A Flexible Functional Form Approach To Mortality Modeling: Do We Need Additional Cohort Dummies?

The increasing amount of attention paid to longevity risk and funding for old age has created the need for precise mortality models and accurate future mortality forecasts. Orthogonal polynomials have been widely used in technical fields and there have also been applications in mortality modeling. In this paper we adopt a flexible functional form approach using two‐dimensional Legendre orthogonal polynomials to fit and forecast mortality rates. Unlike some of the existing mortality models in the literature, the model we propose does not impose any restrictions on the age, time or cohort structure of the data and thus allows for different model designs for different countries' mortality experience. We conduct an empirical study using male mortality data from a range of developed countries and explore the possibility of using age–time effects to capture cohort effects in the underlying mortality data. It is found that, for some countries, cohort dummies still need to be incorporated into the model. Moreover, when comparing the proposed model with well‐known mortality models in the literature, we find that our model provides comparable fitting but with a much smaller number of parameters. Based on 5‐year‐ahead mortality forecasts, it can be concluded that the proposed model improves the overall accuracy of the future mortality projection. Copyright © 2016 John Wiley & Sons, Ltd.     

Mortality effects of temperature changes in the United Kingdom

Temperature changes are known to affect the social and environmental determinants of health in various ways. Consequently, excess deaths as a result of extreme weather conditions may increase over the coming decades because of climate change. In this paper, the relationship between trends in mortality and trends in temperature change (as a proxy) is investigated using annual data and for specified (warm and cold) periods during the year in the UK. A thoughtful statistical analysis is implemented and a new stochastic, central mortality rate model is proposed. The new model encompasses the good features of the Lee and Carter (Journal of the American Statistical Association, 1992, 87: 659–671) model and its recent extensions, and for the very first time includes an exogenous factor which is a temperature‐related factor. The new model is shown to provide a significantly better‐fitting performance and more interpretable forecasts. An illustrative example of pricing a life insurance product is provided and discussed.     

Forecasting Death Rates Using Exogenous Determinants

Mortality models used for forecasting are predominantly based on the statistical properties of time series and do not generally incorporate an understanding of the forces driving secular trends. This paper addresses three research questions: Can the factors found in stochastic mortality‐forecasting models be associated with real‐world trends in health‐related variables? Does inclusion of health‐related factors in models improve forecasts? Do resulting models give better forecasts than existing stochastic mortality models? We consider whether the space spanned by the latent factor structure in mortality data can be adequately described by developments in gross domestic product, health expenditure and lifestyle‐related risk factors using statistical techniques developed in macroeconomics and finance. These covariates are then shown to improve forecasts when incorporated into a Bayesian hierarchical model. Results are comparable or better than benchmark stochastic mortality models. Copyright © 2014 John Wiley & Sons, Ltd.     

SLC2A9 is a newly identified urate transporter influencing serum urate concentration, urate excretion and gout

Uric acid is the end product of purine metabolism in humans and great apes, which have lost hepatic uricase activity, leading to uniquely high serum uric acid concentrations (200-500 microM) compared with other mammals (3-120 microM). About 70% of daily urate disposal occurs via the kidneys, and in 5-25% of the human population, impaired renal excretion leads to hyperuricemia. About 10% of people with hyperuricemia develop gout, an inflammatory arthritis that results from deposition of monosodium urate crystals in the joint. We have identified genetic variants within a transporter gene, SLC2A9, that explain 1.7-5.3% of the variance in serum uric acid concentrations, following a genome-wide association scan in a Croatian population sample. SLC2A9 variants were also associated with low fractional excretion of uric acid and/or gout in UK, Croatian and German population samples. SLC2A9 is a known fructose transporter, and we now show that it has strong uric acid transport activity in Xenopus laevis oocytes.     

Mutations in 15-hydroxyprostaglandin dehydrogenase cause primary hypertrophic osteoarthropathy

Digital clubbing, recognized by Hippocrates in the fifth century BC, is the outward hallmark of pulmonary hypertrophic osteoarthropathy, a clinical constellation that develops secondary to various acquired diseases, especially intrathoracic neoplasm. The pathogenesis of clubbing and hypertrophic osteoarthropathy has hitherto been poorly understood, but a clinically indistinguishable primary (idiopathic) form of hypertrophic osteoarthropathy (PHO) is recognized. This familial disorder can cause diagnostic confusion, as well as significant disability. By autozygosity methods, we mapped PHO to chromosome 4q33-q34 and identified mutations in HPGD, encoding 15-hydroxyprostaglandin dehydrogenase, the main enzyme of prostaglandin degradation. Homozygous individuals develop PHO secondary to chronically elevated prostaglandin E(2) levels. Heterozygous relatives also show milder biochemical and clinical manifestations. These findings not only suggest therapies for PHO, but also imply that clubbing secondary to other pathologies may be prostaglandin mediated. Testing for HPGD mutations and biochemical testing for HPGD deficiency in patients with unexplained clubbing might help to obviate extensive searches for occult pathology.     

Common loss-of-function variants of the epidermal barrier protein filaggrin are a major predisposing factor for atopic dermatitis

Atopic disease, including atopic dermatitis (eczema), allergy and asthma, has increased in frequency in recent decades and now affects approximately 20% of the population in the developed world. Twin and family studies have shown that predisposition to atopic disease is highly heritable. Although most genetic studies have focused on immunological mechanisms, a primary epithelial barrier defect has been anticipated. Filaggrin is a key protein that facilitates terminal differentiation of the epidermis and formation of the skin barrier. Here we show that two independent loss-of-function genetic variants (R510X and 2282del4) in the gene encoding filaggrin (FLG) are very strong predisposing factors for atopic dermatitis. These variants are carried by approximately 9% of people of European origin. These variants also show highly significant association with asthma occurring in the context of atopic dermatitis. This work establishes a key role for impaired skin barrier function in the development of atopic disease.     

Mutations of the BRAF gene in human cancer

Cancers arise owing to the accumulation of mutations in critical genes that alter normal programmes of cell proliferation, differentiation and death. As the first stage of a systematic genome-wide screen for these genes, we have prioritized for analysis signalling pathways in which at least one gene is mutated in human cancer. The RAS RAF MEK ERK MAP kinase pathway mediates cellular responses to growth signals. RAS is mutated to an oncogenic form in about 15% of human cancer. The three RAF genes code for cytoplasmic serine/threonine kinases that are regulated by binding RAS. Here we report BRAF somatic missense mutations in 66% of malignant melanomas and at lower frequency in a wide range of human cancers. All mutations are within the kinase domain, with a single substitution (V599E) accounting for 80%. Mutated BRAF proteins have elevated kinase activity and are transforming in NIH3T3 cells. Furthermore, RAS function is not required for the growth of cancer cell lines with the V599E mutation. As BRAF is a serine/threonine kinase that is commonly activated by somatic point mutation in human cancer, it may provide new therapeutic opportunities in malignant melanoma.     

Biogenically driven organic contribution to marine aerosol

Marine aerosol contributes significantly to the global aerosol load and consequently has an important impact on both the Earth's albedo and climate. So far, much of the focus on marine aerosol has centred on the production of aerosol from sea-salt and non-sea-salt sulphates. Recent field experiments, however, have shown that known aerosol production processes for inorganic species cannot account for the entire aerosol mass that occurs in submicrometre sizes. Several experimental studies have pointed to the presence of significant concentrations of organic matter in marine aerosol. There is some information available about the composition of organic matter, but the contribution of organic matter to marine aerosol, as a function of aerosol size, as well as its characterization as hydrophilic or hydrophobic, has been lacking. Here we measure the physical and chemical characteristics of submicrometre marine aerosol over the North Atlantic Ocean during plankton blooms progressing from spring through to autumn. We find that during bloom periods, the organic fraction dominates and contributes 63% to the submicrometre aerosol mass (about 45% is water-insoluble and about 18% water-soluble). In winter, when biological activity is at its lowest, the organic fraction decreases to 15%. Our model simulations indicate that organic matter can enhance the cloud droplet concentration by 15% to more than 100% and is therefore an important component of the aerosol-cloud-climate feedback system involving marine biota.     

Regulatory evolution across the protein interaction network

Protein-protein interactions may impose constraints on both structural and regulatory evolution. Here we show that protein-protein interactions are negatively associated with evolutionary variation in gene expression. Moreover, interacting proteins have similar levels of variation in expression, and their expression levels are positively correlated across strains. Our results suggest that interacting proteins undergo similar evolutionary dynamics, and that their expression levels are evolutionarily coupled. These patterns hold for organisms as diverse as budding yeast and fruit flies.