Ο σκοπός της διατριβής ήταν η συγκριτική έρευνα του κινδύνου των κατολισθήσεων και η δημιουργία ενός μοντέλου εκτίμησής του για τον ελλαδικό χώρο, καθώς και η δημιουργία χαρτών επικινδυνότητας. Για το σκοπό αυτό δημιουργήθηκε η ψηφιακή βάση δεδομένων από 1.238 καταγεγραμμένες κατολισθήσεις για την περίοδο 1903-1998 και ψηφιοποιήθηκαν όλες οι αναγκαίες γεωπληροφορίες, όπως τοπογραφικά ανάγλυφα, τεχνικογεωλογικός χάρτης, γεωτεκτονικοί χάρτες κ.ά. Οι κύριοι παράγοντες που προκαλούν κατολισθήσεις είναι ως γνωστόν οι κλίσεις του πρανούς, τα φαινόμενα διάβρωσης, οι ανθρωπογενείς παρεμβάσεις (π.χ. η κατασκευή οδικού δικτύου), τα κλιματικά χαρακτηριστικά και οι βροχοπτώσεις, τα γεωλογικά και γεωμορφολογικά χαρακτηριστικά των σχηματισμών, τα φυσικά φαινόμενα, όπως οι σεισμοί κ.λπ. Επιλέχθηκαν δέκα (10) παράγοντες-μεταβλητές και διερευνήθηκαν τα γεωγραφικά χαρακτηριστικά της κάθε μεταβλητής με την προβολή της σε πλέγμα 1x1 km. Στη συνέχεια, έγινε η στάθμιση του κινδύνου κατολίσθησης για κάθε μία μεταβλητή, χρησιμοποιώντας τη συχνότητα εμφάνισης σύμφωνα με τις καταγεγραμμένες περιπτώσεις και την έκταση που καταλαμβάνει σε κάθε κατηγορία της μεταβλητής. Αυτή ήταν η πρώτη καινοτόμος ενέργεια της έρευνας. Το επόμενο βήμα ήταν η δημιουργία ένός λογικού–αναλυτικού μοντέλου, όπου ο κίνδυνος εκφράζεται από μια εξίσωση, στην οποία οι δέκα μεταβλητές συνδέονται με βάρη, που εξαρτώνται από την επιρροή που ασκεί η κάθε μεταβλητή. Η ημι-ποσοτική αυτή μέθοδος ανάλυσης κινδύνου αποτελεί προσέγγιση σταθμισμένων γραμμικών συνδυασμών (weighted linear combination - WLC) των δεδομένων εισαγωγής και βασίζεται στις τεχνολογίες των συστημάτων γεωγραφικών πληροφοριών (ΓΣΠ). Τα βάρη εξήχθηκαν αντικειμενικά μέσω της παραγοντικής ανάλυσης των δεδομένων και ο τρόπος εφαρμογής τους ήταν η δεύτερη και καθοριστική ενέργεια της έρευνας, που δίνει ένα πρακτικά εφαρμόσιμο τρόπο εκτίμησης της επικινδυνότητας των κατολισθήσεων, ο οποίος μπορεί να εκσυγχρονίζεται με την εισαγωγή νέων πληροφοριών στην υπάρχουσα βάση δεδομένων. Τα αποτελέσματα επικυρώθηκαν αρχικά χρησιμοποιώντας την προϋπάρχουσα βάση δεδομένων των καταγεγραμμένων κατολισθήσεων, για την οποία δημιουργήθηκε περιβάλλον διεπαφής στο λογισμικό ΓΣΠ. Η επικύρωση των αποτελεσμάτων έδειξε ότι η ενσωμάτωση της μεθόδου WLC και των ΓΣΠ αποτελούν τεχνικές που μπορούν να υποστηρίξουν τεχνικογεωλογικές μελέτες, σχετικά με την επικινδυνότητα των κατολισθήσεων σε ευρύτερη περιοχή. Στη συνέχεια, επιβεβαιώθηκε η αξιοπιστία του μοντέλου επικινδυνότητας και ζωνοποίησης του κινδύνου κατολισθήσεων με την υπέρθεση 397 νέων περιπτώσεων κατολισθήσεων που καταγράφηκαν την περίοδο 1998 - 2003. Συμπερασματικά, από τα αποτελέσματα της διατριβής, προκύπτει ότι τα ΓΣΠ και οι ψηφιακές βάσεις δεδομένων είναι απολύτως αναγκαία μέσα για τη διαχείριση της γεωλογικής, γεωτεχνικής, σεισμικής, βροχομετρικής, οικιστικής κ.λπ. πληροφορίας. Επιπλέον, παρέχουν τη δυνατότητα ολοκληρωμένης ανάλυσης, η οποία διατίθεται από τα συγκεκριμένα εργαλεία χωρικής ανάλυσης, με την επεξεργασία των δεδομένων εισόδου των αναλύσεων και την αξιοποίηση των αποτελεσμάτων, για τη δημιουργία χαρτών εκτίμησης του βαθμού κινδύνου έναντι κατολίσθησης σε μια περιοχή έρευνας. / The objective of this thesis was the comparative study of landslide hazard and the development of a landslide hazard assessment model for the Hellenic territory, and the production of landslide hazards maps. A digital database in a GIS environment was, therefore, developed for the 1.238 recorded landslides from 1903 to 1998, as well as the digitisation of all necessary geo-information, such as topography, engineering geology map, geotectonic zones, etc. The major factors that may cause landslides are altitude, slope, existence of rivers, road construction, climatic features and rainfall, geological and geomorphological features, natural phenomena, such as earthquakes, but also human activities. Hence, these ten variables were selected for further treatment, i.e., rainfall, climatic zone, elevation, lithology, slope gradient, seismic activity (seismic zone), drainage, land use, density of road network, and population density. To begin with, the geographical characteristics of each variable were studied by plotting the primary maps of each variable, as well as the geotectonic map of Greece and the engineering geological map of Greece. Then for each of the ten variables thematic maps were plotted by projecting the data to a 1x1 km grid. Subsequently, each data set was levelled, using the frequency of occurrence and the area that is covered by each category of each variable. This was the one of the innovative actions of this thesis. The second step involved the development of a logical-analytical model, where the hazard is estimated by an expression, where the ten variables are connected with weights, which depend on the area influence exerted by each variable. The semi-quantitative hazard analysis method is an approached of weighted linear combination (WLC) of input data, and it is based on technologies of geographical information systems (GIS). The weights were extracted objectively by factor analysis, and the manner with which they were applied was another and definitive innovation of this study, which offers a practical applicable approach to landslide hazard assessment that can be updated with the entry of new information and data in the existing database. The results of this approach were first verified using the existing landslide database, for which an interface environment within a GIS software was developed. The verification showed that the integration of the WLC method and GIS could support engineering geological studies on the vulnerability of landslides in hazardous areas. The next step was the verification of the landslide hazard and zonation model by the superposition of 397 new landslides covering the period 1998-2003. This thesis comprises of seven chapters. The first chapter makes a general introduction of the physical phenomenon of landslides, their classification, and their descriptive characteristics and describes the factors that contribute in the development of landslides. The second chapter describes the study area, which comprises the whole Hellenic territory, its geomorphological evolution, its geotectonic zones and engineering geological conditions. The third chapter presents the methodologies of geographical information systems, the development of databases and their contribution, as well as a description of the primary reference geographical data. The fourth chapter describes the recording of landslide data, the variables entered in the database, the development of the digital database and the presentation of primary data of the ten variables on maps. The fifth chapter discusses the methods and results of the statistical treatment of the data, and digital maps using a grid of 1x1 km are presented for each of the ten variables with the superposition of the recorded 1238 landslides. The sixth chapter describes the methods of landslide hazard assessment, i.e., (a) using the Poisson distribution to predict the occurrence of landslides over a period of 25 years, and (b) the first innovative step of the development of new landslide hazard assessment model by weighting each variable and the compilation to begin with of weighted maps for each of the ten variables, and then the compilation of a combined Landslide Hazard Assessment Map. The procedure includes the following steps: • The data of each variable were classified into categories, according to international experience and expertise. • Using the 1238 recorded landslides in the Hellenic territory the frequency corresponding to each category was estimated (Fc). • The area in square kilometres that corresponds to each category was estimated (Ac). • The frequency of landslides of each category is divided by the corresponding area (Fc/Ac = Fckm). • The relative frequency was then estimated for each category (R% = [(Fckm/Total Fckm) x 100], giving the value of weighing hazard, and the development of Thematic Maps of Weighting the Landslide Hazard for each of the ten variables. • Factor analysis was used for the extraction of coefficients that were used in the development of the equation of Landslide Hazard, E, at a site, i.e., Landslide Hazard at a site, Ε = {(0.14074 x Rainfall) + (0.13497 x Climatic Zone) + (0.13005 x Elevation in metres) + (0.11602 x Land use) + (0.10957 x Lithology) + (0.10534 x Drainage density) + (0.10207 x Seismic Risk) + (0.06503 x Density of road network) + (0.05056 x Slope gradient) + (0.04559 x Population density)} The final result for each pixel of 1x1 km (n=131.968) is expressed as a percentage, giving, therefore, the Probability of Landslide hazard at a site, i.e., Probability of occurrence of a landslide at a site, P=(Ε / 0.25948885430348) x 100 Where, Ε is the value of Landslide hazard at a site Whereas the 0.25948885430348 is the maximum for Ε • Finally, the combined weighted landslide hazard map was compiled using the digital thematic maps of each variable, and reclassifying the classes into new ones, based on the unit relative frequency. On this Landslide Hazard Assessment Map, the 1238 landslides were superimposed in order to test the validity of the model. The coincidence of the recorded landslides with the defined landslide hazard zones is comparatively quite good. It can be said that this was expected, since the derived model used the 1238 landslides. The Landslide Hazard Assessment Model was, however, verified by using 397 new landslides recorded during the period from 1998 to 2003. The coincidence with the defined Landslide Hazard Zones is unbelievably very good, proving that the methodology used is viable. The seventh chapter summarises the results of the thesis, and includes the final conclusions. Finally, according to the results stemming from this thesis, GIS and digital databases proved to be indispensable tools for managing geological, geotechnical, seismic and climatic information. Moreover, they offer the potential of a complete analysis, using tools of spatial analysis, as well as the implemented algorithms in order to produce landslide hazard assessment models.

abstract: The San Andreas Fault (SAF) is the primary structure within a system of faults accommodating motion between the North American and Pacific plates. Physical models of faulting and characterizations of seismic hazard are informed by investigations of paleoseismology, slip distribution, and slip rate. The impact of earthquakes on people is due in large part to social vulnerability. This dissertation contributes an analysis about the relationships between earthquake hazard and social vulnerability in Los Angeles, CA and investigations of paleoseismology and fault scarp array complexity on the central SAF. Analysis of fault scarp array geometry and morphology using 0.5 m digital elevation models along 122 km of the central SAF reveals significant variation in the complexity of SAF structure. Scarp trace complexity is measured by scarp separation, changes in strike, fault trace gaps, and scarp length per SAF kilometer. Geometrical complexity in fault scarp arrays indicates that the central SAF can be grouped into seven segments. Segment boundaries are controlled by interactions with subsidiary faults. Investigation of an offset channel at Parkfield, CA yields a late Holocene slip rate of 26.2 +6.4/- 4.3 mm/yr. This rate is lower than geologic measurements on the Carrizo section of the SAF and rates implied by far-field geodesy. However, it is consistent with historical observations of slip at Parkfield. Paleoseismology at Parkfield indicates that large earthquakes are absent from the stratigraphic record for at least a millennia. Together these observations imply that the amount of plate boundary slip accommodated by the main SAF varies along strike. Contrary to most environmental justice analyses showing that vulnerable populations are spatially-tied to environmental hazards, geospatial analyses relating social vulnerability and earthquake hazard in southern California show that these groups are not disproportionately exposed to the areas of greatest hazard. Instead, park and green space is linked to earthquake hazard through fault zone regulation. In Los Angeles, a parks poor city, the distribution of social vulnerability is strongly tied to a lack of park space. Thus, people with access to financial and political resources strive to live in neighborhoods with parks, even in the face of forewarned risk. / Dissertation/Thesis / Ph.D. Geological Sciences 2011

abstract: The dynamic Earth involves feedbacks between the solid crust and both natural and anthropogenic fluid flows. Fluid-rock interactions drive many Earth phenomena, including volcanic unrest, seismic activities, and hydrological responses. Mitigating the hazards associated with these activities requires fundamental understanding of the underlying physical processes. Therefore, geophysical monitoring in combination with modeling provides valuable tools, suitable for hazard mitigation and risk management efforts. Magmatic activities and induced seismicity linked to fluid injection are two natural and anthropogenic processes discussed in this dissertation. Successful forecasting of the timing, style, and intensity of a volcanic eruption is made possible by improved understanding of the volcano life cycle as well as building quantitative models incorporating the processes that govern rock melting, melt ascending, magma storage, eruption initiation, and interaction between magma and surrounding host rocks at different spatial extent and time scale. One key part of such models is the shallow magma chamber, which is generally directly linked to volcano’s eruptive behaviors. However, its actual shape, size, and temporal evolution are often not entirely known. To address this issue, I use space-based geodetic data with high spatiotemporal resolution to measure surface deformation at Kilauea volcano. The obtained maps of InSAR (Interferometric Synthetic Aperture Radar) deformation time series are exploited with two novel modeling schemes to investigate Kilauea’s shallow magmatic system. Both models can explain the same observation, leading to a new compartment model of magma chamber. Such models significantly advance the understanding of the physical processes associated with Kilauea’s summit plumbing system with potential applications for volcanoes around the world. The unprecedented increase in the number of earthquakes in the Central and Eastern United States since 2008 is attributed to massive deep subsurface injection of saltwater. The elevated chance of moderate-large damaging earthquakes stemming from increased seismicity rate causes broad societal concerns among industry, regulators, and the public. Thus, quantifying the time-dependent seismic hazard associated with the fluid injection is of great importance. To this end, I investigate the large-scale seismic, hydrogeologic, and injection data in northern Texas for period of 2007-2015 and in northern-central Oklahoma for period of 1995-2017. An effective induced earthquake forecasting model is developed, considering a complex relationship between injection operations and consequent seismicity. I find that the timing and magnitude of regional induced earthquakes are fully controlled by the process of fluid diffusion in a poroelastic medium and thus can be successfully forecasted. The obtained time-dependent seismic hazard model is spatiotemporally heterogeneous and decreasing injection rates does not immediately reduce the probability of an earthquake. The presented framework can be used for operational induced earthquake forecasting. Information about the associated fundamental processes, inducing conditions, and probabilistic seismic hazards has broad benefits to the society. / Dissertation/Thesis / Doctoral Dissertation Geological Sciences 2018

This thesis examines the indirect impact of natural hazards on infrastructure networks. It addresses several key themes and issues for hazard assessment, network modelling and risk assessment using the case study of landslides impacting the national road network in Scotland, United Kingdom. The research follows four distinct stages. First, a landslide susceptibility model is developed using a database of landslide occurrences, spatial data sets and logistic regression. The model outputs indicate the terrain characteristics that are associated with increased landslide potential, including critical slope angles and south westerly aspects associated with increased rates of solar irradiance and precipitation. The results identify the hillslopes and road segments that are most prone to disruption by landslides and these indicate that 40 % (1,700 / 4,300 km) of Scotland s motorways and arterial roads (i.e. strategic road network) are susceptible to landslides and this is above previous assessments. Second, a novel user-equilibrium traffic model is developed using UK Census origin-destination tables. The traffic model calculates the additional travel time and cost (i.e. indirect impacts) caused by network disruptions due to landslide events. The model is applied to calculate the impact of historic scenarios and for sets of plausible landslide events generated using the landslide susceptibility model. Impact assessments for historic scenarios are 29 to 83 % greater than previous, including £1.2 million of indirect impacts over 15 days of disruption at the A83 Rest and Be Thankful landslide October 2007. The model results indicate that the average impact of landslides is £64 k per day of disruption, and up to £130 k per day on the most critical road segments in Scotland. In addition to identifying critical road segments with both high impact and high susceptibility to landslides, the study indicates that the impact of landslides is concentrated away from urban centres to the central and north-west regions of Scotland that are heavily reliant on road and haulage-based industries such as seasonal tourism, agriculture and craft distilling. The third research element is the development of landslide initiation thresholds using weather radar data. The thresholds classify the rainfall conditions that are most commonly associated with landslide occurrence in Scotland, improving knowledge of the physical initiation processes and their likelihood. The thresholds are developed using a novel optimal-point threshold selection technique, high resolution radar and new rain variables that provide spatio-temporally normalised thresholds. The thresholds highlight the role of the 12-day antecedent hydrological condition of soils as a precursory factor in controlling the rain conditions that trigger landslides. The new results also support the observation that landslides occur more frequently in the UK during the early autumn and winter seasons when sequences or clustering of multiple cyclonic-storm systems is common in periods lasting 5 to 15 days. Fourth, the three previous elements are combined to evaluate the landslide hazard of the strategic road segments and a prototype risk assessment model is produced - a catastrophe model. The catastrophe model calculates the annual average loss and aggregated exceedance probability of losses due to the indirect impact of landslides in Scotland. Beyond application to cost-benefit analyses for landslide mitigation efforts, the catastrophe model framework is applicable to the study of other natural hazards (e.g. flooding), combinations of hazards, and other infrastructure networks.

As barreiras impostas pelos mercados externos, relacionadas à sanidade dos produtos e o aumento dos surtos de toxicoinfecções em consumidores, devido à ingestão de alimentos industrializados, são os principais fatores que fazem com que empresas e as cadeias agroalimentares como um todo, preocupem-se com a produção de alimentos seguros (security foods). Diante desta necessidade, foi realizado este estudo, que analisou as vantagens e desvantagens da implantação de um sistema de Análise de Perigos e Pontos Críticos de Controle o APPCC em uma indústria de alimentos. O estudo foi desenvolvido em uma unidade industrial, que já faz uso do sistema há cinco anos, para a produção de embutidos e pratos prontos. A empresa já possui o sistema APPCC estruturado em toda a cadeia de produção, sendo uma das poucas empresas brasileiras a preocupar-se profundamente com esta questão. Os resultados confirmaram a eficiência do sistema para a garantia de segurança em produtos e processos, o que contribui para a melhoria da saúde pública e a diminuição das devoluções. Também podem ser citadas, as vantagens relacionadas ao comprometimento de grupo, valorização e aumento da eficiência operacional, agregação de valor aos produtos ao longo da cadeia e a confiança dos consumidores no que se relaciona a segurança alimentar. Não identificou-se desvantagens aparentes, apenas considerações referentes aos recursos humanos envolvidos, os quais necessitam de treinamento constante, para que desenvolvam suas atividades de acordo com o estabelecido pelo plano. / The barriers imposed by the external markets related to product sanitation and the increase of out breaks among consumers due to the intake of industrialized food are the main factors which make the companies and the agrofeeding chains as a whole to worry about security foods. This study was carried out as a result of this need and it analyzed the advantages and disadvantages of using a control system in food, Hazard Critical Control Points, the HACCP. The system for five years in the production of sausages and ready dishes. The company already ocons the HACCP system structured all over the production chain, being one of the fun Brazilian compances to concern delply about this matter. The results confirm the system efficienty to guarantee the product and process safety, what contributes to the improvement of public health and reduction of returns, as well as the retreat. Also, the advantages related to the group commitment, valuction and operational efficiency increase, value gathering to the products along the chain, as well as the increase in the consumers’ confidence concerning food sefaty. There are not apparent disadvantages, only considerations related to the human resources involved, which need constant supervision in order to develop their activities according to the what was stablished by the plan.

The main topic of the thesis are gaming machines that pose the greatest risk for pathological gambling in the municipality Liberec. The theoretical part describes sociopathological phenomena, gambling history, the impact of gambling on society and what opinions have people and municipality to gamble. In the practical part of the research analyzed several perspectives on gambling, among the public and among representatives of the municipality Liberec and other actors. The thesis analyzes the issue on the basis of questionnaires and individual interviews. Results at the end evaluates how the issue is perceived by the general public and other actors.

Os processos de dinâmica superficial, como os movimentos de massa são eventos naturais e fazem parte da dinâmica do planeta. Quando ocorrem em áreas ocupadas, podem acarretar consequências econômicas e sociais de significativa dimensão. Esta problemática é verificada no município de Porto Alegre, onde constantemente são registrados movimentos de massa. O objetivo geral desta pesquisa consiste em identificar e mapear as áreas com perigo de movimentos de massa em Porto Alegre. Para tanto, foi realizado o levantamento do histórico de ocorrências de movimentos de massa no período entre 1995 e 2010, o estudo dos materiais superficiais, suscetibilidade e ocupação do solo. Os procedimentos metodológicos foram organizados em 4 etapas: levantamento de dados referentes aos registros de movimentos de massa e de bases cartográficas; organização dos registros e das bases cartográficas; análise e correlação das informações sobre os registros de movimentos de massa e mapas de relevo, geologia e pedologia para a definição do mapa de suscetibilidade a movimentos de massa; síntese das informações para definição do mapa das áreas com perigo de movimentos de massa a partir do cruzamento dos mapas de suscetibilidade e uso do solo. Os resultados indicam que os bairros Cascata, São José, Coronel Aparício Borges e Protásio Alves são os que apresentam maior número de ocorrências de movimentos de massa no período analisado. As áreas definidas como suscetíveis à ocorrência de movimentos de massa estão localizadas na poção central do município junto ao Morro da Polícia e Morro Santa Tereza, na porção sudoeste junto às encostas do Morro das Abertas e Morro Serraria, e na porção leste junto às encostas do Morro Santana e Morro Alto Petrópolis. O mapa de perigo indica a predominância destas áreas na porção central do município. Na porção sul, as áreas urbanas tem menor densidade de ocupação, consequentemente nestes locais as áreas com perigo de movimento de massa são reduzidos. / The dynamic surface processes related to the occurrence of mass movements in urban areas represent economic and social losses. These processes occur at the municipality of Porto Alegre, where mass movement are recorded frequently. The objective of this research was to identify and map areas at hazard of mass movements in the municipality of Porto Alegre. For this, we performed a study of the historical occurrences of mass movement in the period between 1995 and 2010, study of susceptibility, study of surface materials and the use and occupation. The methodological procedures were organized into four steps: data collection records related to mass movement and cartographic bases; organization of records and cartographic; analysis and correlation of information records of mass movement and maps of topography, geology and soil to define the map of susceptibility to mass movement; synthesis of information to define the map of areas at hazard of mass movement from the crossing of the susceptibility maps and land use. The results indicate that the Cascade, San Jose, Colonel Aparício Borges and Protásio Alves neighborhood are the highest number of occurrences of mass movement between 1995 and 2000. The areas identified as susceptible to the occurrence of mass movement are located in the center of the municipality next to the Morro da Polícia and Morro Santa Teresa, near the southwest slopes of the Morro das Abertas e Morro Serraria, and east near the slopes of the Morro Santana and Morro Alto Petrópolis. The hazard map indicates the dominance of these areas in the center of the municipality. In the south of the municipality, urban areas have lower density of occupation, consequently the areas at hazard of mass movement are reduced.

Submitted by Daniella Santos (daniella.santos@fgv.br) on 2009-08-07T12:36:21Z No. of bitstreams: 1 Dissertacao_Vitor_Farinha_Luz.pdf: 490918 bytes, checksum: aa416ee14b87b54afbe7a5e0ec7e8088 (MD5) / Approved for entry into archive by Antoanne Pontes(antoanne.pontes@fgv.br) on 2009-08-07T17:38:24Z (GMT) No. of bitstreams: 1 Dissertacao_Vitor_Farinha_Luz.pdf: 490918 bytes, checksum: aa416ee14b87b54afbe7a5e0ec7e8088 (MD5) / Made available in DSpace on 2009-08-07T17:38:24Z (GMT). No. of bitstreams: 1 Dissertacao_Vitor_Farinha_Luz.pdf: 490918 bytes, checksum: aa416ee14b87b54afbe7a5e0ec7e8088 (MD5) / In economies characterized by both aggregate and privately observed idiosyn- cratic risks we show that constrained e¢cient allocations may display non-trivial dependence on aggregate shocks. Using two period versions of both a Atkeson and Lucas (1992) preference shock model and a dynamic Mirrlees (1971) economy we show that constrained optimal allocations have memory with respect to aggre- gate shocks despite their being i.i.d. and independent from idiosyncratic shocks, whenever the latter are not perfectly persistent. The fact that shocks may have per- sistent e¤ects on allocations despite their public and i.i.d nature, was rst shown by Phelan (1994) in a dynamic moral hazard economy with CARA preference. Our numerical simulations indicate that these are not knife-edge results: there is a monotonic relationship between private persistence and aggregate memory in many di¤erent environments. / Em economias caracterizadas por choques agregados e privados, mostramos que a alocação ótima restrita pode depender de forma não-trivial dos choques agregados. Usando versões dos modelos de Atkeson e Lucas (1992) e Mirrlees (1971) de dois períodos, é mostrado que a alocação ótima apresenta memória com relação aos choques agregados mesmo eles sendo i.i.d. e independentes dos choques individuais, quando esses últimos choques não são totalmente persistentes. O fato de os choques terem efeitos persistentes na alocação mesmo sendo informação pública, foi primeiramente apresentado em Phelan (1994). Nossas simulações numéricas indicam que esse não é um resultado pontual: existe uma relação contínua entre persistência de tipos privados e memória do choque agregado.

Submitted by Felipe Sousa (sousa.felipefelix@gmail.com) on 2015-03-06T18:09:54Z No. of bitstreams: 1 Tese EESP_Felipe Félix.pdf: 1321305 bytes, checksum: 7c11fc274b427fc083b4457d9fd818cc (MD5) / Approved for entry into archive by Renata de Souza Nascimento (renata.souza@fgv.br) on 2015-03-06T18:11:44Z (GMT) No. of bitstreams: 1 Tese EESP_Felipe Félix.pdf: 1321305 bytes, checksum: 7c11fc274b427fc083b4457d9fd818cc (MD5) / Made available in DSpace on 2015-03-06T18:14:34Z (GMT). No. of bitstreams: 1 Tese EESP_Felipe Félix.pdf: 1321305 bytes, checksum: 7c11fc274b427fc083b4457d9fd818cc (MD5) Previous issue date: 2015-02-09 / Brazil has been experiencing an increase in demand for credit cards, especially in the lower economic classes. However, the population of lower income and less qualified represents greater risks to the operation, this fact is observed by the high rates of default. Hence, companies use debt renegotiation strategies in an attempt to recover some of the investment. However, few studies have studied the long-term consequence of these strategies. Using experiments performed by a credit card company, whose renegotiation campaigns varied from month to month, this study is looking for evidences that the renegotiation of debt offerings can affect the reputation of the firm. We conclude that increased discount on the negotiations has a significant effect on the costumer’s incentive to honor its obligations to the company. Therefore, as a consequence of peer effects, clients that had previously been in good standing also become delinquent, show us moral hazard evidence in their incentive to pay. / O Brasil vem vivenciando um aumento na demanda por cartões de crédito, principalmente nas classes baixas. Entretanto, a população de menor renda e menor qualificação representa maior riscos para a operação. Este fato é evidenciado pelas altas taxas de inadimplência. Exposto isso, empresas se utilizam de estratégias de renegociação de dívida na tentativa de recuperar parte do investimento realizado. Entretanto, poucos foram os estudos acerca da consequência no longo prazo destas estratégias. Utilizando os experimentos realizados por uma empresa de cartão de crédito, cujas campanhas de renegociação variavam mês a mês, este estudo, procurou evidências de que as ofertas de renegociação de dívidas podem afetar a reputação da firma, fazendo com que clientes da rede mesma rede social deste que recebeu a oferta de renegociação também fiquem inadimplentes. Concluímos que o aumento do desconto nas negociações tem um efeito significativo sobre o incentivo do cliente em honrar suas obrigações junto a empresa, ou seja, o aumento de 0,01 p.p. no desconto dado aos clientes aumenta em 0,05 sua probabilidade em atrasar sua fatura no próximo período.

Submitted by Paula Onuchic (p.onuchic@gmail.com) on 2015-04-14T20:27:08Z No. of bitstreams: 1 ABNT-Paula Onuchic.pdf: 497909 bytes, checksum: d5bb3b15c7946403b58a3c866e03c2e6 (MD5) / Approved for entry into archive by Vera Lúcia Mourão (vera.mourao@fgv.br) on 2015-04-14T20:28:30Z (GMT) No. of bitstreams: 1 ABNT-Paula Onuchic.pdf: 497909 bytes, checksum: d5bb3b15c7946403b58a3c866e03c2e6 (MD5) / Made available in DSpace on 2015-04-15T12:36:57Z (GMT). No. of bitstreams: 1 ABNT-Paula Onuchic.pdf: 497909 bytes, checksum: d5bb3b15c7946403b58a3c866e03c2e6 (MD5) Previous issue date: 2015-03-19 / I use the competitive search framework to model a job market with heterogeneous workers in which there is a moral hazard problem in the employer-worker relation. In this setting, I can predict how contracts react to changes in underlying parameters of the market (in particular, the production risk), as well as how the probability of each type of worker being hired responds. My main finding is that while at the individual level there is a negative risk- incentive trade-off, general equilibrium effects imply that the effect can be positive at the aggregate level depending on the market search frictions and the distribution of types. My re- sults help shed some light on some puzzling empirical findings on the risk-incentives trade-off. / Usando a abordagem de competitive search, modelo um mercado de trabalho com trabalhadores heterogêneos no qual há um problema de risco moral na relação entre firmas e trabalhadores. Nesse contexto, consigo prever como contratos reagem a mudanças nos parâmetros do mercado (em particular, o risco de produção), assim como a variação da probabilidade dos trabalhadores serem contratados. Minha contribuição principal é ver que, no nível individual, existe uma relação negativa entre risco e incentivos, mas efeitos de equilíbrio geral implicam que essa relação pode ser positiva no nível agregado. Esse resultado ajuda a esclarecer resultados empíricos contraditórios sobre a relação entre risco e incentivos.