Doktorsavhandling--Lund universitet, 2004. / Mention parallèle de titre ou de responsabilité : A @man's expression : studies in the autobiographical essays of Hans Ruin. Résumé en anglais. Bibliogr. p. 329-346.

In this thesis, we consider a risk model which incorporates multiple threshold levels characterizing an insurer's minimal capital requirement, dividend paying situations, and external financial activities. Our model is based on discrete monetary and time units, and the main quantities of interest are the finite-time ruin probabilities and the expected total discounted dividends paid prior to ruin. We mainly focus on the development of computational methods to attain these quantities of interest. One of the popular methods in the current literature used for studying such problems involves a recursive approach which incorporates appropriate conditioning arguments on the claim times and sizes, and we implement this procedure as well. Furthermore, ruin can occur due to both a claim as well as interest expense accumulation as our model allows the insurer to borrow money from an external fund. In this thesis, we consider only non-stochastic interest rates for both lending and borrowing activities. After constructing appropriate recursive formulae for the finite-time ruin probabilities and the expected total discounted dividends paid prior to ruin, we investigate various numerical examples and make some observations concerning the impact our threshold levels have on finite-time ruin probabilities and expected total discounted dividends paid prior to ruin.

In this thesis, we consider a risk model which incorporates multiple threshold levels characterizing an insurer's minimal capital requirement, dividend paying situations, and external financial activities. Our model is based on discrete monetary and time units, and the main quantities of interest are the finite-time ruin probabilities and the expected total discounted dividends paid prior to ruin. We mainly focus on the development of computational methods to attain these quantities of interest. One of the popular methods in the current literature used for studying such problems involves a recursive approach which incorporates appropriate conditioning arguments on the claim times and sizes, and we implement this procedure as well. Furthermore, ruin can occur due to both a claim as well as interest expense accumulation as our model allows the insurer to borrow money from an external fund. In this thesis, we consider only non-stochastic interest rates for both lending and borrowing activities. After constructing appropriate recursive formulae for the finite-time ruin probabilities and the expected total discounted dividends paid prior to ruin, we investigate various numerical examples and make some observations concerning the impact our threshold levels have on finite-time ruin probabilities and expected total discounted dividends paid prior to ruin.

Thesis (doctoral)--Lund University, 2004. / Includes bibliographical references (p. 332-346) and index.

it is essential to regard the history of a site. to find the complexities that to others have mattered. architecture has a responsibility to interpret the past to future generations. it is then that it becomes immortal. / Master of Architecture

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We study the infinite time ruin probability for an insurance company in the classical Cramér-Lundberg model with finite exponential moments. The additional non-classical feature is that the company is also allowed to invest in some stock market, modeled by geometric Brownian motion. We obtain an exact analogue of the classical estimate for the ruin probability without investment, i.e., an exponential inequality. The exponent is larger than the one obtained without investment, the classical Lundberg adjustment coefficient, and thus one gets a sharper bound on the ruin probability. A surprising result is that the trading strategy yielding the optimal asymptotic decay of the ruin probability simply consists in holding a fixed quantity (which can be explicitly calculated) in the risky asset, independent of the current reserve. This result is in apparent contradiction to the common believe that 'rich' companies should invest more in risky assets than 'poor' ones. The reason for this seemingly paradoxical result is that the minimization of the ruin probability is an extremely conservative optimization criterion, especially for 'rich' companies. (author's abstract) / Series: Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"

While scholars of ruin have long foregrounded the importance of imagination in encountering sites of ruin, they have failed to provide concrete examples of their own imaginative experiences. This dissertation is a collection of aesthetically rendered moments at various sites of ruined landscapes and of the autobiographical (in)sights of loss I have gleaned in their presence. In speaking from a concept I refer to as the autobiographical imaginative--a performative exchange between land and self where life narratives are summoned as a result of land's presence--this project weaves biographical stories of landscapes and others with stories of my own autobiography. As such, the work utilizes multiple interpretive, ethnographic methods and representational strategies, including documentary ethnography, autoethnography, performative writing, and performance auto/ethnography, as a means of illustrating the dialogic, reflexive, evocative, and fluid relationship among researched and researcher, site and self. In doing so, it reveals how land can signify lived experience, extending the traditional geography-centered notion of landscapes toward the creation of memoryscapes, bodyscapes, and mediascapes.

This thesis project is a study of a complex of historic, railway-goods warehouses in Nottingham (UK) that were internally destroyed by a fire two decades ago. The site has has become an erstwhile symbol of the city, a stark reminder of both a past age of prosperity and the century of post-industrial decline that ultimately followed.Now facing the threat of demolition, it is questioned whether it is possible to rescue the intrinsic potential of these ruins to radically transport us beyond the experience of the everyday city, to a unique and inhabitable space of transition between past and present. This thesis also examins the changing role of the library in the 21st century and the future for this public institution as a vestibule for the transmission of local culture and history. This leads to the central question of the thesis project; is it possible - through the appropriate treatment of an industrial ruin - to begin a process of reconciliation with the past, one that can provide some kind closure to the cognitive dissidence caused by language and tone of this kind of architectural heritage and the limited prospects that city like Nottingham faces today. / Detta examensarbete är en undersökning av ett komplex av historiska, järnvägsgodslager i Nottingham (Storbritannien) som internt förstördes av en brand två decennier sedan. Webbplatsen har blivit en dåvarande symbol för staden, en skarp påminnelse om både en tidigare ålder av välstånd och århundrade postindustriella nedgång som slutligen followed.Now inför hotet om rivning, är det ifrågasättas om det är möjligt att rädda inneboende potentialen hos dessa ruiner att radikalt transportera oss bortom upplevelsen av vardagliga staden, till en unik och beboelig utrymme för övergång mellan dåtid och nutid. Avhandlingen examins också förändrade roll biblioteket i det 21 century.This leder till den centrala frågan om examensarbetet; är det möjligt - genom lämplig behandling av en industriell ruin - att inleda en försoningsprocess med det förflutna, en som kan ge någon form stängning till den kognitiva oliktänkande på grund av språket och tonen i den här typen av arkitektoniska arvet och de begränsade möjligheterna att stad som Nottingham står inför i dag.

No description available.