| 1. |
- Björkwall, Susanna, et al.
(författare)
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A generalized linear model with smoothing effects for claims reserving
- 2011
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Ingår i: Insurance, Mathematics & Economics. - : Elsevier BV. - 0167-6687 .- 1873-5959. ; 49:1, s. 27-37
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Tidskriftsartikel (refereegranskat)abstract
- In this paper, we continue the development of the ideas introduced in England and Verrall (2001) by suggesting the use of a reparameterized version of the generalized linear model (GLM) which is frequently used in stochastic claims reserving. This model enables us to smooth the origin, development and calendar year parameters in a similar way as is often done in practice, but still keep the GLM structure. Specifically, we use this model structure in order to obtain reserve estimates and to systemize the model selection procedure that arises in the smoothing process. Moreover, we provide a bootstrap procedure to achieve a full predictive distribution.
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| 2. |
- Björkwall, Susanna, et al.
(författare)
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Bootstrapping the separation method in claims reserving.
- 2010
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Ingår i: Astin Bulletin. - 0515-0361 .- 1783-1350. ; 40:2, s. 845-869
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Tidskriftsartikel (refereegranskat)abstract
- The separation method was introduced by Verbeek (1972) in order to forecast numbers of excess claims and it was developed further by Taylor (1977) to be applicable to the average claim cost.The separation method differs from the chain-ladder in that when the chain-ladder only assumes claim proportionality between the development years, the separation method also separates the claim delay distribution from influences affecting the calendar years, e.g. inflation. Since the inflation contributes to the uncertainty in the estimate of the claims reserve it is important to consider its impact in the context of risk management, too. In this paper we present a method for assessing the prediction error distribution of the separation method. To this end we introduce a parametric framework within the separation model which enables joint resampling of claim counts and claim amounts. As a result, the variability of Taylor's predicted reserves can be assessed by extending the parametric bootstrap techniques of Björkwall et al. (2009). The performance of the bootstrapped separation method and chain-ladder is compared for a real data set.
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| 3. |
- Björkwall, Susanna, 1976-, et al.
(författare)
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Non-parametric and parametric bootstrap techniques for age-to-age development factor methods in stochastic claims reserving.
- 2009
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Ingår i: Scandinavian Actuarial Journal. - : Informa UK Limited. - 0346-1238 .- 1651-2030. ; :4, s. 306-331
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Tidskriftsartikel (refereegranskat)abstract
- In the literature, one of the main objects of stochastic claims reserving is to find models underlying the chain-ladder method in order to analyze the variability of the outstanding claims, either analytically or by bootstrapping. In bootstrapping these models are used to find a full predictive distribution of the claims reserve, even though there is a long tradition of actuaries calculating the reserve estimate according to more complex algorithms than the chain-ladder, without explicit reference to an underlying model. In this paper we investigate existing bootstrap techniques and suggest two alternative bootstrap procedures, one non-parametric and one parametric, by which the predictive distribution of the claims reserve can be found for other age-to-age development factor methods than the chain-ladder, using some rather mild model assumptions. For illustration, the procedures are applied to three different development triangles.
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| 4. |
- Björkwall, Susanna, 1976-
(författare)
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Stochastic claims reserving in non-life insurance : Bootstrap and smoothing models
- 2011
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. Moreover, the actuaries often make ad hoc adjustments of the methods, for example, smoothing of the chain-ladder development factors, in order to fit the data set under analysis. However, stochastic models are needed in order to assess the variability of the claims reserve. The standard statistical approach would be to first specify a model, then find an estimate of the outstanding claims under that model, typically by maximum likelihood, and finally the model could be used to find the precision of the estimate. As a compromise between this approach and the actuary's way of working without reference to a model the object of the research area has often been to first construct a model and a method that produces the actuary's estimate and then use this model in order to assess the uncertainty of the estimate. A drawback of this approach is that the suggested models have been constructed to give a measure of the precision of the reserve estimate without the possibility of changing the estimate itself. The starting point of this thesis is the inconsistency between the deterministic approaches used in practice and the stochastic ones suggested in the literature. On one hand, the purpose of Paper I is to develop a bootstrap technique which easily enables the actuary to use other development factor methods than the pure chain-ladder relying on as few model assumptions as possible. This bootstrap technique is then extended and applied to the separation method in Paper II. On the other hand, the purpose of Paper III is to create a stochastic framework which imitates the ad hoc deterministic smoothing of chain-ladder development factors which is frequently used in practice.
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| 5. |
- Bonfiglio, F., et al.
(författare)
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Female-Specific Association Between Variants on Chromosome 9 and Self-Reported Diagnosis of Irritable Bowel Syndrome
- 2018
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Ingår i: Gastroenterology. - : Elsevier BV. - 0016-5085 .- 1528-0012. ; 155:1, s. 168-179
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Tidskriftsartikel (refereegranskat)abstract
- BACKGROUND & AIMS: Genetic factors are believed to affect risk for irritable bowel syndrome (IBS), but there have been no sufficiently powered and adequately sized studies. To identify DNA variants associated with IBS risk, we performed a genome-wide association study (GWAS) of the large UK Biobank population-based cohort, which includes genotype and health data from 500,000 participants. METHODS: We studied 7,287,191 high-quality single nucleotide polymorphisms in individuals who self-reported a doctor's diagnosis of IBS (cases; n = 9576) compared to the remainder of the cohort (controls; n = 336,499) (mean age of study subjects, 40-69 years). Genome-wide significant findings were further investigated in 2045 patients with IBS from tertiary centers and 7955 population controls from Europe and the United States, and a small general population sample from Sweden (n = 249). Functional annotation of GWAS results was carried out by integrating data from multiple biorepositories to obtain biological insights from the observed associations. RESULTS: We identified a genome-wide significant association on chromosome 9q31.2 (single nucleotide polymorphism rs10512344; P = 3.57 x 10(-8)) in a region previously linked to age at menarche, and 13 additional loci of suggestive significance (P < 5.0 x 10(-6)). Sex-stratified analyses revealed that the variants at 9q31.2 affect risk of IBS in women only (P = 4.29 x 10(-10) in UK Biobank) and also associate with constipation-predominant IBS in women (P = .015 in the tertiary cohort) and harder stools in women (P = .0012 in the population-based sample). Functional annotation of the 9q31.2 locus identified 8 candidate genes, including the elongator complex protein 1 gene (ELP1 or IKB-KAP), which is mutated in patients with familial dysautonomia. CONCLUSIONS: In a sufficiently powered GWAS of IBS, we associated variants at the locus 9q31.2 with risk of IBS in women. This observation may provide additional rationale for investigating the role of sex hormones and autonomic dysfunction in IBS.
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| 6. |
- Calling, Susanna, et al.
(författare)
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Coronary heart disease in mothers and fathers of adult children with alcohol use disorders
- 2021
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Ingår i: Addiction. - : Wiley. - 0965-2140 .- 1360-0443. ; 116:12, s. 3390-3397
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Tidskriftsartikel (refereegranskat)abstract
- Background and aim: Having a family member with an alcohol use disorder (AUD) may negatively affect a person's health. Our aim was to study the long-term risk of coronary heart disease (CHD) in parents who have an offspring with AUD. Design: Cohort study with Cox regression models and co-sibling analyses. Setting: Sweden. Participants: From population registers, we selected all parent-offspring pairs in which the parent was born in Sweden between 1945 and 1965. Measurements: Baseline was set when the offspring was 15 years old and AUD was assessed from medical and criminal registers. The parents were followed for CHD during a mean follow-up of 18 years. Hazard ratios (HRs) in mothers and fathers were calculated and adjusted for potential confounders (year of birth, age at childbirth, sex of the child, parent' AUD, educational level, and marital status). Findings: In mothers, the adjusted HR for CHD was 1.24 (95% CI = 1.19–1.28) in relation to having a child with AUD. In fathers, the HR for CHD was lower than in mothers but still increased; the adjusted HR was 1.08 (95% CI = 1.05–1.12). In the co-sibling analyses, the HRs for mothers were similar to the HRs estimated from the population-based sample, but in fathers the association did not remain significant (HR = 0.98 [0.90–1.06]). Conclusions: In Sweden, there appears to be an association between having an offspring with alcohol use disorder and increased risk of developing coronary heart disease. For fathers, the association did not remain in co-sibling analyses.
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| 7. |
- Calling, Susanna, et al.
(författare)
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Socioeconomic status and alcohol use disorders across the lifespan : A co-relative control study
- 2019
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Ingår i: PLoS ONE. - : Public Library of Science (PLoS). - 1932-6203. ; 14:10, s. 0224127-0224127
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Tidskriftsartikel (refereegranskat)abstract
- OBJECTIVES: Alcohol use disorders (AUD) is well known to aggregate in families and is associated with socioeconomic status (SES). The objective was to study the effect of education, income and neighborhood SES in adulthood on AUD, and to explore whether the potential associations were confounded by shared familial factors, by using a co-relative control design. METHODS: Data on AUD was drawn from the Swedish inpatient and outpatient care registers; prescription drug register; and crime data. Through national population registers we collected information on income, education and neighborhood SES at age 25, 30, 35 and 40 years in all individuals born in Sweden between 1950 and 1980. Each sex-specific stratum consisted of approximately 750,000-1,200,000 individuals, who were followed for AUD for a mean follow-up time ranging between 10 and 15 years until the end of 2013. Cox proportional hazards models were used to investigate the risk of AUD as a function of income, education and neighborhood SES in the general population and in pairs of first cousins and full siblings within the same sex, who differed in their exposure to the SES measure. RESULTS: Higher educational level, higher income and higher neighborhood SES were all associated with a reduced risk for AUD for both males and females in all ages. The potentially protective effect remained but was attenuated when comparing pairs of first cousins and full siblings. CONCLUSIONS: High educational level and income in adulthood, as well as high neighborhood socioeconomic status, may represent protective factors against alcohol use disorders, even when shared familial factors, e.g. childhood socioeconomic status and genetic factors, have been taken into account.
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| 8. |
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| 9. |
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| 10. |
- Henstrom, M., et al.
(författare)
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Functional variants in the sucrase-isomaltase gene associate with increased risk of irritable bowel syndrome
- 2018
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Ingår i: Gut. - : BMJ. - 0017-5749 .- 1468-3288. ; 67:2, s. 263-270
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Tidskriftsartikel (refereegranskat)abstract
- Objective IBS is a common gut disorder of uncertain pathogenesis. Among other factors, genetics and certain foods are proposed to contribute. Congenital sucraseisomaltase deficiency (CSID) is a rare genetic form of disaccharide malabsorption characterised by diarrhoea, abdominal pain and bloating, which are features common to IBS. We tested sucrase-isomaltase (SI) gene variants for their potential relevance in IBS. Design We sequenced SI exons in seven familial cases, and screened four CSID mutations (p.Val557Gly, p. Gly1073Asp, p.Arg1124Ter and p.Phe1745Cys) and a common SI coding polymorphism (p.Val15Phe) in a multicentre cohort of 1887 cases and controls. We studied the effect of the 15Val to 15Phe substitution on SI function in vitro. We analysed p.Val15Phe genotype in relation to IBS status, stool frequency and faecal microbiota composition in 250 individuals from the general population. Results CSID mutations were more common in patients than asymptomatic controls (p=0.074; OR=1.84) and Exome Aggregation Consortium reference sequenced individuals (p=0.020; OR=1.57). 15Phe was detected in 6/7 sequenced familial cases, and increased IBS risk in case-control and population-based cohorts, with best evidence for diarrhoea phenotypes (combined p=0.00012; OR=1.36). In the population-based sample, 15Phe allele dosage correlated with stool frequency (p=0.026) and Parabacteroides faecal microbiota abundance (p=0.0024). The SI protein with 15Phe exhibited 35% reduced enzymatic activity in vitro compared with 15Val (p<0.05). Conclusions SI gene variants coding for disaccharidases with defective or reduced enzymatic activity predispose to IBS. This may help the identification of individuals at risk, and contribute to personalising treatment options in a subset of patients.
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