基于VaR方法的长寿风险自然对冲模型

随着死亡率的下降与预期寿命的提高,保险公司面对着不容忽视的长寿风险。基于VaR方法探讨了长寿风险管理中的自然对冲策略,然后在对中国男性人口死亡率预测的基础上,给出了保险公司自然对冲长寿风险所需的最优产品结构,并进一步考查了利率、签单年龄、缴费方式等因素对最优产品结构的影响。     

245例老年住院患者死因分析

目的了解干部病房老年住院患者的死因现状。方法对2006年至2008年三年间在我院干部病房住院期间245例老年死亡患者的临床资料进行统计分析。结果三年间干部病房老年住院患者的前三位死因依次为：恶性肿瘤、循环系统疾病、呼吸系统疾病。结论恶性肿瘤、心脑血管疾病、呼吸系统疾病是危害老年人生命的头三位严重疾患。     

Miscommunicating Risk,Uncertainty, and Causation: Fine Particulate Air Pollution and Mortality Risk as an Example

A recent paper in this journal (Fann et al., 2012) estimated that “about 80,000 premature mortalities would be avoided by lowering PM_2.5 levels to 5 μg/m³ nationwide” and that 2005 levels of PM_2.5 cause about 130,000 premature mortalities per year among people over age 29, with a 95% confidence interval of 51,000 to 200,000 premature mortalities per year.⁽¹⁾ These conclusions depend entirely on misinterpreting statistical coefficients describing the association between PM_2.5 and mortality rates in selected studies and models as if they were known to be valid causal coefficients. But they are not, and both the expert opinions of EPA researchers and analysis of data suggest that a true value of zero for the PM_2.5 mortality causal coefficient is not excluded by available data. Presenting continuous confidence intervals that exclude the discrete possibility of zero misrepresents what is currently known (and not known) about the hypothesized causal relation between changes in PM_2.5 levels and changes in mortality rates, suggesting greater certainty about projected health benefits than is justified.     

2000-2010年福建省人口死亡统计分析

人口死亡水平的变动与趋势包含了与社会发展互为因果的潜在信息,对其进行挖掘可以为人口数量与素质、城市化与劳动就业、人口分布与资源环境承载力以及人口老龄化等问题的解决提供重要参考。基于“五普”、“六普”的人口普查数据,文章利用模型生命表方法对福建省的人口死亡率进行了校正;宏观角度对比分析了2000年-2010年福建省人口死亡水平与模式变化,微观多角度剖析了设区市之间预期寿命、婴儿死亡的差异及其原因。研究结论为：一是福建省人口死亡率显著降低,人口健康水平大幅提升,婴儿死亡漏报、错报问题明显减少;二是九个设区市之间的死亡模式存在地区差异,城市化水平、生育水平及社会卫生条件是差异产生的显著性影响因素,但经济发展、教育水平和公共医疗卫生的作用不明显。     

Cystatin C as a predictor of mortality in elderly patients with chronic kidney disease

Background: The prevalence of chronic kidney disease (CKD) in the elderly is high. Serum cystatin C is an accurate marker of kidney function and it also has prognostic utility in CKD patients. The aim of our study was to determine the prediction of serum cystatin C and other markers of kidney function on long-term survival in elderly CKD patients.

Methods: Fifty eight adult Caucasian patients, older than 65 years, without known malignancy, thyroid disease and/or not on steroid therapy were enrolled in the study. In each patient, ⁵¹CrEDTA clearance, serum creatinine, serum cystatin C, and estimated glomerular filtration rate using different equations were determined on the same day and patients were then followed for 11 years or until their death.

Results: The means are as follows: ⁵¹CrEDTA clearance 53.3?±?17.4?ml/min/1.73?m², serum creatinine 1.62?±?0.5?mg/dl, serum cystatin C 1.79?±?0.5?mg/l, Chronic Kidney Disease Epidemiology Collaboration (CKD-EPI) creatinine equation 40.1?±?14?ml/min/1.73?m², Berlin Initiative Study 2 (BIS2) equation 38.9?±?10.7?ml/min/1.73?m², full age spectrum (FAS) creatinine equation 43.8?±?13.8?ml/min/1.73?m², FAS cystatin C equation 40.1?±?11.7?ml/min/1.73?m². In the follow up period, 47 (81%) patients died. Cox regression analysis showed different hazard ratios (HRs) for death: for ⁵¹CrEDTA clearance HR 1.022 (95% CI 1.004–1.042; p?=?.015), serum creatinine HR 1.013 (95% CI 1.006–1.019; p?=?.001), serum cystatin C HR 2.028 (95% CI 1.267–3.241; p?=?.003), CKD-EPI creatinine equation HR 1.048 (95% CI 1.019–1.076; p?=?.001), BIS2 equation HR 1.055 (95% CI 1.021–1.088; p?=?.001), FAS creatinine equation HR 1.046 (95% CI 1.017–1.074; p?=?.001), FAS cystatin C equation HR 1.039 (95% CI 1.010–1.071; p?=?.009).

Conclusions: Our results showed the highest HR for serum cystatin C among kidney function markers for prediction of outcome in elderly CKD patients.     

Forecasting Spanish Natural Life Expectancy

Knowledge of trends in life expectancy is of major importance for policy planning. It is also a key indicator for assessing future development of life insurance products, substantiality of existing retirement schemes, and long-term care for the elderly. This article examines the feasibility of decomposing age-gender-specific accidental and natural mortality rates. We study this decomposition by using the Lee and Carter model. In particular, we fit the Poisson log-bilinear version of this model proposed by Wilmoth and Brouhns et al. to historical (1975-1998) Spanish mortality rates. In addition, by using the model introduced by Wilmoth and Valkonen we analyze mortality-gender differentials for accidental and natural rates. We present aggregated life expectancy forecasts compared with those constructed using nondecomposed mortality rates.     

Potency Factors for Risk Assessment at Libby,Montana

We reanalyzed the Libby vermiculite miners’ cohort assembled by Sullivan to estimate potency factors for lung cancer, mesothelioma, nonmalignant respiratory disease (NMRD), and all‐cause mortality associated with exposure to Libby fibers. Our principal statistical tool for analyses of lung cancer, NMRD, and total mortality in the cohort was the time‐dependent proportional hazards model. For mesothelioma, we used an extension of the Peto formula. For a cumulative exposure to Libby fiber of 100 f/mL‐yr, our estimates of relative risk (RR) are as follows: lung cancer, RR = 1.12, 95% confidence interval (CI) =[1.06, 1.17]; NMRD, RR = 1.14, 95% CI =[1.09, 1.18]; total mortality, RR = 1.06, 95% CI =[1.04, 1.08]. These estimates were virtually identical when analyses were restricted to the subcohort of workers who were employed for at least one year. For mesothelioma, our estimate of potency is K_M = 0.5 × 10^?8, 95% CI =[0.3 × 10^?8, 0.8 × 10^?8]. Finally, we estimated the mortality ratios standardized against the U.S. population for lung cancer, NMRD, and total mortality and obtained estimates that were in good agreement with those reported by Sullivan. The estimated potency factors form the basis for a quantitative risk assessment at Libby.     

Experimental Evidence Against the Paradigm of Mortality Risk Aversion

This article deals with the question of how societal impacts of fatal accidents can be integrated into the management of natural or man‐made hazards. Today, many governmental agencies give additional weight to the number of potential fatalities in their risk assessments to reflect society's aversion to large accidents. Although mortality risk aversion has been proposed in numerous risk management guidelines, there has been no evidence that lay people want public decisionmakers to overweight infrequent accidents of large societal consequences against more frequent ones of smaller societal consequences. Furthermore, it is not known whether public decisionmakers actually do such overweighting when they decide upon the mitigation of natural or technical hazards. In this article, we report on two experimental tasks that required participants to evaluate negative prospects involving 1–100 potential fatalities. Our results show that neither lay people nor hazard experts exhibit risk‐averse behavior in decisions on mortality risks.     

The African Development Bank and women’s health: A cross-national analysis of structural adjustment and maternal mortality

We conduct a cross-national analysis to test the hypothesis that African Development Bank (AfDB) structural adjustment lending adversely impacts maternal mortality in Sub-Saharan Africa. We analyze data for thirty-five Sub-Saharan African nations with up to four time points (1990, 1995, 2000, and 2005) with generalized least squares random effects regression models and modified two-step Heckman models that correct for potential endogeneity regarding whether or not a Sub-Saharan African nations receives an AfDB structural adjustment loan. We find support for our hypothesis that indicates that Sub-Saharan African nations that receive an AfDB structural adjustment loan tend to have higher levels of maternal mortality than Sub-Saharan African nations that do not receive such a loan. This finding remains stable even when controlling for endogeneity. We conclude by talking about the theoretical and methodological implications along with possible directions for future research.     

AIDS: An Unconventional Perspective

Amidst the destruction of AIDS, a glimmer of hope, not necessarily for a cure but for psychological well-being, exists among many persons afflicted with the virus. A large number of HIV-infected individuals have sought and attained emotional well-being despite carrying the virus and its associated stigmas. In fact, emotional growth may not necessarily be hindered, but rather enhanced by undergoing a trauma such as an HIV/AIDS diagnosis. Some HIV-positive individuals have stated that through the process of enduring the hardships of AIDS, such as revealing their condition to others and coping with the physical repercussions of the virus, they have experienced transcendence and growth. By learning from the experiences disclosed by some of those afflicted with the virus, we, as a society, can infuse value, meaning, and growth into our own lives.