京都大学 / 0048 / 新制・課程博士 / 博士(工学) / 甲第17864号 / 工博第3773号 / 新制||工||1577(附属図書館) / 30684 / 京都大学大学院工学研究科社会基盤工学専攻 / (主査)教授 後藤 仁志, 教授 戸田 圭一, 准教授 原田 英治 / 学位規則第4条第1項該当 / Doctor of Philosophy (Engineering) / Kyoto University / DFAM

京都大学 / 0048 / 新制・課程博士 / 博士(工学) / 甲第18934号 / 工博第3976号 / 新制||工||1613(附属図書館) / 31885 / 京都大学大学院工学研究科社会基盤工学専攻 / (主査)教授 後藤 仁志, 教授 戸田 圭一, 准教授 原田 英治 / 学位規則第4条第1項該当 / Doctor of Philosophy (Engineering) / Kyoto University / DGAM

In this thesis we explore the importance of consumer protection (concretely protection against misleading advertising and minimal quality standards of product) for providing consumers' utility. Our target is to discover whether these protections are necessary for providing consumers' utility or not, and whether are the consumers able to provide themselves equal or higher utility (then can mentioned protections do), scilicet through their mutual communication and buying behavior. Furthermore, we want to discover, if can happen a situation in which the mentioned protection decline the consumers' utility, in comparison with situation, when no protections exist. These conclusions are stated for concrete product (LCD TV) and concrete society (little community within the Czech Republic society), whereas we explore the influence of consumer protection both on utility of whole community and on utility of each social class within different proportions of these classes within society. For this research has been created an original multi-agent model, in which we simulate consumer behavior and companies behavior on market. The important parts of the model architecture are presented in this thesis: principles of social structure creation (based on the knowledge about social groups and different types of social ties), buyer behavior and principles of consumer communication through social network, and decision of companies about product characteristics. In conclusion we have interpreted the simulation results and have stated an importance of consumer protection in tested society buying tested product.

The security objectives enforce the security policy, which defines what is to be protected in a network environment. The violation of these security objectives induces security threats. We introduce an explicit notion of security objectives for a security protocol. This notion should precede the formal verification process. In the absence of such a notion, the security protocol may be proven correct despite the fact that it is not equipped to defend against all potential threats. In order to establish the correctness of security objectives, we present a formal model that provides basis for the formal verification of security protocols. We also develop the modal logic, proof based, and multi-agent approaches using the Strand Space framework. In our modal logic approach, we present the logical constructs to model a protocol's behavior in such a way that the participants can verify different security parameters by looking at their own run of the protocol. In our proof based model, we present a generic set of proofs to establish the correctness of a security protocol. We model the 802.11i protocol into our proof based system and then perform the formal verification of the authentication property. The intruder in our model is imbued with powerful capabilities and repercussions to possible attacks are evaluated. Our analysis proves that the authentication of 802.11i is not compromised in the presented model. We further demonstrate how changes in our model will yield a successful man-in-the-middle attack. Our multi-agent approach includes an explicit notion of multi-agent, which was missing in the Strand Space framework. The limitation of Strand Space framework is the assumption that all the information available to a principal is either supplied initially or is contained in messages received by that principal. However, other important information may also be available to a principal in a security setting, such as a principal may combine information from different roles played by him in a protocol to launch a powerful attack. Our presented approach models the behavior of a distributed system as a multi-agent system. The presented model captures the combined information, the formal model of knowledge, and the belief of agents over time. After building this formal model, we present a formal proof of authentication of the 4-way handshake of the 802.11i protocol.

This dissertation consists of two chapters. Chapter 1 focuses on the barriers that diversifying companies could face and explore how barriers to entry differ across different types of entry. Chapter 2 turns the attention to the market competition among insurance companies that are already in a market and examines how product bundling impact insurers' market power. Chapter 1 proposes and estimates a multi-agent model of entry. The prior literature often treats the number of companies in a market as an exogenous measure of market structure. However, the number of companies is endogenously decided by the market structure and other participants. Thus, I propose a structural model of entry to address the endogenous entry decision. In addition, the estimations are conducted at each market-year level, therefore, it provides an opportunity to delineate the relative importance of barriers to entry across three dimensions: geographic, product, and time. I find that barriers to entry exist in the financial services industry, and can be quite substantial to the \textit{de novo} entrants. Overall, I find \textit{de novo} entrants are the ones most subject to barriers to entry across all markets. Expanding within a state is as costly as expanding within a product line. Upon further examination, I discover that product-specific knowledge, such as underwriting expertise, pricing schemes, and coverage designs, plays a critical role in a successful expansion. This information is also relatively more important than state-specific connections, such as how well the company knows its customers and connections with distribution channels. Among all product lines, I find that expertise in mortgage guaranty insurance creates the most barriers, and these barriers are most subject to impacts of the financial crisis. In Chapter 2, I turn the focus to the market competition \emph{within} a market and explore the impact of product bundling on market power. Product bundling is a popular way for companies to retain their customers and keep up with fast-changing market demand. In this chapter, I will specifically examine the impact of bundling on price elasticity for personal lines of insurance. Insurance demand estimation is well-explored in the literature because it is difficult to obtain individual-level data. I overcome this hurdle by using a random coefficients logit model, which incorporates flexible consumer preferences over companies' characteristics. The second difficulty in insurance demand estimation is that it is hard to find a good instrument for the endogenous price. Therefore, I propose a novel instrument, which exploits an idiosyncrasy in insurance tax laws for identification. I find that bundling, on average, can reduce consumers' price sensitivity. Thus, companies that can offer bundle-able products experience a less elastic demand and achieve market power. However, product bundling has differential impacts on the auto insurance and homeowners' insurance markets. Auto insurers that offer bundled packages experience less elastic demand in response to price increases. However, we do not observe similar patterns in the homeowners' insurance market, where doing so intensifies price elasticity. With a closer examination, we discover that the different valuation in homeowners is not driven by the financial ratings of insurers. This indicates that homeowners tend to value other characteristics, such as claims management and the quality of service, more than just price of the contract. / Business Administration/Risk Management and Insurance

A "complex" system typically has a relatively large number of dynamically interacting components and tends to exhibit emergent behavior that cannot be explained by analyzing each component separately. A biological neural network is one example of such a system. A multi-agent model of such a network is developed to study the relationships between a network's structure and its spike train output. Using this model, inferences are made about the synaptic structure of networks through cluster analysis of spike train summary statistics A complexity measure for the network structure is also presented which has a one-to-one correspondence with the standard time series complexity measure sample entropy.

Mit der hier vorliegenden Arbeit wird ein mikroökonomisches Multiagentenmodell eines Produktionssektors vorgeschlagen. Das Modell folgt einem post-walrasianischem Ungleichgewichtsansatz und beschreibt optimierende Agenten der Produktionsseite. Diese berücksichtigen in probabilistischen Nebenbedingungen Risiken des Cash Flow, die sich aus unsicheren Absatzmengen ergeben. Produzenten stehen in monopolistischer Konkurrenz und lernen durch Beobachten. Wird vorliegendes Modell in ein Totalmodell integriert, so wird es möglich, die sich aus der Klimadebatte ergebenden, notwendigen Veränderungen im Investitions- und Produktionsverhalten zu diskutieren und darzustellen. / In the following thesis I propose a microeconomic Multi-Agent-Model of a production sector. I apply a Post-Walrasian disequilibrium approach and describe optimizing agents. These agents use chance constraints which depict a Cash Flow at Risk approach. Agents act in a Monopolistic-Competition environment.