Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate

Consider two dependent renewal risk models with constant interest rate. By using some methods in the risk theory, uniform asymptotics for finite-time ruin probability is derived in a non-compound risk model, where claim sizes are upper tail asymptotically independent random variables with dominatedly varying tails, claim inter-arrival times follow the widely lower orthant dependent structure, and the total amount of premiums is a nonnegative stochastic process. Based on the obtained result, using the method of analysis for the tail probability of random sums, a similar result in a more complex and reasonable compound risk model is also obtained, where individual claim sizes are specialized to be extended negatively dependent and accident inter-arrival times are still widely lower orthant dependent, and both the claim sizes and the claim number have dominatedly varying tails.

Large Deviations for Random Sums on Some Kind of Heavy-tailed Classes in Risk Models

This paper is a further investigation into the large deviations for random sums of heavy-tailed,we extended and improved some results in ref. [1] and [2]. These results can applied to some questions in Insurance and Finance.

Ruin Probability of One Kind of Entrance Processes Based Insurance Risk Models

In this note,one kind of insurance risk models with the policies having multiple validity times are investigated.Explicit expressions for the ruin probabilities are obtained by using the martingale method.As a consequence,the obtained probability serves as an upper bound for the ruin probability of a newly developed entrance processes based risk model.

Uniform Asymptotics for Finite-Time Ruin Probabilities of Risk Models with Non-Stationary Arrivals and Strongly Subexponential Claim Sizes

This paper considers the one-and two-dimensional risk models with a non-stationary claim-number process.Under the assumption that the claim-number process satisfies the large deviations principle,the uniform asymptotics for the finite-time ruin probability of a one-dimensional risk model are obtained for the strongly subexponential claim sizes.Further,as an application of the result of onedimensional risk model,we derive the uniform asymptotics for a kind of finite-time ruin probability in a two dimensional risk model sharing a common claim-number process which satisfies the large deviations principle.

Validation of different personalized risk models of chemotherapy-induced nausea and vomiting:results of a randomized,double-blind,phase III trial of fosaprepitant for cancer patients treated with high-dose cisplatin

Background:Highly emetogenic chemotherapy induces emesis in cancer patients without prophylaxis.The purpose of this study was to evaluate the efficacy and safety of a fosaprepitant-based triple antiemetic regimen for the prevention of chemotherapy-induced nausea and vomiting(CINV)in patients with solid malignant tumors,determine risk factors and externally validate different personalized risk models for CINV.Methods:This phase III trial was designed to test the non-inferiority of fosaprepitant toward aprepitant in cancer patients who were to receive the first cycle of single-day cisplatin chemotherapy.The primary endpoint was complete response(CR)during the overall phase(OP)with a non-inferiority margin of 10.0%.Logistic regression modelswere used to assess the risk factors ofCRand no nausea.To validate the personalized risk models,the accuracy of the risk scoring systems was determined by measuring the specificity,sensitivity and area under the receiver operating characteristic(ROC)curve(AUC),while the predictive accuracy of the nomogram was measured using concordance index(C-index).Results:A total of 720 patients were randomly assigned.CR during the OP in the fosaprepitant group was not inferior to that in the aprepitant group(78.1%vs.77.7%,P=0.765)with a between-group difference of 0.4%(95%CI,-5.7%to 6.6%).Female sex,higher cisplatin dose(≥70 mg/m2),no history of drinking and larger body surface area(BSA)were significantly associated with nausea.The AUC for the acute and delayed CINV risk indexes was 0.68(95%CI:0.66-0.71)and 0.66(95%CI:0.61-0.70),respectively,and the C-index for nomogram CINV prediction was 0.59(95%CI,0.54-0.64).Using appropriate cutoff points,the three models could stratify patients with high-or low-risk CINV.No nausea and CR rate were significantly higher in the low-risk group than in the high-risk group(P<0.001).Conclusions:Fosaprepitant-based triple prophylaxis demonstrated non-inferior control for preventing CINV in patients treated with cisplatin-base chemotherapy.Female cancer patients without a history of alcohol consumption,with larger BSA and received high-dose cisplatin might be more vulnerable to CINV.Three personalized prediction models were well-validated and could be used to optimize antiemetic therapy for individual patients.

Risk Assessment of Deep-Water Horizontal X-Tree Installation

Due to the high potential risk and many influencing factors of subsea horizontal X-tree installation,to guarantee the successful completion of sea trials of domestic subsea horizontal X-trees,this paper established a modular risk evaluation model based on a fuzzy fault tree.First,through the analysis of the main process oftree down and combining the Offshore&Onshore Reliability Data(OREDA)failure statistics and the operation procedure and the data provided by the job,the fault tree model of risk analysis of the tree down installation was established.Then,by introducing the natural language of expert comprehensive evaluation and combining fuzzy principles,quantitative analysis was carried out,and the fuzzy number was used to calculate the failure probability of a basic event and the occurrence probability of a top event.Finally,through a sensitivity analysis of basic events,the basic events of top events significantly affected were determined,and risk control and prevention measures for the corresponding high-risk factors were proposed for subsea horizontal X-tree down installation.

Analysis of risk factors leading to anxiety and depression in patients with prostate cancer after castration and the construction of a risk prediction model

BACKGROUND Cancer patients often suffer from severe stress reactions psychologically,such as anxiety and depression.Prostate cancer(PC)is one of the common cancer types,with most patients diagnosed at advanced stages that cannot be treated by radical surgery and which are accompanied by complications such as bodily pain and bone metastasis.Therefore,attention should be given to the mental health status of PC patients as well as physical adverse events in the course of clinical treatment.AIM To analyze the risk factors leading to anxiety and depression in PC patients after castration and build a risk prediction model.METHODS A retrospective analysis was performed on the data of 120 PC cases treated in Xi'an People's Hospital between January 2019 and January 2022.The patient cohort was divided into a training group(n=84)and a validation group(n=36)at a ratio of 7:3.The patients’anxiety symptoms and depression levels were assessed 2 wk after surgery with the Self-Rating Anxiety Scale(SAS)and the Selfrating Depression Scale(SDS),respectively.Logistic regression was used to analyze the risk factors affecting negative mood,and a risk prediction model was constructed.RESULTS In the training group,35 patients and 37 patients had an SAS score and an SDS score greater than or equal to 50,respectively.Based on the scores,we further subclassified patients into two groups:a bad mood group(n=35)and an emotional stability group(n=49).Multivariate logistic regression analysis showed that marital status,castration scheme,and postoperative Visual Analogue Scale(VAS)score were independent risk factors affecting a patient's bad mood(P<0.05).In the training and validation groups,patients with adverse emotions exhibited significantly higher risk scores than emotionally stable patients(P<0.0001).The area under the curve(AUC)of the risk prediction model for predicting bad mood in the training group was 0.743,the specificity was 70.96%,and the sensitivity was 66.03%,while in the validation group,the AUC,specificity,and sensitivity were 0.755,66.67%,and 76.19%,respectively.The Hosmer-Lemeshow test showed aχ^(2) of 4.2856,a P value of 0.830,and a C-index of 0.773(0.692-0.854).The calibration curve revealed that the predicted curve was basically consistent with the actual curve,and the calibration curve showed that the prediction model had good discrimination and accuracy.Decision curve analysis showed that the model had a high net profit.CONCLUSION In PC patients,marital status,castration scheme,and postoperative pain(VAS)score are important factors affecting postoperative anxiety and depression.The logistic regression model can be used to successfully predict the risk of adverse psychological emotions.

Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims

Consider a nonstandard continuous-time bidimensional risk model with constant force of interest,in which the two classes of claims with subexponential distributions satisfy a general dependence structure and each pair of the claim-inter-arrival times is arbitrarily dependent.Under some mild conditions,we achieve a locally uniform approximation of the finite-time ruin probability for all time horizon within a finite interval.If we further assume that each pair of the claim-inter-arrival times is negative quadrant dependent and the two classes of claims are consistently-varying-tailed,it shows that the above obtained approximation is also globally uniform for all time horizon within an infinite interval.

A risk assessment method considering risk attributes and work safety informational needs and its application

The technological revolution has spawned a new generation of industrial systems,but it has also put forward higher requirements for safety management accuracy,timeliness,and systematicness.Risk assessment needs to evolve to address the existing and future challenges by considering the new demands and advancements in safety management.The study aims to propose a systematic and comprehensive risk assessment method to meet the needs of process system safety management.The methodology first incorporates possibility,severity,and dynamicity(PSD)to structure the“51X”evaluation indicator system,including the inherent,management,and disturbance risk factors.Subsequently,the four-tier(risk point-unit-enterprise-region)risk assessment(RA)mathematical model has been established to consider supervision needs.And in conclusion,the application of the PSD-RA method in ammonia refrigeration workshop cases and safety risk monitoring systems is presented to illustrate the feasibility and effectiveness of the proposed PSD-RA method in safety management.The findings show that the PSD-RA method can be well integrated with the needs of safety work informatization,which is also helpful for implementing the enterprise's safety work responsibility and the government's safety supervision responsibility.

Clinical risk factors for preterm birth and evaluating maternal psychology in the postpartum period

BACKGROUND Although the specific pathogenesis of preterm birth(PTB)has not been thoroughly clarified,it is known to be related to various factors,such as pregnancy complications,maternal socioeconomic factors,lifestyle habits,reproductive history,environmental and psychological factors,prenatal care,and nutritional status.PTB has serious implications for newborns and families and is associated with high mortality and complications.Therefore,the prediction of PTB risk can facilitate early intervention and reduce its resultant adverse consequences.AIM To analyze the risk factors for PTB to establish a PTB risk prediction model and to assess postpartum anxiety and depression in mothers.METHODS A retrospective analysis of 648 consecutive parturients who delivered at Shenzhen Bao’an District Songgang People’s Hospital between January 2019 and January 2022 was performed.According to the diagnostic criteria for premature infants,the parturients were divided into a PTB group(n=60)and a full-term(FT)group(n=588).Puerperae were assessed by the Self-rating Anxiety Scale(SAS)and Self rating Depression Scale(SDS),based on which the mothers with anxiety and depression symptoms were screened for further analysis.The factors affecting PTB were analyzed by univariate analysis,and the related risk factors were identified by logistic regression.RESULTS According to univariate analysis,the PTB group was older than the FT group,with a smaller weight change and greater proportions of women who underwent artificial insemination and had gestational diabetes mellitus(P<0.05).In addition,greater proportions of women with reproductive tract infections and greater white blood cell(WBC)counts(P<0.05),shorter cervical lengths in the second trimester and lower neutrophil percentages(P<0.001)were detected in the PTB group than in the FT group.The PTB group exhibited higher postpartum SAS and SDS scores than did the FT group(P<0.0001),with a higher number of mothers experiencing anxiety and depression(P<0.001).Multivariate logistic regression analysis revealed that a greater maternal weight change,the presence of gestational diabetes mellitus,a shorter cervical length in the second trimester,a greater WBC count,and the presence of maternal anxiety and depression were risk factors for PTB(P<0.01).Moreover,the risk score of the FT group was lower than that of the PTB group,and the area under the curve of the risk score for predicting PTB was greater than 0.9.CONCLUSION This study highlights the complex interplay between postpartum anxiety and PTB,where maternal anxiety may be a potential risk factor for PTB,with PTB potentially increasing the incidence of postpartum anxiety in mothers.In addition,a greater maternal weight change,the presence of gestational diabetes mellitus,a shorter cervical length,a greater WBC count,and postpartum anxiety and depression were identified as risk factors for PTB.

GIS Application in Urban Flood Risk Analysis: Midar as a Case Study

The significance of this study lies in its exploration of the advanced applications of Geographic Information Systems (GIS) in assessing urban flood risks, with a specific focus on Midar, Morocco. This research is pivotal as it showcases that GIS technology is not just a tool for mapping, but a critical component in urban planning and emergency management strategies. By meticulously identifying and mapping flood-prone areas in Midar, the study provides invaluable insights into the potential vulnerabilities of urban landscapes to flooding. Moreover, this research demonstrates the practical utility of GIS in mitigating material losses, a significant concern in flood-prone urban areas. The proactive approach proposed in this study, centered around the use of GIS, aims to safeguard Midar’s population and infrastructure from the devastating impacts of floods. This approach serves as a model for other urban areas facing similar challenges, highlighting the indispensable role of GIS in disaster preparedness and response. Overall, the study underscores the transformative potential of GIS in enhancing urban resilience, making it a crucial tool in the fight against natural disasters like floods.

Navigating breast cancer brain metastasis:Risk factors,prognostic indicators,and treatment perspectives

In this editorial,we comment on the article by Chen et al.We specifically focus on the risk factors,prognostic factors,and management of brain metastasis(BM)in breast cancer(BC).BC is the second most common cancer to have BM after lung cancer.Independent risk factors for BM in BC are:HER-2 positive BC,triplenegative BC,and germline BRCA mutation.Other factors associated with BM are lung metastasis,age less than 40 years,and African and American ancestry.Even though risk factors associated with BM in BC are elucidated,there is a lack of data on predictive models for BM in BC.Few studies have been made to formulate predictive models or nomograms to address this issue,where age,grade of tumor,HER-2 receptor status,and number of metastatic sites(1 vs>1)were predictive of BM in metastatic BC.However,none have been used in clinical practice.National Comprehensive Cancer Network recommends screening of BM in advanced BC only when the patient is symptomatic or suspicious of central nervous system symptoms;routine screening for BM in BC is not recommended in the guidelines.BM decreases the quality of life and will have a significant psychological impact.Further studies are required for designing validated nomograms or predictive models for BM in BC;these models can be used in the future to develop treatment approaches to prevent BM,which improves the quality of life and overall survival.

Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models

Considering an insurer who is allowed to make risk-free and risky investments, as in Tang et al.(2010), the price process of the investment portfolio is described as a geometric L′evy process. We study the tail probability of the stochastic present value of future aggregate claims. When the claim-size distribution is of extended regular variation, we obtain an asymptotically equivalent formula which holds uniformly for all time horizons, and furthermore, the same asymptotic formula holds for the finite-time ruin probabilities. The results extend the works of Tang et al.(2010).

Finite Time Ruin Probabilities and Large Deviations for Generalized Compound Binomial Risk Models

In this paper, we extend the classical compound binomial risk model to the case where the premium income process is based on a Poisson process, and is no longer a linear function. For this more realistic risk model, Lundberg type limiting results for the finite time ruin probabilities are derived. Asymptotic behavior of the tail probabilities of the claim surplus process is also investigated.

Nomograms and risk score models for predicting survival in rectal cancer patients with neoadjuvant therapy

BACKGROUND Colorectal cancer is a common digestive cancer worldwide.As a comprehensive treatment for locally advanced rectal cancer(LARC),neoadjuvant therapy(NT)has been increasingly used as the standard treatment for clinical stage II/III rectal cancer.However,few patients achieve a complete pathological response,and most patients require surgical resection and adjuvant therapy.Therefore,identifying risk factors and developing accurate models to predict the prognosis of LARC patients are of great clinical significance.AIM To establish effective prognostic nomograms and risk score prediction models to predict overall survival(OS)and disease-free survival(DFS)for LARC treated with NT.METHODS Nomograms and risk factor score prediction models were based on patients who received NT at the Cancer Hospital from 2015 to 2017.The least absolute shrinkage and selection operator regression model were utilized to screen for prognostic risk factors,which were validated by the Cox regression method.Assessment of the performance of the two prediction models was conducted using receiver operating characteristic curves,and that of the two nomograms was conducted by calculating the concordance index(C-index)and calibration curves.The results were validated in a cohort of 65 patients from 2015 to 2017.RESULTS Seven features were significantly associated with OS and were included in the OS prediction nomogram and prediction model:Vascular_tumors_bolt,cancer nodules,yN,body mass index,matchmouth distance from the edge,nerve aggression and postoperative carcinoembryonic antigen.The nomogram showed good predictive value for OS,with a C-index of 0.91(95%CI:0.85,0.97)and good calibration.In the validation cohort,the C-index was 0.69(95%CI:0.53,0.84).The risk factor prediction model showed good predictive value.The areas under the curve for 3-and 5-year survival were 0.811 and 0.782.The nomogram for predicting DFS included ypTNM and nerve aggression and showed good calibration and a C-index of 0.77(95%CI:0.69,0.85).In the validation cohort,the C-index was 0.71(95%CI:0.61,0.81).The prediction model for DFS also had good predictive value,with an AUC for 3-year survival of 0.784 and an AUC for 5-year survival of 0.754.CONCLUSION We established accurate nomograms and prediction models for predicting OS and DFS in patients with LARC after undergoing NT.

Risk prediction models for hepatocellular carcinoma in different populations

Hepatocellular carcinoma （HCC） is a malignant disease with limited therapeutic options due to its aggressive progression. It places heaW burden on most low and middle income countries to treat HCC patients. Nowadays accurate HCC risk predictions can help making decisions on the need for HCC surveillance and antiviral therapy. HCC risk prediction models based on major risk factors of HCC are useful and helpful in providing adequate surveillance strategies to individuals who have different risk levels. Several risk prediction models among cohorts of different populations for estimating HCC incidence have been presented recently by using simple, efficient, and ready-to-use parameters. Moreover, using predictive scoring systems to assess HCC development can provide suggestions to improve clinical and public health approaches, making them more cost-effective and effort-effective, for inducing personalized surveillance programs according to risk stratification. In this review, the features of risk prediction models of HCC across different populations were summarized, and the perspectives of HCC risk prediction models were discussed as well.

Ruin Probabilities in Cox Risk Models with Two Dependent Classes of Business

In this paper we consider risk processes with two classes of business in which the two claim-number processes are dependent Cox processes. We first assume that the two claim-number processes have a two-dimensional Markovian intensity. Under this assumption, we not only study the sum of the two individual risk processes but also investigate the two-dimensional risk process formed by considering the two individual processes separately. For each of the two risk processes we derive an expression for the ruin probability, and then construct an upper bound for the ruin probability. We next assume that the intensity of the two claim-number processes follows a Markov chain. In this case, we examine the ruin probability of the sum of the two individual risk processes. Specifically, a differential system for the ruin probability is derived and numerical results are obtained for exponential claim sizes.

Some Large Deviation Results for Generalized Compound Binomial Risk Models

This paper is a further investigation of large deviation for partial and random sums of random variables, where {Xn,n ≥ 1} is non-negative independent identically distributed random variables with a common heavy-tailed distribution function F on the real line R and finite mean μ∈ R. {N(n),n ≥ 0} is a binomial process with a parameter p ∈ (0,1) and independent of {Xn,n ≥ 1}; {M(n),n ≥ 0} is a Poisson process with intensity λ > 0, Sn = ΣNn i=1 Xi-cM(n). Suppose F ∈ C, we futher extend and improve some large deviation results. These results can apply to certain problems in insurance and finance.

Development of a machine learning-based model for predicting risk of early postoperative recurrence of hepatocellular carcinoma

BACKGROUND Surgical resection is the primary treatment for hepatocellular carcinoma(HCC).However,studies indicate that nearly 70%of patients experience HCC recurrence within five years following hepatectomy.The earlier the recurrence,the worse the prognosis.Current studies on postoperative recurrence primarily rely on postoperative pathology and patient clinical data,which are lagging.Hence,developing a new pre-operative prediction model for postoperative recurrence is crucial for guiding individualized treatment of HCC patients and enhancing their prognosis.AIM To identify key variables in pre-operative clinical and imaging data using machine learning algorithms to construct multiple risk prediction models for early postoperative recurrence of HCC.METHODS The demographic and clinical data of 371 HCC patients were collected for this retrospective study.These data were randomly divided into training and test sets at a ratio of 8:2.The training set was analyzed,and key feature variables with predictive value for early HCC recurrence were selected to construct six different machine learning prediction models.Each model was evaluated,and the bestperforming model was selected for interpreting the importance of each variable.Finally,an online calculator based on the model was generated for daily clinical practice.RESULTS Following machine learning analysis,eight key feature variables(age,intratumoral arteries,alpha-fetoprotein,preoperative blood glucose,number of tumors,glucose-to-lymphocyte ratio,liver cirrhosis,and pre-operative platelets)were selected to construct six different prediction models.The XGBoost model outperformed other models,with the area under the receiver operating characteristic curve in the training,validation,and test datasets being 0.993(95%confidence interval:0.982-1.000),0.734(0.601-0.867),and 0.706(0.585-0.827),respectively.Calibration curve and decision curve analysis indicated that the XGBoost model also had good predictive performance and clinical application value.CONCLUSION The XGBoost model exhibits superior performance and is a reliable tool for predicting early postoperative HCC recurrence.This model may guide surgical strategies and postoperative individualized medicine.

The Odd Log-Logistic Weibull-G Family of Distributions with Regression and Financial Risk Models

A new generalization of the Weibull-G family is proposed with two extra shape parameters.The mathematical properties are derived in great detail.Using the Weibull and normal distributions as baseline distributions,two models are introduced.The first model is a location-scale regression model based on a new extension of the Weibull distribution.The second model is a new two-step financial risk model to forecast the daily value at risk.The flexibility and applicability of the proposed models are investigated by means of five real data sets on the lifetime and financial returns.Empirical findings of the study show that proposed models work well and produce better results than other well-known models for financial risk modeling and censored lifetime data analysis.