O presente estudo aborda a questão da introdução de um modelo de seguro contra prejuízos causados pelas enchentes em uma micro-bacia hidrográfica localizada em São Carlos, SP, dentro de um contexto de manejo integrado de bacias hidrográficas (MIBH), devido à freqüência com que vêm ocorrendo enchentes em algumas das grandes cidades brasileiras motivou o desenvolvimento deste estudo. É desenvolvido um modelo de seguro associado ao MIBH (manejo integrado de bacias hidrográficas) baseado no modelo de seguro agrícola proposto por Pilar e Mendiondo (2001) nas proximidades do córrego do Gregório. Dentro dessa nova abordagem, é apresentado um estudo de caso onde se avalia o efeito das enchentes e com o intuito de quantificar os acréscimos nas vazões de cheia decorrente dos avanços da urbanização, caracterizada principalmente pelo aumento de áreas impermeáveis, foi escolhida uma área de teste na cidade de São Carlos, a região do micro-centro no córrego do Gregório. São propostos diferentes valores de prêmios. A análise dos resultados das simulações dos prêmios indica que são viáveis do ponto de vista do fundo do seguro conforme seu valor aumenta. / This work treats the introduction of an insurance model against damages caused by the floods in a personal hydrographic basin located in São Carlos, SP, inside of a context of integrated handling of hydrographics basins (MIBH), due to the frequency with that come happening floods in some of the great brazilian cities it motivated the development of this study. An insurance model associated to MIBH is developed (integrated handling of hydrographics basins) based on the model of safe agricultural proposed by Pilar and Mendiondo (2001). Inside of that new approach, a case study is presented where is evaluated the effects of the flood and with the intention of quantifying the increments in the discharge of full due to the progresses of the urbanization, characterized mainly by the increase of impermeable areas, it was chosen a test area in the city of São Carlos, the area of the personal hydrographic basin in Gregório\'s. Different values of prizes are proposed. The analysis of the results of the simulations of the prizes indicates that are viable of the point of view of the fund of the in accordance insurance its value it increases.

This DPhil thesis is a collection of three theoretical and empirical papers studying labor markets in several advanced economies. Two chapters examine the relationship between the banking sector and the labor market in the US and the UK, while one evaluates a policy that has been proposed to help labor markets in the Euro Area adjust to economic shocks. In the first chapter, I develop a New Keynesian DSGE model that integrates a banking sector subject to moral hazard with a standard random search model of the labor market. I estimate the model using US data and study the role of the banking sector in determining labor market fluctuations. In the second chapter, I estimate a structural VAR model of the UK and US economies and identify bank lending shocks using a mix of sign and short-run exclusion restrictions. Consistent with the predictions of the DSGE model, an expansionary loan supply shock decreases job-destruction and increases job-creation, reducing the unemployment rate persistently. Bank lending shocks are also important drivers of labor market fluctuations, particularly during the Great Recession. Lastly, in the third chapter, I calibrate to the Euro Area a currency union DSGE model to evaluate the aggregate properties of European Unemployment Insurance (EUI). I find that EUI cannot contemporaneously stabilize the monetary union and achieve convergence in regional unemployment and inflation rates.

O presente estudo aborda a questão da introdução de um modelo de seguro contra prejuízos causados pelas enchentes em uma micro-bacia hidrográfica localizada em São Carlos, SP, dentro de um contexto de manejo integrado de bacias hidrográficas (MIBH), devido à freqüência com que vêm ocorrendo enchentes em algumas das grandes cidades brasileiras motivou o desenvolvimento deste estudo. É desenvolvido um modelo de seguro associado ao MIBH (manejo integrado de bacias hidrográficas) baseado no modelo de seguro agrícola proposto por Pilar e Mendiondo (2001) nas proximidades do córrego do Gregório. Dentro dessa nova abordagem, é apresentado um estudo de caso onde se avalia o efeito das enchentes e com o intuito de quantificar os acréscimos nas vazões de cheia decorrente dos avanços da urbanização, caracterizada principalmente pelo aumento de áreas impermeáveis, foi escolhida uma área de teste na cidade de São Carlos, a região do micro-centro no córrego do Gregório. São propostos diferentes valores de prêmios. A análise dos resultados das simulações dos prêmios indica que são viáveis do ponto de vista do fundo do seguro conforme seu valor aumenta. / This work treats the introduction of an insurance model against damages caused by the floods in a personal hydrographic basin located in São Carlos, SP, inside of a context of integrated handling of hydrographics basins (MIBH), due to the frequency with that come happening floods in some of the great brazilian cities it motivated the development of this study. An insurance model associated to MIBH is developed (integrated handling of hydrographics basins) based on the model of safe agricultural proposed by Pilar and Mendiondo (2001). Inside of that new approach, a case study is presented where is evaluated the effects of the flood and with the intention of quantifying the increments in the discharge of full due to the progresses of the urbanization, characterized mainly by the increase of impermeable areas, it was chosen a test area in the city of São Carlos, the area of the personal hydrographic basin in Gregório\'s. Different values of prizes are proposed. The analysis of the results of the simulations of the prizes indicates that are viable of the point of view of the fund of the in accordance insurance its value it increases.

The main goal of this Diploma thesis is to describe an approach for modeling run-off triangles of nonlife insurance (calculation of IBNR reserve) based on state space models and apply the method to the selected run-off triangles. In difference from (Atherino a kol., 2010) the KFAS package in R software is used for modeling purposes in the numerical study at the end of the thesis. One provides a preview of various possibilities of data and model adjustment applied to the same run-off triangles in order to asses added value of these steps (logartihmic transformation of input data, interventions for outliers etc.). A special attention is devoted to lognormal modification of the basic state space model. An integral part of the numerical study in the thesis is a residual diagnostic of models and simulation approach to IBNR reserves. 1

This diploma thesis deals with the problems related to insurance protection for municipality Budišov. The insurance portfolio is suggested on the basis of municipality assets and analysis of all risks. It helps to minimize the most serious risks of its activities through the commercial insurance company.