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The tail index is an important parameter that measures how extreme events occur. In many practical cases, this tail index depends on covariates. In this paper,we assume that it takes a finite number of values over a partition of the covariate space. This article proposes a tail index partition-based rules extraction method that is able to construct estimates of the partition subsets and estimates of the tail index values. The method combines two steps: first an additive tree ensemble based on the Gamma deviance is fitted, and second a hierarchical clustering with spatial constraints is used to estimate the subsets of the partition. We also propose a global tree surrogate model to approximate the partition-based rules while providing an explainable model from the initial covariates. Our procedure is illustrated on simulated data. A real case study on wind property damages caused by tornadoes is finally presented.

We consider high-frequency observations from a one-dimensional time-homogeneous diffusion process Y. We assume that the diffusion coefficient $\sigma $ is continuously differentiable in y, but with a jump discontinuity at some level y, say $y=0$ . We first study sign-constrained kernel estimators of functions of the left and right limits of $\sigma $ at $0$ . These functions intricately depend on both limits. We propose a method to extricate these functions by searching for bandwidths where the kernel estimators are stable by iteration. We finally provide an estimator of the discontinuity jump size. We prove its convergence in probability and discuss its rate of convergence. A Monte Carlo study shows the finite sample properties of this estimator.

This paper offers a systematic treatment of risk-sharing rules for insurance losses, based on a list of relevant properties. A number of candidate risk-sharing rules are considered, including the conditional mean risk-sharing rule proposed in Denuit and Dhaene and the newly introduced quantile risk-sharing rule. Their compliance with the proposed properties is established. Then, methods for building new risk-sharing rules are discussed. The results derived in this paper are helpful in the development of peer‐to‐peer insurance (or crowdsurance), as well as to manage contingent risk funds where a given budget is distributed among claimants.

Introduction : Les atteintes musculaires par mutation du gène LMNA ont un spectre large, avec des formes congénitales (L-CMD) et des formes plus tardives de type Emery Dreifus (EDMD) et proximales non rétractiles. L’évolution des L-CMD est rapidement progressive, commençant par une faiblesse cervico-axiale (Syndrome, de la tête tombante ou dropped head dyndrome DHS), puis des extrémités et des muscles respiratoires, pouvant associer une atteinte cardiaque. Le traitement par corticoïdes a été suggéré en raison de signes inflammatoires observés sur la biopsie musculaire. Méthodes : Étude rétrospective des enfants atteints de myopathie par mutations de LMNA traités par corticoïdes au moins un an dans trois centres français. Les données génétiques, phénotypiques, d’évolution clinique (motrice respiratoire, cardiologique) et des tests complémentaires (biopsie, imagerie musculaire, biochimiques) ont été recueillies.Résultats : 7 enfants (6 DHS, 1 EDMD) ont été traités avec prednisone à 0.75 mg/Kg jour à un âge moyen de 4 ans (2-8) pendant 3 ans (1-7). Tous portaient une mutation de novo du gène LMNA. Des signes inflammatoires étaient observés chez tous les enfants sur biopsie (2) ou IRM musculaire corps entier (5). Trois patients qui n’avaient jamais marché ont acquis la marche après le traitement, dont un avec appui (2 semaines- 1 an). Un patient qui avait perdu la marche l’a récupéré deux ans après le début des corticoïdes. Les 2 patients DHS ambulatoires avant traitement sont restés stables (1-3 ans). Les corticoïdes étaient arrêtés chez le patient EDMD après trois ans de traitement devant une perte de périmètre de marche et une aggravation cardiaque. Conclusion: Le traitement par corticoïdes pourrait être bénéfique chez les jeunes enfants avec mutations dans le gène LMNA, en particulier ceux avec phénotype DHS traités avant l'âge de quatre ans. L’IRM musculaire pourrait être utile comme méthode non invasive pour évaluer la présence d’inflammation avant traitement et dans l’évolution.

This paper supplements the previous contribution by Denuit and Robert (2021) . First, the compound Poisson case is revisited and the strong law of large number is rigorously established for the conditional expectations defining the conditional mean risk allocation. Then, a weak law of large numbers is proposed, providing the actuary with a criterion ensuring that the variance of individual contributions tends to 0. This is appealing for applications since this behavior is a key success factor for collaborative insurance pools.

This paper considers a peer-to-peer (P2P) insurance scheme where the higher layer is transferred to a (re-)insurer and retained losses are distributed among participants according to the conditional mean risk sharing rule proposed by Denuit and Dhaene (2012) . The global retention level of the pool of participants grows proportionally with their number. We study the asymptotic behavior of the individual retention levels, as well as individual cash-backs and stop-loss premiums, as the number of participants increases. The probability that the total loss hits the upper layer protected by the stop-loss treaty is also considered. The results depend on the proportional rate of increase of the global retention level with the number of participants, as well as on the existence of the Esscher transform of the losses brought to the pool.

Vitamin C, also known as ascorbic acid or ascorbate, is a water-soluble vitamin synthesized in plants as well as in animals except humans and several other animal species. Humans obtain vitamin C from dietary sources and via vitamin supplementation. Vitamin C possesses important biological functions, including serving as a cofactor for many enzymes, acting as an antioxidant and anti-inflammatory compound, and participating in regulating stem cell biology and epigenetics. The multifunctional nature of vitamin C contributes to its essentialness in maintaining and safeguarding physiological homeostasis, especially regulation of immunity and inflammatory responses. In this context, vitamin C has been investigated for its efficacy in treating diverse inflammatory disorders, including sepsis, one of the major causes of death globally and for which currently there is no cure. Accordingly, this Mini-Review surveys recent major research findings on the effectiveness of vitamin C and the underling molecular mechanisms in sepsis intervention in both experimental animal models and randomized controlled trials. To set a stage for discussing the effects and mechanisms of vitamin C in sepsis intervention, this Mini-Review begins with an overview of vitamin C redox biochemistry and its multifunctional properties.

Small mammal populations can be affected by habitat degradation, causing changes in their abundance, density and movement. Akodon montensis, a persistent host for Orthohantavirus, is a common rodent species in primary and secondary forest habitats and is considered a generalist species. This paper analyzes how habitat degradation and resource availability affect the population characteristics of the species. Six plots were classified into three levels of degradation, with sampling conducted in June and November 2015. After the June sampling, three plots were selected for the increase of food resources for three months, to assess how this factor affects the population. Abundance was estimated with the capture-mark-recapture method and density was estimated by dividing abundance by the effective sampling area. Home range was calculated using the Minimum Convex Polygon method, and the Maximum Distance Traveled as the longest average movement between two sampling stations where an individual was encountered. More degraded habitats supported lower average density and abundance of A. montensis compared to less degraded habitats. Increasing food availability led to increases in abundance in the more degraded habitats and decreases in the least degraded. Changes in home range were most evident, decreasing in the least degraded plots after the increase in resources. The sex ratio did not differ from equity in any plot, nor with respect to any of the factors studied. Population characteristics of the species are determined by several factors, including habitat quality and food distribution and abundance. If changes occur in these factors (either artificially or naturally) then movement, abundance and population density are affected in response to such changes. Although some results were not statistically significant, an apparent interaction was observed between habitat quality and resource availability, thereby influencing the abundance and density of A. montensis.

Introduction Given the high variability and fragility of the thoracic duct, good knowledge of its anatomy is essential for its repair or to prevent iatrogenic postoperative chylothorax. The objective of this study was to define a site where the thoracic duct is consistently found for its ligation. The second objective was to define an anatomically safe surgical pathway to prevent iatrogenic chylothorax in surgery for aortic arch anomalies with vascular ring, through better knowledge of the anatomical relationships of the thoracic duct. Methods Seventy adult formalin-fixed cadavers were dissected. The anatomical relationships of the thoracic duct were reported at the postero-inferior mediastinum, at levels T3 and T4. Results The thoracic duct was consistently situated between the left anterolateral border of the azygos vein and the right border of the aorta between levels T9 and T10, whether it was simple, double, or plexiform. It was located medially, anteromedially, or posteriorly to the left subclavian artery in 51%, 21%, and 28% of the cases, respectively, at the level of T3. At T4, it was posteromedial in 27% of the cases or had no direct relationship with the aortic arch. Conclusion These results favor mass ligation of the thoracic duct at levels T9-T10 between the right border of the aorta and the azygos vein, eventually including the latter. To prevent iatrogenic postoperative chylothorax in aortic arch anomalies with vascular ring surgery, we recommend remaining strictly lateral to the left subclavian artery at the level of T3 to reach the aortic arch anomalies with vascular ring at T4.

Denuit (2019, 2020a) demonstrated that conditional mean risk sharing introduced by Denuit and Dhaene (2012) is the appropriate theoretical tool to share losses in collaborative peer-to-peer insurance schemes. Denuit and Robert (2020a, 2020b, 2021) studied this risk sharing mechanism and established several attractive properties including linear approximations when total losses or the number of participants get large. It is also shown there that the conditional expectation defining the conditional mean risk sharing is asymptotically increasing in the total loss (under mild technical assumptions). This ensures that the risk exchange is Pareto-optimal and that all participants have an interest to keep total losses as small as possible. In this article, we design a flexible system where entry prices can be made attractive compared to the premium of a regular, commercial insurance contract and participants are awarded cash-backs in case of favorable experience while being protected by a stop-loss treaty in the opposite case. Members can also be grouped according to some meaningful criteria, resulting in a hierarchical decomposition of the community. The particular case where realized losses are allocated in proportion to the pure premiums is studied.

This paper considers linear fair risk sharing rules and the conditional mean risk sharing rule for independent but heterogeneous losses that are gathered in an insurance pool. It studies the asymptotic behavior of individual contributions to total losses when the number of participants to the pool tends to infinity. It is shown that (i) insurance at pure premium is obtained for an infinitely large pool and (ii) the difference between the actual contribution and the pure premium becomes ultimately Normally distributed. The linear fair risk sharing rule approximating the conditional mean risk sharing rule is then identified, providing practitioners with a useful simplification applicable within large pools. Also, the approximate number of participants required to keep the volatility of individual contributions within an acceptable range is obtained from the established asymptotic Normality.

Introduction Von Hippel–Lindau disease (VHL) is a syndrome of familial predisposition to the development of malignant and benign tumours, due to mutations in the VHL tumour suppressor gene. Pheochromocytoma is a tumour that develops in the adrenal gland, rare in pediatric age, and may be associated with genetic abnormalities including mutations in the VHL gene. Systematic screening of pheochromocytoma in children carrying a VHL mutation has been proposed. However, some VHL patients who have been screened may develop symptoms associated with pheochromocytoma despite screening. Here, we report on such a case. Clinical case A 13-year-old boy, known to be a carrier of a mutation of the VHL gene, undergoing annual screening, was admitted to our hospital for clinical symptoms related to a right adrenal pheochromocytoma discovered on abdominal imaging. After hemodynamic stabilisation, the pheochromocytoma was surgically resected. Histology confirmed the diagnosis of pheochromocytoma. The postoperative care was simple. The event-free period is currently 2 years. Discussion The present case has led us to reflect on the French and international screening strategies for pheochromocytoma in children carrying a mutation of the VHL gene. Between 2013 and 2018, six different recommendations were proposed for pheochromocytoma screening in secondary prevention for children with a VHL mutation, with variability regarding the age of onset and complementary examinations to be carried out. Despite the existence of these recommendations, our case demonstrates that a pheochromocytoma can develop by escaping well-performed screening. The role of early abdominal imaging should be redefined to improve the efficiency of screening. Conclusion The discovery of a pheochromocytoma in a child must be systematically investigated for an underlying genetic cause. In the particular case of children carrying a mutation of the VHL gene, annual abdominal imaging should be included in the pheochromocytoma screening protocol from the age of 5 years.

We consider the conditional mean risk allocation for an insurance pool, as defined by Denuit and Dhaene (2012). Precisely, we study the asymptotic behavior of the respective relative contributions of the participants as the total loss of the pool tends to infinity. The numerical illustration in Denuit (2019) suggests that the application of the conditional mean risk sharing rule may produce a linear sharing in the tail of the total loss distribution. This paper studies the validity of this empirical finding in the class of compound Panjer–Katz sums consisting of compound Binomial, compound Poisson, and compound Negative Binomial sums with either Gamma or Pareto severities. It is demonstrated that such a behavior does not hold in general since one term may dominate the other ones conditional of large total loss.

Resume Introduction Premiere cause d’epiphora congenital, l’impermeabilite du canal lacrymonasal (CLN) simple touche 5 a 20 % des nouveaux nes. Chez les enfants de plus de 12 mois, il est actuellement recommande de proceder a un sondage avec intubation de la voie lacrymale sous anesthesie generale. Le but de cette etude est de comparer les sondes monocanaliculaires « tirees » type Monoka versus les sondes monocanaliculaires « poussees » type Masterka. Materiels et methodes Cette etude retrospective a inclus 73 enfants entre 2014 et 2017 qui presentaient une impermeabilite du CLN simple. L’intubation a ete realisee sous anesthesie generale avec intubation orotracheale soit par une sonde type Masterka « poussee » par voie canthale, soit par une sonde type Monoka Ritleng avec recuperation nasale classique, une des techniques de reference. Le traitement etait considere comme un succes en cas de disparition complete de l’epiphora deux mois apres l’intervention. Resultats L’intubation du CLN fut realisee sur 53 yeux a l’aide d’une Monoka et sur 20 yeux a l’aide d’une Masterka. La moyenne d’âge des enfants se situait a 25 mois (12–69 mois) dans les deux groupes. Une disparition complete de l’epiphora fut rapportee chez 19 des 20 yeux (95 % des cas) du groupe Masterka, contre 50 des 53 yeux (94 % des cas) dans le groupe temoin Monoka. Une expulsion spontanee de la sonde eut lieu pour environ 14 % des enfants de chacun des deux groupes. Conclusion Chez l’enfant de plus de 12 mois, l’intubation du CLN par une sonde monocanaliculaire « poussee » de type Masterka est un traitement efficace de l’imperforation muqueuse du CLN.

Strong epidemiological evidence supports the association between increased air pollution and the risk of developing atherosclerotic cardiovascular diseases (CVDs). However, the mechanism remains unclear. As an environmental air pollutant and benzo-a-pyrene (BP) metabolite, BP-1,6-quinone (BP-1,6-Q) is present in the particulate phase of air pollution. This study was undertaken to examine the redox activity of BP-1,6-Q and mechanisms associated with it using EA.hy926 endothelial cells. BP-1,6-Q at 0.01–1 μM significantly stimulated the production of reactive oxygen species (ROS)·in intact cells and isolated mitochondria. Furthermore, BP-1,6-Q-induced ROS was altered by mitochondrial electron transport chain (METC) inhibitors of complex I (rotenone) and complex III (antimycin A), denoting the involvement of mitochondrial electron transport chain (METC) in BP-1,6-Q mediated ROS production. In METC deficient cells, interestingly, BP-1,6-Q-mediated ROS production was enhanced, suggesting that overproduction of ROS by BP-1,6-Q is not only produced from mitochondria but can also be from the cell outside of mitochondria (extramitochondrial). BP-1,6-Q also triggered endothelial-monocyte interaction and stimulated expression of vascular adhesion molecule-1 (VCAM-1). In conclusion, these results demonstrate that BP-1,6-Q can generate ROS within both mitochondria and outside of mitochondria, resulting in stimulation of adhesion of monocytes to endothelial cells, a key event in the pathogenesis of atherosclerosis.

This paper exploits the representation of the conditional mean risk sharing allocations in terms of size-biased transforms to derive effective approximations within insurance pools of limited size. Precisely, the probability density functions involved in this representation are expanded with respect to the Gamma density and its associated Laguerre orthonormal polynomials, or with respect to the Normal density and its associated Hermite polynomials when the size of the pool gets larger. Depending on the thickness of the tails of the loss distributions, the latter may be replaced with their Esscher transform (or exponential tilting) of negative order. The numerical method then consists in truncating the series expansions to a limited number of terms. This results in an approximation in terms of the first moments of the individual loss distributions. Compound Panjer-Katz sums are considered as an application. The proposed method is compared with the well-established Panjer recursive algorithm. It appears to provide the analyst with reliable approximations that can be used to tune system parameters, before performing exact calculations.

Survivor funds are financial arrangements where participants agree to share the proceeds of a collective investment pool in a predescribed way depending on their survival. This offers investors a way to benefit from mortality credits, boosting financial returns. Following Denuit (2019, ASTIN Bulletin, 49, 591–617), participants are assumed to adopt the conditional mean risk sharing rule introduced in Denuit and Dhaene (2012, Insurance: Mathematics and Economics, 51, 265–270) to assess their respective shares in mortality credits. This paper looks at pools of individuals that are heterogeneous in terms of their survival probability and their contributions. Imposing mild conditions, we show that individual risk can be fully diversified if the size of the group tends to infinity. For large groups, we derive simple, hierarchical approximations of the conditional mean risk sharing rule.

Conditional tail expectations are often used in risk measurement and capital allocation. Conditional mean risk sharing appears to be effective in collaborative insurance, to distribute total losses among participants. This paper develops analytical results for risk allocation among different, correlated units based on conditional tail expectations and conditional mean risk sharing. Results available in the literature for independent risks are extended to correlated ones, in a unified way. The approach is applied to mixture models with correlated latent factors that are often used in practice. Conditional Monte Carlo simulation procedures are proposed in that setting.

In visual rehabilitation, ground visual field assessment (GVFA) makes it possible to assess the size of scotomas in connection with locomotion and to restore the width of the patient's visual field (VF). The information obtained by these tests has never been compared with Goldmann testing. The purpose of this study was to assess the reproducibility of VF measurement under different conditions (Goldmann perimetry, manual and automated GVFA). Ten patients (51.4±14.0 years, 4 men and 6 women) with tunnel fields inferior or equal to the central 25°, performed three different versions of a binocular VF assessment: Goldmann perimetry, manual GVFA, and automated GVFA. The two versions of the GVFA were performed at 1m then 5m from the patient on the ground, and finally 5m away from the patient at eye level, facing the patient. The main outcome was the total perceived surface for each test. The reproducibility of the measurement was average or good for the test at 1m (ICC=0.685 to 0.866). Conversely, it was very poor between the tests at 5m, except for the automated and manual GVFA at 5m on the ground (ICC=0.888). This study shows good reproducibility of the GVFA measurements at 1m with less reproducibility at 5m, which can be explained by difficulties in the execution of the GVFA. Among the tests, the automated GVFA appears to be more reliable than the manual GVFA and is preferred by patients.

Summary Background Surgical site infections (SSIs) are the second most common healthcare-associated infection. Active SSI surveillance can help inform preventative measures and assess the impact of these measures. Aim We aimed to describe the evolution in trends over 14 years of prospective active SSI surveillance and implementations of SSI prevention measures in a French Teaching Hospital. Methods We monitored and included in the study all surgical procedures performed from 2003 to 2016 in eight surgical units. The semi-automated surveillance method consisted of weekly collection of SSI declaration forms (pre-filled with patient and procedure administrative data and microbiology laboratory data), filled-in by surgeons and then monitored by the infection control practitioners. Findings A total of 181,746 procedures were included in our analysis and 3270 SSIs recorded (global SSI rate 1.8%). The SSI rate decreased significantly from 3.0% in 2003 to 1.1% in 2016. This decrease was mainly in superficial SSIs and high infectious risk procedures. Higher SSI rates were observed for procedures associated with the usual risk factors. During this 14-year period, several evolutions in surgical practices occurred that might have contributed to this decrease. Conclusions With an overall decrease in SSI rate throughout the surveillance, our results revealed the benefits of an active and comprehensive hospital SSI surveillance programme for understanding the SSI rate trends, analysing local risk factors and assessing the effectiveness of prevention strategies. These findings also highlighted the importance of the collaboration between surgeons and infection control practitioners.