Avui en dia, la música està esbiaixada cap al consum d'alguns artistes molt populars. Per exemple, el 2007 només l'1% de totes les cançons en format digital va representar el 80% de les vendes. De la mateixa manera, només 1.000 àlbums varen representar el 50% de totes les vendes, i el 80% de tots els àlbums venuts es varen comprar menys de 100 vegades. Es clar que hi ha una necessitat per tal d'ajudar a les persones a filtrar, descobrir, personalitzar i recomanar música, a partir de l'enorme quantitat de contingut musical disponible. Els algorismes de recomanació de música actuals intenten predir amb precisió el que els usuaris demanen escoltar. Tanmateix, molt sovint aquests algoritmes tendeixen a recomanar artistes famosos, o coneguts d'avantmà per l'usuari. Això fa que disminueixi l'eficàcia i utilitat de les recomanacions, ja que aquests algorismes es centren bàsicament en millorar la precisió de les recomanacions. És a dir, tracten de fer prediccions exactes sobre el que un usuari pugui escoltar o comprar, independentment de quant útils siguin les recomanacions generades. En aquesta tesi destaquem la importància que l'usuari valori les recomanacions rebudes. Per aquesta raó modelem la corba de popularitat dels artistes, per tal de poder recomanar música interessant i desconeguda per l'usuari. Les principals contribucions d'aquesta tesi són: (i) un nou enfocament basat en l'anàlisi de xarxes complexes i la popularitat dels productes, aplicada als sistemes de recomanació, (ii) una avaluació centrada en l'usuari, que mesura la importància i la desconeixença de les recomanacions, i (iii) dos prototips que implementen la idees derivades de la tasca teòrica. Els resultats obtinguts tenen una clara implicació per aquells sistemes de recomanació que ajuden a l'usuari a explorar i descobrir continguts que els pugui agradar. / Actualmente, el consumo de música está sesgada hacia algunos artistas muy populares. Por ejemplo, en el año 2007 sólo el 1% de todas las canciones en formato digital representaron el 80% de las ventas. De igual modo, únicamente 1.000 álbumes representaron el 50% de todas las ventas, y el 80% de todos los álbumes vendidos se compraron menos de 100 veces. Existe, pues, una necesidad de ayudar a los usuarios a filtrar, descubrir, personalizar y recomendar música a partir de la enorme cantidad de contenido musical existente. Los algoritmos de recomendación musical existentes intentan predecir con precisión lo que la gente quiere escuchar. Sin embargo, muy a menudo estos algoritmos tienden a recomendar o bien artistas famosos, o bien artistas ya conocidos de antemano por el usuario.Esto disminuye la eficacia y la utilidad de las recomendaciones, ya que estos algoritmos se centran en mejorar la precisión de las recomendaciones. Con lo cuál, tratan de predecir lo que un usuario pudiera escuchar o comprar, independientemente de lo útiles que sean las recomendaciones generadas. En este sentido, la tesis destaca la importancia de que el usuario valore las recomendaciones propuestas. Para ello, modelamos la curva de popularidad de los artistas con el fin de recomendar música interesante y, a la vez, desconocida para el usuario.Las principales contribuciones de esta tesis son: (i) un nuevo enfoque basado en el análisis de redes complejas y la popularidad de los productos, aplicada a los sistemas de recomendación,(ii) una evaluación centrada en el usuario que mide la calidad y la novedad de las recomendaciones, y (iii) dos prototipos que implementan las ideas derivadas de la labor teórica. Los resultados obtenidos tienen importantes implicaciones para los sistemas de recomendación que ayudan al usuario a explorar y descubrir contenidos que le puedan gustar. / Music consumption is biased towards a few popular artists. For instance, in 2007 only 1% of all digital tracks accounted for 80% of all sales. Similarly, 1,000 albums accounted for 50% of all album sales, and 80% of all albums sold were purchased less than 100 times. There is a need to assist people to filter, discover, personalise and recommend from the huge amount of music content available along the Long Tail.Current music recommendation algorithms try to accurately predict what people demand to listen to. However, quite often these algorithms tend to recommend popular -or well-known to the user- music, decreasing the effectiveness of the recommendations. These approaches focus on improving the accuracy of the recommendations. That is, try to make accurate predictions about what a user could listen to, or buy next, independently of how useful to the user could be the provided recommendations. In this Thesis we stress the importance of the user's perceived quality of the recommendations. We model the Long Tail curve of artist popularity to predict -potentially- interesting and unknown music, hidden in the tail of the popularity curve. Effective recommendation systems should promote novel and relevant material (non-obvious recommendations), taken primarily from the tail of a popularity distribution. The main contributions of this Thesis are: (i) a novel network-based approach for recommender systems, based on the analysis of the item (or user) similarity graph, and the popularity of the items, (ii) a user-centric evaluation that measures the user's relevance and novelty of the recommendations, and (iii) two prototype systems that implement the ideas derived from the theoretical work. Our findings have significant implications for recommender systems that assist users to explore the Long Tail, digging for content they might like.

Dosage compensation is a mechanism that equalizes the expression of X-linked genes in those organisms in which males and females differ in the number of X chromosomes. In Drosophila melanogaster, dosage compensation is achieved by up-regulating the transcription of the single male X chromosome. This effect is mediated by a chromatin remodeling complex known as the Male Specific Lethal (MSL) complex or Dosage Compensation Complex (DCC). In female flies, dosage compensation is inhibited primarily because of the translational repression of the mRNA encoding one of the DCC subunits, MSL-2, by the female-specific RNA binding protein Sex-lethal (SXL). To inhibit translation, SXL binds to poly(U) stretches present in both the 5’ and 3’ UTRs of msl-2 mRNA. Sequences adjacent to those SXL-binding sites in the 3´UTR are also required for translation inhibition and are bound by co-repression. In this thesis work, we have designed an affinity chromatography assay to isolate the putative co-repressor(s), and have identified the protein Upstream of N-ras (UNR). Drosophila UNR (dUNR) is an ubiquitous, conserved protein that contains 5 cold shock domains (CSD) and a glutamine- (Q) rich amino- terminal extension. We show that dUNR is a necessary co-factor for SXL-mediated msl-2 repression. SXL recruits dUNR to the 3’ UTR of msl-2 mRNA, imparting a sex-specific function to this ubiquitous protein. Domain mapping experiments indicate that dUNR interacts with SXL and msl-2 mRNA through CSD1, and that the domains for translation inhibition and SXL interaction can be distinguished. Our data indicate that the Q-rich domain, together with CSDs 1 and 2, plays an important role in translational repression, and suggest that factors in addition to dUNR and SXL are required for repression of msl-2 mRNA. Using a combination of UNR immunoprecipitation and microarray analysis, we have identified the mRNAs that are bound to dUNR in male and female flies. Our results suggest that dUNR is not only a novel regulator of dosage compensation, but also a general post-transcriptional regulator of gene expression.

Eating disorders are serious psychological disorders associated with debilitating lifestyle, multiple health problems and high rates of suicidality and mortality. Despite extensive research, the aetiology of eating disorders still remains unclear. Amongst the identified risk factors for eating disorders, stress has been frequently studied. The purpose of the present study was to explore the possibility that tail-pinch administered to rats could provide an animal model of stress-induced eating disturbances in humans, and whether environmental enrichment might ameliorate the effects of stress. In Experiment 1, we compared eating behaviours of rats that were reared in either enriched or standard environments and later exposed to tail-pinch and allowed to eat when food deprived. The study showed that a single exposure to tail-pinch induced eating disturbances in most of the rats. When rats were not food deprived, but were conditioned to eating when placed in test chamber, tail-pinch suppressed eating in all rats, but significantly more for rats reared under standard than in enriched conditions. Experiment 2 used a between-subjects design in which rats were reared in either a standard or enriched environment, and were either exposed to tail-pinch or not exposed during sessions in which they were not food deprived and allowed to eat. Tail-pinch suppressed the food intake of rats reared in enriched but not standard environments. Although this finding appeared to contradict results of Experiment 1, analysis of body weight revealed that exposure to tail pinch suppressed increases in weight gain across sessions more for rats reared in standard than enriched environments. The suppression of food intake during test sessions for enriched but not standard rats exposed to tail-pinch was attributed to differences in contextual conditioning and discrimination of the test chamber from home cages. Overall, results of the present study suggest that rats reared in enriched environments were more resilient to the effects of tail-pinch as a stressor. Implications of these findings for the understanding of human eating disorders are discussed.

Orientador: Erick da Cruz Castelli / Resumo: O Complexo Principal de Histocompatibilidade (MHC) é um complexo gênico que está intimamente envolvido com a regulação do sistema imune. Esse complexo comporta o sistema de Antígenos Leucocitários Humano (HLA), cuja principal importância está relacionada com o reconhecimento do que é próprio ou não do organismo. HLA-C é o gene polimórfico menos variável dos genes HLA clássicos e o que tem menor expressão nos tecidos, exceto na interface materno-fetal, em que é o único gene clássico expresso. A molécula codificada por esse gene possui significante função na apresentação antigênica e regulação da atividade de células NK, o que permite uma íntima associação com situações fisiológicas, como gestação, e patológicas, como doenças infecciosas, autoimunes, inflamatórias, neoplasias e rejeições a enxertos transplantados. Sua porção gênica mais estudada é a que codifica a fenda de ligação a peptídeos antigênicos, devido sua destacada importância na apresentação de antígenos a células T citotóxicas. No entanto, outras regiões do gene, que são negligenciadas nos estudos de variabilidade, também merecem destaque por influenciarem na sinalização e modulação da citotoxicidade de células efetoras, na ancoragem e estabilidade da molécula na membrana plasmática e na internalização e reciclagem da molécula HLA-C. Desta maneira, nós exploramos a variabilidade dos segmentos que codificam α3 (éxon 4), transmembrana (éxon 5) and cauda citoplasmática (éxon 6 and éxon 7) da molécula HLA-C em uma popu... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: The Major Histocompatibility Complex (MHC) is a gene complex closely involved in the regulation of the immune system. This complex includes the Human Leukocyte Antigen (HLA) system, whose main role is related to the recognition of self/non-self structures of humans. HLA-C is the least variable polymorphic gene of classical HLA genes and has the lowest expression in tissues, except at the maternal-fetal interface, where it is the only classical HLA class I expressed gene. The molecule encoded by this gene has a significant role in the antigen presentation and regulation of NK cells activities, which allows an intimate association with physiological conditions, such as pregnancy, and pathological conditions like infectious, autoimmune, and inflammatory diseases, cancer, and transplantation rejection. The most studied HLA-C portion is that encoding the peptide-binding groove, due to its outstanding importance in presentation of antigens to cytotoxic T cells. However, other regions of the gene, which are neglected in the variability studies, are also important in influencing the signaling and modulation of effector cell cytotoxicity, in the anchorage and stability of the molecule on the cell surface, and in the internalization and recycling of the HLA-C molecule. Here, we explore the variability of the segments encoding the α3 (exon 4), transmembrane (exon 5) and cytoplasmic tail (exon 6 and exon 7) domains of the HLA-C molecule in an admixed population sample from Southeastern B... (Complete abstract click electronic access below) / Mestre

Fundação de Amparo a Pesquisa no Estado do Rio Grande do Sul / Depression is a complex, chronic and disabling psychiatric disease that carries a high social cost. Among the various classes of antidepressants are the monoamine oxidase A (MAO-A) inhibitors that reduce monoamine metabolism. An important site of MAO-A regulation is the imidazoline-2 binding site (I2). In fact, it was recently shown that 2-imidazoline derivatives, such as 2-(2-benzofuranyl)-2-imidazoline (2- BFI), showed good potency and selectivity in inhibiting in vitro the activity of MAO-A, but the antidepressant potential of this compound and its mechanism of action have not been well defined. Therefore, in this study we investigated the antidepressant-like effect of 2-BFI in mice. For this purpose, we evaluated the effects of 2-BFI in two predictive tests of antidepressant-like activity in animals, the tail suspension test (TST) and forced swimming test (FST). The TSC was utilized after the use of specific antagonists of different receptors involved in depression. 2-BFI (100 and 300 μmol/kg, s.c.) significantly reduced the immobility time on the tail suspension test (TST) without changing locomotion in the open field test. The reduced the immobility time of 2-BFI (100 μmol/kg, s.c.) was confirmed with the forced swimming test (FST). The antidepressant-like effect of 2-BFI (100 μmol/kg, s.c.) in the TST was prevented by pretreatment with idazoxan (0.4 μmol/kg, i.p., a I2 site antagonist), methysergide (4 μmol/kg, i.p., a non-selective serotonergic receptor antagonist) and haloperidol (0.1 μmol/kg, i.p., a non-selective dopaminergic receptor antagonist). The anxiolytic effect of 2-BFI was also evaluated, using the elevated plus-maze test. 2-BFI (300 μmol/kg, s.c.) was able to significantly increase the % of number of entries and the % of time spent in the open arms, indicating that it possesses an anxiolytic effect at high doses. In conclusion, these results suggest that the antidepressant-like effect of 2- BFI might involve serotonergic, dopaminergic and imidazoline systems, and then the imidazoline site could represent a new pharmacological target for the treatment of depression. / A depressão é uma doença psiquiátrica complexa, crônica e incapacitante, que acarreta um alto custo social. Dentre as diversas classes de antidepressivos encontram-se os inibidores da monoamina oxidase-A (MAO-A), que reduzem o metabolismo das monoaminas. Um sítio importante para a regulação da MAO-A é o sítio imidazolínico I2. Recentemente, foi demonstrado que derivados 2- imidazolínicos, como o 2-BFI, mostram boa potência e seletividade em inibir a atividade in vitro da MAO em cérebro de ratos, porém o potencial antidepressivo deste composto e seu mecanismo de ação não foram bem definidos. Com base nisso, o objetivo desse trabalho consiste em investigar o efeito tipo-antidepressivo do 2-BFI em camundongos. Para este propósito, foram avaliados os efeitos do 2-BFI em dois testes preditivos de atividade antidepressiva em animais, o teste de suspensão da cauda (TSC) e o teste do nado forçado (TNF). O TSC também foi empregado após o uso de antagonistas específicos de diferentes receptores envolvidos na depressão. O 2-BFI (100 e 300 μmol/kg, s.c.) reduziu significativamente o tempo de imobilidade no TSC, sem alterar a atividade locomotora no teste de campo aberto. A redução do tempo de imobilidade de 2-BFI (100 μmol/kg, s.c.) foi confirmada com o TNF. O efeito tipo-antidepressivo do 2-BFI (100 μmol/kg, s.c.) no TSC foi prevenido pelo pré-tratamento com idazoxan (0,4 μmol/kg, i.p., um antagonista do sítio I2), metisergida (4 μmol/kg, i.p., um antagonista não-seletivo dos receptores serotoninérgicos) e haloperidol (0,1 μmol/kg, i.p., um antagonista não-seletivo dos receptores dopaminérgicos). O efeito ansiolítico do 2- BFI também foi avaliado, utilizando o teste de labirinto em cruz elevado. O 2-BFI (300 μmol/kg, s.c.) aumentou significativamente a % do número de entradas e a % do tempo gasto nos braços abertos, indicando que ele possui um efeito ansiolítico em altas doses. Em conclusão, estes resultados sugerem que o efeito tipoantidepressivo de 2-BFI pode estar envolvido com os sistemas serotoninérgico, dopaminérgico e imidazolínico, e assim o sítio imidazolínico poderia representar um novo alvo farmacológico para o tratamento da depressão.

This thesis aims to assess the possibility of the usage of various biological fixatives for fish cell and tissues samples in order to extend its storage for later flow cytometric measurement of DNA content. The model species chosen were sterlet and tench, from which three types of samples were obtained: blood and fin tissue of subadult / adult individuals and tail tissue of hatched larvae. Altogether 13 fixation methods were tested for each type of sample of both model species. Methods were chosen based upon their easy feasibility and low time-consumption. The samples were measured on flow cytometer in native state immediately after sampling and placing in physiological saline and after 1, 5 and 10 days of fixation during which they were stored in a fridge or in a freezer at -80 ?C. Their analysis was carried out simultaneously with standards native cells from tench fin tissue when investigating sterlet samples, and commercially available fixed trout erythrocytes for tench samples. A fluorochrome used was 4',6-diamidine-2'-phenylindole dihydrochloride (DAPI; with excitation/emission maxima 358 / 461 nm). Based on the evaluation of coefficients of variation (CV) of fixed samples and the changes in their fluorescence levels in comparison with native state, optimal procedures for extended storage of all types of samples from both model species are suggested.

Submitted by Kym Marcel Martins Ardison (kymmarcel@gmail.com) on 2015-04-06T19:04:20Z No. of bitstreams: 1 Tail Risk - Original.pdf: 817189 bytes, checksum: 02561a6a7cb94d1480a4f78933486df4 (MD5) / Approved for entry into archive by BRUNA BARROS (bruna.barros@fgv.br) on 2015-04-28T12:21:10Z (GMT) No. of bitstreams: 1 Tail Risk - Original.pdf: 817189 bytes, checksum: 02561a6a7cb94d1480a4f78933486df4 (MD5) / Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2015-05-04T12:33:49Z (GMT) No. of bitstreams: 1 Tail Risk - Original.pdf: 817189 bytes, checksum: 02561a6a7cb94d1480a4f78933486df4 (MD5) / Made available in DSpace on 2015-05-04T12:37:02Z (GMT). No. of bitstreams: 1 Tail Risk - Original.pdf: 817189 bytes, checksum: 02561a6a7cb94d1480a4f78933486df4 (MD5) Previous issue date: 2015-02-12 / This paper proposes a new novel to calculate tail risks incorporating risk-neutral information without dependence on options data. Proceeding via a non parametric approach we derive a stochastic discount factor that correctly price a chosen panel of stocks returns. With the assumption that states probabilities are homogeneous we back out the risk neutral distribution and calculate five primitive tail risk measures, all extracted from this risk neutral probability. The final measure is than set as the first principal component of the preliminary measures. Using six Fama-French size and book to market portfolios to calculate our tail risk, we find that it has significant predictive power when forecasting market returns one month ahead, aggregate U.S. consumption and GDP one quarter ahead and also macroeconomic activity indexes. Conditional Fama-Macbeth two-pass cross-sectional regressions reveal that our factor present a positive risk premium when controlling for traditional factors.

Submitted by Laura Simonsen Leal (arula@fgvmail.br) on 2016-06-22T12:59:34Z No. of bitstreams: 1 laura_tese14(final).pdf: 1036208 bytes, checksum: eac8007047195b00593f30884e72a3e2 (MD5) / Approved for entry into archive by GILSON ROCHA MIRANDA (gilson.miranda@fgv.br) on 2016-06-22T13:18:16Z (GMT) No. of bitstreams: 1 laura_tese14(final).pdf: 1036208 bytes, checksum: eac8007047195b00593f30884e72a3e2 (MD5) / Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2016-06-29T13:38:50Z (GMT) No. of bitstreams: 1 laura_tese14(final).pdf: 1036208 bytes, checksum: eac8007047195b00593f30884e72a3e2 (MD5) / Made available in DSpace on 2016-06-29T13:39:56Z (GMT). No. of bitstreams: 1 laura_tese14(final).pdf: 1036208 bytes, checksum: eac8007047195b00593f30884e72a3e2 (MD5) Previous issue date: 2016-03-21 / The main purpose of this paper is to propose a methodology to obtain a hedge fund tail risk measure. Our measure builds on the methodologies proposed by Almeida and Garcia (2015) and Almeida, Ardison, Garcia, and Vicente (2016), which rely in solving dual minimization problems of Cressie Read discrepancy functions in spaces of probability measures. Due to the recently documented robustness of the Hellinger estimator (Kitamura et al., 2013), we adopt within the Cressie Read family, this specific discrepancy as loss function. From this choice, we derive a minimum Hellinger risk-neutral measure that correctly prices an observed panel of hedge fund returns. The estimated risk-neutral measure is used to construct our tail risk measure by pricing synthetic out-of-the-money put options on hedge fund returns of ten specific categories. We provide a detailed description of our methodology, extract the aggregate Tail risk hedge fund factor for Brazilian funds, and as a by product, a set of individual Tail risk factors for each specific hedge fund category.

O espaço de comedouro por leitão deve ser suficiente para assegurar um acesso adequado ao alimento, sem prejudicar o consumo e o desempenho. No entanto a influência do espaço de comedouro no desempenho pós-desmame ainda não está bem estabelecida, principalmente para leitões sujeitos a uma alta densidade na fase de creche. O objetivo desse estudo foi verificar o efeito de quatro espaços de comedouro no início do consumo de alimento, consumo médio diário (CMD), ganho de peso diário (GPD), conversão alimentar (CA) e ocorrência de canibalismo em leitões submetidos a uma densidade de 0,23 m²/leitão, na fase de creche. Foram avaliados 630 leitões com peso médio de desmame 5,59 ± 0,9 kg e idade média de 20,5 ± 0,9 dias ao longo de um período de 6 semanas. Foram utilizadas 28 baias com sete repetições por tratamento, sendo a baia a unidade experimental. Os espaços de comedouro estudados foram 2,13 cm/leitão, 2,56 cm/leitão, 3,20 cm/leitão e 4,26 cm/leitão. A ração foi disponibilizada na forma ad libitum, com registro de consumo diário. Os leitões receberam, por um período de três dias pós-desmame, ração com corante de óxido de ferro a 1% e foram submetidos a swab retal nas 18, 24, 42, 50, 58 e 66 h pós-desmame para avaliar o início do hábito de consumo alimentar. Os leitões foram pesados nos dias 7, 14, 21, 28, 35 e 42 de alojamento, sendo observada e registrada, diariamente, a ocorrência de canibalismo de cauda e orelha. Houve redução no início do consumo alimentar (P<0,001) quanto maior foi o espaço de comedouro disponibilizado. Para o período de 0 a 14 dias pós-desmame, foi observado efeito linear significativo no CMD (P=0,015). Houve uma tendência linear de melhoria para o GPD quanto maior foi o espaço de comedouro disponível (P=0,062), mas não foram observados efeitos do espaço de comedouro nas variáveis CMD e CA (P>0,05), no período total (0 a 42 dias). A partir dos 21 dias pós-alojamento, foram observados quadros de canibalismo tanto de orelha como cauda. O tratamento de 4,26 cm/leitão foi o único a não apresentar canibalismo e diferiu de todos os outros tratamentos. O espaço de 2,13 cm/leitão foi o que apresentou os maiores percentuais de canibalismo, em comparação com os demais espaços. Em conclusão, maior espaço de comedouro reduz o tempo médio para início do consumo pós-desmame, tende a aumentar o GPD, além de melhorar o bem-estar, pela redução de canibalismo, em leitões alojados em uma alta densidade na fase de creche. / Feeder space per pig should be sufficient to ensure adequate access to feed, without impairing the consumption and performance of the animals. However, the influence of feeder space on growth performance of pigs is not well established for the nursery phase, mainly in scenarios of high stocking density. The aim of this study was to investigate the effect of four different feeder spaces on the beggining of feeding behavior, the average daily gain (ADG), average daily feed intake (ADFI), feeding efficiency and the occurrence of tail and ear biting in pigs under a stocking density of 0.23 m²/pig in nursery phase. A total of 630 weaned piglets weighing 5.59 ± 0.9 kg and ageing 20.5 ± 0.9 days were evaluated over a 6 weeks period. Seven replicates (28 pens) per treatment were used. The feeder spaces were 2.13 cm/pig, 2.56 cm/pig, 3.20 cm/pig and 4.26 cm/pig. The feed was offered ad libitum, with the feed intake being recorded daily. The pigs were fed for a three-days post-weaning period, with 1% iron oxide dye, and were submitted to rectal swab at 18, 24, 42, 50, 58 and 66 h post-weaning to determine the starting of the feeding behavior. The piglets were weighed at 7, 14, 21, 28, 35 and 42 days of housing. The appearance of tail and ear biting was daily recorded. There was a reduction in the period between weaning and first feed intake (P<0.001) as the feeder space available increased. For the period of 0 to 14 d post-weaning, feeder space linearly affected the increase of ADFI (P=0.015). There was a linear trend for increased GPD with higher feeder space available (P=0.062), but no statistical effect of feeder space was observed on ADFI and feeding efficiency (P>0.05), when considering the total nursery period (0-42 days). From day 21 post-weaning onward, tail and ear biting behavior were observed. Piglets submitted to 4.26 cm/pig were the only that did not present this behavior, differing (P<0.05) from all the other treatments. The space of 2.13 cm/pig presented the highest percentages (P<0.05) of total cannibalism in comparison with the others spaces. In conclusion, higher feeder space decreases the time for the beginning of feeding behavior, tends to increase the ADG, as well as improves the welfare by reducing cannibalism among piglets under high stocking density pens in the nursery phase.

L'analyse des risques est devenu un enjeu majeur dans notre société. Quels que soient les champs d'application dans lesquels une situation à risque peut survenir, les mathématiques et plus particulièrement les statistiques et les probabilités se révèlent être des outils essentiels. L'objet principal de cette thèse est de développer des indicateurs de risque pertinents et d'étudier les propriétés extrémales de processus intervenant dans deux domaines d'applications : en risque alimentaire et en assurance. La théorie du risque se situe entre l'analyse des valeurs extrêmes et la théorie des variables aléatoires à variations régulières ou à queues lourdes. Dans le premier chapitre, on définit les éléments clefs de la théorie du risque ainsi que la notion de variation régulière et on introduit différents modèles liés au risque alimentaire qui seront étudiés dans les chapitres 2 et 3. Le chapitre 2 présente les travaux effectués avec Olivier Wintenberger. Pour des classes de processus stochastiques, sous des hypothèses de variations régulières, on développe une méthode qui permet d'obtenir des équivalents asymptotiques en horizon fini d'indicateurs de risque en assurance et en risque alimentaire tels que la probabilité de ruine, le "temps passé au dessus d'un seuil" ou encore la "sévérité de la ruine". Le chapitre 3 se concentre sur des modèles en risque alimentaire. Précisément, on étudie les propriétés extrémales de différentes généralisations d'un processus d'exposition à un contaminant nommé KDEM pour Kinetic Dietary Exposure Model proposé par Patrice Bertail et ses co-auteurs en 2008. Sous des hypothèses de variations régulières, on propose des équivalents asymptotiques du comportement de queue et de l'indice extrémal du processus d'exposition. Enfin, le chapitre 4 passe en revue différentes techniques statistiques particulièrement adaptées à l'étude du comportement extrémal de certains processus de Markov. Grâce à des propriétés de régénérations, il est possible de découper le chemin des observations en blocs indépendants et identiquement distribués et de n'étudier ainsi que le processus sur un bloc. Ces techniques s'appliquent même si la chaîne de Markov n'est pas atomique. On se concentre ici sur l'estimation de l'indice de queue et de l'indice extrémal. On illustre la performance de ces techniques en les appliquant sur deux modèles - en assurance et en finance - dont on connaît les résultats théoriques / Risk analyses play a leading role within fields such as dietary risk, hydrology, nuclear security, finance and insurance and is more and more present in theapplications of various probability tools and statistical methods. We see a significant impact on the scientific literature and on public institutions in the past years. Risk theory, which is really close to extreme value analysis, typically deals with the occurrences of rare events which are functions of heavy-tailed random variables, for example, sums or products of regularly varying random variables. The purpose of this thesis is the following : to develop revelant risk indicators and to study the extremal properties of stochastic processes used in dietary risk assessment and in insurance. In Chapter 1, we present the main tools used in risk theory and the notion of regular variation and introduce different models involved in dietary risk assessment, which will be specifically studied in Chapters 2 and 3. Chapter 2 presents a joint work with Olivier Wintenberger. For a particular class of stochastic processes, under the assumption of regular variation, we propose a method that gives way to asymptotic equivalents on a finite-time horizon of risk indicators such as the ruin probability, the Expected Time over a Threshold or the Expected Severity of the ruin. Chapter 3 focuses on dietary risk models. To be precise, we study the extremal properties of an extension of a model called KDEM for Kinetic Dietary Exposure Model introduced by Patrice Bertail and his co-authors in 2008. Under the assumption of regular variation, we provide asymptotic equivalents for the tail behavior and the extremal index of the exposure process. In Chapter 4, we review different statistical tools specifically tailored for the study of the extremal behavior of Markov processes. Thanks to regeneration properties, we can split the path of observations into blocks which are independent and identically distributed. This technic still works even if the Markov chain is not atomic. We focus here on the estimation of the tail index and the extremal index. We illustrate the performance of these technics applying them on two models in insurance and finance for which we know the theoritical results.