Title: Traditional and modern approaches to pricing in nonlife insurance Abstract: This thesis deals with the theory and implementation of generalized linear models in the area of pricing of non-life insurance and subsequent optimalization of rates. Using the generalized linear models it is possible to estimate expected value and variance of compound distribution of total claims made according to insurance policy during definite time period. The next step is to build an optimalization model and describe several methods how to determine rates that lead to optimal distribution of safety margins within insurance policies in particular risk groups. Represented approaches how to calculate insurance premiums are numerically illustrated on simulated data in concluding parts of the thesis.

Modeling of quantile curves is a common problem across various fields in today's practice. The topic of this thesis is estimating quantile curves in case of two-sample gradual change. That is, when a relationship between two continuous variables in two samples is of interest, where the relationship is the same for both samples until a certain value of the explanatory variable. From that point on the relationship can differ. The result of this thesis is a procedure for estimating quantile curves, which fulfill this concept. 1

There are surveys carried out repeatedly on the same set of units. In connection with such research, we are talking about the dependent samples. The aim and the contribution of this diploma thesis is a summary of available methods for analyzing data from dependent samples for both continuous and discrete variables. The Czech literature has been devoted to this topic only marginally. The theoretical part is divided into two main parts for two waves and for more waves of exploration, which are further divided according to the type of reference variable. The third part is devoted to the application of the theoretical information in a market research.

This Thesis deals with the using of transformations in model of regression analysis. The first part of the Thesis summarizes the theoretical findings of the regression models, assumption of these models and the possibility of using different types of transformations in the event non-compliance of regression models. The practical part of this Thesis deals with regression analysis of real dataset on school readiness of children from the district of Kolín in 2013 and using transformations in the selected regression model.

Master’s thesis is aimed at familiarization with the principles of measurement and data processing functional magnetic resonance, focusing on the analysis of effective connectivity using dynamic causal modelling (DCM). The practical part includes three main thematic areas relating to the description of the processing and evaluation of measured or simulated data. First, there is on sample dataset described the neuroscientific SPM toolbox to analyze measured data. Then follows introduction of the proposed approach with which is investigated the behavior of the model estimation neural interactions with respect to the change of input parameters. This phenomenon is also simulated and on base of achieved results is recommended optimal approach to analyzing effective connectivity using dynamic causal modeling for the group of subjects. The last circuit in the practical part is assessment of shift the coordinates of brain areas on dynamic causal modelling results for the group of subjects from the data obtained from real measurements. Obtained results from simulated data and the results obtained from measured data are evaluated and discussed in the final part.

Prey s'appuie sur les décisions d'évasion lorsqu'il est confronté à des prédateurs pour maximiser les avantages de rester en place tout en réduisant les coûts de la prédation. Ce compromis de l'histoire de vie peut être reflété par la distance d'initiation de vol (FID), la distance à laquelle un individu prend son envol lorsqu'il est approché par un humain. J'ai abordé les facteurs potentiels expliquant la variation FID avec des données d'espèces d'oiseaux en Europe. La variabilité génétique était liée au risque de prédation FID; les espèces d'oiseaux menacées avaient généralement une FID plus longue que les espèces proches non menacées; le caractère distinctif de l'évolution (ED), un indicateur reflétant l'isolement phylogénétique des taxons, était positivement lié à la FID chez les oiseaux d'eau; La FID moyenne de différentes espèces d'oiseaux était positivement corrélée avec les niveaux spécifiques de MDA (malondialdéhyde qui est un indice de stress oxydatif) et UA (acide urique, qui est une mesure de la capacité antioxydante) et FID augmentée avec la taille du troupeau chez les espèces grégaires mais pas chez les espèces non grégaires. Ces résultats peuvent contribuer à la compréhension des causes et des conséquences des différences interspécifiques dans le comportement de fuite des prédateurs contre les prédateurs, et, plus important encore, ils peuvent fournir des moyens de résoudre les problèmes de conservation. Mots-clés : masse corporelle, taille du cerveau, taille effective de la population, modèle linéaire phylogénétique, stress oxydatif, comportement social / Prey rely on escape decisions when confronted with predators to maximize the benefits of staying put while reducing the costs of predation. This life history compromise can be reflected by flight initiation distance (FID), the distance at which an individual takes flight when approached by a human. I addressed potential factors explaining variation FID with data from bird species in Europe. Genetic variability was related to predation risk FID; threatened bird species generally had a longer FID than non-threatened closely related species; evolutionary distinctiveness (ED), an indicator reflecting the phylogenetic isolation of taxa, was positively related to FID in waterbirds; mean FID of different species of birds was positively correlated with species-specific levels of MDA (malondialdehyde which is an index of oxidative stress) and UA (uric acid, which is a metric of antioxidant capacity) and FID increased with flock size in gregarious species but not in non-gregarious species. These findings may contribute to the understanding of the causes and consequences of interspecific differences in anti-predator escape behavior of birds, and, more importantly they may provide means for resolving conservation problems. Key words: body mass, brain size, effective population size, phylogenetic linear model, oxidative stress, social behavior

In this thesis we are interested in generalized estimating equations (GEE). First, we introduce the term of generalized linear model, on which generalized estimating equations are based. Next we present the methos of pseudo maximum likelyhood and quasi-pseudo maximum likelyhood, from which we move on to the methods of generalized estimating equations. Finally, we perform simulation studies, which demonstrates the theoretical results presented in the thesis. 1

With the increased focus on climate change, sustainability has become a common term for both organizations as well as consumers. The clothing industry is one of the industries that have the biggest negative impact on climate change. Still, the fast fashion business, based on cheap materials and low production costs, continues to thrive. The clothing companies stand before an increased review from society and are therefore forced to work with sustainability and acceptance. Depending on how the companies handle their communication with regards to sustainability, their consumers are put at risk of being subjectable to greenwashing, since the companies regard themselves to be more sustainable than they are. Generation Z consists of people born between the years of 1995 to 2005 and they were born into the so-called climate crisis. Generation Z is ultimately the generation that will live during the unpredictable future due to climate change. This makes the generation the most environmentally conscious generation yet. Still, the generation is the world’s largest group of consumers, and a large part of their identity lies within how they dress. This study aims to examine how generation Z, as an environmentally conscious group with a lot of purchasing power, perceives the Swedish fashion brand's communication about sustainability. The study is based on a quality method, using focus groups to gather data. This method is chosen since the aim is to analyze generation Z perception, feelings, and ideas. The theory studies terms within the roam of sustainability, both in the Swedish fashion business and as well as marketing. How Swedish fashion companies communicate their work on sustainability and how this is perceived by generation Z is presented via “a linear model of communication”. The result of the study shows that all the respondents have a similar perception of how confidence-inspiring the fashion business combination on sustainability is. Previous research has described generation Z as a consumer group that highly values sustainability, this is in line with the results of this study. The respondents describe that they consume sustainably by shopping second-hand but finds it hard to do sustainable choices when shopping for newly produced clothes. Fashion companies in the fast fashion sector that work with sustainability limited areas of the organization have low to no credibility from the respondents. The will to consume sustainably produced clothes is hindered by the fact that the respondents lack the trust for the actual sustainability in the products and production chain. The respondents seek companies with transparency, since thisincreases their trust and fulfills their will to consume sustainably. / I takt med att vår klimatpåverkan ökar har hållbarhet blivit ett uppmärksammat begrepp hos såväl organisationer som hos konsumenter. Modebranschen är en av de branscher som har störst negativ påverkan på miljön, trots detta fortsätter den så kallade fast fashion-industrin, baserad på billiga material och tillverkningskostnader, att blomstra. Modeföretagen står samtidigt inför en ökad granskning av samhället och tvingas att arbeta med hållbarhet för att få acceptans. Beroende på hur företagen väljer att kommunicera sitt hållbarhetsarbete riskerar konsumenterna att bli utsatta för greenwashing, då företagen anser sig vara mer hållbara än vad de egentligen är. Generation z, personer födda mellan åren 1995–2005, är födda in i den så kallade klimatkrisen samt är också den generation som ska leva i en orolig framtid med växande klimatförändringar. Detta resulterar i att målgruppen är den hittills mest kritiska och miljömedvetna av alla generationer. Samtidigt är målgruppen världens största konsumentgrupp och är måna om att skapa sin identitet genom vad de klär sig i. Studien syftar till att undersöka hur generation z som köpkraftig och miljömedveten målgrupp uppfattar de svenska modeföretagens hållbarhetskommunikation. Forskarna har valt en kvalitativ forskningsmetod med fokusgrupper som insamlingsmetod eftersom studien syftar till att på ett djupgående sätt undersöka generation z:s uppfattningar, känslor och idéer. Teorin belyser begrepp som berör området hållbarhet i den svenska modebranschen och hållbar marknadsföring. Hur svenska modeföretag kommunicerar hållbarhetsarbetet och hur detta tolkas av generation z presenteras via kommunikationsmodellen “A linear model of communication”. Resultatet av studien visar att samtliga respondenter har liknande uppfattningar om hur förtroendeingivande modebranschens hållbarhetskommunikation är. Tidigare forskning beskriver generation z som en konsumentgrupp som värderar hållbarhet högt vilket stämmer överens med studiens resultat. Respondenterna beskriver att de handlar mycket hållbart i form av second hand men anser att det är svårt att göra hållbara val av nyproducerade plagg. Modeföretag verksamma inom fast fashion-industrin som arbetar med hållbarhet inom begränsade delar av organisationen har lågt eller inget förtroende hos representanterna. Viljan att handla nyproducerade hållbara plagg hindras av det faktum att respondenterna inte litar på graden av hållbarhet i produkterna och produktionskedjan. Greenwashing är ett begrepp samtliga respondenter är bekanta med vilket minskar förtroendet för företagen eftersom det är vanligt förekommande inom modebranschen. Samtliga respondenter efterlyser transparens hos företagen vilket skulle öka deras förtroende och vilja att konsumera hållbart.

In the process industries, cooling capacity is an important enabler for the facility to manufacture on specification product. The cooling water network is an important part of the over-all cooling system of the facility. In this research a cooling water circuit consisting of 3 cooling towers in parallel, 2 cooling water pumps in parallel, and 11 heat exchangers in parallel, is modelled. The model developed is based on first principles and captures the dynamic, non-linear, interactive nature of the plant. The modelled plant is further complicated by continuous, as well as discrete process variables, giving the model a hybrid nature. Energy consumption is included in the model as it is a very important parameter for plant operation. The model is fitted to real industry data by using a particle swarm optimisation approach. The model is suitable to be used for optimisation and control purposes. Cooling water networks are often not instrumented and actuated, nor controlled or optimised. Significant process benefits can be achieved by better process end-user temperature control, and direct monetary benefits can be obtained from electric power minimisation. A Hybrid Non-Linear Model Predictive Control strategy is developed for these control objectives, and simulated on the developed first principles dynamic model. Continuous and hybrid control cases are developed, and tested on process scenarios that reflect conditions seen in a real plant. Various alternative techniques are evaluated in order to solve the Hybrid Non-Linear Control problem. Gradient descent with momentum is chosen and configured to be used to solve the continuous control problem. For the discrete control problem a graph traversal algorithm is developed and joined to the continuous control algorithm to form a Hybrid Non-Linear Model Predictive controller. The potential monetary benefits that can be obtained by the plant owner through implementing the designed control strategy, are estimated. A powerful computation platform is designed for the plant model and controller simulations. / Thesis (PhD)--University of Pretoria, 2019. / Electrical, Electronic and Computer Engineering / PhD / Unrestricted

This bachelor’s thesis is a combined study of applied mathematical statistics and industrial engineering and management implemented to develop an algorithm which creates product combinations based on customer data analysis for eleven AB. Mathematically, generalized linear modelling, combinatorics and conditional probabilities were applied to create sales prediction models, generate potential combinations and calculate the conditional probabilities of the combinations getting purchased. SWOT analysis was used to identify which factors can enhance the sales from an industrial engineering and management perspective. Based on the regression analysis, the study showed that the considered variables, which were sales prices, brands, ratings, purchase countries, purchase months and how new the products are, affected the sales amounts of the products. The algorithm takes a barcode of a product as an input and checks whether if the corresponding product type satisfies the requirements of predicted sales amount and conditional probability. The algorithm then returns a list of possible product combinations that fulfil the recommendations. / Detta kandidatexamensarbete är en kombinerad studie av tillämpad matematisk statistik och industriell ekonomisk implementering för att utveckla en algoritm som skapar produktkombinationer baserad på kunddata analys för eleven AB. I den matematiska delen tillämpades generaliserade linjära modeller, kombinatorik och betingade sannolikheter för att skapa prediktionsmodeller för försäljningsantal, generera potentiella kombinationer och beräkna betingade sannolikheter att kombinationerna bli köpta. SWOT-analys användes för att identifiera vilka faktorer som kan öka försäljningen från ett industriell ekonomiskt perspektiv. Baserat på regressionsanalysen, studien har visat att de betraktade variablerna, som var försäljningspriser, varumärken, försäljningsländer, försäljningsmånader och hur nya produkterna är, påverkade försäljningsantalen på produkterna. Algoritmen tar emot en streckkod av en produkt som inmatning och kontrollerar om den motsvarande produkttypen uppfyller kraven för predikterad försäljningssumma och betingad sannolikhet. Algoritmen returnerar en lista av alla möjliga kombinationer på produkter som uppfyller rekommendationerna.