Like any other company, life insurance companies maintain a combination of debt and equity for their long-term financing, which forms their capital structure. Many theories have been developed in the literature to focus upon the determinants that are likely to affect leverage decisions of the life insurance firms in the post life Risk-Based Capital (RBC) regulation era. This report documents the application of multiple regression techniques to derive and analyze a Capital Asset Ratio (CAP) model based on the data pertaining to a large number of life insurance companies during 2000 to 2004. The data set is organized as panel data. Model coefficients, together with the error structure, are analyzed using SAS software to develop a valid model that tries to explain the Capital to Asset Ratio (CAP) for life insurers in terms of various variables of interest. The latter include return on capital, total assets, and two measures of risk: asset risk and product risk, etc. A balanced panel dataset was extracted from the given unbalanced input dataset containing missing entries. In addition, a selected few of the explanatory variables were chosen from a large group present in the input dataset based on previous work on relations among asset risk, product risk and capital in the life insurance industry by Etti G. Baranoff and Thomas W. Sager (2002). Fixed Effects model was chosen based on the assumption that the firm-specific effects were correlated to the explanatory variables. Differencing method was employed so that OLS estimator could safely be used for the coefficients in the regression model. Based on the proposed model, it is found that Capital to Asset Ratio has positive relationships with product risk and return on capital, with the corporate form of organization, and with membership in an affiliated group of companies. On the other hand, it has a negative relationship with company’s size and the ratio of life premiums or annuity premiums to the total premiums generated. / text

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Group role assignment (GRA) is an important task in Role-Based Collaboration (RBC). The complexity of group role assignment becomes very high as the constraints are introduced. According to recent studies, considerable efforts have been put towards research on complex group role assignment problems. Some of these problems are clearly defined and initial solutions are proposed. However some of these solutions were unable to guarantee an optimal result, or the time complexity is very high. In fact, many real world collaboration problems concern many types of constraints. Therefore, to make them practical, the accuracy and efficiency of the algorithms should be improved. Role is the center of a role-based collaboration mechanism. Role plays a very essential part in the whole process of a collaboration system, without the roles, there would be no collaboration. One important function of the role is that it defines the features or requirements of a position which can be used to filter or access the candidates. The definition of roles greatly influences the evaluation results of candidates, which in turn influence the RBC algorithms significantly. Based on previous research, the role-based evaluation is associated with multiple attribute decision making (MADM). Role-based evaluation methods can be adopted from MADM methods. Selecting an appropriate method for a specific problem is difficult and domain oriented. Therefore, a dynamic evaluation model which can be expanded by domain experts and adapted to many cases is required. At present, there is limited research related to this requirement. This thesis first focuses on two complex role-based collaboration problems. The first being group role assignment problems with constraints of conflicting agents, and the iv second an agent training problem for a sustainable group. Practical solutions to these problems are proposed and resolved by IBM ILOG CPLEX. Simulations are conducted to demonstrate the performance of these solutions. From which I compare the solutions’ performances with the initial solutions, and indicate the improvement of these proposed solutions. Secondly, this thesis clarifies the difficulties of connecting evaluation methods with real world requirements. In order to overcome these difficulties, I introduce an additional parameter, propose a dynamic evaluation model, and provide four synthesis methods to facilitate the requirements of a co-operation project which is funded by NSERC (Natural Sciences and Engineering Research Council of Canada). The contributions of this thesis includes: clarifying the complexity of two complex role-based collaboration problem; proposing a better solution and verifying its efficiency and practicability; discussing the difficulties of connecting evaluation methods with real world problems; introducing an additional parameter to improve the accuracy of evaluation to some problems; proposing a role-based evaluation model to meet the requirements of adaptive and expandable.

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This thesis discusses the modeling of uncertainty of red blood cell (RBC) lifespan distribution in patients suffering from Chronic Kidney Disease(CKD) patients, whose anemia is managed through periodic dosing of erythropoietin (EPO). In healthy individuals, RBCs containing hemoglobin (Hgb) are produced in the bone marrow. When oxygen carried by hemoglobin is transported to human tissues throughout the body, the kidneys sense reduced level of Hgb and secretes EPO that simulates proliferation of red cell precursors and eventually producing red blood cells. However, in CKD patients, their kidneys fail to secrete enough EPO, so that too few of RBCs are produced to maintain a sufficient Hgb level. As a result, artificial EPO dosing is required when the kidney loses this function to avoid anemia. To develop effective artificial EPO dosing schemes, it is important to have models of how EPO does dynamically affect hemoglobin levels. Since there is significant uncertainty in this process, it is equally valuable to have mathematical models of such uncertainties, and in this thesis we focus on uncertainty in the lifespan of red blood cells. In this thesis, we consider two different types of models for RBC lifespan uncertainty: the time-invariant and time-varying cases. In the former, we treat the probabilistic distribution of cell lifespans as fixed for a given patient, but variable (uncertain) over the population. In the latter case, the cell lifespan distribution can change from moment to moment for a given patient. Amongst several possible choices of RBC lifespan distributions, this thesis will focus on the gamma distribution. For the time-invariant model, a first-order gamma distribution is selected as the nominal distribution, and a multiplicative error model is proposed to analyze the impact of lifespan uncertainty on anemia management. In the time-varying case, the lifespan distribution is not fixed in time, but allowed to switch over a finite collection of gamma distributions. In other words, each newly-born RBC has a lifespan coming from a distribution chosen from a collection. Both of these models are analyzed so as to evaluate the impact of lifespan uncertainty on the performance of anemia management schemes; including stability and response time.

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Field flow fractionation of particles in rotating coiled column has been investigated in recent year. In contrast to the classical mode of field flow fractionation in narrow channels, the use of rotating coiled columns offers the possibility of large sample loading. In this thesis, the potential for new cell separation methods based on the use of flow fractionation in fluctuating g-fields generated in rotating coil columns is examined. The effects of operational conditions (flow rate and rotational speed – Chapter 3 and Chapter 5); cell properties (cell flexibility – Chapter 4); and column shapes (different inner diameters and coil geometries – Chapter 6) on the flow behaviour of a model system of red blood cells (RBCs) from different species, which differ markedly in size, shape & density, flowing in a single phase of buffered saline have been characterised. Operational Conditions: For a particular rotational speed, there was a minimum flow rate which caused all the cells to be retained in the column and a maximum flow rate at which all cells were eluted. Both the minimum and maximum flow rate were increased when a higher rotational speed was applied. Differences in the behaviour of sheep & hen RBCs have been used to develop a separation method using a continuously increasing flow gradient. This separation could be speeded up by using a step flow gradient. The effects of cell load and rotational direction on the behaviour of RBCs in the column was also studied in this thesis. Cell Properties: The minimum flow rate was found to correlate with cell diameter/cell volume of the RBCs as expected for a sedimentation related process and was partially described by a theoretic equation developed for particles by Fedotov and colleagues (Fedotov et al. 2005). However cell dependent departures from this equation were found which appear to indicate that cell specific surface properties may also be involved for cells (Chapter 3). By contrast the maximum flow rate showed no correlation with cell diameter/cell volume. An effect of cell deformability on the flow separation behaviour of the cells has been demonstrated. Chemical fixation of sheep RBCs with glutaraldehyde rendered the normally deformable RBCs rigid and non-deformable and resulted in the fixed sheep RBCs eluting significantly earlier than unfixed sheep RBCs. This difference was great enough that a mixture of deformable (unfixed) and non-deformable (fixed) sheep RBCs could be separated. Fixed cells tended to show cell aggregation, which could be reduced by the addition of surfactant. Column Geometry: An effect of column shapes on the flow separation behaviour of cells has been demonstrated showing that the optimisation of column design is an important feature of this mode of cell separation. For columns with the same cross sectional area, a “horizontal” rectangular column provided better separation than a circular column and a “vertical” rectangular column gave the least efficient separation. A possible explanation for this behaviour is suggested the thinner sedimentation layer and less secondary flow. Differences in the behaviour of various species of RBCs in the “horizontal” rectangular column have been used to study the efficiency of separation of a mixture of sheep and hen RBCs, and a mixture of rabbit and hen RBCs. This work shows similarities and differences with other reports on cell/particle separations in rotating coiled columns in single phases and also in aqueous two phases systems (ATPS) and these are discussed. Fedotov P.S., Kronrod V.A. & Kasatonova O.N. (2005). Simulation of the motion of solid particles in the carries liquid flow in a rotating coiled column. J. Anal. Chem., 60, 4, 310-316.