claim distribution. We assume that the mean claim amount is equal to one, i.e. p′(0) = — 1.
In his book from 1955 [1] Cramer points out that this formula will be more easy to handle if the claim distribution is an exponential polynomial. In this case we have
where
Cramér's results are given on pages 81-83 in his book. We reproduce them here with a slight change of notations only.