286 research outputs found
Generalized Log-Normal Chain-Ladder
We propose an asymptotic theory for distribution forecasting from the log
normal chain-ladder model. The theory overcomes the difficulty of convoluting
log normal variables and takes estimation error into account. The results
differ from that of the over-dispersed Poisson model and from the chain-ladder
based bootstrap. We embed the log normal chain-ladder model in a class of
infinitely divisible distributions called the generalized log normal
chain-ladder model. The asymptotic theory uses small asymptotics where
the dimension of the reserving triangle is kept fixed while the standard
deviation is assumed to decrease. The resulting asymptotic forecast
distributions follow t distributions. The theory is supported by simulations
and an empirical application
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Data collection on trafficking in human beings in the EU: Final report
Trafficking in human beings is the buying and selling of women, girls, men, and boys. It has hugely deleterious consequences for individuals, society, and the economy. This is the fourth report published by the European Commission that presents a compilation of statistics at the EU Member State level on trafficking in human beings. This data collection exercise approached all 28-Member States and covers the years 2015 and 2016and updates the 2014 data collection as relevant
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Cash flow simulation for a model of outstanding liabilities based on claim amounts and claim numbers
In this paper we develop a full stochastic cash flow model of outstanding liabilities for the model developed in Verrall, Nielsen and Jessen (2010). This model is based on the simple triangular data available in most non-life insurance companies. By using more data, it is expected that the method will have less volatility than the celebrated chain ladder method. Eventually, our method will lead to lower solvency requirements for those insurance companies that decide to collect counts data and replace their conventional chain ladder method
Estimation of Mortalities
If a linear regression is fit to log-transformed mortalities and the estimate is back-transformed according to the formula Ee^Y = e^{\mu + \sigma^2/2} a systematic bias occurs unless the error distribution is normal and the scale estimate is gauged to normal variance. This result is a consequence of the uniqueness theorem for the Laplace transform.
We determine the systematic bias of minimum-L_2 and minimum-L_1 estimation with sample variance and interquartile range of the residuals as scale estimates under a uniform and four contaminated normal error distributions. Already under innocent looking contaminations the true mortalities may be underestimated by 50% in the long run.
Moreover, the logarithmic transformation introduces an instability into the model that results in a large discrepancy between rg_Huber estimates as the tuning constant regulating the degree of robustness varies.
Contrary to the logarithm the square root stabilizes variance, diminishes the influence of outliers, automatically copes with observed zeros, allows the `nonparametric' back-transformation formula E Y^2 = \mue^2 + \sigma^2, and in the homoskedastic case avoids a systematic bias of minimum-L_2 estimation with sample variance.
For the company-specific table 3 of [Loeb94], in the age range of 20-65 years, we fit a parabola to root mortalities by minimum-L_2 , minimum-L_1, and robust rg_Huber regression estimates, and a cubic and exponential by least squares. The fits thus obtained in the original model are excellent and practically indistinguishable by a \chi^2 goodness-of-fit test.
Finally , dispensing with the transformation of observations, we employ a Poisson generalized linear model and fit an exponential and a cubic by maximum likelihood
Static stretching of the hamstring muscle for injury prevention in football codes: a systematic review
Purpose: Hamstring injuries are common among football players. There is still disagreement regarding prevention. The aim of this review is to determine whether static stretching reduces hamstring injuries in football codes.
Methods: A systematic literature search was conducted on the online databases PubMed, PEDro, Cochrane, Web of Science, Bisp and Clinical Trial register. Study results were presented descriptively and the quality of the studies assessed were based on Cochrane’s ‘risk of bias’ tool.
Results: The review identified 35 studies, including four analysis studies. These studies show deficiencies in the quality of study designs.
Conclusion: The study protocols are varied in terms of the length of intervention and follow-up. No RCT studies are available, however, RCT studies should be conducted in the near future
Variations in Dietary Nutrients and Blood Metabolites in Dairy Cows During the Peri-Parturient Period in Sub-Tropical Australia
Redox control of aphid resistance through altered cell wall composition and nutritional quality.
The mechanisms underpinning plant perception of phloem-feeding insects, particularly aphids, remain poorly characterized. Therefore, the role of apoplastic redox state in controlling aphid infestation was explored using transgenic tobacco (Nicotiana tabacum) plants that have either high (PAO) or low (TAO) ascorbate oxidase (AO) activities relative to the wild type. Only a small number of leaf transcripts and metabolites were changed in response to genotype, and cell wall composition was largely unaffected. Aphid fecundity was decreased significantly in TAO plants compared with other lines. Leaf sugar levels were increased and maximum extractable AO activities were decreased in response to aphids in all genotypes. Transcripts encoding the Respiratory Burst Oxidase Homolog F, signaling components involved in ethylene and other hormonemediated pathways, photosynthetic electron transport components, sugar, amino acid, and cell wall metabolism, were increased significantly in the TAO plants in response to aphid perception relative to other lines. The levels of galactosylated xyloglucan were decreased significantly in response to aphid feeding in all the lines, the effect being the least in the TAO plants. Similarly, all lines exhibited increases in tightly bound (1→4)-b-galactan. Taken together, these findings identify AO-dependent mechanisms that limit aphid infestation
Immune correlates of early clearance of Mycobacterium tuberculosis among tuberculosis household contacts in Indonesia
Some individuals, even when heavily exposed to an infectious tuberculosis patient, do not develop a specific T-cell response as measured by interferon-gamma release assay (IGRA). This could be explained by an IFN-γ-independent adaptive immune response, or an effective innate host response clearing Mycobacterium tuberculosis (Mtb) without adaptive immunity. In heavily exposed Indonesian tuberculosis household contacts (n = 1347), a persistently IGRA negative status was associated with presence of a BCG scar, and - especially among those with a BCG scar - with altered innate immune cells dynamics, higher heterologous (Escherichia coli-induced) proinflammatory cytokine production, and higher inflammatory proteins in the IGRA mitogen tube. Neither circulating concentrations of Mtb-specific antibodies nor functional antibody activity associated with IGRA status at baseline or follow-up. In a cohort of adults in a low tuberculosis incidence setting, BCG vaccination induced heterologous innate cytokine production, but only marginally affected Mtb-specific antibody profiles. Our findings suggest that a more efficient host innate immune response, rather than a humoral response, mediates early clearance of Mtb. The protective effect of BCG vaccination against Mtb infection may be linked to innate immune priming, also termed ‘trained immunity’
The natural history and management of hamstring injuries
Hamstring injuries in sport can be debilitating. The anatomical complexity of this muscle makes uniform assessment of injury epidemiology difficult and insures that post-injury management strategies must be individually focused. This article reviews the anatomy of the hamstring, its role in athletic movement, common mechanisms of injury, and management guidelines with the goal of return into sporting activity in mind
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