Resumo: A proposta dessa pesquisa foi apresentar um procedimento metodológico para aplicação de um banco de dados de eventos severos em estudos de problemas geoambientais. Sua eficácia foi avaliada considerando ocorrências de movimentos de massa significativos em 15 municípios paulistas, cobrindo o período de setembro de 2009 a fevereiro de 2010. As características geológicas, geomorfológicas, hidrológicas e de ocupação foram consideradas e confrontadas com as situações de tempo atmosférico que contribuíram para a deflagração dos eventos calamitosos. observou-se que o domínio da Zona de Convergência do Atlântico Sul está associado às ocorrências mais catastróficas, especialmente em locais de relevo de morros, saprólitos ou contatos solo-rocha, no Complexo Cristalino também relacionado à ocupação desordenada. O estudo também aplicou os índices de risco e vulnerabilidade proposto por Marcelino et al. (2006), que apontou maior risco nos municípios com reincidências de escorregamentos e maior vulnerabilidade em locais com alta densidade demográfica, elevado índice de pobreza e grande número de idosos. Dessa maneira, a aplicação do banco de dados de eventos severos para problemas de geotecnia ambiental, mostrou-se uma importante ferramenta na determinação de áreas de risco, podendo assim, servir de suporte logístico para órgãos que trabalham com a assistência aos vitimados / Abstract: The research aimed to present a methodology for implementing a database of severe weather events for geo-environmental evaluations. Its efficiency was assessed by considering significant mass movements occurrences in 15 municipalities of São Paulo state between September 2009 and February 2010. The geological, geomorphological, hydrological, as well as the occupation characteristics of selected areas were compared with the previling weather that contributed to the outbreak of calimitous events. Most of the episodes accurred in hills, saprolits or soil-rock contacts in the Crystalline Complex. The unplanned occupational pattern was also an important contributor to the calamitous occurences. The risk and vulnerability index proposed by Marcelino et al. (2006) was applied and lead to high risk in the municipalities with repeated landslides. The vulnerability was greater in area with high population density, poverty rates end number of elderly people. The study enhanced the importance of a database of calamitous events to evaluate geotechnical problems and proved to be an important tool for determining risk areas. Thus, it may serve as logistical support for agencies that work with the assistance to victims / Orientador: Anna Silvia Palcheco Peixoto / Coorientador: Luci Hidalgo Nunes / Banca: Ana Maria Gomes Held / Banca: George de Paula Bernardes / Mestre

Made available in DSpace on 2014-06-11T19:26:15Z (GMT). No. of bitstreams: 0 Previous issue date: 2011-06-02Bitstream added on 2014-06-13T19:54:22Z : No. of bitstreams: 1 pellegrina_gj_me_bauru.pdf: 2660732 bytes, checksum: 0864cbe76a5ee930256a1d9b1dc513e7 (MD5) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / A proposta dessa pesquisa foi apresentar um procedimento metodológico para aplicação de um banco de dados de eventos severos em estudos de problemas geoambientais. Sua eficácia foi avaliada considerando ocorrências de movimentos de massa significativos em 15 municípios paulistas, cobrindo o período de setembro de 2009 a fevereiro de 2010. As características geológicas, geomorfológicas, hidrológicas e de ocupação foram consideradas e confrontadas com as situações de tempo atmosférico que contribuíram para a deflagração dos eventos calamitosos. observou-se que o domínio da Zona de Convergência do Atlântico Sul está associado às ocorrências mais catastróficas, especialmente em locais de relevo de morros, saprólitos ou contatos solo-rocha, no Complexo Cristalino também relacionado à ocupação desordenada. O estudo também aplicou os índices de risco e vulnerabilidade proposto por Marcelino et al. (2006), que apontou maior risco nos municípios com reincidências de escorregamentos e maior vulnerabilidade em locais com alta densidade demográfica, elevado índice de pobreza e grande número de idosos. Dessa maneira, a aplicação do banco de dados de eventos severos para problemas de geotecnia ambiental, mostrou-se uma importante ferramenta na determinação de áreas de risco, podendo assim, servir de suporte logístico para órgãos que trabalham com a assistência aos vitimados / The research aimed to present a methodology for implementing a database of severe weather events for geo-environmental evaluations. Its efficiency was assessed by considering significant mass movements occurrences in 15 municipalities of São Paulo state between September 2009 and February 2010. The geological, geomorphological, hydrological, as well as the occupation characteristics of selected areas were compared with the previling weather that contributed to the outbreak of calimitous events. Most of the episodes accurred in hills, saprolits or soil-rock contacts in the Crystalline Complex. The unplanned occupational pattern was also an important contributor to the calamitous occurences. The risk and vulnerability index proposed by Marcelino et al. (2006) was applied and lead to high risk in the municipalities with repeated landslides. The vulnerability was greater in area with high population density, poverty rates end number of elderly people. The study enhanced the importance of a database of calamitous events to evaluate geotechnical problems and proved to be an important tool for determining risk areas. Thus, it may serve as logistical support for agencies that work with the assistance to victims

This dissertation includes two topics. For the first topic about the housing price jump risk, we use EM gradient algorithms to estimate parameters of the jump diffusion model and test whether the US monthly housing price have jump risk during 1986 to 2006. Then, in order to obtain a viable pricing framework of mortgage insurance contracts, this paper uses the jump diffusion processes of Merton (1976) to model the dynamic process of housing price. Using this model, we investigate the impact of price jump risk on the valuation of mortgage insurance premium from jump intensity, abnormal volatility of jump size and normal volatility. Empirical results indicate that the abnormal volatility of jump size has the most significant impact on the mortgage insurance premium. For the second topic about the catastrophe risk, we investigate that, for catastrophic events, the assumption that catastrophe claims occur in terms of the Poisson process seems inadequate as it has constant intensity. We propose Markov Modulated Poisson process to model the arrival process for catastrophic events. Under this process, the underlying state is governed by a homogenous Markov chain, and it is the generalization of Cummins and Geman (1993, 1995), Chang, Chang, and Yu (1996), Geman and Yor (1997) and Vaugirard (2003a, 2003b). We apply Markov jump diffusion model to derive pricing formulas for catastrophe insurance products, included catastrophe futures call option, catastrophe PCS call spread and catastrophe bond. We use the data of PCS index and the annual number of hurricane events during 1950 to 2004 to test the quality of the fitting under the Markov Modulated Poisson process and the Poisson process. We reach the conclusion that the Markov Modulated Poisson process is fitter than the Poisson process and Weiner process in modeling the arrival rate of hurricane events when pricing three insurance products. Hence, if different status of climate environment has significant different arrival intensity in real economy, using jump diffusion model to evaluate CAT insurance products could cause significant mispricing.

This thesis deals by natural disasters and solutions through commercial insurance. The introduction explains the concept of natural disaster and subsequently there are closer specified individual natural hazards. Then, the work focuses on the development of catastrophic events in the world in recent years, the consequences of their formation, their effects and the impact on these events on the world and Czech insurance. Due to the high frequency of floods in the Czech Republic in recent years, the work also addresses the issue of floods, their insurability and changes on the Czech insurance market reacting to the increased occurrence of floods. The thesis focuses on commercial property insurance products of individuals given to individual areas of different risk in terms of flooding. The analysis shows that insurers evaluate the individual risk zones in different ways and the most risk area of insurance excluded. At the end, there are evaluate the scope of insurance risk transfer to other entities, its importance and possibilities of alternative risk transfer.

Today, there is a growing number of buildings in a neighborhood and business parks that are utilizing renewable energy generation, to reduce their electric bill and carbon footprint. The most current way of implementing a renewable energy generation is to use solar panels or a windmill to generate power; then use a charge controller connected to a battery bank to store power. Once stored, the user can then access a clean source of power from these batteries instead of the main power grid. This type of power structure is utilizing a single module system in respect of one building. As the industry of renewable power generation continues to increase, we start to see a new way of implementing the infrastructure of the power system. Instead of having just individual buildings generating power, storing power, using power, and selling power there is a fifth step that can be added, sharing power. The idea of multiple buildings connected to each other to share power has been named a microgrid by the power community. With this ability to share power in a microgrid system, a catastrophic event which cause shutdowns of power production can be better managed. This paper then discusses the data from simulations and a built physical model of a resilient microgrid utilizing these principles.