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On the distribution of the time to ruin and related topicsShi, Tianxiang 19 June 2013 (has links)
Following the introduction of the discounted penalty function by Gerber and Shiu (1998), significant progress has been made on the analysis of various ruin-related quantities in risk theory. As we know, the discounted penalty function not only provides a systematic platform to jointly analyze various quantities of interest, but also offers the convenience to extract key pieces of information from a risk management perspective. For example, by eliminating the penalty function, the Gerber-Shiu function becomes the Laplace-Stieltjes transform of the time to ruin, inversion of which results in a series expansion for the associated density of the time to ruin (see, e.g., Dickson and Willmot (2005)). In this thesis, we propose to analyze the long-standing finite-time ruin problem by incorporating the number of claims until ruin into the Gerber-Shiu analysis. As will be seen in Chapter 2, many nice analytic properties of the original Gerber-Shiu function are preserved by this generalized analytic tool. For instance, the Gerber-Shiu function still satisfies a defective renewal equation and can be generally expressed in terms of some roots of Lundberg's generalized equation in the Sparre Andersen risk model.
In this thesis, we propose not only to unify previous methodologies on the study of the density of the time to ruin through the use of Lagrange's expansion theorem, but also to provide insight into the nature of the series expansion by identifying the probabilistic contribution of each term in the expansion through analysis involving the distribution of the number of claims until ruin. In Chapter 3, we study the joint generalized density of the time to ruin and the number of claims until ruin in the classical compound Poisson risk model. We also utilize an alternative approach to obtain the density of the time to ruin based on the Lagrange inversion technique introduced by Dickson and Willmot (2005). In Chapter 4, relying on the Lagrange expansion theorem for analytic inversion, the joint density of the time to ruin, the surplus immediately before ruin and the number of claims until ruin is examined in the Sparre Andersen risk model with exponential claim sizes and arbitrary interclaim times.
To our knowledge, existing results on the finite-time ruin problem in the Sparre Andersen risk model typically involve an exponential assumption on either the interclaim times or the claim sizes (see, e.g., Borovkov and Dickson (2008)). Among the few exceptions, we mention Dickson and Li (2010, 2012) who analyzed the density of the time to ruin for Erlang-n interclaim times. In Chapter 5, we propose a significant breakthrough by utilizing the multivariate version of Lagrange's expansion theorem to obtain a series expansion for the density of the time to ruin under a more general distribution assumption, namely when interclaim times are distributed as a combination of n exponentials. It is worth emphasizing that this technique can also be applied to other areas of applied probability. For instance, the proposed methodology can be used to obtain the distribution of some first passage times for particular stochastic processes. As an illustration, the duration of a busy period in a queueing risk model will be examined.
Interestingly, the proposed technique can also be used to analyze some first passage times for the compound Poisson processes with diffusion. In Chapter 6, we propose an extension to Kendall's identity (see, e.g., Kendall (1957)) by further examining the distribution of the number of jumps before the first passage time. We show that the main result is particularly relevant to enhance our understanding of some problems of interest, such as the finite-time ruin probability of a dual compound Poisson risk model with diffusion and pricing barrier options issued on an insurer's stock price.
Another closely related quantity of interest is the so-called occupation times of the surplus process below zero (also referred to as the duration of negative surplus, see, e.g., Egidio dos Reis (1993)) or in a certain interval (see, e.g., Kolkovska et al. (2005)). Occupation times have been widely used as a contingent characteristic to develop advanced derivatives in financial mathematics. In risk theory, it can be used as an important risk management tool to examine the overall health of an insurer's business. The main subject matter of Chapter 7 is to extend the analysis of occupation times to a class of renewal risk processes. We provide explicit expressions for the duration of negative surplus and the double-barrier occupation time in terms of their Laplace-Stieltjes transform. In the process, we revisit occupation times in the content of the classical compound Poisson risk model and examine some results proposed by Kolkovska et al. (2005). Finally, some concluding remarks and discussion of future research are made in Chapter 8.
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Does the blockade of Gaza constitute genocide?Ashour, Iyas January 2013 (has links)
No description available.
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Contributions aux méthodes variationnelles pour le calcul du flot optique: prise en compte des informations spatiales et temporellesBéréziat, Dominique 24 November 2010 (has links) (PDF)
Dans ces travaux nous nous intéressons aux formulations variationnelles pour résoudre des problèmes mal posés du traitement d'images. Nous nous focalisons principalement sur le calcul du flot optique dans les séquences d'images ainsi que la reconstruction 3D à partir d'une séquence d'images 2D. Comme ces problèmes sont mal posés au sens où ils sont sous-contraints, on utilise souvent des techniques de régularisation spatiale pour obtenir l'unicité de la solution. Nous nous proposons d'introduire d'autres contraintes dans la formulation du problème pour limiter l'importance de cette régularisation, voire pour la supprimer complètement. Ces contraintes sont dérivées des informations a priori sur les conditions expérimentales. Dans un premier chapitre, nous examinons un cas d'étude tiré de l'imagerie biologique: il s'agit d'acquisitions multi-focales de vésicules géantes, nous en exploitons alors la topologie sphérique pour divers problèmes tels que le suivi, la segmentation, l'estimation du flot optique et la reconstruction 3D. Ces contraintes sont donc d'ordre spatiales. Dans un second chapitre, nous étudions la possibilité de tirer partie de l'information temporelle présente dans les séquences d'images. Cette information est alors modélisée par une équation d'évolution. La difficulté à lever est de résoudre conjointement cette équation et les contraintes qui dérivent du problème de traitement d'images. Nous utilisons alors le formalisme de l'assimilation variationnelle de données dans une formulation dite ''faible'' car nous attribuons une erreur sur l'équation d'évolution. Bien que l'équation d'évolution décrive imparfaitement la dynamique, nous montrons que l'on peut résoudre le problème mal posé de l'estimation du flot optique sans recourir à la régularisation. Nous montrons également que lorsque les informations sont manquantes, il est possible de fournir une estimation réaliste du flot optique, ceci permet de gérer les cas difficiles d'occultations. Enfin, dans un dernier chapitre, nous résumons des travaux parallèles portant sur la résolution variationnelle de problèmes non linéaires de traitement d'images, des travaux sur l'occupation des sols en imagerie satellitaire haute définition et enfin sur le suivi multi-cibles.
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Frisörer och frisörlärares syn på gesällbrevsmomentens användbarhet / Hairdresser and hairdresser teachers point of wiew at the use of the apprentice letterAlvberg, Annika January 2010 (has links)
No description available.
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The Israeli Settlements In The West Bank Territory Before And After The Peace ProcessYuksek, Emre 01 February 2010 (has links) (PDF)
This thesis analyzes the development of the settlement policies of Israel in the
West Bank territory by focusing on the incentives of them with factors of change and
continuity before and after the peace process.
The Six-Day War of 1967 which initiated a new phase in the region with the
Israeli occupation of territories in Jordan, Syria and Egypt became an important
milestone in Middle East history. Although some of these territories were returned
through bilateral talks, the main territory of the Palestinian people remained under
occupation, being subjected to Jewish settlement activities.
The settlement activities on the West Bank were expanded by all Israeli
governments with different incentives until the peace process. The peace process
which began in 1993 aimed to form an independent Palestinian state. Among the
vital issues related to the final status talks the moratorium on future building of
settlements and the Israeli withdrawal from the settlements were delayed. The Camp
David Summit in 2000 was overshadowed by the ongoing activities of settlement. In
addition to settlement activities, increasing security arrangements following the
emergence of Al-Aqsa Intifada brought about the fragmentation of West Bank
territories.
This study aims to analyze the results of the settlement activities in the West
Bank before and after the peace process in terms of an eroding factor for the mutual
confidence between the Israelis and Palestinians. The settlement activities will be
examined from the pre-state period of Israel within the framework of its unilateral
policies until the end of 2005.
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Macht und Eigentum : die Enteignungen 1945-1949 im Prozeß der deutschen Wiedervereinigung /Paffrath, Constanze. January 2004 (has links)
Diss.--Fakultät der Gesellschaftswissenschaften--Duisburg--Gerhard-Mercator-Universität, 2003. Titre de soutenance : Der "Restitutionsausschuß" im Prozeß der Wiedervereinigung. Konflikt zwischen staatspolitischer Notwendigkeit und Verfassungsrechtlicher Wertentscheidung ? / Bibliogr. p. [402]-417. Index.
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Indicators of Early Adult and Current Personality in Parkinson's DiseaseSullivan, Kelly 01 January 2011 (has links)
Introduction: Previous epidemiologic studies suggest that the personality of Parkinson's disease (PD) patients differs from that of controls, and laboratory evidence supports a potential common pathophysiology of personality traits and PD. One nested case-control study found that PD cases were significantly more anxious than controls before the clinical onset of the disease, and additional data suggest that certain occupations may be risk factors for the disease. Additionally, the latent period that precedes the onset of motor symptoms of PD is unknown.
Objectives: The objectives of this study were to evaluate the association of PD with objective indicators of current and pre-morbid personality, to determine the correlation of early-adult life personality indicators with current personality characteristics and to evaluate the role of personality as indicated by occupational choice and employment patterns in the risk for PD using the Dictionary of Occupational Titles job classification system.
Methods: Eighty-nine cases and 99 controls completed in-person structured interviews. Assessments included measures of current personality characteristics and indicators of early-adult (ages 20-35 years) personality, such as activities and lifestyle patterns. Associations between these latent personality variables and current personality characteristics were studied using correlation, partialling out the effects of age, sex and education. Multiple logistic regression was used to evaluate the associations of early-adult personality and occupational characteristics and the risk for Parkinson's disease.
Results: Cases with Parkinson's disease reported higher levels of neuroticism (OR=1.05 (95% CI 1.00-1.11)) and harm-avoidance (OR = 1.07 (95% CI 1.00-1.15)) compared with controls on measures of current personality. A stable association among many traits, particularly traits such as novelty-seeking, which are driven by dopaminergic function, was present not only among controls with presumably normal dopaminergic function throughout their lives, but also among cases. Early-adult life routinization was correlated with current levels of neuroticism (cases: r=0.33, p=0.01; controls: r=0.26, p=0.04), extraversion (cases: r=-0.33, p=0.01; controls: r=-0.33, p=0.04), novelty-seeking (cases: r=-0.33, p=0.015; controls: r=-0.34, p=0.007) and harm-avoidance (cases: r=0.47, p=0.0003; controls: r=0.45, p=0.0002) and for the association of early-adult life activity risks with harm-avoidance (cases: r=-0.47, p=0.0004; controls: r=-0.42, p=0.0006). Taking or wanting to take "activity risks," such as riding on roller coasters as a young adult was found to reduce the odds of Parkinson's disease (OR = 0.78 (95% CI 0.63-0.97)) in the entire sample, while higher levels of early-adult routinization were associated with a greater risk for Parkinson's disease among women (OR=1.63 (95% CI 1.05-2.53)). Parkinson's disease was inversely associated with the total number of jobs held (OR=0.87 (95% CI 0.75-0.99)) but not with the number of job categories or duration of the primary occupation. Increased complexity of work with people was associated with PD among women (OR=0.69 (95% CI 0.53-0.89), as was less complex work with things (OR=1.45 (95% CI 1.11-1.88). The complexity of work with data, people or things was not associated with the risk for PD among men or in the sample as a whole. Men with PD whose work involved greater complexity with data took fewer activity risks (r=0.32, p=0.02) and reported greater routinization (r=-0.34, p=0.01) as a young adult.
Conclusions: This evaluation of early-adult risk factors advances current knowledge about the premorbid period of PD and supports the hypothesis that a long period of subclinical disease precedes the onset of motor symptoms. These findings validate the association of these early-adult personality traits and PD and support the idea that behaviors associated with PD personality exist many years before the presentation of motor symptoms. Dopaminergic aspects of personality were related to occupational choices and future consideration of this hypothesis is warranted. Since PD is a degenerative disorder, determining the age of onset of this illness is important in the search for modifiable risk factors and neuroprotective strategies.
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Three essays on the economics of time useLim, Jean, 1972- 09 August 2012 (has links)
Economists have rejected the popular view that time use is primarily influenced by local customs and law, and instead argue that it is determined by optimal choices of economic agents and the market mechanism. However the analysis of time allocation has been focused on the labor-leisure choice problem which posits a worker who wants more leisure because of his preference for leisure over work. Thus going beyond the standard model, these essays add to the theory of the economics of time use. First I examine why married men earn more. I explore the possibility that differences in household work by marital status can explain the observed male marital wages advantage. Depending on the type and timing of household work, I segregate it into flexible and inflexible household work, using the American Time Use Survey. Empirical results provide strong support for the productivity difference between married and never married men. Household work has significant negative and differential effects on wages. The effects are not only driven by total time spent on household work, but also by types and timing of household work. The result shows that inflexible household work has a stronger negative effect on wages than flexible household work. Second I study how taxes affect time and goods allocation in home production. I claim that an increase in sales taxes encourages households to substitute away from the market goods input in favor of untaxed non-market time input. I explore the substitution response by relating household market purchases and time use. The theory part shows that the size of elasticity of substitution between market goods input and time input is crucial for understanding the government's optimal tax policy. Then I show that it is optimal to impose lower taxes on goods used in the production of commodities with a higher elasticity of substitution. In the empirical part, I estimate sizes of elasticities of substitution of goods for time with the combined survey of Mexican household consumption expenditures and time allocation for 2002. I find that the elasticity of substitution for 'Eating' is lowest. Finally wage compensation for climate is examined. Using the Merged Outgoing Rotation Group File from 2002 to 2007, I find that the North-South wage differential in construction and extraction occupations is much higher than in any other occupations. I claim that this is because weather affects wage determination. If individuals are to locate in both desirable and undesirable locations, undesirable locations must offer higher wages. Using the O*NET database, I obtain information on how often an occupation requires exposure to weather conditions. Estimation results of the wage equation show that wage compensation for living in bad weather amounts to 11.9 percent of hourly wages evaluated at sample means. The difference in wage compensation for working in bad weather between the most exposed (outdoorness index = 5) and least exposed (outdoorness index = 0) occupations is estimated to be 9.6 percent of hourly wages evaluated at sample means. In addition, I find that the occupational injury risk is related to weather conditions in the case of construction and extraction occupations. / text
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From school to work via the colleges of technology in Oman : how can the preparation for this transition be streamlined at Ibri CT with reference to globalisation?Brummer, Lynette Lancaster January 2013 (has links)
This study explores how tertiary education supports and prepares students to take up a career today. The research question is: How can the preparation for the transition from school to work be streamlined at Ibri College of Technology with reference to globalisation? Classroom-based practices were considered in this case study in Oman, to establish how the objectives of stakeholders can be met in pursuit of their goals, within the set curriculum and culture. The objectives were to: • Interpret and evaluate the respondents' responses to the research-instruments appropriate to existing literature and current employer demands; • explore perceptions of educational activities considering cultural diversity; and • provide guidelines for streamlining the transition. It is concluded from the didactic triangle that the better lecturers are prepared to comply with expectations of the students and curricula, the more positively learner achievement is impacted at college. Continuously updating the curricula embraces global occupational requirements as well as didactic goals. This theory applies equally to all the stakeholders and influences how students eventually manage modern workplace demands. Prioritising structured communication practices alongside EFL and technology as skills, support school to work transitions in tandem with the adolescents' progression towards adulthood. The value of this study lies in its contribution to the body of knowledge on this complicated transition in Oman. The findings and conclusions assist instructors as well as their students whose transition from school to work can subsequently be streamlined. It also sustains economic and social occupational processes, in the Sultanate and globally, now and in the future.
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Familj eller karriär i arbetslivet, måste man välja? : -en uppsats om arbetstagares skydd mot diskriminering i arbetslivet.Engström, Maja January 2014 (has links)
Pregnant workers are considered at risk in the labor market and therefore need extra protection from employment discrimination . The purpose of this essay is to investigate what protection of pregnant workers against discrimination in employment situations and if there is no corresponding protection for female workers claim the right to parental leave. The essay describes the national and EU rules on applications and practice, showing how pregnant women and workers on parental leave are treated in the labor market. Through Sweden's accession to the EU , we must apply the requirements nationally EU imposes on its member countries. The essay shows that pregnant employees have a strong legal protection from discrimination in employment , from both DL and by EU directives . Employers who deny workers employment because of pregnancy is guilty of direct discrimination on grounds of sex, because it is only women who may become pregnant. It is not important whether it is a temporary or permanent position . Employers must never deviate from the protection of pregnant workers in employment situations. Furthermore, states the essay that male workers are protected from unfair treatment in relation to parental leave by 16 § föräldraledighetslagen. Male workers are not as strongly protected as an employer is allowed to derogate from disadvantaged prohibition in certain situations. / Gravida arbetstagare anses vara en riskgrupp på arbetsmarknaden och behöver därförextra skydd mot diskriminering i arbetslivet. Syftet med denna uppsats är att utreda vilket skydd gravida arbetstagare har mot diskriminering i anställningssituationer samt om det finns något motsvarande skydd för manliga arbetstagare gällande rätten tillföräldraledighet.Uppsatsen redovisar nationella och EU-‐rättsliga bestämmelser på området samt praxis som visar hur gravida och föräldralediga arbetstagare behandlas på arbetsmarknaden. Genom Sveriges anslutning till EU måste vi nationellt tillämpa de krav EU ställer på sinamedlemsländer.Uppsatsen visar att gravida arbetstagare har ett starkt rättsligt skydd från diskriminering i arbetslivet, både från DL samt genom direktiv från EU. Arbetsgivare som nekar arbetstagare anställning på grund graviditet gör sig skyldig till direkt diskriminering på grund av kön, eftersom det endast är kvinnor som kan bli gravida. Det är inte av betydelse om det gäller en tidsbegränsad -‐eller tillsvidareanställning. Arbetsgivare får aldrig frångå skyddet gravida arbetstagare har i anställningssituationer. Vidare fastslår uppsatsen att manliga arbetstagare skyddas mot missgynnande i samband med föräldraledighet genom 16 § föräldraledighetslagen. Manliga arbetstagare är dock inte lika starkt skyddad eftersom arbetsgivare tillåts att göra undantag frånmissgynnandeförbudet i vissa situationer.
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