Project deals with renewal of the Mill Grounds In Tasovice. Designed strategy is divided into several steps which respond to imperfections of directive approach and doubts about result of conventional renovation. Emphasis is on gradual transformation which is achieved by flexible duation of each phase. Projects is trying to understand and articulate difference between medieval and modern needs.

Made available in DSpace on 2015-03-03T15:22:31Z (GMT). No. of bitstreams: 1 JackelyaAS.pdf: 313251 bytes, checksum: 729c2692ae341877eba59b8ce2bf93dd (MD5) Previous issue date: 2008-03-11 / In this work we study a new risk model for a firm which is sensitive to its credit quality, proposed by Yang(2003): Are obtained recursive equations for finite time ruin probability and distribution of ruin time and Volterra type integral equation systems for ultimate ruin probability, severity of ruin and distribution of surplus before and after ruin / Neste trabalho estudamos um novo modelo de risco para uma empresa que ? sens?vel a classica??o de risco de cr?dito, proposto por Yang(2003): Obtemos equa??es recursivas para a probabilidade de ru?na em tempo nito, distribui??o do tempo de ru?na, sistemas de equa??es integrais do tipo Volterra para severidade e distribui??o conjunta do capital antes e depois da ru?na

My degree project aims to find an alternative destiny to the city glitches- the forgotten industrial buildings which are constantly being torn down. All the memories, the urban creatures that nest inside them, are considered disposable in city planning. The aim of this project is not to stop urban development but to create spaces where this endless force magically stops, a bubble of “utopia”, where the urban beings take their own time to flourish, undisturbed. I focus my project on the abandoned factory house Nitrolackfabriken in the southern part of Stockholm, a building threatened with demolition. I went through three stages in the design process: first background research, second a design proposal about turning the building into a functional culture house, and lastly landed on a design intervention where I gave up the previous culture house proposal, refused it on behave of the building itself, and gave the house back to what is already inside. I created three design interventions in this new part of the project: the garden, the pond, and the fire room. I see the building and all the small beings nesting inside as part of an intertwining relationship, a living being, a “GIANT.” I abstracted her into a human-like shape, wishing to create an emotional resonance between the GIANT and us. To remind us that we are all part of this complexity.

保險人因提供最低保證給付之投資型商品，使公司亦涉入投資風險。本研究旨在探討最低保證給付人壽保險附約之風險分析。首先利用隨機模型建構投資者帳戶價值的動態過程，進而推導出在未來時點帳戶發生餘額不足之機率及其所符合的偏微分方程式。並藉由數值方法－有限差分法，求出投資帳戶餘額不足之機率。最終，以不同的參數選取之下，進行敏感度分析，探討參數值的設定對於帳戶發生餘額不足之機率的影響。本研究結果可以提供保險公司與監理機關，作為日後發行保證給付商品時，一項風險管理上的考慮因素。 研究結果可以歸納為兩點結論： 1. 在市場因素中，投資帳戶連結之標的報酬率與帳戶餘額不足機率呈現反向變動，而波動度則是與帳戶餘額不足機率呈現正向變動。在兩因素同時考慮下，當報酬率愈高且波動度愈低，投資帳戶發生餘額不足的機率會愈低。當波動度愈高且報酬率愈低時，帳戶餘額不足機率則會愈高。其兩者的力量會相互抵銷，對投資帳戶餘額不足之機率的影響需視何者的力量較強而定。 2. 在條款設計的因素中，保證附約相關費用率、保證提領比率與保證提領期間對於投資帳戶發生餘額不足機率的影響皆呈現正向的關係。而投資帳戶期初的價值則與帳戶餘額不足機率呈現反向變動。其中保證提領比率對於投資帳戶的價值影響最大，其帳戶餘額不足機率之變動百分比相較於其他因素而言，變動幅度較大，範圍皆大於4%以上，甚至高達37.11%。 / Insurers have investment risks because they issue the guaranteed minimum benefit life insurance riders. Therefore, the purpose of this thesis is analyzing the risk for the riders. In the context, we implement numerical PDE solution to compute the ruin probability of separate account which is the probability that guaranteed minimum benefit life insurance riders will lead to financial insolvency under stochastic investment returns. Moreover, we will do sensitivity analyses to discuss the two aspects, market factors and contract designs, how to influence the ruin probability. Finally, we conclude two main results: 1. For market factors, the rate of investment return is negatively related to ruin probability; however, the volatility is positive correlation. 2. For contract designs, the results show negative correlation between ruin probability and insurance fee, withdrawals, and withdrawal period. But the initial account value shows positive correlation.

Entre 1853 et 1870, de multiples quartiers de la ville sont éventrés pour permettre la mise en place de nouveaux boulevards par le baron Haussmann, préfet de Paris sous Napoléon III. Ces travaux majeurs ont frappé l’imaginaire social et constitué un objet de fascination pour la littérature. Le mémoire se situe sur le terrain de la sociocritique. La chercheuse cherche à comprendre comment des textes de Verne, Hugo et Zola lisent la nouvelle configuration urbaine parisienne. Dans Paris au XXe siècle (1863), Jules Verne projette la destruction dans le futur et, en retour, imagine les rémanences d’un passé étrangement constructif. Bien qu’il soit en exil, Victor Hugo est très au courant des changements urbains et sociaux en cours. Dans Paris (1867), son écriture travaille à rendre compatibles les idées de ruine et de progrès. Émile Zola, avec Paris (1898), exprime les contradictions accompagnant le changement urbain par le biais de métaphores médicales et organiques proches de « l’esprit de décadence » qui caractérise la fin du siècle. En conformité avec les visées de l’approche sociocritique, c’est à partir d’une lecture interne des oeuvres, mettant à profit les ressources de l’analyse de texte, de la poétique et de la narratologie, que la recherche se développe. L’étude mobilise également les ressources des travaux consacrés aux relations de la littérature et de la ville, ainsi que celles des ouvrages de synthèse produits dans les champs de l’histoire générale et de l’histoire de l’urbanisme. / Between 1853 and 1870, many areas of the French capital are torn down to allow the establishment of new avenues by Baron Haussmann, Paris’ prefect under Napoleon III. These major urban projects have struck the social imaginary and became an object of fascination for literature. This essay is located on the grounds of sociocriticism and seeks to understand how Verne’s, Hugo’s and Zola’s texts interpret the Paris’ new urban conformation. In Paris au XXe siècle (1863) Jules Verne is planning future destructions and, in turn, imagines the strange constructiveness of residual past. Although in exile, Victor Hugo is very aware of urban and social changes under way. In Paris (1867) his writing works to make compatible the ideas of ruin and progress. Émile Zola with Paris (1898) reflects the contradictions accompanying urban change through medical and organic metaphors close to "the decadence’s spirit" that characterizes the end of the century. In accordance with the aims of the sociocriticism’s approach, the research develops itself from an internal reading of works, drawing on the resources of texts’ analysis, poetics and narratology. The essay also mobilizes diverse works on relations between literature and the city, as well as works of synthesis produced in the fields of general history and of urban planning history.

Pour respecter les droits d’auteur, la version électronique de ce mémoire a été dépouillée de certains documents visuels et audio‐visuels. La version intégrale du mémoire a été déposée à la Division de la gestion des documents et des archives. / Cette recherche propose une analyse de la figure de la ruine post-apocalyptique dans le jeu vidéo. Il s’agit de questionner les effets de cette figure sur la construction d’une mémoire du lieu vidéoludique exploré, ainsi que ceux sur la formation d’émotions. Ce mémoire débute par une mise en contexte et la définition des différents concepts de base que nous utiliserons, tels la ruine, les utopies et l’apocalypse. Ensuite, nous procédons à une analyse de la formation d’une mémoire d’un lieu vidéoludique et des effets des ruines post-apocalyptiques représentées sur ce processus, le tout appuyé par une étude de notre corpus : Bastion, Journey et Fallout 3. Finalement, nous faisons le même cheminement afin d’analyser la formation d’émotions en réaction aux différents éléments de design qui forment les ruines post-apocalyptiques dans les jeux observés. / This research proposes an analysis of post-apocalyptic ruins in video games. We will question the effects of this figure on the creation of a memory based on the explored space and on the formation of emotions. This thesis will begin by establishing the context of our definitions and the different concepts we will be using throughout, such as ruins, utopias and the apocalypse. We will then analyse the creation of a memory based on a videogame space and the effects of the represented post-apocalyptic ruins on the process, all of this backed up by a study of our corpus: Bastion, Journey and Fallout 3. In the last part, we will do a similar work to analyse the formation of emotions in reaction to the different design elements that constitute the observed games.

L’actuariat non-vie étudie les différents aspects quantitatifs de l’activité d’assurance. Cette thèse vise à expliquer sous différentes perspectives les interactions entre les différents agents économiques, l’assuré, l’assureur et le marché, sur un marché d’assurance. Le chapitre 1 souligne à quel point la prise en compte de la prime marché est importante dans la décision de l’assuré de renouveler ou non son contrat d’assurance avec son assureur actuel. La nécessitéd’un modèle de marché est établie. Le chapitre 2 répond à cette problématique en utilisant la théorie des jeux non-coopératifs pour modéliser la compétition. Dans la littérature actuelle, les modèles de compétition seréduisent toujours à une optimisation simpliste du volume de prime basée sur une vision d’un assureur contre le marché. Partant d’un modèle de marché à une période, un jeu d’assureurs est formulé, où l’existence et l’unicité de l’équilibre de Nash sont vérifiées. Les propriétés des primes d’équilibre sont étudiées pour mieux comprendre les facteurs clés d’une position dominante d’un assureur par rapport aux autres. Ensuite, l’intégration du jeu sur une période dans un cadre dynamique se fait par la répétition du jeu sur plusieurs périodes. Une approche par Monte-Carlo est utilisée pour évaluer la probabilité pour un assureur d’être ruiné, de rester leader, de disparaître du jeu par manque d’assurés en portefeuille. Ce chapitre vise à mieux comprendre la présence de cycles en assurance non-vie. Le chapitre 3 présente en profondeur le calcul effectif d’équilibre de Nash pour n joueurs sous contraintes, appelé équilibre de Nash généralisé. Il propose un panorama des méthodes d’optimisation pour la résolution des n sous-problèmes d’optimisation. Cette résolution sefait à l’aide d’une équation semi-lisse basée sur la reformulation de Karush-Kuhn-Tucker duproblème d’équilibre de Nash généralisé. Ces équations nécessitent l’utilisation du Jacobiengénéralisé pour les fonctions localement lipschitziennes intervenant dans le problème d’optimisation.Une étude de convergence et une comparaison des méthodes d’optimisation sont réalisées.Enfin, le chapitre 4 aborde le calcul de la probabilité de ruine, un autre thème fondamentalde l’assurance non-vie. Dans ce chapitre, un modèle de risque avec dépendance entre lesmontants ou les temps d’attente de sinistre est étudié. De nouvelles formules asymptotiquesde la probabilité de ruine en temps infini sont obtenues dans un cadre large de modèle de risquesavec dépendance entre sinistres. De plus, on obtient des formules explicites de la probabilité deruine en temps discret. Dans ce modèle discret, l’analyse structure de dépendance permet dequantifier l’écart maximal sur les fonctions de répartition jointe des montants entre la versioncontinue et la version discrète. / In non-life actuarial mathematics, different quantitative aspects of insurance activity are studied.This thesis aims at explaining interactions among economic agents, namely the insured,the insurer and the market, under different perspectives. Chapter 1 emphasizes how essentialthe market premium is in the customer decision to lapse or to renew with the same insurer.The relevance of a market model is established.In chapter 2, we address this issue by using noncooperative game theory to model competition.In the current literature, most competition models are reduced to an optimisationof premium volume based on the simplistic picture of an insurer against the market. Startingwith a one-period model, a game of insurers is formulated, where the existence and uniquenessof a Nash equilibrium are verified. The properties of premium equilibria are examinedto better understand the key factors of leadership positions over other insurers. Then, thederivation of a dynamic framework from the one-period game is done by repeating of theone-shot game over several periods. A Monte-Carlo approach is used to assess the probabilityof being insolvent, staying a leader, or disappearing of the insurance game. This gives furtherinsights on the presence of non-life insurance market cycles.A survey of computational methods of a Nash equilibrium under constraints is conductedin Chapter 3. Such generalized Nash equilibrium of n players is carried out by solving asemismooth equation based on a Karush-Kuhn-Tucker reformulation of the generalized Nashequilibrium problem. Solving semismooth equations requires using the generalized Jacobianfor locally Lipschitzian function. Convergence study and method comparison are carried out.Finally, in Chapter 4, we focus on ruin probability computation, another fundemantalpoint of non-life insurance. In this chapter, a risk model with dependence among claimseverity or claim waiting times is studied. Asymptotics of infinite-time ruin probabilitiesare obtained in a wide class of risk models with dependence among claims. Furthermore,we obtain new explicit formulas for ruin probability in discrete-time. In this discrete-timeframework, dependence structure analysis allows us to quantify the maximal distance betweenjoint distribution functions of claim severity between the continuous-time and the discrete

Made available in DSpace on 2016-04-28T19:59:10Z (GMT). No. of bitstreams: 1 Sandro Roberto Maio.pdf: 340455 bytes, checksum: 143097ed579f6cd063a1516905ecd102 (MD5) Previous issue date: 2008-05-13 / The Essay develops a reflection on the first modernist speech from the figure of the poet-author. It rethinks the role of the workmanship, considered lesser for critics, in the passage from pre modernism and in the poetic of Oswald de Andrade. The theoretical key is the way Walter Benjamin s reading understands Baudelaire, which makes possible the characterization of two central figures in the modern imaginary: the poet-symbol and the poet-allegory. From this point it delineates a central question of this research: What measured, in the Trilogy, the allegorical link on the images of modernity aims a speech of rupture of the symbolic projection of -bourgeois standards of representation. The hypothesis of replying this questioning is what the narrative constructs as style of Baudelaire reading fiction to, by means of allegory put in crisis the representation. When denying the normative speech by means of double, it becomes fictional product of readings and, therefore, it is cited text, fiction of a modernity reading. The Benjamin s concepts of allegory and symbol, in connection with the function of the poet in modernity, had been determinative for the development of the critical reflection on the Trilogy. The analysis methodology will make the approach between the corpus and theoretical fundamental by means of the allegorical key, what makes viable the correspondence between reading and fiction in the constructive process of the Trilogy. The romance ruptures with the analytical linearity of the tradition when incorporating a poetical narrative skipping, in order to materialize the wandering look, used to flanerie, the cheat poet. As conclusion, it highlights the bogus epic of the Trilogy, what transforms the poet in hero, approaching him to the prostitute eyes: to gaze intently the poetic prey to deduce the singular in the middle of merchandise standardization. The Trilogy of the Exile is affirmed, then, as a writing that transits not for symbols, but between symbols, in order to inscribe in its body a decomposed universality. The narrative voice, projects in the other convicted voices splinters of someone disfigured, translated, in the plan of the enunciation, as an experience of disintegration of the aura by means of the experience of the shock / A dissertação desenvolve uma reflexão sobre o primeiro discurso modernista a partir da figura do poeta-autor. Repensa o papel da obra, considerada menor pela crítica, na passagem do pré-modernismo e na própria poética de Oswald de Andrade. Tem como chave teórica a leitura que Walter Benjamin faz de Baudelaire, o que torna possível a caracterização de duas figuras centrais no imaginário moderno: o poeta-símbolo e o poeta-alegoria. A partir daí, delineia-se a questão central desta pesquisa: em que medida, na Trilogia, o elo alegórico sobre as imagens da modernidade visa à projeção de um discurso de ruptura dos padrões simbólico-burgueses de representação. A hipótese de resposta a esse questionamento é a de que a narrativa constrói como estilo a ficção da leitura de Baudelaire para, por meio da alegoria, por em crise a representação. Ao negar o discurso normativo por meio de duplos, torna-se produto ficcional de leituras e, por isso, é texto citado, ficção de uma leitura de modernidade. Os conceitos benjaminianos de alegoria e símbolo, em conexão com a função do poeta na modernidade, foram determinantes para o desenvolvimento da reflexão crítica sobre a Trilogia. A metodologia de análise fará a aproximação entre o corpus e os fundamentos teóricos por meio da chave alegórica, que torna viável a correspondência entre leitura e ficção no processo construtivo da Trilogia. O romance rompe com a linearidade analítica da tradição ao incorporar uma poética narrativa aos saltos, de modo a materializar o olhar andarilho, afeito à flanerie, do poeta trapeiro. Como conclusão, evidencia-se a falsa épica da Trilogia, que faz do poeta o herói, aproximando-o do olhar da prostituta: olhar atento à presa poética para deduzir o singular em meio à uniformização da mercadoria. A Trilogia do Exílio afirma-se, então, como uma escritura que transita não por símbolos, mas entre símbolos, de modo a inscrever em seu corpo uma universalidade decomposta. A voz narrativa, por sua vez, projeta nas demais vozes condenadas os estilhaços de um Eu desfigurado, traduzido, no plano da enunciação, como uma experiência de desintegração da aura por meio da vivência do choque

Two optimisation problems were considered, in which market exposure is indirectly controlled. The first one models the capital of a company and an independent portfolio of new businesses, each one represented by a Cram\'r-Lundberg process. The company can choose the proportion of new business it wants to take on and can alter this proportion over time. Here the objective is to find a strategy that maximises the survival probability. We use a point processes framework to deal with the impact of an adapted strategy in the intensity of the new business. We prove that when Cram\'{e}r-Lundberg processes with exponentially distributed claims, it is optimal to choose a threshold type strategy, where the company switches between owning all new businesses or none depending on the capital level. For this type of processes that change both drift and jump measure when crossing the constant threshold, we solve the one and two-sided exit problems. This optimisation problem is also solved when the capital of the company and the new business are modelled by spectrally positive L\'vy processes of bounded variation. Here the one-sided exit problem is solved and we prove optimality of the same type of threshold strategy for any jump distribution. The second problem is a stochastic variation of the work done by Taylor about underwriting in a competitive market. Taylor maximised discounted future cash flows over a finite time horizon in a discrete time setting when the change of exposure from one period to the next has a multiplicative form involving the company's premium and the market average premium. The control is the company's premium strategy over a the mentioned finite time horizon. Taylor's work opened a rich line of research, and we discuss some of it. In contrast with Taylor's model, we consider the market average premium to be a Markov chain instead of a deterministic vector. This allows to model uncertainty in future conditions of the market. We also consider an infinite time horizon instead of finite. This solves the time dependency in Taylor's optimal strategies that were giving unrealistic results. Our main result is a formula to calculate explicitly the value function of a specific class of pricing strategies. Further we explore concrete examples numerically. We find a mix of optimal strategies where in some examples the company should follow the market while in other cases should go against it.

有鑑於產險業特別準備金制度爭議已久，應於何時提存或收回似乎已成了保險業界與保險司之間的角力賽。本研究採用傳統精算中破產理論(Ruin Theory)的概念，並觀察火災保險、貨物運輸保險、漁船保險與任意汽車保險等四個不同損失分配的險別進行蒙地卡羅模擬(Monte Carlo Simulation)，得出各個險種最適的特別準備金提存率。本文使人更容易了解因各險種具備的特性不同，在相同的破產機率水準下，會因為危險程度不同以及自留保費收入相對於自留賠款間的關係，間接影響到最適特別準備金的提存額度。 　　本研究的實證模擬分析結果發現：整體而言，目前產險業應提存的特別準備金總額大致上已充足，但是，若以各險別應提列的特別準備金額度而言，任意汽車保險有滯留過多的情形，而漁船保險則明顯地不充足，因此，目前應重新估算各險別應提存的特別準備金，暫時以各險可「相互浥注」的概念，使各險種調整至適當的比率，一併轉入「淨值」項下的「特別公積」科目，而「負債」項所剩餘的「特別準備金」餘額應逐年攤銷；建議今後特別準備金必須以「差額補足法」的會計處理方式，並按各個險種「專款專用」為原則。 / Much debate has devoted about the issue of the contingency reserve in property insurance companies in Taiwan over the past decades and how to calculate the appropriate amount of the reserve has become a perplexing problem between insurance companies and regulators. This paper conducts the Ruin Theory and comes up with the optimal model for calculating the contingency reserve. By using Monte Carlo Simulation method, we collect four different lines data in Fire, Marine cargo. Fishing vessel and Motor insurance to calculate the optimal contingency reserve ratio in each line. In addition, we examine the effect of different contingency reserve systems on insurance company's financial statements. Our results imply that owing to the different loss distribution in each line, the different level of risk and the ratio of retention premium to retention claim will indirectly affect the optimal contingency reserve under the identical ruin probability level. 　　Our findings indicate that the overall contingency reserve of property insurance company is sufficient at present, but the amount is not sufficient for each line. For example, the reserve in motor insurance is over-reserved while that in fishing vessel insurance is not adequate. We, therefore; suggest that the contingency reserve should be re-estimated by each line. At present, we suggest to use the "inter-line-compensation" principle to make up the insufficient reserve for different line. However, the contingency reserve should be credited as "special fund" of Surplus when the reserve in each line is at the adequate level and the over-reserved amount of "special claim's reserve" should be amortized year by year. Moreover, We suggest to applying the "marginal contribution" method for calculating contingency reserve and establish an individual account for the contingency reserve for each line.