Literatura académica sobre el tema "Systematic mortality risk"
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Artículos de revistas sobre el tema "Systematic mortality risk"
Ludkovski, Michael y Erhan Bayraktar. "Relative Hedging of Systematic Mortality Risk". North American Actuarial Journal 13, n.º 1 (enero de 2009): 106–40. http://dx.doi.org/10.1080/10920277.2009.10597542.
Texto completoDahl, Mikkel, Martin Melchior y Thomas Møller. "On systematic mortality risk and risk-minimization with survivor swaps". Scandinavian Actuarial Journal 2008, n.º 2-3 (junio de 2008): 114–46. http://dx.doi.org/10.1080/03461230701795873.
Texto completoHanewald, Katja, John Piggott y Michael Sherris. "Individual post-retirement longevity risk management under systematic mortality risk". Insurance: Mathematics and Economics 52, n.º 1 (enero de 2013): 87–97. http://dx.doi.org/10.1016/j.insmatheco.2012.11.002.
Texto completoQizilbash, Nawab, Bélène Podmore, Alessandra Lacetera, Itziar Ubillos, Kirsty Andresen, Ana Roncero Martín, Jara Majuelos-Melguizo et al. "Tocilizumab and Mortality in Hospitalised Patients with Covid-19. A Systematic Review Comparing Randomised Trials with Observational Studies". Pharmaceutics and Pharmacology Research 4, n.º 4 (3 de diciembre de 2021): 01–29. http://dx.doi.org/10.31579/2693-7247/051.
Texto completoAro, Helena. "Systematic and Nonsystematic Mortality Risk in Pension Portfolios". North American Actuarial Journal 18, n.º 1 (2 de enero de 2014): 59–67. http://dx.doi.org/10.1080/10920277.2013.861340.
Texto completoCharroenngam, Nipith, Thanitsara Rittiphairoj, Aunchalee Jaroenlapnopparat, Sofia K. Mettler, Ben Ponvilawan, Unoma Okoli, Patompong Ungprasert y Mehmet Sercan Marangoz. "LBSAT140 Mortality Risk Following Atypical Femoral Fracture: A Systematic Review And Meta-analysis". Journal of the Endocrine Society 6, Supplement_1 (1 de noviembre de 2022): A150—A151. http://dx.doi.org/10.1210/jendso/bvac150.307.
Texto completoWong, Johanna T., Ciara Vance y Andrew Peters. "Refining livestock mortality indicators: a systematic review". Gates Open Research 5 (19 de abril de 2021): 75. http://dx.doi.org/10.12688/gatesopenres.13228.1.
Texto completoOdhiambo, Joab, Patrick Weke y Philip Ngare. "A Deep Learning Integrated Cairns-Blake-Dowd (CBD) Sytematic Mortality Risk Model". Journal of Risk and Financial Management 14, n.º 6 (8 de junio de 2021): 259. http://dx.doi.org/10.3390/jrfm14060259.
Texto completoTonelli, Marcello, Natasha Wiebe, Bruce Culleton, Andrew House, Chris Rabbat, Mei Fok, Finlay McAlister y Amit X. Garg. "Chronic Kidney Disease and Mortality Risk: A Systematic Review". Journal of the American Society of Nephrology 17, n.º 7 (31 de mayo de 2006): 2034–47. http://dx.doi.org/10.1681/asn.2005101085.
Texto completoSadana, Divyajot, Simrat Kaur, Kesavan Sankaramangalam, Ishan Saini, Kinjal Banerjee, Matthew Siuba, Valentina Amaral et al. "Mortality associated with acute respiratory distress syndrome, 2009—2019: a systematic review and meta-analysis". Critical Care and Resuscitation 24, n.º 4 (6 de diciembre de 2022): 341–51. http://dx.doi.org/10.51893/2022.4.oa4.
Texto completoTesis sobre el tema "Systematic mortality risk"
Laishram, Chanusana. "A systematic review of risk factors for maternal mortality in India". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2014. http://hdl.handle.net/10722/206929.
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Public Health
Master
Master of Public Health
Anar, Hatice. "UNCERTAINTY IN MORTALITY TRENDS AND SOLVENCYRE QUIREMENTS FOR LIFE ANNUITIES". Doctoral thesis, Università degli studi di Trieste, 2015. http://hdl.handle.net/10077/11010.
Texto completoThe change in mortality trends experienced over the last decades leads to the use of projected mortality tables in order to avoid underestimation of the future liabilities and costs in long term insurance products such as life annuities and pension funds. Although the projected mortality tables aim to capture the dynamic structure of mortality in the future, the future mortality trend itself is random and systematic deviations from the projected mortality might take place. Being a non-pooling risk, the impact of this ``uncertainty risk'' on the insurance portfolios can be dramatic due to the fact that the severity resulting from it increases as the size of the portfolio. For this reason, a proper modelling of uncertainty risk in mortality trends is required. In this work the uncertainty risk modelling in mortality trends has been studied. In this aspect, the two stochastic models in the literature, scenario based and dynamic models have been adopted and assessed their level of capturing the uncertainty in mortality trends. One of the models, the static model, has been extended to the continuous case with the allowance of the multiple cohorts in the portfolio. As defining the model, two approximation methods has been adopted to define the distribution of total number of deaths in the portfolio. Bayesian inferential procedure has been used in updating the random variables representing the uncertainty risk to the experience in the portfolio.
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Carrillo-Larco, Rodrigo M., Noël C. Barengo, Leonardo Albitres-Flores y Antonio Bernabe-Ortiz. "The risk of mortality among people with type 2 diabetes in Latin America: A systematic review and meta-analysis of population-based cohort studies". John Wiley and Sons Ltd, 2019. http://hdl.handle.net/10757/652468.
Texto completoRevisión por pares
Galiyeva, Dinara. "Cardiovascular risk factor prevalence, mortality and cardiovascular disease incidence in patients who initiated renal replacement therapy in childhood : systematic review and analyses of two renal registries". Thesis, University of Edinburgh, 2017. http://hdl.handle.net/1842/28837.
Texto completoAkugizibwe, Paula. "Systematic review of the association and dose-response and relationship between silica exposure or silicosis, and risk of TB disease and TB mortality". Master's thesis, University of Cape Town, 2014. http://hdl.handle.net/11427/6019.
Texto completoChen, Liang. "Small population bias and sampling effects in stochastic mortality modelling". Thesis, Heriot-Watt University, 2017. http://hdl.handle.net/10399/3372.
Texto completoScorrano, Mariangela. "Pricing the Guaranteed Lifetime Withdrawal Benefit (GLWB) in a Variable Annuity contract". Doctoral thesis, Università degli studi di Trieste, 2015. http://hdl.handle.net/10077/11009.
Texto completoThe past twenty years have seen a massive proliferation in insurance-linked derivative products. The public, indeed, has become more aware of investment opportunities outside the insurance sector and is increasingly trying to seize all the benefits of equity investment in conjunction with mortality protection. The competition with alternative investment vehicles offered by the financial industry has generated substantial innovation in the design of life products and in the range of benefits provided. In particular, equity-linked policies have become ever more popular, exposing policyholders to financial markets and providing them with different ways to consolidate investment performance over time as well as protection against mortality-related risks. Interesting examples of such contracts are variable annuities (VAs). This kind of policies, first introduced in 1952 in the United States, experienced remarkable growth in Europe, especially during the last decade, characterized by “bearish” financial markets and relatively low interest rates. The success of these contracts is due to the presence of tax incentives, but mainly to the possibility of underwriting several rider benefits that provide protection of the policyholder’s savings for the period before and after retirement. In this thesis, we focus in particular on the Guaranteed Lifetime Withdrawal Benefit (GLWB) rider. This option meets medium to long-term investment needs, while providing adequate hedging against market volatility and longevity-related risks. Indeed, based on an initial capital investment, it guarantees the policyholder a stream of future payments, regardless of the performance of the underlying policy, for his/her whole life. In this work, we propose a valuation model for the policy using tractable financial and stochastic mortality processes in a continuous time framework. We have analyzed the policy considering two points of view, the policyholder’s and the insurer’s, and assuming a static approach, in which policyholders withdraw each year just the guaranteed amount. In particular, we have based ourselves on the model proposed in the paper “Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities” by M. C. Fung, K. Ignatieva and M. Sherris (2014), with the aim of generalizing it later on. The valuation, indeed, has been performed in a Black and Scholes economy: the sub-account value has been assumed to follow a geometric Brownian motion, thus with a constant volatility, and the term structure of interest rates has been assumed to be constant. These hypotheses, however, do not reflect the situation of financial markets. In order to consider a more realistic model, we have sought to weaken these misconceptions. Specifically we have taken into account a CIR stochastic process for the term structure of interest rates and a Heston model for the volatility of the underlying account, analyzing their effect on the fair price of the contract. We have addressed these two hypotheses separately at first, and jointly afterwards. As part of our analysis, we have implemented the theoretical model using a Monte Carlo approach. To this end, we have created ad hoc codes based on the programming language MATLAB, exploiting its fast matrix-computation facilities. Sensitivity analyses have been conducted in order to investigate the relation between the fair price of the contract and important financial and demographic factors. Numerical results in the stochastic approach display greater fair fee rates compared to those obtained in the deterministic one. Therefore, a stochastic framework is necessary in order to avoid an underestimation of the policy. The work is organized as follows. Chapter 1. This chapter has an introductory purpose and aims at presenting the basic structures of annuities in general and of variable annuities in particular. We offer an historical review of the development of the VA contracts and describe the embedded guarantees. We examine the main life insurance markets in order to highlight the international developments of VAs and their growth potential. In the last part we retrace the main academic contributions on the topic. Chapter 2. Among the embedded guarantees, we focus in particular on the Guaranteed Lifetime Withdrawal Benefit (GLWB) rider. We analyze a valuation model for the policy basing ourselves on the one proposed by M. Sherris (2014). We introduce the two components of the model: the financial market, on the one hand, and the mortality intensity on the other. We first describe them separately, and subsequently we combine them into the insurance market model. In the second part of the chapter we describe the valuation formula considering the GLWB from two perspectives, the policyholder’s and the insurer’s. Chapter 3. Here we implement the theoretical model creating ad hoc codes with the programming language MATLAB. Our numerical experiments use a Monte Carlo approach: random variables have been simulated by MATLAB high level random number generator, whereas concerning the approximation of expected values, scenario- based averages have been evaluated by exploiting MATLAB fast matrix-computation facilities. Sensitivity analyses are conducted in order to investigate the relation between the fair fee rate and important financial and demographic factors. Chapter 4. The assumption of deterministic interest rates, which can be acceptable for short-term options, is not realistic for medium or long-term contracts such as life insurance products. GLWB contracts are investment vehicles with a long-term horizon and, as such, they are very sensitive to interest rate movements, which are uncertain by nature. A stochastic modeling of the term structure is thus appropriate. In this chapter, therefore, we propose a generalization of the deterministic model allowing interest rates to vary randomly. A Cox-Ingersoll-Ross model is introduced. Sensitivity analyses have been conducted. Chapter 5. Empirical studies of stock price returns show that volatility exhibits “random” characteristics. Consequently, the hypothesis of a constant volatility is rather “counterfactual”. In order to consider a more realistic model, we introduce the stochastic Heston process for the volatility. Sensitivity analyses have been con- ducted. Chapter 6. In this chapter we price the GLWB option considering a stochastic process for both the interest rate and the volatility. We present a numerical comparison with the deterministic model. Chapter 7. Conclusions are drawn. Appendix. This section presents a quick survey of the most fundamental concepts from stochastic calculus that are needed to proceed with the description of the GLWB’s valuation model.
Negli ultimi venti anni si `e assistito ad una massiccia proliferazione di prodotti de- rivati di tipo finanziario-assicurativo. Gli individui, infatti, sono diventati sempre piu` consapevoli delle opportunita` di investimento esistenti al di fuori del settore as- sicurativo e pertanto richiedono all’impresa di assicurazione non solo la protezione contro il rischio di mortalit`a/longevit`a, ma anche tutti i benefici di un investimento di capitali. Ed `e proprio per soddisfare le esigenze del mercato e per fronteggiare la concorrenza alimentata da altri competitors (banche, ecc.) che il mercato assi- curativo sta cambiando ed ha iniziato a sviluppare nuovi prodotti assicurativi ad elevato contenuto finanziario. Nell’ambito di questi prodotti, particolare interesse rivestono le cosiddette polizze variable annuities. Introdotte per la prima volta negli Stati Uniti nel 1952, esse hanno raggiunto ben presto un notevole sviluppo anche in Europa, soprattutto nell’ultimo decennio caratterizzato da mercati finanziari bearish e da tassi di interesse relativamente bassi. Il successo di questo tipo di contratti `e dovuto al favorevole trattamento fiscale di cui godono, ma soprattutto all’offerta di opzioni implicite che garantiscono una protezione dei risparmi degli investitori prima e dopo il pensionamento. In questo lavoro di tesi, ci siamo concentrati in particola- re sull’opzione Guaranteed Lifetime Withdrawal Benefit (GLWB). Essa permette di soddisfare esigenze di investimento di medio/lungo periodo e nello stesso tempo offre una discreta copertura al rischio dovuto alla volatilit`a dei mercati e al longevity risk. Infatti, a fronte di un capitale iniziale investito, garantisce all’assicurato un flusso di pagamenti futuri indipendente dalla performance della polizza sottostante per tutta la durata della sua vita. Piu` precisamente, in questo lavoro proponiamo un modello di valutazione per questo tipo di contratto, facendo ricorso a processi stocastici per descrivere la componente finanziaria e quella legata alla mortalità dell’assicurato. Analizziamo la polizza considerando sia il punto di vista del cliente che quello della compagnia di assicurazione. La nostra valutazione si è basata sul modello proposto da M. C. Fung, K. Ignatieva e M. Sherris nell’articolo “Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities” (2014). Tuttavia le ipotesi alla base di questa analisi non trovano giustificazione nel mercato; in effetti, considerare un tasso di interesse ed una volatilità costanti sembra poco sensato. Proprio per proporre un modello più fedele al mercato, si è pensato di indebolire questi assunti, prendendo in considerazione un processo stocastico a sé stante per descrivere la dinamica del tasso di interesse e della volatilità. Dapprima abbiamo analizzato separatamente l’impatto dei due processi sul prezzo equo dell’opzione, per poi considerare anche il loro effetto congiunto. Come parte integrante del lavoro, abbiamo implementato il modello teorico proposto impiegando un approccio Monte Carlo. A questo scopo abbiamo creato codici ad hoc utilizzando il linguaggio di programmazione MATLAB, sfruttando al meglio tutte le sue potenzialità di calcolo matriciale. Sono state condotte analisi di sensitività per analizzare l’impatto sul prezzo equo dell’opzione di alcuni importanti parametri finanziari e demografici. I risultati numerici mostrano come effettivamente l’impiego di un approccio stocastico sia più capace di descrivere le fluttuazioni del mercato e quindi permetta di ottenere risultati più realistici. Il valore equo delle commissioni applicate dalla compagnia di assicurazione per l’attivazione della garanzia GLWB aumenta quando si passa da un approccio deterministico ad uno stocastico (soprattutto se quest’ultimo considera congiuntamente tassi di interesse e volatilità stocastici), rivelando come un adeguato modello stocastico sia necessario per evitare una sottovalutazione di tali polizze. Il lavoro è strutturato come segue: Capitolo 1. Questo capitolo ha un ruolo introduttivo e mira a fornire una descrizione delle caratteristiche principali delle polizze variable annuities. Si analizza l'evoluzione storica di tali polizze ed il loro sviluppo nei principali mercati internazionali. Segue una breve rassegna dei principali contributi accademici sulla valutazione di tali contratti e si spiegano le ragioni alla base di questo lavoro. Capitolo 2. Tra le varie garanzie implicite nei contratti variable annuity ci soffermiamo sull'opzione Guaranteed Lifetime Withdrawal Benefit. In questo capitolo analizziamo il modello di valutazione del contratto proposto da M. Sherris (2014); introduciamo le due componenti del modello (il mercato finanziario e l'intensità di mortalità) dapprima descrivendole separatamente, poi combinandole. Nella seconda parte del capitolo studiamo le formule per il calcolo del prezzo equo del contratto considerando due punti di vista, quello dell'assicurato e quello dell'assicuratore. Capitolo 3. In questo capitolo implementiamo il modello teorico creando codici ad hoc con il linguaggio di programmazione MATLAB. Le nostre valutazioni sono state realizzate utilizzando un approccio Monte Carlo. Diverse analisi di sensitività sono state condotte per analizzare l’impatto sul prezzo equo dell’opzione di alcuni importanti parametri finanziari e demografici. Capitolo 4. In questo capitolo si propone una generalizzazione del modello deterministico indebolendo l'ipotesi di struttura a termine dei tassi di interesse costante. Per descrivere la dinamica del tasso di interesse si introduce in particolare un processo Cox- Ingersoll- Ross. Capitolo 5. In questo capitolo si indebolisce l'ipotesi che considera costante la volatilità del fondo d'investimento prevedendo una dinamica descritta dal processo di Heston. Capitolo 6. Si descrive un modello che considera congiuntamente un processo stocastico per i tassi di interesse (CIR) e per la volatilità (Heston). Si conducono analisi di sensitività e si mostrano i risultati ottenuti. Capitolo 7. In questo capitolo traiamo le conclusioni del nostro lavoro. Appendice. Proponiamo una breve rassegna delle principali nozioni di calcolo stocastico necessarie per meglio comprendere la descrizione del modello di valutazione.
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Odame, Emmanuel A., Ying Li, Shimin Zheng, Ambarish Vaidyanathan y Ken Silver. "Assessing Heat-Related Mortality Risks among Rural Populations: A Systematic Review and Meta-Analysis of Epidemiological Evidence". Digital Commons @ East Tennessee State University, 2018. https://dc.etsu.edu/etsu-works/6301.
Texto completoFeakins, Benjamin. "Competing risks methodology in the evaluation of cardiovascular and cancer mortality as a consequence of albuminuria in type 2 diabetes". Thesis, University of Oxford, 2016. https://ora.ox.ac.uk/objects/uuid:b5e384c6-6826-4a09-9700-9aea2ea0f77a.
Texto completoHlavandová, Radana. "Modelování parametrického rizika v odhadech úmrtnosti". Master's thesis, 2016. http://www.nusl.cz/ntk/nusl-352774.
Texto completoLibros sobre el tema "Systematic mortality risk"
Wernli, Karen J. y Erin J. Bowles. Breast Cancer Screening: Evidence and Recommendations. Editado por Christoph I. Lee, Constance D. Lehman y Lawrence W. Bassett. Oxford University Press, 2018. http://dx.doi.org/10.1093/med/9780190270261.003.0002.
Texto completoVerslype, Chris, David Cassiman y Johan Verhaeghe. Liver disorders. Oxford University Press, 2016. http://dx.doi.org/10.1093/med/9780198713333.003.0043.
Texto completoSinagra, Gianfranco, Marco Merlo y Davide Stolfo. Dilated cardiomyopathy: clinical diagnosis and medical management. Oxford University Press, 2018. http://dx.doi.org/10.1093/med/9780198784906.003.0356.
Texto completoMadden, Anthony P. Informatics and technology for anaesthesia. Editado por Philip M. Hopkins. Oxford University Press, 2017. http://dx.doi.org/10.1093/med/9780199642045.003.0034.
Texto completoCapítulos de libros sobre el tema "Systematic mortality risk"
Shim, Matthew J., David Gimeno, Sandi L. Pruitt, Christopher B. McLeod, Margaret J. Foster y Benjamin C. Amick. "A Systematic Review of Retirement as a Risk Factor for Mortality". En Applied Demography and Public Health, 277–309. Dordrecht: Springer Netherlands, 2013. http://dx.doi.org/10.1007/978-94-007-6140-7_17.
Texto completoHopkins, Richard y Aaron Kite-Powell. "Monitoring disease and risk factors: surveillance". En Oxford Handbook of Public Health Practice, editado por Ichiro Kawachi, Iain Lang y Walter Ricciardi, 154–63. Oxford University Press, 2020. http://dx.doi.org/10.1093/med/9780198800125.003.0014.
Texto completoSmulders, Yvo M., Marie-Therese Cooney y Ian Graham. "Cardiovascular risk estimation at the individual level". En ESC CardioMed, editado por Massimo Piepoli, 846–63. Oxford University Press, 2018. http://dx.doi.org/10.1093/med/9780198784906.003.0208_update_001.
Texto completoSmulders, Yvo M., Marie-Therese Cooney y Ian Graham. "Cardiovascular risk estimation at the individual level". En ESC CardioMed, editado por Massimo Piepoli, 846–63. Oxford University Press, 2018. http://dx.doi.org/10.1093/med/9780198784906.003.0208.
Texto completoO’Doherty, Roseann y Fionnuala Ní Ainle. "Prevention of postpartum venous thromboembolism (VTE)". En Practical management of the pregnant patient with rheumatic disease, editado por Karen Schreiber, Eliza Chakravarty y Monika Østensen, 33–38. Oxford University Press, 2021. http://dx.doi.org/10.1093/med/9780198845096.003.0003.
Texto completoThombs, Brett D. y Roy C. Ziegelstein. "Screening in Cardiovascular Care". En Screening for Depression in Clinical Practice. Oxford University Press, 2009. http://dx.doi.org/10.1093/oso/9780195380194.003.0018.
Texto completoLee, Karen. "New York City". En Urban Health, 309–15. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190915858.003.0033.
Texto completoAarnoutse, Floor, Cassandra Renes, Ronald Batenburg y Marco Spruit. "STRIPA". En Advances in Medical Technologies and Clinical Practice, 114–35. IGI Global, 2016. http://dx.doi.org/10.4018/978-1-5225-0248-7.ch005.
Texto completoAarnoutse, Floor, Cassandra Renes, Ronald Batenburg y Marco Spruit. "STRIPA". En Chronic Illness and Long-Term Care, 764–84. IGI Global, 2019. http://dx.doi.org/10.4018/978-1-5225-7122-3.ch038.
Texto completoWald, Nicholas y Malcolm Law. "Medical screening". En Oxford Textbook of Medicine, editado por John D. Firth, Christopher P. Conlon y Timothy M. Cox, 137–51. Oxford University Press, 2020. http://dx.doi.org/10.1093/med/9780198746690.003.0018.
Texto completoActas de conferencias sobre el tema "Systematic mortality risk"
Moniruzzaman, Akm, Arminée Kazanjian, Hubert Wong, Md M. Chowdhury, R. K. Elwood y J. M. Fitzgerald. "A Systematic Review On Risk Factors Of Mortality Among TB Patients". En American Thoracic Society 2010 International Conference, May 14-19, 2010 • New Orleans. American Thoracic Society, 2010. http://dx.doi.org/10.1164/ajrccm-conference.2010.181.1_meetingabstracts.a5460.
Texto completoYustinawati, Ratna y Anhari Achadi. "Risk Factors for Mortality in Patients with Covid-19: A Systematic Review". En The 7th International Conference on Public Health 2020. Masters Program in Public Health, Universitas Sebelas Maret, 2020. http://dx.doi.org/10.26911/the7thicph.01.26.
Texto completoYustinawati, Ratna y Anhari Achadi. "Risk Factors for Mortality in Patients with Covid-19: A Systematic Review". En The 7th International Conference On Public Health 2020. Masters Program In Public Helath, Universitas Sebelas Maret, 2020. http://dx.doi.org/10.26911/the7thicph-fp.01.01.
Texto completoPratiwi, Silvalia Rahma, Hanung Prasetya y Bhisma Murti. "Low Birth Weight and Neonatal Mortality: Meta Analysis". En The 7th International Conference on Public Health 2020. Masters Program in Public Health, Universitas Sebelas Maret, 2020. http://dx.doi.org/10.26911/the7thicph.03.113.
Texto completoMartins Rocha, Vânia Patrícia, Cátia Paixão y Alda Marques. "Physical activity and mortality risk in people with interstitial lung disease: a systematic review and meta-analysis". En ERS International Congress 2021 abstracts. European Respiratory Society, 2021. http://dx.doi.org/10.1183/13993003.congress-2021.pa1810.
Texto completoSoliman, Nada Hossam, Ahmed T. M. Aboughalia, Tawanda Chivese, Omran A. H. Musa, George Hindy, Noor Al-Wattary, Saifeddin Moh'd Badran et al. "A Meta-Review of Meta-Analyses and an Updated Meta-Analysis on the Efficacy of Chloroquine and Hydroxychloroquine in treating COVID-19 Infection". En Qatar University Annual Research Forum & Exhibition. Qatar University Press, 2020. http://dx.doi.org/10.29117/quarfe.2020.0308.
Texto completoAbida, Liza Laela, Bhisma Murti y Hanung Prasetya. "Effect of HIV Infection on Mortality in Patients with Tuberculosis in Asia: A Meta-Analysis". En The 7th International Conference on Public Health 2020. Masters Program in Public Health, Universitas Sebelas Maret, 2020. http://dx.doi.org/10.26911/the7thicph.01.52.
Texto completoTAVARES, Lívia Hygino y Bruno MOURA. "DIABETES IN PREGNANCY AND FETAL CARDIAC RISK: LITERATURE REVIEW". En SOUTHERN BRAZILIAN JOURNAL OF CHEMISTRY 2021 INTERNATIONAL VIRTUAL CONFERENCE. DR. D. SCIENTIFIC CONSULTING, 2022. http://dx.doi.org/10.48141/sbjchem.21scon.45_abstract_tavares.pdf.
Texto completoArif, Rida, Asmaa Abdelmaksoud, Lovemore Mapahla, Albert Chinhenzva, Nazmul Islam, Sohail Doi y Tawanda Chivese. "The risk of severe COVID-19 and mortality from COVID-19 in people living with HIV compared to individuals without HIV - a systematic review and meta-analysis of 1 268 676 individuals". En Qatar University Annual Research Forum & Exhibition. Qatar University Press, 2021. http://dx.doi.org/10.29117/quarfe.2021.0152.
Texto completoYeung, Philip Chun, Siu Tim Cheung, Kelvin Kwok-Chai Ng, Paul Bo-San Lai y Charing Ching-Ning Chong. "IDDF2020-ABS-0210 Statin use associated with reduced risk of all-cause mortality in hepatocellular carcinoma patients following liver resection: a systematic review and meta-analysis". En Abstracts of the International Digestive Disease Forum (IDDF), 22–23 November 2020, Hong Kong. BMJ Publishing Group Ltd and British Society of Gastroenterology, 2020. http://dx.doi.org/10.1136/gutjnl-2020-iddf.169.
Texto completoInformes sobre el tema "Systematic mortality risk"
Sun, Ying, Yanhui Liu, Yaning Zhu, Ruzhen Luo, Yiwei Luo, Shanshan Wang y Zihang Feng. Risk Prediction Models of Mortality after Hip Fracture Surgery in the Elderly: A Systematic Review. INPLASY - International Platform of Registered Systematic Review and Meta-analysis Protocols, mayo de 2022. http://dx.doi.org/10.37766/inplasy2022.5.0111.
Texto completoHua, Minglei, Ling Li y Linlin Diao. Bronchial asthma and risk of cardiovascular disease and cardiovascular mortality: a systematic review and meta-analysis. INPLASY - International Platform of Registered Systematic Review and Meta-analysis Protocols, febrero de 2022. http://dx.doi.org/10.37766/inplasy2022.2.0083.
Texto completoHorvit, Andrew y Donald Molony. A Systematic Review and Meta-Analysis of Mortality and Kidney Function in Uranium – Exposed Individuals. INPLASY - International Platform of Registered Systematic Review and Meta-analysis Protocols, abril de 2022. http://dx.doi.org/10.37766/inplasy2022.4.0122.
Texto completoYang, Hui, Xi-Xi Wan, Hui Ma, Zhen LI, Li Weng, Ying Xia y Xiao-Ming Zhang. Prevalence and mortality risk of low skeletal muscle mass in critically ill patients: an updated systematic review and meta-analysis. INPLASY - International Platform of Registered Systematic Review and Meta-analysis Protocols, noviembre de 2022. http://dx.doi.org/10.37766/inplasy2022.11.0132.
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