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Study on the Efficacy Claim and Evaluation Method of Lip Cosmetics
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作者 Wu Fan Pan Yao +3 位作者 Zhao Hua Zhu Wei Lin Lin Fan Yangyi 《China Detergent & Cosmetics》 CAS 2024年第1期54-62,共9页
To study the efficacy of lip moisturizing cosmetics and explore the methods for evaluating their efficacy.The claimed efficacy and number of claimed efficacy of 44 lip moisturizing cosmetics were investigated,and a co... To study the efficacy of lip moisturizing cosmetics and explore the methods for evaluating their efficacy.The claimed efficacy and number of claimed efficacy of 44 lip moisturizing cosmetics were investigated,and a combination of in vitro and human testing was used to evaluate the efficacy of the lip moisturizing cosmetics.The efficacy claims of lip cosmetics mainly included 4 categories of moisturizing,repairing,soothing and anti-wrinkle,with 79.55%of the products claiming 3~4 categories of efficacy.In the in vitro test,the cell morphology of the skin damage model improved and the secretion of pro-inflammatory factors decreased significantly.In the human trial,the water content,skin softness and brightness L value of the cuticle of the lips increased significantly in 31 subjects,and the transepidermal water loss,redness a value,and the area and volume of lip wrinkles decreased significantly;the dryness of the lip skin and the uniformity of the skin texture improved significantly.The dryness of lip skin and the uniformity of skin texture were significantly improved.The results show that the moisture content of the stratum corneum can be used to evaluate the moisturizing efficacy of lip products.The transepidermal water loss,skin color,skin softness and expert assessment can be used to evaluate the repairing efficacy.The observation of cell morphology of skin damage models and the detection of pro-inflammatory factor content can be used to evaluate the soothing efficacy.The area and volume of lip wrinkles can be used to evaluate the anti-wrinkle efficacy of products. 展开更多
关键词 lip cosmetic efficacy claim clinical trial in vitro test
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人工智能医学影像研究报告规范(CLAIM)的解读及应用建议
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作者 王亚辉 徐虹 李大金 《出版与印刷》 2023年第6期89-95,共7页
解读人工智能医学影像研究报告规范(CLAIM),提出合理应用建议。文章梳理CLAIM检查清单,分析其在国内外医学期刊的应用现状,提出医学期刊合理应用CLAIM的建议:提升作者、审稿人的知晓率;真值标注或注释应清晰;确保模型描述的可重复性;注... 解读人工智能医学影像研究报告规范(CLAIM),提出合理应用建议。文章梳理CLAIM检查清单,分析其在国内外医学期刊的应用现状,提出医学期刊合理应用CLAIM的建议:提升作者、审稿人的知晓率;真值标注或注释应清晰;确保模型描述的可重复性;注意执行中的灵活性与严谨性。旨在帮助我国医学期刊编辑及时了解CLAIM最新进展,为相关论文审读提供参考标准,进而为提升我国人工智能医学影像相关研究的报告质量提供有益借鉴,推动我国医学期刊规范化建设和高质量发展。 展开更多
关键词 医学研究报告规范 人工智能 医学影像 医学期刊 claim
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Disease trends after Helicobacter pylori eradication based on Japanese nationwide claims and the health check-up database 被引量:1
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作者 Kazuhiro Mizukami Kentaro Sugano +1 位作者 Tomomi Takeshima Kazunari Murakami 《World Journal of Gastroenterology》 SCIE CAS 2023年第4期692-705,共14页
BACKGROUND Helicobacter pylori(H.pylori)infection is a risk factor for many diseases,including peptic ulcer disease and gastric cancer.While H.pylori eradication therapy can prevent these diseases,potentially unfavora... BACKGROUND Helicobacter pylori(H.pylori)infection is a risk factor for many diseases,including peptic ulcer disease and gastric cancer.While H.pylori eradication therapy can prevent these diseases,potentially unfavorable effects of eradication therapy have also been reported in some diseases,such as gastroesophageal reflux disease(GERD),Barrett’s esophagus(BE),inflammatory bowel disease(IBD),allergic diseases,and metabolic diseases.Consequently,both positive and negative impacts should be considered when assessing the effects of H.pylori eradication therapy.AIM To compare the incidence of these diseases before and after H.pylori eradication and to comprehensively assess its effects.METHODS This retrospective cohort study used a Japanese nationwide health claims database(April 2009-March 2020),developed by the Japanese Ministry of Health,Labour and Welfare.The database contained almost all health insurance claims data issued in Japan,and specific health check-up data for individuals who took the check-ups.Descriptive statistics were used for the analyses.Patients who received primary eradication therapy were defined as those prescribed medication for H.pylori eradication.New diagnoses,defined as incidence of upper gastrointestinal diseases and IBD,and prevalence of allergic diseases were compared before and after eradication.The incidence and prevalence of each disease were also compared between the 3-year period before eradication(from the 4th to the 2nd year prior to the year of eradication)and the 3-year period after eradication(from the 1st to the 3rd year after the year of eradication)based on the age category and calendar year and month.Changes in body mass index and proportion of patients with metabolic syndrome(MS)were examined before and after eradication.RESULTS We identified 5219731 patients who received primary eradication therapy.The 65-69 years age group had the greatest number of patients in both sexes.There was no significant increase in the incidence of GERD after eradication when considering the effects of aging and reporting period.However,the incidence of BE was higher in the 3-year period after eradication than in the 3-year period before eradication for all age categories(0.02%-0.10%vs<0.01%-0.05%).The incidence of IBD and prevalence of allergic disease were also higher after eradication.In contrast,the incidence of gastric and duodenal ulcers and gastritis was reduced after eradication.In patients with at least one entry of health check-up data(1701111 patients),the percentage of patients with MS showed a slight increase following eradication(11.0%in the year of eradication and 12.2%after 5 years).CONCLUSION The results suggest that H.pylori eradication therapy reduces peptic ulcers and gastritis;however,it is associated with increased incidence of several other chronic diseases. 展开更多
关键词 Administrative claims Healthcare ALLERGY Eradication therapy Gastroesophageal reflux disease Helicobacter pylori Inflammatory bowel disease
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Herbs and management of hypertension:Claims,criticism,and challenges
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作者 Oluwakemi Elizabeth ADEOLA Oluwaseyi Abiodun AKPOR +2 位作者 Oghenerobor Benjamin AKPOR Modupe Motunrayo ADAMOLEKUN Olusola Bolaji ADEWALE 《Journal of Integrative Nursing》 2023年第3期216-222,共7页
Hypertension(HTN)is one of the most common chronic diseases affecting over 30%of the adult population globally,with a growing incidence rate.This article aims to identify the commonly used herbs for HTN treatment and ... Hypertension(HTN)is one of the most common chronic diseases affecting over 30%of the adult population globally,with a growing incidence rate.This article aims to identify the commonly used herbs for HTN treatment and examine their claims,criticisms,and challenges.It further aims to provide useful recommendations regarding the use of herbs for HTN treatment.HTN complications,such as coronary heart disease,stroke,peripheral vascular disease,vision impairment,and renal failure can result in morbidity and mortality.The high cost of conventional medications,which sometimes may not even be available or easily accessible with their unfavorable side effects as well as taking more than one pill per day,has led hypertensive patients,particularly those in rural areas,to explore alternative treatments such as herbal therapies.It is crucial to determine the different modes of action,doses,safety,and efficacy of herbal remedies used in combination with conventional medications to improve treatment adherence and enhance patient outcomes. 展开更多
关键词 CHALLENGES claimS CRITICISM HERBS HYPERTENSION
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EXPECTED PRESENT VALUE OF TOTAL DIVIDENDS IN THE COMPOUND BINOMIAL MODEL WITH DELAYED CLAIMS AND RANDOM INCOME 被引量:8
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作者 周杰明 莫晓云 +1 位作者 欧辉 杨向群 《Acta Mathematica Scientia》 SCIE CSCD 2013年第6期1639-1651,共13页
In this paper, a compound binomial model with a constant dividend barrier and random income is considered. Two types of individual claims, main claims and by-claims, are defined, where every by-claim is induced by the... In this paper, a compound binomial model with a constant dividend barrier and random income is considered. Two types of individual claims, main claims and by-claims, are defined, where every by-claim is induced by the main claim and may be delayed for one time period with a certain probability. The premium income is assumed to another binomial process to capture the uncertainty of the customer's arrivals and payments. A system of difference equations with certain boundary conditions for the expected present value of total dividend payments prior to ruin is derived and solved. Explicit results are obtained when the claim sizes are Kn distributed or the claim size distributions have finite support. Numerical results are also provided to illustrate the impact of the delay of by-claims on the expected present value of dividends. 展开更多
关键词 compound binomial model main claim by-claim DIVIDEND random income
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电子病历系统与医务结算系统间的数据交换规格CLAIM(CLinical Accounting InforMation)汉化版的制作
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作者 郭锦秋 高田彰 +10 位作者 牛铁 何苗 田中亨治 佐藤纯三 铃木斋王 高桥究 大门宏行 铃木利明 中岛裕生 荒木贤二 吉原博幸 《医学信息(西安上半月)》 2006年第5期756-761,共6页
CLinical Accounting InforMation(CLAIM)是日本开发的电子病历系统与医务结算系统间的数据交换规格。它使用eXtensible Markup Language(XML)作为标记语言,是不同医疗设施之间医疗数据交换规格Medical Markup Language(MML)的从属规格... CLinical Accounting InforMation(CLAIM)是日本开发的电子病历系统与医务结算系统间的数据交换规格。它使用eXtensible Markup Language(XML)作为标记语言,是不同医疗设施之间医疗数据交换规格Medical Markup Language(MML)的从属规格。CLAIM继承了MML2.x的基本结构,目前的版本2.1包括受理、预约、诊疗行为、结算金额等信息的两个模块和9个数据定义表格。考虑到中国现在还没有一个使用XML结构电子病历系统与医务结算系统之间信息的规格,鉴于CLAIM的柔韧性,我们制作了它的汉化版。由于日本的医务结算系统中采用"点数"制度,而中国的医院中没有此概念,另外,处方的书写形式等也与日本不同,所以我们重新制作了这两个模块,并相应的追加和修改了一些表格。CLAIM汉化版的制作将使中国医院的电子病历系统与医务结算系统之间有效而方便地进行数据交换成为可能。 展开更多
关键词 claim MML 汉化 医务结算系统 XML CDA HL7 电子病历系统 数据交换 汉化版
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Discourse Analysis on Business English Claim Letters
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作者 金朋荪 宋伟伟 《科技信息》 2013年第20期210-211,共2页
Based on the context theory within the framework of the metafunction,the paper analyses the English claim letters in terms of field,tenor and mode.The result of the paper shows the features of the claim letters which ... Based on the context theory within the framework of the metafunction,the paper analyses the English claim letters in terms of field,tenor and mode.The result of the paper shows the features of the claim letters which will help the English claim letter writing. 展开更多
关键词 CONTEXT Metafuction Business claim LETTER
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Applications of Mogulskii, and Kurtz-Feng Large Deviation Results to Risk Reserve Processes with Aggregate Claims
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作者 Jorge Garcia Ana Meda 《Applied Mathematics》 2012年第12期2109-2117,共9页
In this paper we examine the large deviations principle (LDP) for sequences of classic Cramér-Lundberg risk processes under suitable time and scale modifications, and also for a wide class of claim distributions ... In this paper we examine the large deviations principle (LDP) for sequences of classic Cramér-Lundberg risk processes under suitable time and scale modifications, and also for a wide class of claim distributions including (the non-super- exponential) exponential claims. We prove two large deviations principles: first, we obtain the LDP for risk processes on D∈[0,1] with the Skorohod topology. In this case, we provide an explicit form for the rate function, in which the safety loading condition appears naturally. The second theorem allows us to obtain the LDP for Aggregate Claims processes on D∈[0,∞) with a different time-scale modification. As an application of the first result we estimate the ruin probability, and for the second result we work explicit calculations for the case of exponential claims. 展开更多
关键词 Large Deviations Cramer-Lundberg Reserve Risk PROCESSES Probability Theory and Mathematical Statistics in INSURANCE Stochastic Models for claim Frequency claim Size and Aggregate claimS RESERVES
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Claims in International Construction Contract: A Case Study
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作者 刘义 《海外英语》 2011年第2X期264-271,共8页
Claims in international civil engineering projects sometimes will have impact on implementing the contract successfully. in order to observe and evaluate the contract claim situation and give guideline to all the cont... Claims in international civil engineering projects sometimes will have impact on implementing the contract successfully. in order to observe and evaluate the contract claim situation and give guideline to all the contractual roles to settle the claims comfortably, this paper devote the research and literate review to find the key problems in contract claim management and give recommendation accordingly. With this focused objective, this paper presents a research analysis based on randomly selected data from international construction organization. The contract claim case studies analyzed by sampling survey scientific research method that follows a research strategy of specific to general. In the beginning, the paper analyzes the elements of contract claim administration,and then provides the general overview of the contract claim. Finally, it numerates the claim causes usage through cases studies under different contract condition of FIDIC. In addition to these discussions, analysis of other secondary data and recommendations forwarded to explain how claims should handle properly. During the thesis research period,there were 14 simple random selected projects have been studied as a case studies. From studied projects,the time extension in average, exceed 117.7% of its original contract completion time and the cost compensation increase 34.8% comparing to its initial contract value. Thus, the main causes of the majority contract claim problem lies on the failure in contract claim management and on unforeseen circumstance like variation, adverse climate, right of way problems, etc. Finally this thesis contributes to the improvement of contract claim management construction industry and open ways for further researches related to claim management. 展开更多
关键词 claimS INTERNATIONAL construction CONTRACT CONTRACT claim MANAGEMENT
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ON THE RUIN FUNCTIONS FOR A CORRELATED AGGREGATE CLAIMS MODEL WITH POISSON AND ERLANG RISK PROCESSES 被引量:11
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作者 刘艳 杨文权 胡亦钧 《Acta Mathematica Scientia》 SCIE CSCD 2006年第2期321-330,共10页
This article considers a risk model as in Yuen et al. (2002). Under this model the two claim number processes are correlated. Claim occurrence of both classes relate to Poisson and Erlang processes. The formulae is ... This article considers a risk model as in Yuen et al. (2002). Under this model the two claim number processes are correlated. Claim occurrence of both classes relate to Poisson and Erlang processes. The formulae is derived for the distribution of the surplus immediately before ruin, for the distribution of the surplus immediately after ruin and the joint distribution of the surplus immediately before and after ruin. The asymptotic property of these ruin functions is also investigated. 展开更多
关键词 Correlated aggregate claims Poisson process Erlang process ruin functions
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Identification of cancer patients using claims data from health insurance systems: A real-world comparative study 被引量:3
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作者 Hongrui Tian Ruiping Xu +7 位作者 Fenglei Li Chuanhai Guo Lixin Zhang Zhen Liu Mengfei Liu Yaqi Pan Zhonghu He Yang Ke 《Chinese Journal of Cancer Research》 SCIE CAS CSCD 2019年第4期699-706,共8页
Objective: To evaluate the accuracy of identifying cancer patients by use of medical claims data in a health insurance system in China, and provide the basis for establishing the claims-based cancer surveillance syste... Objective: To evaluate the accuracy of identifying cancer patients by use of medical claims data in a health insurance system in China, and provide the basis for establishing the claims-based cancer surveillance system in China.Methods: We chose Hua County, Henan Province as the study site, and randomly selected 300 and 1,200 qualified inpatient electronic medical records(EMRs) as well as the New Rural Cooperative Medical Scheme(NCMS) claims records for cancer patients in Hua County People’s Hospital(HCPH) and Anyang Cancer Hospital(ACH) in 2017. Diagnostic information for NCMS claims was evaluated on an individual level, and sensitivity and positive predictive value(PPV) were calculated taking the EMRs as the gold standard.Results: The sensitivity of NCMS was 95.2%(93.8%-96.3%) and 92.0%(88.3%-94.8%) in ACH and HCPH,respectively. The PPV of the NCMS was 97.8%(96.7%-98.5%) in ACH and 89.0%(84.9%-92.3%) in HCPH.Overall, the weighted and combined sensitivity and PPV of NCMS in Hua County was 93.1% and 92.1%,respectively. Significantly higher sensitivity and PPV in identifying patients with common cancers than noncommon cancers were detected in HCPH and ACH separately(P<0.01).Conclusions: Identification of cancer patients by use of the NCMS is accurate on individual level, and it is therefore feasible to conduct claims-based cancer surveillance in areas not covered by cancer registries in China. 展开更多
关键词 NCMS claimS data cancer SURVEILLANCE sensitivity POSITIVE PREDICTIVE VALUE
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食物健康声称——欧洲PASSCLAIM的循证程序 被引量:3
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作者 付佳 杨月欣 《中国食品卫生杂志》 2007年第3期280-283,共4页
欧洲委员会的“评估食物声称科学证据的程序”(PASSCLAIM),包括了食物健康声称的评估程序、方法和标准。为给我国食物健康声称的循证过程提供依据和参考,介绍PASSCLAIM中的循证概念、过程和要点。
关键词 欧盟 食品 健康声称 循证科学
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Real-world treatment patterns of gastrointestinal neuroendocrine tumors: A claims database analysis 被引量:1
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作者 Al B Benson III Michael S Broder +3 位作者 Beilei Cai Eunice Chang Maureen P Neary Elya Papoyan 《World Journal of Gastroenterology》 SCIE CAS 2017年第33期6128-6136,共9页
AIM To describe real-world treatment patterns of gastrointestinal neuroendocrine tumors(GI NET).METHODS In this retrospective cohort study,we used 2009-2014 data from 2 United States commercial claims databases to exa... AIM To describe real-world treatment patterns of gastrointestinal neuroendocrine tumors(GI NET).METHODS In this retrospective cohort study,we used 2009-2014 data from 2 United States commercial claims databases to examine newly pharmacologically treated patients using tabular and graphical techniques. Treatments included somatostatin analogues(SSA),cytotoxic chemotherapy(CC),targeted therapy(TT),interferon(IF) and combinations. We identified patients at least 18 years of age,with ≥ 1 inpatient or ≥ 2 outpatient claims for GI NET who initiated pharmacologic treatment from 7/1/09-6/30/14. A 6 mo clean period prior to first treatment ensured patients were newly treated. Patients were followed until end of enrollment or the study end date,whichever was first.RESULTS We identified 2258 newly treated GI NET patients: mean(SD) age was 55.6 years(SD = 9.7),47.2% of the patients were between 55 and 64 years,and 48.8% were female. All regions of the United States were represented. 59.6% started first-line therapy with SSA monotherapy(964 with octreotide LAR,380 with octreotide SA,and 1 with lanreotide),33.3% CC,3.6% TT,and 0.5% IF. The remainder received combinations. Mean follow up was 576 d. Overall mean first-line therapy duration was 361 d(449 d for SSA,215 for CC,267 for TT). 58.9% of patients had no pharmacological treatment beyond first line. The most common secondline was combination therapy with SSA. In graphical pattern analysis,there was no clear pattern visible after first line therapy.CONCLUSION In this study,60% of patients initiated treatment with SSA alone or in combination. The relatively long time to discontinuation suggests possible sustained effectiveness and tolerability. 展开更多
关键词 Gastrointestinal neuroendocrine tumors Treatment patterns Insurance claims Somatostatin analogue Targeted therapy CHEMOTHERAPY
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食物健康声称——PASSCLAIM的确证标准 被引量:1
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作者 付佳 杨月欣 张立实 《中国食品卫生杂志》 2007年第4期342-345,共4页
食品、食品成分与机体健康的关系最终体现在食品标签与健康声称的联系上。为了确保食物声称的科学性和正确性,健康声称必须进行科学的评估和确证,因此对欧洲PASSCLAIM评价食品声称的科学依据以及评估标准进行了介绍,以期为我国的食物健... 食品、食品成分与机体健康的关系最终体现在食品标签与健康声称的联系上。为了确保食物声称的科学性和正确性,健康声称必须进行科学的评估和确证,因此对欧洲PASSCLAIM评价食品声称的科学依据以及评估标准进行了介绍,以期为我国的食物健康声称管理提供借鉴。 展开更多
关键词 欧盟 食品 健康声称 参考标准
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Climate Change and Heavy Rainfall-Related Water Damage Insurance Claims and Losses in Ontario, Canada 被引量:1
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作者 Chad Shouquan Cheng Qian Li +1 位作者 Guilong Li Heather Auld 《Journal of Water Resource and Protection》 2012年第2期49-62,共14页
The objective of this paper was to project possible impacts of climate change on heavy rainfall-related water damage insurance claims and incurred losses for four selected cites (Kitchener-Waterloo, London, Ottawa, an... The objective of this paper was to project possible impacts of climate change on heavy rainfall-related water damage insurance claims and incurred losses for four selected cites (Kitchener-Waterloo, London, Ottawa, and Toronto) located at Ontario, Canada. To achieve this goal, the future climate change scenarios and rainfall simulations, at local scale, were needed. A statistical downscaling method was used to downscale five global climate model (GCM) scenarios to selected weather stations. The downscaled meteorological variables included surface and upper-air hourly temperature, dew point, west-east and south-north winds, air pressure, and total cloud cover. These variables are necessary to project future daily rainfall quantities using within-weather-type rainfall simulation models. A model result verification process has been built into the whole exercise, including rainfall simulation modeling and the development of downscaling transfer functions. The results of the verification, based on historical observations of the outcome variables simulated by the models, showed a very good agreement. To effectively evaluate heavy rainfall-related water damage insurance claims and incurred losses, a rainfall index was developed considering rainfall intensity and duration. The index was evaluated to link with insurance data as to determination of a critical threshold of the rainfall index for triggering high numbers of rainfall-related water damage insurance claims and incurred losses. The relationship between rainfall index and insurance data was used with future rainfall simulations to project changes in future heavy rainfall-related sewer flood risks in terms of water damage insurance claims and incurred losses. The modeled results showed that, averaged over the five GCM scenarios and across the study area, both the monthly total number of rainfall-related water damage claims and incurred losses could increase by about 13%, 20% and 30% for the periods 2016-2035, 2046-2065, and 2081-2100, respectively (from the four-city seasonal average of 12 ± 1.7 thousand claims and $88 ± $21 million during April-September 1992-2002). Within the context of this study, increases in the future number of insurance claims and incurred losses in the study area are driven by only increases in future heavy rainfall events. 展开更多
关键词 Climate Change Statistical DOWNSCALING Rainfall-Related Flooding Risks Water Damage Insurance claimS CANADA
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Shorebirds, Stakeholders, and Competing Claims to the Beach and Intertidal Habitat in Delaware Bay, New Jersey, USA 被引量:1
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作者 Joanna Burger Lawrence Niles 《Natural Science》 2017年第6期181-205,共25页
Birds have specific habitat needs as a function of their life cycle and reproductive stage. Migrant shorebirds that may fly from the Arctic to the southern tip of South America have foraging and habitat requirements a... Birds have specific habitat needs as a function of their life cycle and reproductive stage. Migrant shorebirds that may fly from the Arctic to the southern tip of South America have foraging and habitat requirements at sites where they stop to refuel before continuing their migration north or south. Throughout the world, shorebirds mainly forage on mudflats at low tide. Red knots (Calidris canutus rufa) are threatened in the United States and elsewhere, and it is critical to determine factors that might contribute to their decline. This paper uses Delaware Bay as a case study to examine shorebird (and red knot) use of the intertidal habitat, and competing claims to habitats they require during their northward migration, as well as some of the key stakeholders that play a role in protecting red knots. Shorebirds are drawn to Delaware Bay to feed on the eggs of Horseshoe Crabs (Limulus polyphemus) that are concentrated at the high tide. But they also feed on the intertidal mudflat. We examined intertidal habitat use on 17 beaches in an extensive study in 2015, and 5 key beaches in 2016. Most of the beaches were longitudinal, but four were more complex, and were used extensively for resting as well as foraging;numbers there were higher than on the longitudinal beaches. On foraging beaches, some shorebirds were present on over 85% of the intertidal censuses, and red knots were present on over 48% of the intertidal censuses. Average numbers of red knots on the longitudinal beaches varied from 0 to 354 ± 116 when any shorebirds were present, but averaged up to 1184 ± 634 when knots were present in 2015. Some beaches in 2015 had no knots (a beach with long-term aquaculture). Tide, intertidal location, and beach (name) determined the number of knots (and all shorebirds). Numbers decreased with distance from the mean high tide line. The average number of knots present in the intertidal mudflats two hours before or after low tide when knots were present (e.g. no censuses with zeros) was 2040 (=maximum flock size, in 2015). Major threats to red knots are from recreationists, overfishing of horseshoe crabs (reduction in egg prey base), and use of the intertidal by aquaculture. We discuss the role of stakeholders in conservation and protection of red knots. 展开更多
关键词 Assessment Aquaculture Monitoring Red KNOT SHOREBIRDS INTERTIDAL Recreationists HORSESHOE CRABS Competing claimS
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A Statistical Analysis of Intensities Estimation on the Modeling of Non-Life Insurance Claim Counting Process 被引量:1
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作者 Uraiwan Jaroengeratikun Winai Bodhisuwan Ampai Thongteeraparp 《Applied Mathematics》 2012年第1期100-106,共7页
This study presents an estimation approach to non-life insurance claim counts relating to a specified time. The objective of this study is to estimate the parameters in non-life insurance claim counting process, inclu... This study presents an estimation approach to non-life insurance claim counts relating to a specified time. The objective of this study is to estimate the parameters in non-life insurance claim counting process, including the homogeneous Poisson process (HPP) and the non-homogeneous Poisson process (NHPP) with a bell-shaped intensity. We use the estimating function, the zero mean martingale (ZMM) as a procedure of parameter estimation in the insurance claim counting process. Then, Λ(t) , the compensator of is proposed for the number of claims in the time interval . We present situations through a simulation study of both processes on the time interval . Some examples of the situations in the simulation study are depicted by a sample path relating to its compensator Λ(t). In addition, an example of the claim counting process illustrates the result of the compensator estimate misspecification. 展开更多
关键词 Estimating Function Zero Mean MARTINGALE NON-LIFE INSURANCE claim Counting PROCESS Poisson PROCESS Bell-Shaped Intensity
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Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims 被引量:2
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作者 FU Ke-ang QIU Yu-yang WANG An-ding 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2015年第3期347-360,共14页
Consider a continuous-time renewal risk model, in which every main claim induces a delayed by-claim. Assume that the main claim sizes and the inter-arrival times form a sequence of identically distributed random pairs... Consider a continuous-time renewal risk model, in which every main claim induces a delayed by-claim. Assume that the main claim sizes and the inter-arrival times form a sequence of identically distributed random pairs, with each pair obeying a dependence structure, and so do the by-claim sizes and the delay times. Supposing that the main claim sizes with by-claim sizes form a sequence of dependent random variables with dominatedly varying tails, asymptotic estimates for the ruin probability of the surplus process are investigated, by establishing a weakly asymptotic formula, as the initial surplus tends to infinity. 展开更多
关键词 by-claim dominatedly varying tail extended upper negative dependence quasi-asymptotic independence ruin probability time-depende
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Asymptotics of discounted aggregate claims for renewal risk model with risky investment
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作者 JIANG Tao School of Finance, Zhejiang Gongshang University, Hangzhou 310018, China 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2010年第2期209-216,共8页
Under the assumption that the claim size is subexponentially distributed and the insurance surplus is totally invested in risky asset, a simple asymptotic relation of tail probability of discounted aggregate claims fo... Under the assumption that the claim size is subexponentially distributed and the insurance surplus is totally invested in risky asset, a simple asymptotic relation of tail probability of discounted aggregate claims for renewal risk model within finite horizon is obtained. The result extends the corresponding conclusions of related references. 展开更多
关键词 Discounted aggregate claims ruin probability within finite horizon renewal risk model risky investment subexponential class.
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Arbitrage-free interval of American contingent claims under proportional transaction cost
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作者 Qingxin MENG Bo WANG 《控制理论与应用(英文版)》 EI 2006年第2期114-120,共7页
In a general continuous-time market model with proportional transaction costs, we derive the range of arbitrage-free prices of American contingent claims. Using a martingale approach, we obtain the upper and the lower... In a general continuous-time market model with proportional transaction costs, we derive the range of arbitrage-free prices of American contingent claims. Using a martingale approach, we obtain the upper and the lower hedging price of American contingent claims. 展开更多
关键词 HEDGING American contingent claim Transaction cost
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