Fitting phase--type scale mixtures to heavy--tailed data and distributions

We consider the fitting of heavy tailed data and distribution with a special attention to distributions with a non--standard shape in the "body" of the distribution. To this end we consider a dense class of heavy tailed distributions introduced recently, employing an EM algorithm for the the maximum likelihood estimates of its parameters. We present methods for fitting to observed data, histograms, censored data, as well as to theoretical distributions. Numerical examples are provided with simulated data and a benchmark reinsurance dataset. We empirically demonstrate that our model can provide excellent fits to heavy--tailed data/distributions with minimal assumption

First-in-Man Phase I Trial of the Selective MET Inhibitor Tepotinib in Patients with Advanced Solid Tumors.

PurposeTepotinib is an oral, potent, highly selective MET inhibitor. This first-in-man phase I trial investigated the MTD of tepotinib to determine the recommended phase II dose (RP2D).Patients and methodsPatients received tepotinib orally according to one of three dose escalation regimens (R) on a 21-day cycle: R1, 30-400 mg once daily for 14 days; R2, 30-315 mg once daily 3 times/week; or R3, 300-1,400 mg once daily. After two cycles, treatment could continue in patients with stable disease until disease progression or unacceptable toxicity. The primary endpoint was incidence of dose-limiting toxicity (DLT) and treatment-emergent adverse events (TEAE). Secondary endpoints included safety, tolerability, pharmacokinetics, pharmacodynamics, and antitumor effects.ResultsOne hundred and forty-nine patients received tepotinib (R1: n = 42; R2: n = 45; R3: n = 62). Although six patients reported DLTs [one patient in R1 (115 mg), three patients in R2 (60, 100, 130 mg), two patients in R3 (1,000, 1,400 mg)], the MTD was not reached at the highest tested dose of 1,400 mg daily. The RP2D of tepotinib was established as 500 mg once daily, supported by translational modeling data as sufficient to achieve ≥95% MET inhibition in ≥90% of patients. Treatment-related TEAEs were mostly grade 1 or 2 fatigue, peripheral edema, decreased appetite, nausea, vomiting, and lipase increase. The best overall response in R3 was partial response in two patients, both with MET overexpression.ConclusionsTepotinib was well tolerated with clinical activity in MET-dysregulated tumors. The RP2D of tepotinib was established as 500 mg once daily. MET abnormalities can drive tumorigenesis. This first-in-man trial demonstrated that the potent, highly selective MET inhibitor tepotinib can reduce or stabilize tumor burden and is well tolerated at doses up to 1,400 mg once daily. An RP2D of 500 mg once daily, as determined from translational modeling and simulation integrating human population pharmacokinetic and pharmacodynamic data in tumor biopsies, is being used in ongoing clinical trials

Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails

We consider the classical Cram\'er-Lundberg risk model with claim sizes that are mixtures of phase-type and subexponential variables. Exploiting a specific geometric compound representation, we propose control variate techniques to efficiently simulate the ruin probability in this situation. The resulting estimators perform well for both small and large initial capital. We quantify the variance reduction as well as the efficiency gain of our method over another fast standard technique based on the classical Pollaczek-Khinchine formula. We provide a numerical example to illustrate the performance, and show that for more time-consuming conditional Monte Carlo techniques, the new series representation also does not compare unfavorably to the one based on the Pollaczek- Khinchine formula.Comment: 18 pages, 8 figure

Fitting phase--type scale mixtures to heavy--tailed data and distributions

We consider the fitting of heavy tailed data and distributions with a special attention to distributions with a non–standard shape in the “body” of the distribution. To this end we consider a dense class of heavy tailed distributions introduced in Bladt et al. (Scand. Actuar. J., 573–591 2015), employing an EM algorithm for the maximum likelihood estimation of its parameters. We present methods for fitting to observed data, histograms, censored data, as well as to theoretical distributions. Numerical examples are provided with simulated data and a benchmark reinsurance dataset. Empirical examples show that the methods will in most cases adequately fit both body and tail simultaneously

Combined tail estimation using censored data and expert information

status: publishe

Shape control beyond the seeds in gold nanoparticles

In typical seed-mediated syntheses of metal nanocrystals, the shape of the nanocrystal is determined largely by the seed nucleation environment and subsequent growth environment (where "environment"refers to the chemical environment, including the surfactant and additives). In this approach, crystallinity is typically determined by the seeds, and surfaces are controlled by the environment(s). However, surface energies, and crystallinity, are both influenced by the choice of environment(s). This limits the permutations of crystallinity and surface facets that can be mixed and matched to generate new nanocrystal morphologies. Here, we control post-seed growth to deliberately incorporate twin planes during the growth stage to deliver new final morphologies, including twinned cubes and bipyramids from single-crystal seeds. The nature and number of twin planes, together with surfactant control of facet growth, define the final nanoparticle morphology. Moreover, by breaking symmetry, the twin planes introduce new facet orientations. This additional mechanism opens new routes for the synthesis of different morphologies and facet orientations. </p

Conditional Genetic Elimination of Hepatocyte Growth Factor in Mice Compromises Liver Regeneration after Partial Hepatectomy

Hepatocyte growth factor (HGF) has been shown to be indispensable for liver regeneration because it serves as a main mitogenic stimulus driving hepatocytes toward proliferation. We hypothesized that ablating HGF in adult mice would have a negative effect on the ability of hepatocytes to regenerate. Deletion of the HGF gene was achieved by inducing systemic recombination in mice lacking exon 5 of HGF and carrying the Mx1-cre or Cre-ERT transgene. Analysis of liver genomic DNA from animals 10 days after treatment showed that a majority (70-80%) of alleles underwent cre-induced genetic recombination. Intriguingly, however, analysis by RT-PCR showed the continued presence of both unrecombined and recombined forms of HGF mRNA after treatment. Separation of liver cell populations into hepatocytes and non-parenchymal cells showed equal recombination of genomic HGF in both cell types. The presence of the unrecombined form of HGF mRNA persisted in the liver in significant amounts even after partial hepatectomy (PH), which correlated with insignificant changes in HGF protein and hepatocyte proliferation. The amount of HGF produced by stellate cells in culture was indirectly proportional to the concentration of HGF, suggesting that a decrease in HGF may induce de novo synthesis of HGF from cells with residual unrecombined alleles. Carbon tetrachloride (CCl4)-induced regeneration resulted in a substantial decrease in preexisting HGF mRNA and protein, and subsequent PH led to a delayed regenerative response. Thus, HGF mRNA persists in the liver even after genetic recombination affecting most cells; however, PH subsequent to CCl4 treatment is associated with a decrease in both HGF mRNA and protein and results in compromised liver regeneration, validating an important role of this mitogen in hepatic growth. © 2013 Nejak-Bowen et al

Characterization and structural determination of a new anti-MET function-blocking antibody with binding epitope distinct from the ligand binding domain

The growth and motility factor Hepatocyte Growth Factor/Scatter Factor (HGF/SF) and its receptor, the product of the MET proto-oncogene, promote invasion and metastasis of tumor cells and have been considered potential targets for cancer therapy. We generated a new Met-blocking antibody which binds outside the ligand-binding site, and determined the crystal structure of the Fab in complex with its target, which identifies the binding site as the Met Ig1 domain. The antibody, 107_A07, inhibited HGF/SF-induced cell migration and proliferation in vitro and inhibited growth of tumor xenografts in vivo. In biochemical assays, 107_A07 competes with both HGF/SF and its truncated splice variant NK1 for MET binding, despite the location of the antibody epitope on a domain (Ig1) not reported to bind NK1 or HGF/SF. Overlay of the Fab-MET crystal structure with the InternalinB-MET crystal structure shows that the 107_A07 Fab comes into close proximity with the HGF/SF-binding SEMA domain when MET is in the “compact”, InternalinB-bound conformation, but not when MET is in the “open” conformation. These findings provide further support for the importance of the “compact” conformation of the MET extracellular domain, and the relevance of this conformation to HGF/SF binding and signaling

On market share drivers in the Swiss mandatory health insurance sector

In the mandatory health insurance market in Switzerland, a range of insurers offer policies that differ in characteristics like premium and service level while benefits are the same and regulated by law. In this paper, we give an overview of the market and analyse the relationship between insurers' characteristics and the evolution of their market shares. Indeed, in view of substantial differences between the players, the risk that policyholders change their provider is important. We develop a linear model with two-sided lognormally distributed errors and use publicly available data on the Swiss mandatory health insurance market for the years from 2002 to 2015. Thereby we identify and quantify the main drivers for the policyholders' switching behavior that reflect in changes in market shares. The results suggest that market share changes are particularly linked to the difference between an insurer's premium and the overall market premium. In addition, the difference to the previous year's premium also has an impact on the market share while the service level as well as the group affiliation of a provider turn out not be significant in explaining annual market share changes