Lau Wai Chuen. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1997. / Includes bibliographical references (leaves 93-94). / Lau Wai Chuen. / Contents --- p.ii / List of Figures --- p.iv / List of Tables --- p.vi / Abstract --- p.ix / Acknowledgement --- p.x / Chapter Chapter 1. --- Introduction --- p.1 / Chapter 1.1 --- Superconductivity --- p.1 / Chapter 1.2 --- The Hubbard model and the Extended Hubbard model --- p.3 / Chapter 1.3 --- Gap Equation --- p.6 / Chapter 1.3.1 --- One-dimensional solutions --- p.11 / Chapter 1.3.2 --- Two-dimensional solutions --- p.12 / Chapter Chapter 2. --- Solving BCS equation --- p.15 / Chapter 2.1 --- Zero value of the denominator of the BCS equations --- p.15 / Chapter 2.2 --- Discontinuity of the BCS equations --- p.16 / Chapter Chapter 3. --- Results of BCS equations for finite size clusters --- p.34 / Chapter 3.1 --- Method used to solve BCS equations --- p.34 / Chapter 3.2 --- Results for the one dimensional and two dimensional lattices --- p.34 / Chapter 3.2.1 --- Extended S-wave solution --- p.35 / Chapter 3.2.2 --- P-wave and D-wave solutions --- p.36 / Chapter Chapter 4. --- Results of BCS equations compare with exact solutions --- p.69 / Chapter 4.1 --- "An exact solution of D-wave, Ne=2" --- p.69 / Chapter 4.2 --- Comparison of the ground state energy with the results calculated by exact diagonalization --- p.73 / Chapter Chapter 5. --- The Phase Diagram of the superconducting state --- p.78 / Chapter Chapter 6. --- Conclusion --- p.91 / Bibliography --- p.93

Práce popisuje vývoj konceptu mekonomického očekávání od extrapolativního, přes adaptivní až po racionální, včetně modelů, v nichž byla tato očekávání použita. V druhé části je odvozen a popsán model, využívající právě racionální očekávání. Tento agregovaný makroekonomický model je pak aplikován na prostředí ČR. Je zde testován i samotný předpoklad racionálního očekávání, což je myšlenka novější, než samotný model.

The diploma thesis deals with the bank valuation and this theme is viewed on in terms of standard as well as brand new approach. In its first part, the thesis focuses on understanding of the difference between the valuation of non-financial companies and banks in particular. The following section describes the above mentioned basic method which is represented by the dividend discount model and it also analyzes some partial problems associated with it. The core of this thesis represents the Sonntag model,that solves the evaluation by closing of counter-positions arising from the individual business cases -- namely taking of deposits and lending. Another part of this thesis is devoted to the issue of the discount rate, respectively the discounted value. Here I concentrate on the evaluation of applicability of the CAPM model in domestic conditions and compare it with the certainty equivalent concept based on the Black-Scholes theory of option valuation. Finally, the thesis presents a practical example -- i.e. valuation of Banco Popolare ČR (nowadays Equa Bank), application and comparison of the both mentioned models and formulation of the final recommendations for appraisers

Title: Cluster point processes in insurance mathematics Author: Veronika Veselá Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Zbyněk Pawlas, Ph.D. Abstract: In the present work we study point processes and their importance in insurance mathematics. With the help of cluster and marked point processes we can describe a model that considers times of claim occurence and times and hei- ghts of corresponding payments. We study two specific models which can be used to predict how much money is needed for claims which happened. The first model is chain ladder in the form of Mack's model. For this model we show chain ladder estimators of development factors, estimates of their variance and their proper- ties. We try to find one-step ahead prediction and multi-step ahead prediction, which we use for calculating prediction of reserves. We shortly review asymptotic properties of the estimators in Mack's model. The second model is the Poisson cluster model. Firstly we define this model and the variables entering the model. Then we devote attention to one-step ahead and multi-step ahead prediction. We also study prediction when some variables have specific distributions. Finally, we use both methods of prediction on simulated data and compare their average relative absolute errors....

A reduction in the sensitivity of tissue to insulin is termed insulin resistance. In the clinic this condition is associated with obesity and inactivity and often leads to the development of type 2 diabetes. A major focus of antidiabetic therapy is to develop novel interventions to alleviate insulin resistance. However, the initial physiological and molecular defects in the development of insulin resistance remain elusive. This knowledge would greatly aid the development of novel and more effective insulin sensitisers.In an effort to improve the understanding of insulin resistance this thesis establishes that culturing liver cells in sera from obese diabetic patients reduces the ability of insulin to repress the key gluconeogenic gene, phosphoenolpyruvatecarboxykinase (PEPCK). Cells cultured in serum from obese diabetic human subjects exhibited defective PEPCK mRNA suppression by 0.1 and 0.5 nM insulin compared to cells cultured in control serum (p<0.0001), representing a shift to the right of the insulin dose response curve. Classification of human sera, using the response of the cell model following incubation with the sera, was actually more reliable than any single clinical biomarker at establishing whether the serum came from a volunteer with insulin resistance. This suggests that the cell model could be developed as a means to classify insulin resistance in the human population more reliably than simply measuring fasting glucose.The system was developed and optimised as a cell based humanised model of insulin resistance to aid the search for a biomarker for the development of obesity related insulin resistance. However, there was no linear relationship between any single biomarker and the resistance causing ability of the sera. Interestingly, cells cultured chronically in the presence of fetal calf serum supplemented with 5 pM insulin (the average increase in insulin between cases and controls) also exhibited reduced suppression of PEPCK by 0.1 and 0.5 nM insulin compared to controls (p=0.03 and 0.01 respectively). This has major implications for the understanding of how insulin resistance may develop. It suggests that minor increases in insulin release from beta cells, or minor loss of insulin clearance in the liver that elevate plasma insulin are potential initiating mechanisms for insulin resistance (at least in liver). Of course there may be many ways to initiate insulin resistance in vivo, but establishing the relative importance of the beta cell and the liver as an initial site for the development of insulin resistance is clearly important for effective intervention. Subsequent to the generation of insulin resistance in culture I could not detect significant differences in the response of the major post-receptor insulin signalling pathway components, between cells cultured under standard conditions and those cultured chronically in 5 pM insulin. Therefore the mechanism underlying this reduced insulin action on PEPCK gene transcription remains unclear.I then went on to develop reporter cell lines both for use in the study of the regulation of hepatic gene transcription by insulin and also as a potential screen for effective insulin sensitisers. Unfortunately the reporter cell lines did not turn out to be useful as hoped, as the reporter genes did not develop insulin resistance in response to chronic exposure to 5 pM insulin. In addition there were some differences between the reporter genes and endogenous genes in response to specific signalling inhibitors. This questions their suitability for the purposes proposed.Finally, I examined the signalling connections between the class of insulin sensitiser known as biguanides, and DNA repair mechanisms, as an initial characterisation of molecular links between diabetes and cancer. I established that inhibiting the DNA repair enzyme ATM reduces the phosphorylation of the biguanide target, AMPK in response to these drugs. However, although inhibition of ATM reduced biguanide suppression of G6Pase it had little effect on the regulation of PEPCK gene transcription by the drugs. This is consistent with AMPK not being the key mediator of biguanide regulation of PEPCK gene transcription and suggests that biguanide regulation of G6Pase and PEPCK gene transcription is mediated through distinct signalling pathways.In summary, I have developed a cell based model of insulin resistance that relies on factor (s) present in serum from humans with diabesity, and thus should be useful as a screen for more effective insulin sensitisers targeted at the population that donates the serum. It is likely that one of the factors responsible for generation of resistance is insulin itself as chronic exposure to low levels (albeit higher than background), of insulin reduces insulin sensitivity of the cells. The molecular details of the development of insulin resistance remain elusive as none of the major signalling pathways appear to be defective in the cells that have developed reduced insulin regulation of PEPCK. However, the data raise the intriguing possibility that chronic but mild hyperinsulinemia due to defective insulin secretion or clearance is an initial step in the development of insulin resistance. Hence, reducing insulin secretion (as opposed to current strategies of inducing insulin secretion) may be a more effective therapy for prevention of the development of insulin resistance. Finally, elements of the DNA repair pathways such as ATM may impinge on pathways that affect insulin sensitivity, including the biguanide target AMPK.

This master`s thesis is focused on performance evaluation of SRP Ltd. company while Model START was applied. The first part of the thesis contains theory of the evaluation of business performance using of Model START based on the EFQM Excellence Model. The next part deals with the evaluation of current situation of the company and the evaluation of questionnaire. Suggestions for performance improvement are provided at the end of the thesis.

Clinical cases of bovine mastitis are most severe in the early stages of lactation. The causes of this increased propensity for severe mastitis during early lactation, compared to mid and late lactation are unclear. In order to better understand the early lactation immune response to mastitis, a murine model of mastitis was employed. Intramammary inoculation of a mastitis causing Escherichia coli strain was performed in lactating mice at various stages of lactation to model the immune response seen in cows during lactation. In our experiments, mice in the early stages of lactation exhibited altered mRNA expression of cytokines IL-1β, IL-6, IL-10, and TNFα over the course of infection when compared to mice at mid lactation. Additionally, increased bacterial growth was observed in the mammary gland of mice infected during early lactation compared to late lactation. These results are consistent with the immune response observed in cows at early lactation. These results suggest that the mouse may provide a useful model to study differences in the immune response seen during different times in lactation.

Cancer is one of the most prevalent and deadly diseases in the United States today. There are many approaches to treating cancer, but here we focus on biochemotherapy which is a combination of chemotherapy and immunotherapy. The intent of immunotherapy is to boost the body’s natural resistance to cancer which is often repressed by the regulatory branch of the immune system. Here we show that this repression may be overcome by chemotherapy followed closely by immunotherapy. However, giving immunotherapy at the wrong time can may actually promote tumor growth.

The abelian sandpile model, or chip firing game, is a cellular automaton on finite directed graphs often used to describe the phenomenon of self organized criticality. Here we present a thorough introduction to the theory of sandpiles. Additionally, we define a symmetric sandpile configuration, and show that such configurations form a subgroup of the sandpile group. Given a graph, we explore the existence of a quotient graph whose sandpile group is isomorphic to the symmetric subgroup of the original graph. These explorations are motivated by possible applications to counting the domino tilings of a 2n × 2n grid.

archives@tulane.edu / 1 / Jessica Margaret Mary Motherwell