Copulas are multivariate probability distributions, as well as functions which link marginal distributions to their joint distribution. These functions have been used extensively in finance and more recently in other disciplines, for example hydrology and genetics. This study has two components, (a) the development of copula-based mathematical tools for use in all industries, and (b) the application of distorted copulas in structured finance. In the first part of this study, copulabased conditional expectation formulae are described and are applied to small data sets from medicine and hydrology. In the second part of this study we develop a method of improving the estimation of default risk in the context of collateralized debt obligations. Credit risk is a particularly important application of copulas, and given the current global financial crisis, there is great motivation to improve the way these functions are applied. We compose distortion functions with copula functions in order to obtain greater flexibility and accuracy in existing pricing algorithms. We also describe an n-dimensional dynamic copula, which takes into account temporal and spatial changes. / Thesis (Ph.D.) - University of Adelaide, School of Mathematical sciences, 2009

The graphical modelling of processes is of growing popularity and high relevance to organisations that seek to document, analyse and improve their business operations. This research investigates the phenomenon of continued user acceptance of the grammars that are used to build process models. It develops and tests a theory that can be used to explain and predict why users would opt to continue working with certain grammars in their process modelling efforts. This study builds on established theories, including the Technology Acceptance Model, Expectation-Confirmation Theory, Task-Technology Fit Theory and Representation Theory. These theories suggest that end users typically strive for tools that are useful and easy to use, which confirm their expectations through firsthand utility, and which match task requirements and individual abilities. Representation theory suggests that modelling grammars should be complete and clear in their capabilities to represent real-world domains. The research model has been designed by combining conceptual studies of acceptance and continuance theories with a representational analysis of the BPMN grammar, which is a recently ratified industry standard for process modelling and thereby of high practical relevance to process modelling practice. It further incorporates findings from nineteen semi-structured interviews with process modellers in Australia. The research model has been tested and validated by means of a web-based survey with 590 process modellers world-wide. This thesis contributes to the body of knowledge in a number of ways: First, it presents an empirically validated model of the factors determining a user's intention to continue using a process modelling grammar. Second, it measures the impact that grammar characteristics as well as user and task characteristics have on user evaluations of a process modelling grammar. Third, it presents empirical evidence on the consequences that perceived representational deficiencies entail on user perceptions of a process modelling grammar.

The expectation that employees of large organisations will work extended working hours (EWH) is a phenomenon of discourse at the societal and organisational levels. This occurs in spite of the detrimental effects that working long hours can have on employees’ mental and physical health and the well-being of their families. This thesis investigates why employees comply with this expectation by focussing on managers and professionals because they are the categories of Australian employees who work the longest hours. Texts derived from a focus group and extended interviews of 30 managers and professionals are analysed and interpreted using a computer-assisted text analysis program, linguistic analysis, and discourse linguistic interpretation. Of particular emphasis is the deontic modality that research participants use to express their obligation to expectation and their attitudes about other organisational imperatives. Also crucial to this research is the agency of the participants in terms of their capacity to make and follow their own decisions. This investigation is informed by critical post-structuralist theory of Foucaultian origin involving a pragmatic distinction between analysis for meaning potential at the text level and context for meaning at the discourse level. This empirical research found that participants commonly feel cognitive dissonance from the contradiction that EWH and work-life balance (WLB) co-exist in their same organisational discourse. This paradox complicates their responses to expectation whether the participants comply or resist. Participants’ agency is therefore judged on their level of reflexivity to these organisational challenges. The professional cohort was found to be more reflexive and thus agentically stronger because their work paths are clearer. They know what work is required and, even though their working hours may be long, they see them purely as the means to achieving prescribed ends. Public sector managers’ work is also extensive but they do not have clear boundaries and thus find the boundaries between work and nonwork non-existent or blurred. Financial service managers are more agentic than public sector managers but less than the professionals. The women in this research relate to work time and life balance differently and less easily than men, particularly those who break for motherhood and / or work part-time. The theory built in this thesis can inform organisations of the ubiquitous presence of the expectation of EWH and the dangers it provides for employees and organisations. It also provides practice guidance to organisations as to how EWH may be common but do not necessarily benefit organisations or their employees. This thesis finds that it is more sensible to support employees’ agency by acknowledging their diversity and giving them choice in determining for how long they should work. This would allow employees to identify and experience obligation to their organisation and their part in negotiated knowledge production.

The expectation that employees of large organisations will work extended working hours (EWH) is a phenomenon of discourse at the societal and organisational levels. This occurs in spite of the detrimental effects that working long hours can have on employees’ mental and physical health and the well-being of their families. This thesis investigates why employees comply with this expectation by focussing on managers and professionals because they are the categories of Australian employees who work the longest hours. Texts derived from a focus group and extended interviews of 30 managers and professionals are analysed and interpreted using a computer-assisted text analysis program, linguistic analysis, and discourse linguistic interpretation. Of particular emphasis is the deontic modality that research participants use to express their obligation to expectation and their attitudes about other organisational imperatives. Also crucial to this research is the agency of the participants in terms of their capacity to make and follow their own decisions. This investigation is informed by critical post-structuralist theory of Foucaultian origin involving a pragmatic distinction between analysis for meaning potential at the text level and context for meaning at the discourse level. This empirical research found that participants commonly feel cognitive dissonance from the contradiction that EWH and work-life balance (WLB) co-exist in their same organisational discourse. This paradox complicates their responses to expectation whether the participants comply or resist. Participants’ agency is therefore judged on their level of reflexivity to these organisational challenges. The professional cohort was found to be more reflexive and thus agentically stronger because their work paths are clearer. They know what work is required and, even though their working hours may be long, they see them purely as the means to achieving prescribed ends. Public sector managers’ work is also extensive but they do not have clear boundaries and thus find the boundaries between work and nonwork non-existent or blurred. Financial service managers are more agentic than public sector managers but less than the professionals. The women in this research relate to work time and life balance differently and less easily than men, particularly those who break for motherhood and / or work part-time. The theory built in this thesis can inform organisations of the ubiquitous presence of the expectation of EWH and the dangers it provides for employees and organisations. It also provides practice guidance to organisations as to how EWH may be common but do not necessarily benefit organisations or their employees. This thesis finds that it is more sensible to support employees’ agency by acknowledging their diversity and giving them choice in determining for how long they should work. This would allow employees to identify and experience obligation to their organisation and their part in negotiated knowledge production.

National cultures play a critical role in effective leadership and organisational success in international businesses. Contemporary organisations are therefore challenged by cross-cultural leadership needs to address increasing diversity. In the past decades, there has been a growing interest in studies of non-Western leadership. Recent papers have focused particularly on leadership in the Asia-Pacific region. This paper compares leadership in China and New Zealand, based on the data collected by using the GLOBE (Global Leadership and Organisational Behaviour Effectiveness) project leadership questionnaire. In addition, the paper reviews the main findings of previous research in order to investigate the similarities and differences in preferred leadership behaviours/characteristics in both cultures, while attempting to examine the consistency of current findings against the previous GLOBE studies. Significant differences of leadership behaviours between China and New Zealand have been identified. This paper generally supports the findings of previous GLOBE studies that charismatic/value-based leadership is the universally contributing factor towards outstanding leadership and self-protective leadership is the universally negative factor against leadership excellence. Findings in this paper may contribute to further understanding of leadership practice in these two countries. Future research should be undertaken to examine the effects of cultural differences on organisational practice by a more comprehensive research method.

Thèse (D. en psychologie)--Université du Québec à Montréal, 2005. / En tête du titre: Université du Québec à Montréal. Bibliogr.: f. [122]-138. Publié aussi en version électronique.

Thesis (Ph. D.)--Michigan State University. Dept. of Family and Child Ecology, 2006. / Title from PDF t.p. (viewed on Nov. 20, 2008) Includes bibliographical references (p. 136-146). Also issued in print.

Thesis (Ph. D.)--University of Texas Health Science Center at Houston, School of Public Health, 2007. / Includes bibliographical references (leaves 58-59).

Thesis (doctoral)--University of Hamburg.

Thesis (M.S.)--University of Michigan, 1981.