scholarly journals ONE-YEAR PREMIUM RISK AND EMERGENCE PATTERN OF ULTIMATE LOSS BASED ON CONDITIONAL DISTRIBUTION

2020 ◽  
Vol 50 (2) ◽  
pp. 479-511
Author(s):  
Łukasz Delong ◽  
Marcin Szatkowski
Keyword(s):  
Linear Relation ◽  
Conditional Distribution ◽  
Development Process ◽  
Multivariate Distribution ◽  
Arbitrary Distribution ◽  
Emergence Pattern ◽  
Development Models ◽  
One Year ◽  
The One ◽  
Premium Risk

AbstractWe study the relation between one-year premium risk and ultimate premium risk. In practice, the one-year risk is sometimes related to the ultimate risk by using a so-called emergence pattern formula which postulates a linear relation between both risks. We define the true emergence pattern of the ultimate loss for the one-year premium risk based on a conditional distribution of the ultimate loss derived from a multivariate distribution of the claims development process. We investigate three models commonly used in claims reserving and prove that the true emergence pattern formulas are different from the linear emergence pattern formula used in practice. We show that the one-year risk, when measured by VaR, can be under and overestimated if the linear emergence pattern formula is applied. We present two modifications of the linear emergence pattern formula. These modifications allow us to go beyond the claims development models investigated in the first part and work with an arbitrary distribution of the ultimate loss.

scholarly journals One-Year and Ultimate Reserve Risk in Mack Chain Ladder Model

Risks ◽  
2021 ◽  
Vol 9 (9) ◽  
pp. 152
Author(s):  
Marcin Szatkowski ◽  
Łukasz Delong
Keyword(s):  
Simulation Study ◽  
Value At Risk ◽  
Risk Measure ◽  
Estimation Error ◽  
Individual Development ◽  
Emergence Pattern ◽  
Ladder Model ◽  
Chain Ladder ◽  
One Year ◽  
The One

We investigate the relation between one-year reserve risk and ultimate reserve risk in Mack Chain Ladder model in a simulation study. The first goal is to validate the so-called linear emergence pattern formula, which maps the ultimate loss to the one-year loss, in case when we measure the risks with Value-at-Risk. The second goal is to estimate the true emergence pattern of the ultimate loss, i.e., the conditional distribution of the one-year loss given the ultimate loss, from which we can properly derive a risk measure for the one-year horizon from the simulations of ultimate losses. Finally, our third goal is to test if classical actuarial distributions can be used for modelling of the outstanding loss from the ultimate and the one-year perspective. In our simulation study, we investigate several synthetic loss triangles with various duration of the claims development process, volatility, skewness, and distributional assumptions of the individual development factors. We quantify the reserve risks without and with the estimation error of the claims development factors.

Resources: Internet Resources for the Independent Medical Evaluator – 2007

2007 ◽  
Vol 12 (4) ◽  
pp. 4-7
Author(s):  
Christopher R. Brigham ◽  
Jenny Walker
Keyword(s):  
Head Trauma ◽  
Clonic Seizure ◽  
Acute Subdural Hematoma ◽  
Orbital Fracture ◽  
Orbital Wall ◽  
First Occurrence ◽  
One Year ◽  
The One ◽  
Neurological Injuries ◽  
Medial Orbital Wall

Abstract Rating patients with head trauma and multiple neurological injuries can be challenging. The AMA Guides to the Evaluation of Permanent Impairment (AMA Guides), Fifth Edition, Section 13.2, Criteria for Rating Impairment Due to Central Nervous System Disorders, outlines the process to rate impairment due to head trauma. This article summarizes the case of a 57-year-old male security guard who presents with headache, decreased sensation on the left cheek, loss of sense of smell, and problems with memory, among other symptoms. One year ago the patient was assaulted while on the job: his Glasgow Coma Score was 14; he had left periorbital ecchymosis and a 2.5 cm laceration over the left eyelid; a small right temporoparietal acute subdural hematoma; left inferior and medial orbital wall fractures; and, four hours after admission to the hospital, he experienced a generalized tonic-clonic seizure. This patient's impairment must include the following components: single seizure, orbital fracture, infraorbital neuropathy, anosmia, headache, and memory complaints. The article shows how the ratable impairments are combined using the Combining Impairment Ratings section. Because this patient has not experienced any seizures since the first occurrence, according to the AMA Guides he is not experiencing the “episodic neurological impairments” required for disability. Complex cases such as the one presented here highlight the need to use the criteria and estimates that are located in several sections of the AMA Guides.

Catheter-directed foam sclerotherapy treatment of saphenous vein incompetence

VASA ◽  
2012 ◽  
Vol 41 (2) ◽  
pp. 120-124 ◽  
Author(s):  
Asciutto ◽  
Lindblad
Keyword(s):  
Saphenous Vein ◽  
Short Term ◽  
Foam Sclerotherapy ◽  
Results Of Treatment ◽  
Ulcer Healing Rate ◽  
Complete Obliteration ◽  
Ceap Classification ◽  
One Year ◽  
The One

Background: The aim of this study is to report the short-term results of catheter-directed foam sclerotherapy (CDFS) in the treatment of axial saphenous vein incompetence. Patients and methods: Data of all patients undergoing CDFS for symptomatic primary incompetence of the great or small saphenous vein were prospectively collected. Treatment results in terms of occlusion rate and patients’ grade of satisfaction were analysed. All successfully treated patients underwent clinical and duplex follow-up examinations one year postoperatively. Results: Between September 2006 and September 2010, 357 limbs (337 patients) were treated with CDFS at our institution. Based on the CEAP classification, 64 were allocated to clinical class C3 , 128 to class C4, 102 to class C5 and 63 to class C6. Of the 188 patients who completed the one year follow up examination, 67 % had a complete and 14 % a near complete obliteration of the treated vessel. An ulcer-healing rate of 54 % was detected. 92 % of the patients were satisfied with the results of treatment. We registered six cases of thrombophlebitis and two cases of venous thromboembolism, all requiring treatment. Conclusions: The short-term results of CDFS in patients with axial vein incompetence are acceptable in terms of occlusion and complications rates.

Regional household poverty and mobility analysis – a transition probability approach

2020 ◽  
Vol 63 (3) ◽  
pp. 286-302
Author(s):  
Damian Mowczan ◽  
Keyword(s):  
Transition Probability ◽  
General Level ◽  
Transition Matrices ◽  
Equivalent Unit ◽  
Central Statistical ◽  
Per Capita ◽  
Probability Matrices ◽  
General Mobility ◽  
One Year ◽  
The One

The main objective of this paper was to estimate and analyse transition-probability matrices for all 16 of Poland’s NUTS-2 level regions (voivodeship level). The analysis is conducted in terms of the transitions among six expenditure classes (per capita and per equivalent unit), focusing on poverty classes. The period of analysis was two years: 2015 and 2016. The basic aim was to identify both those regions in which the probability of staying in poverty was the highest and the general level of mobility among expenditure classes. The study uses a two-year panel sub-sample of unidentified unit data from the Central Statistical Office (CSO), specifically the data concerning household budget surveys. To account for differences in household size and demographic structure, the study used expenditures per capita and expenditures per equivalent unit simultaneously. To estimate the elements of the transition matrices, a classic maximum-likelihood estimator was used. The analysis used Shorrocks’ and Bartholomew’s mobility indices to assess the general mobility level and the Gini index to assess the inequality level. The results show that the one-year probability of staying in the same poverty class varies among regions and is lower for expenditures per equivalent units. The highest probabilities were identified in Podkarpackie (expenditures per capita) and Opolskie (expenditures per equivalent unit), and the lowest probabilities in Kujawsko-Pomorskie (expenditures per capita) and Małopolskie (expenditures per equivalent unit). The highest level of general mobility was noted in Małopolskie, for both categories of expenditures.

From Scarcity to Abundance: Achieving Quality-Assured Mass Higher Education

2011 ◽  
Vol 15 (2) ◽  
Author(s):  
Peter P. Smith
Keyword(s):  
Higher Education ◽  
Knowledge Economy ◽  
Good Practice ◽  
The United States ◽  
The Other ◽  
Secondary System ◽  
Mass Higher Education ◽  
Post Secondary ◽  
One Year ◽  
The One

The United States is in a bind. On the one hand, we need millions of additional citizens with at least one year of successful post-secondary experience to adapt to the knowledge economy. Both the Gates and Lumina Foundations, and our President, have championed this goal in different ways. On the other hand, we have a post-secondary system that is trapped between rising costs and stagnant effectiveness, seemingly unable to respond effectively to this challenge. This paper analyzes several aspects of this problem, describes changes in the society that create the basis for solutions, and offers several examples from Kaplan University of emerging practice that suggests what good practice might look like in a world where quality-assured mass higher education is the norm.

ANALYSIS OF THE MAIN INDICATORS CHARACTERIZING MEDICAL CARE FOR CHILDREN WITH CANCER IN SAINT-PETERSBURG AND IN THE LENINGRAD REGION IN 2013-2017

2019 ◽  
Vol 65 (1) ◽  
pp. 77-82
Author(s):  
Maksim Rykov ◽  
Ivan Turabov ◽  
Yuriy Punanov ◽  
Svetlana Safonova
Keyword(s):  
Mortality Rate ◽  
Medical Care ◽  
Statistical Data ◽  
Leningrad Region ◽  
Children With Cancer ◽  
Health Committee ◽  
The Government ◽  
Delivery Of Medical Care ◽  
One Year ◽  
The One

Background: St. Petersburg is a city of federal importance with a large number of primary patients, identified annually. Objective: analysis of the main indicators characterizing medical care for children with cancer in St. Petersburg and the Leningrad region. Methods: The operative reports for 2013-2017 of the Health Committee of the Government of St. Petersburg and the Health Committee of the Leningrad Region were analyzed. Results. In 2013-2017 in the Russian Federation, 18 090 primary patients were identified, 927 (5.1%) of them in the analyzed subjects: in St. Petersburg - 697 (75,2%), in the Leningrad Region - 230 (24,8%). For 5 years, the number of primary patients increased in St. Petersburg - by 36%, in the Leningrad Region - by 2,5%. The incidence increased in St. Petersburg by 18,1% (from 14,9 in 2013 to 17,6 in 2017 per 100 000 of children aged 0-17). The incidence in the Leningrad Region fell by 4.9% (from 14.4 in 2013 to 13.7 in 2017). Mortality in 2016-2017 in St. Petersburg increased by 50% (from 2 to 3), in the Leningrad Region - by 12,5% (from 2,4 to 2,7). The one-year mortality rate in St. Petersburg increased by 3,9% (from 2,5 to 6,4%). In the Leningrad Region, the one-year mortality rate decreased from 6,5% in 2016 to 0 in 2017. The number of pediatric oncological beds did not change in St. Petersburg (0,9 per 10,000 children aged 0-17 years) and the Leningrad Region (0). In St. Petersburg patients were not identified actively in 2016-2017; in the Leningrad Region their percentage decreased from 8,7 to 0. The number of oncologists increased in St. Petersburg from 0,09 to 0.12 (+33,3%), in the Leningrad Region - from 0 to 0,03. Conclusion: Morbidity in St. Petersburg and the Leningrad region is significantly different, which indicates obvious defects in statistical data. Patients were not identified during routine preventive examinations which indicate a low oncologic alertness of district pediatric physicians. Delivery of medical care for children with cancer and the statistical data accumulation procedures should be improved.

scholarly journals Modeling of solid sediment transport in mountain rivers

2020 ◽  
Vol 175 ◽  
pp. 12002 ◽  
Author(s):  
Issam Boukhanef ◽  
Anna Khadzhidi ◽  
Lyudmila Kravchenko ◽  
Zeroual Ayoub ◽  
Kastali Abdennour
Keyword(s):  
Sediment Transport ◽  
Fine Particles ◽  
Agricultural Soils ◽  
Suspended Sediments ◽  
High Water ◽  
The Other ◽  
Concentration Data ◽  
Solid Transport ◽  
One Year ◽  
The One

In Algeria, the problems of erosion and sediment transport are critical, since they have the most dramatic consequences of the degradation of agricultural soils on the one hand and the siltation of the dam on the other .The sediment transport in the Algerian basins is very important especially during the periods of floods, It is in this sense that this study, which consists of estimating the sediment transport in suspension and determining the models of relation linking the liquid discharge and the sediment discharge in order to estimate the solid transport in the absence of suspended sediments concentration data at the Sidi Akkacha station at the outlet of the basin of Oued Allala which is subject to a high water erosion, it degrades from one year to the other under the effect of this phenomenon especially during the floods which drain high amounts of fine particles exceeding in general, the concentration of 150 g/l, the results obtained from the application of the models are very encouraging since the correlation between liquid and solid discharge exceeds 80 %.

General practitioners and clinical pharmacology

1989 ◽  
Vol 4 (4) ◽  
pp. 241-244
Author(s):  
P. Lemoine
Keyword(s):  
Clinical Pharmacology ◽  
General Practitioners ◽  
Field Studies ◽  
Discussion Group ◽  
Group Method ◽  
Study Group ◽  
Test Drug ◽  
Monthly Basis ◽  
One Year ◽  
The One

SummaryIt is difficult to undertake field studies with non marketed psychotropic drugs because of two apparently contradictory conditions : on the one hand, the methodology has to be rigorously controlled, and on the other hand, such studies have to be carried out in their future environment by general practitioners (GPs). Bearing in mind the lack of training and experience regarding this kind of approach, the author adopted a discussion group method according to the techniques developed by M. Balint. The study group comprised five GPs, a clinical pharmacology expert and a doctor from the pharmaceutical laboratory which had developed the test drug. These persons met on a monthly basis over a one year period. In the present paper, the author indicates the benefits of such a methodology, based on six years’ experience and several trials, with special emphasis placed on the pedagogical aspects.

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