bluuebunny/crossref_metadata_2025_split huggingface dataset:
Review of the Diagnostic Challenges of Lambert–Eaton Syndrome Revealed Through Three Case Reports
Authors: Merino-Ramírez Miguel Ángel , Bolton Charles F. 
Published: July 2016

AbstractLambert–Eaton syndrome (LES) is a rare immune-mediated disorder characterized by proximal leg weakness, autonomic symptoms and hypoactive tendon reflexes. The paraneoplastic form is associated with small-cell lung cancer in 50-60% of cases, whereas the remaining cases are found in younger adults with a higher likelihood of coexisting autoimmune disease. The early recognition of LES is crucial for improving clinical outcomes but remains a major challenge. In this review, we analyze the clinical characteristics and diagnostic considerations in treating LES through a series of three case studies, one of which showed definitive response to pyridostigmine and corticosteroid combination therapy, followed by spontaneous remission. Patients were assessed by image-based screening, serological testing and electrophysiological evaluations, which included respiratory and autonomic testing. A better understanding of the common pitfalls in the clinical, serological and neurophysiologic diagnosis of LES through assessment of typical LES dysfunction throughout the nervous system should enable improved recognition and treatment of this syndrome.
“Fanaticism” and the Politics of Resistance along the North-West Frontier of British India
Authors: Condos Mark 
Published: July 2016

AbstractDuring the past decade, discussions of religious extremism and “fanatical” violence have come to dominate both public and academic discourse. Yet, rarely do these debates engage with the historical and discursive origins of the term “fanatic.” As a result, many of these discussions tend to reproduce uncritically the same Orientalist tropes and stereotypes that have historically shaped the way “fanaticism” and “fanatical” violence have been framed and understood. This paper seeks to provide a corrective to this often problematic and flawed understanding of the history of “fanaticism.” It approaches these topics through an examination of how British colonial authorities conceived of and responded to the problem of “murderous,” “fanatical,” and “ghazi” “outrages” along the North-West Frontier of India. By unpacking the various religious, cultural, and psychiatric explanations underpinning British understandings of these phenomena, I explore how these discourses interacted to create the powerful legal and discursive category of the “fanatic.” I show how this was perceived as an existentially threatening class of criminal that existed entirely outside the bounds of politics, society, and sanity, and therefore needed to be destroyed completely. The subjectification of the “fanatic,” in this case, ultimately served as a way of activating the colonial state's “sovereign” need to punish and kill. Finally, I deconstruct these reductive colonial representations of fanaticism in order to demonstrate how, despite British views to the contrary, these were often complex and deeply political acts of anti-colonial resistance.
Christ's freedom: Anselm vs Molina
Authors: ROGERS KATHERIN A. 
Published: July 2016

AbstractBoth Molinism and Anselmianism attempt to preserve libertarian freedom for created agents as well as robust divine sovereignty. The two issues intersect in addressing the puzzle of Christ's freedom: If God is necessarily good, how can God Incarnate be free? Anselm answers: while human agents need options for our choices to be up to us, Christ inevitably chooses rightly with perfect freedom. I defend Anselm's answer against a general criticism and then argue that Anselm's position is preferable to the Molinist solution which has recently been championed by Thomas P. Flint.
A Method for the Estimation of the Risk Premiums in Stop Loss Reinsurance
Authors: Philipson Carl 
Published: July 2016

The reinsurance to be treated in this note shall cover the excess over a certain limit Q of the total amount of claims for each accounting period paid by the ceding company. Regardless of the rule for the determination of the limit Q such a reinsurance shall in this context be called stop loss reinsurance.Generally, such a reinsurance is called either stop loss or excess of loss reinsurance depending on the rule for the determination of Q. The use of the term stop loss regardless of this rule is preferred here in order to avoid confusion with an excess of loss reinsurance which refers to the excess of the amount of one or more claims caused by an individual event.The total amount of claims paid by the ceding company c during the period t shall be denoted cXt. This random function constitutes for a fixed value of c a stochastic process with the discontinuous parameter t > o.(It may be remarked that for a fixed pair of values of c and tcXt can be regarded as a particular value of a sample function pertaining to the process of the continuous paramater τ generally considered in the collective theory of risk to which the total amount of claims up to time τ is attached, in this case o < τ ≤ 1. cXt can also be considered as the increments during the time interval t of the total amount of the claims up to τ.)
Spreading of Exceptional Claims by Means of an Internal Stop Loss Cover
Authors: Ammeter Hans 
Published: July 2016

Assurance companies usually divide their portfolio into a series of tariff groups. This division is necessary for a comparison between the claims and the available premiums in the different tariff groups. By comparing these figures the company is able to verify if the tariff is appropriate or if a modification in line with the empirical data is to be recommended. Apart from this technical argument companies are sometimes compelled to make such a division because of their constitution (e.g. mutual companies) or because it is prescribed by the supervisory authorities. Companies underwriting in various countries are under the obligation, as a rule, to keep special accounts for different countries and currencies. All these reasons lead to a division of the whole business into more or less independent subdivisions which quite obviously have not as much capacity to equalize the risk fluctuations as the whole portfolio.In every tariff group an exceptional fluctuation may occur either from a large individual claim or from claims under number of policies. This leads to a substantial loss in the relevant profit and loss statement at the end of the year. If this debit balance is carried forward to the new account every year, the account of such a tariff group may show a loss over a number of years. It is obvious that a company will endeavour to avoid such an awkward situation.This sort of problem is usually dealt with by means of reinsurance and, to some extent this will be the right solution. However if every tariff group should be able to meet its own liabilities, a rather extended reinsurance is necessary. The capacity of the whole portfolio then would be of no importance, which suggests that a solution through reinsurance alone is not entirely satisfactory.
Sur la fonction de distribution du sinistre le plus eleve
Authors: Franckx Ed. 
Published: July 2016

La question posée au colloque constitue un cas particulier du problème de la chance et de la malchance. Il appartient à une catégorie plus large de problèmes qui touche aussi bien à la statistique qu'à la recherche opérationnelle.Pour une catégorie de risque déterminée, il faut définir deux éléments essentiels.a) pour une période de temps de référence conventionnelle — la semaine par exemple, il faut disposer de la loi de survenance des sinistres c'est-à-dire que pour la période de temps considérée, il faut disposer de la loi qui constate qu'il se présente
la fonction génératrice de cette loi de survenance, toujours définie pour o ≤ s ≤ 1.b) pour la catégorie de risques, nous considérons d'autre part la fonction de distribution des sinistres survenus.S désignant la variable aléatoire du montant du sinistre, m la somme payée.Ces deux éléments essentiels peuvent être donnés soit sur leur forme mathématique (fonctions spécifiées) sont sur leur forme expérimentale (image statistique d'un échantillon).
Contribution a l'etude du comportement optimum de la cédante et du réassureur dans le cadre de la théorie collective du risque
Authors: Lambert H. 
Published: July 2016

a) On peut caractériser la situation du portefeuille d'une société d'assurance par:le montant de ses réserves libres: Zle coefficient de sécurité attaché aux primes pures P encaissées: λla fonction de fréquence des montants de sinistre: ν(x)le bénéfice ou gain moyen par prime pure unitaire: δλAux trois premiers élements correspond une probabilité de ruine ε; nous définissons cette dernière comme la probabilité d'extinction d'un fonds de valeur initiale Z, alimenté par des primes (I + λ) P et débité des montants de sinistre x liquidés ou mis en réserve, soit pendant une période infinie ou finie (processus de ruine continu), soit à des époques fixées d'avance, (processus de ruine discontinu).Cette probabilité de ruine peut, dans des hypothèses assez générates, s'exprimer par:
où C est une fonction, dont la valeur est inférieure à l'unité, de λ et éventuellement de Z et de la longueur μ de la période considérée.
A Pricing Model in a Sensitive Insurance Market
Authors: Moriconi Franco 
Published: July 2016

A great attention has been devoted, in the actuarial literature, to premium calculation principles and it has been often emphasized that these principles should not only be defined in strictly actuarial terms, but should also take into account the market conditions (Bühlmann (1980), de Jong (1981)).In this paper we propose a decision model to define the pricing policy of an insurance company that operates in a market which is stratified in k risk classes .It is assumed that any class constitutes a homogeneous collective containing independent risks Sj(t) of compound Poisson type, with the same intensity λj. The number nj of risks of that are held in the insurance portfolio depends on the premium charged to the class by means of a demand function which captures the concept of risk aversion and represents the fraction of individuals of , that insure themselves at the annual premium xj.With these assumptions, the return Y on the portfolio is a function of the vector x = (x1, x2, …, xk) of the prices charged to the single classes (and of the time) and x is therefore the decision policy instrument adopted by the company for the selection of the portfolio, whose optimal composition is evaluated according to a risk-return type performance criterion.As a measure of risk we adopt the ultimate ruin probability q(w) that, in the assumptions of our model, can be related to a safety index τ, by means of Lundberg-de Finetti inequality. Even though it has been widely debated in the actuarial field, the use of q(w) offers undeniable operational advantages. In our case the safety index τ can be expressed as a function of x and therefore, in the phase of selecting an efficient portfolio, it becomes the function to be maximized, for a given level M of the expected return.
Rating the Discount for a Motor Insurance Excess
Authors: Taylor G. C. 
Published: July 2016

The problem of rating the discount for an excess is considered under the condition where premium rates for excess-free policies are calculated according to a multiplicative (or equivalently, points rating) model.Section 3 obtains some inequalities on the manner in which the discount should vary over the various risk-classes in the portfolio and compares the results with the current practical situation in Australia.Section 4 derives a formula for rating the discount and gives some reasonable and practical approximations.
On The Approximation of the Total Amount of Claims
Authors: Pentikäinen T. 
Published: July 2016

Several “short cut” methods exist to approximate the total amount of claims ( = χ) of an insurance collective. The classical one is the normal approximationwhere and σx are the mean value and standard deviation of x. Φ is the normal distribution function.It is well-known that the normal approximation gives acceptable accuracy only when the volume of risk business is fairly large and the distribution of the amounts of the individual claims is not “too dangerous”, i.e. not too heterogeneous (cf. fig. 2).One way to improve the normal approximation is the so called NP-method, which provides for the standardized variable a correction Δzwhereis the skewness of the distribution F(χ). Another variant (NP3) of the NP-method also makes use of the moment μ4, but, in the following, we limit our discussion mainly to the variant (2) (= NP2).If Δz is small, a simpler formulais available (cf. fig. 2).Another approximation was introduced by Bohman and Esscher (1963). It is based on the incomplete gamma functionwhere Experiments have been made with both formulae (2) and (4); they have been applied to various F functions, from which the exact (or at least controlled) values are otherwise known. It has been proved that the accuracy is satisfactory provided that the distribution F is not very “dangerous”.
From Aggregate Claims Distribution to Probability of Ruin
Authors: Seal Hilary L. 
Published: July 2016

When the distribution of the number of claims in an interval of time of length t is mixed Poisson and the moments of the independent distribution of individual claim amounts are known, the moments of the distribution of aggregate claims through epoch t can be calculated (O. Lundberg, 1940, ch. VI). Several approximations to the corresponding distribution function, F(·, t), are available (see, e.g., Seal, 1969, ch. 2) and, in particular, a simple gamma (Pearson Type III) based on the first three moments has proved definitely superior to the widely accepted “Normal Power” approximation (Seal, 1976). Briefly,where the P-notation for the incomplete gamma ratio is now standard and α, a function of t, is to be found fromthe kappas being the cumulants of F(·, t). An excellent table of the incomplete gamma ratio is that of Khamis (1965).The problem that is solved in this paper is the production of an approximation to U(w, t), the probability of non-ruin in an interval of time of length t, by using the above mentioned gamma approximation to F(·, t).
Practical Credibility Theory with Emphasis on Optimal Parameter Estimation
Authors: De Vylder F. 
Published: July 2016

We develop Hachemeister's regression model in credibility theory (without proofs) and indicate how the involved structural parameters can be estimated from the observable variables (with proofs for the simple results and those not yet published).Large families of unbiased estimators are available. From the practical viewpoint this is rather a handicap because it creates the problem to decide what estimators actually to use. In order to fix optimal estimators, we adopt the small-sample criterion of minimum-variance. But in the research for general solutions three kinds of difficulties arise.(i) The calculations become too lengthy.(ii) The optimal estimators depend on some of the parameters to be estimated. (Then we call them pseudo-estimators).(iii) The optimal estimators depend on new structural parameters defined in terms of fourth-order moments.Only a compromise allows to cope with this reality. Situation (iii) creates new estimation problems. They can only be avoided at the cost of the introduction of special assumptions or approximations. Then problem (i) is more or less automatically solved. By an obvious method of successive approximations pseudo-estimators can serve as true estimators. Thus (ii) is no real problem.
Premium Rates in the German Motor Insurance Business
Authors: Mehring Johannes 
Published: July 2016

In his report to the XVIth International Congress of Actuaries in Brussels [5] in 1960 the author has given a survey of the German Motor Insurance Business and in this it was mentioned that a change might be expected from the flat-tariff prescribed by law into individual tariffs for every insurance company. The Federal Ministry of Economics decided this question at the end of 1959 by signing the price regulation PR 15/59 [I] The federal price-fixing treaty had thus come to an end after several decades.Three steps are planned for the transitional period: For the years i960 and 1961 the flat-tariff remained in existence; free competition was introduced by providing for a return of premiums from technical surplus. At the beginning of 1962 the second phase of liberalisation began: Between 1962–1965 each insurance company has to compute its own tariff which has to be approved by the Federal Ministry of Economics. No deviations are permitted from the approved tariffs. Nobody can tell yet what the third phase in 1966 will bring.At the time the price-fixing agreements were cancelled it was unanimously agreed that proper competition should be maintained and that ruinous price competition which would harm the interests of victims of traffic accidents must be avoided [4]. Trusts or tariff rings were not taken into consideration. However, some market regulations were set up by co-operation between the different parties.The benefits (insurance conditions) are the same for all insurance enterprises. Also there are only few alternatives in the tariff conditions.
Some Aspects of Cumulative Risk
Authors: Kupper J. 
Published: July 2016

The classical treatment of stochastic models in non-life insurance is to first derive the well-known Poisson distribution by considering the question of how many claims take place during a definite period t. In deriving this distribution the following three assumptions are made:( I) The population studied is homogeneous.( II) The occurrence of a claim is a rare event, viz. in an infinite-simal time interval [t, t + Δt], the probability of more than one occurrence must be of the order of magnitude o(Δt).(III) The occurrence of any later claim is not influenced by previous ones (no contagion).In my purely theoretical study [5]), the consequences of discarding one or more of the above assumptions were considered. By so generalizing the Poisson distribution, a great many stochastic models can be built, although the results were not always successful. The following study concentrates on some considerations based on assumption (II). The theoretical formulation of the model will be dealt with briefly and the author would first make reference to the instructive article of Thyrion [7] which was unfortunately unknown to him when he was preparing his already mentioned paper. Ammeter [2] and Arfwedson [3] have also considered special cases of this generalization. With the help of the statistics over traffic accidents in the city of Zurich, I hope to throw some more light on the practical aspects of the problem. To the Statistics Office of this city I would express my thanks for kindly placing all documents at my disposal.
Methods of studying the risk process in disability insurance
Authors: Lundberg Ove 
Published: July 2016

The aim of this study is to find suitable methods for utilizing available statistical information on the risk development of terminated insurances. This information may comprise not only data respecting sex, age, insurance tariff, etc., but also the points of time when certain events—disability, injuries or damages—have occurred as well as their durability and cause. The method study here presented is based on statistical material gathered from long-term disability insurances which have ceased to be valid, either in consequence of the expiration of the term of insurance, or the insured's death. We endeavour to study the point of time when the first event (disability) occurred and the relation between subsequent events, searching suitable methods for assessing risks after the occurrence of the primary event.The influence of passed events upon the future risk process may be explained by either a direct dependence between actual events—actual damage or disability may have an impairment for the future of the risk—or by heterogeneity a priori. In the former case, we may speak of a contagious process (Polya-Eggenberger), and, in the latter case, the occurrence or non-occurrence of an event may, according to Lexis and Newbold, act as a risk differentiating factor providing a theoretical basis for a technique of experience rating.It is difficult to decide whether the relationship noted in respect of a risk process is of the direct or the indirect kind. A direct dependence between one event and the following ones has no relevance to a study of the incidence of the first event and the time of its occurrence. We avoid in such a study the obstacles created by formal rules and regulations with regard to the problem of whether two or more disability periods occurring at short intervals should be considered as a single disability period or not. In order to measure the frequency of the first event we have—as in the case of measuring mortality—to limit the period exposed to risk until the occurrence of the first event.
On a transformation of the weighted compound Poisson process
Authors: Bühlmann Hans , Buzzi Roberto 
Published: July 2016

We are using the following terminology—essentially following Feller:a) Compound Poisson VariableThis is a random variable where X1, X2, … Xn, … independent, identically distributed (X0 = o) and N a Poisson counting variablehence(common) distribution function of the Xj with j ≠ 0 or in the language of characteristic functionsb) Weighted Compound Poisson VariableThis is a random variable Z obtained from a class of Compound Poisson Variables by weighting over λ with a weight function S(λ)henceor in the language of characteristic functionsLet [Z(t); t ≥ o] be a homogeneous Weighted Compound Poisson Process. The characteristic function at the time epoch t reads thenIt is most remarkable that in many instances φt(u) can be represented as a (non weighted) Compound Poisson Variable. Our main result is given as a theorem.
Contrôle des opérations d'assurance dans les branches non-vie
Authors: Bichsel F. 
Published: July 2016

Les 5 contributions suivantes ont été présentées sur le thème no 3:— par R. E. Beard:2 contributions intitulées “Calculation of Reserves for Non-Life Insurance” (Le calcul des réserves pour les branches non-vie)— par Karl Borch:)“Control of a Portfolio of Insurance Contracts” (Le contrôle d'un portefeuille d'assurances)—par B. H. Jongh:)“The Insurer's Ruin” (La ruine de l'assureur)— par T. Pentikäinen, Helsinki:“On the Solvency of Insurance Companies” (De la solvabilité des compagnies d'assurance)— par Erkki Pesonen, Helsinki“Magnitude Control of Technical Reserves in Finland” (Le contrôle du montant des réserves techniques en Finlande)Les questions traitées par ces auteurs peuvent être groupées comme suit:1. Donnée la situation d'une compagnie d'assurance, quelles sont les affaires qu'elle devrait accepter?2. Donnée la situation d'une compagnie d'assurance, dans quelle mesure doit-elle réassurer son portefeuille?3. Le calcul des réserves techniques, c'est-á-dire de la réserve pour risques en cours et pour les sinistres non régiés.4. La détermination des réserves de sécurité nécessaires en plus des réserves techniques proprement dites.