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About 60% of people struggling with suicidal thoughts do not receive any help, according to research.
In a new study, experts from Glasgow University and Harvard University in the US examined the psychological factors that can contribute to suicidal feelings.
They found that in many cases patients want to handle their problems themselves but, even where treatment is received, it has not proven effective.
Professor Rory O'Connor, from Glasgow, and Professor Matthew K Nock, from Harvard, have called for further research to cut the rate of suicide, which is responsible for about 1.5% of deaths worldwide.
The study, which appears in the Lancet, said: "The fact that most suicidal people do not receive treatment, and that little evidence is available for the effectiveness of the interventions received by those who do, emphasises the tremendous importance of future work to develop psychological treatments for people at risk of suicidal behaviour.''
About a third of people who think about suicide will go on to make a suicide attempt, according to the study published in the Lancet.
More than 90% of people who die by suicide have a psychiatric disorder before their death.
Prof O'Connor said: "Although a range of risk factors that contribute to suicidal behaviour have been identified, it is not clear how or why these factors work together to increase the risk of suicidal behaviour and there is little known about what protects against suicide among those who are vulnerable.
"Further studies are urgently needed to develop psychological treatments for those at risk of suicide alongside efforts to eliminate barriers that lead to under-use of mental health resources.''
Prof Nock said: "As a field, we have made significant advances in our understanding of suicidal behaviour in recent years. "We now have a strong foundation of knowledge about suicidal behaviour on which to build, as well as some exciting new findings about psychological factors that seem to put people at risk for thinking about suicide, and other factors that increase their likelihood of acting on suicidal thoughts.
"It is vitally important that we as a society invest heavily in making further advances so that we can start to decrease the suffering and loss of life due to suicidal behaviour.''