BACKGROUND Numerous observational studies have documented a correlation between inflammatory bowel disease(IBD)and an increased risk of dementia.However,the causality of their associations remains elusive.AIM To asses...BACKGROUND Numerous observational studies have documented a correlation between inflammatory bowel disease(IBD)and an increased risk of dementia.However,the causality of their associations remains elusive.AIM To assess the causal relationship between IBD and the occurrence of all-cause dementia using the two-sample Mendelian randomization(MR)method.METHODS Genetic variants extracted from the large genome-wide association study(GWAS)for IBD(the International IBD Genetics Consortium,n=34652)were used to identify the causal link between IBD and dementia(FinnGen,n=306102).The results of the study were validated via another IBD GWAS(United Kingdom Biobank,n=463372).Moreover,MR egger intercept,MR pleiotropy residual sum and outlier,and Cochran's Q test were employed to evaluate pleiotropy and heterogeneity.Finally,multiple MR methods were performed to estimate the effects of genetically predicted IBD on dementia,with the inverse variance weighted approach adopted as the primary analysis.RESULTS The results of the pleiotropy and heterogeneity tests revealed an absence of significant pleiotropic effects or heterogeneity across all genetic variants in outcome GWAS.No evidence of a causal effect between IBD and the risk of dementia was identified in the inverse variance weighted[odds ratio(OR)=0.980,95%CI:0.942-1.020,P value=0.325],weighted median(OR=0.964,95%CI:0.914-1.017,P value=0.180),and MR-Egger(OR=0.963,95%CI:0.867-1.070,P value=0.492)approaches.Consistent results were observed in validation analyses.Reverse MR analysis also showed no effect of dementia on the development of IBD.Furthermore,MR analysis suggested that IBD and its subtypes did not causally affect allcause dementia and its four subtypes,including dementia in Alzheimer's disease,vascular dementia,dementia in other diseases classified elsewhere,and unspecified dementia.CONCLUSION Taken together,our MR study signaled that IBD and its subentities were not genetically associated with all-cause dementia or its subtypes.Further large prospective studies are warranted to elucidate the impact of intestinal inflammation on the development of dementia.展开更多
Based on the framework of [7], we discuss pricing bilateral counterparty risk of CDS, where each individual default intensity is modeled by a shifted CIR process with jump （3CIR＋＋）, and the correlation between the...Based on the framework of [7], we discuss pricing bilateral counterparty risk of CDS, where each individual default intensity is modeled by a shifted CIR process with jump （3CIR＋＋）, and the correlation between the default times is modeled by a copula function. We present a semi-analytical formula for pricing bilateral counterparty risk of CDS, which is more convenient to compute through calculating multiple numerical integration or using Monte-Carlo simulation without simulating default times. Moreover, we obtain simpler formulae under FGM copulas, Bernstein copulas and CA＇B copulas, which can be applied for speeding up the computation and reducing the pricing error. Numerical results under FGM copulas and CA＇B copulas show that our method performs better both in computation speed and accuracy.展开更多
文摘BACKGROUND Numerous observational studies have documented a correlation between inflammatory bowel disease(IBD)and an increased risk of dementia.However,the causality of their associations remains elusive.AIM To assess the causal relationship between IBD and the occurrence of all-cause dementia using the two-sample Mendelian randomization(MR)method.METHODS Genetic variants extracted from the large genome-wide association study(GWAS)for IBD(the International IBD Genetics Consortium,n=34652)were used to identify the causal link between IBD and dementia(FinnGen,n=306102).The results of the study were validated via another IBD GWAS(United Kingdom Biobank,n=463372).Moreover,MR egger intercept,MR pleiotropy residual sum and outlier,and Cochran's Q test were employed to evaluate pleiotropy and heterogeneity.Finally,multiple MR methods were performed to estimate the effects of genetically predicted IBD on dementia,with the inverse variance weighted approach adopted as the primary analysis.RESULTS The results of the pleiotropy and heterogeneity tests revealed an absence of significant pleiotropic effects or heterogeneity across all genetic variants in outcome GWAS.No evidence of a causal effect between IBD and the risk of dementia was identified in the inverse variance weighted[odds ratio(OR)=0.980,95%CI:0.942-1.020,P value=0.325],weighted median(OR=0.964,95%CI:0.914-1.017,P value=0.180),and MR-Egger(OR=0.963,95%CI:0.867-1.070,P value=0.492)approaches.Consistent results were observed in validation analyses.Reverse MR analysis also showed no effect of dementia on the development of IBD.Furthermore,MR analysis suggested that IBD and its subtypes did not causally affect allcause dementia and its four subtypes,including dementia in Alzheimer's disease,vascular dementia,dementia in other diseases classified elsewhere,and unspecified dementia.CONCLUSION Taken together,our MR study signaled that IBD and its subentities were not genetically associated with all-cause dementia or its subtypes.Further large prospective studies are warranted to elucidate the impact of intestinal inflammation on the development of dementia.
基金supported by the National Natural Science Foundation of China(Grants No.11671021,11271033)National Social Science Fund of China(Grant No.16ZDA052)
文摘Based on the framework of [7], we discuss pricing bilateral counterparty risk of CDS, where each individual default intensity is modeled by a shifted CIR process with jump （3CIR＋＋）, and the correlation between the default times is modeled by a copula function. We present a semi-analytical formula for pricing bilateral counterparty risk of CDS, which is more convenient to compute through calculating multiple numerical integration or using Monte-Carlo simulation without simulating default times. Moreover, we obtain simpler formulae under FGM copulas, Bernstein copulas and CA＇B copulas, which can be applied for speeding up the computation and reducing the pricing error. Numerical results under FGM copulas and CA＇B copulas show that our method performs better both in computation speed and accuracy.
