In the beginning of the 2007 crop year, the Federal Crop Insurance Corporation (FCIC) launched the Pasture, Rangeland, Forage Rainfall Index Pilot Program (PRF-RI) for six states. This insurance is an index and not individual insurance. Risk Management Agency officials claim that PRF-RI insurance mitigates the risk because index and forage production move in the same direction. Therefore when the index is low there is the expectation that production will also be low. PRF-RI is a pilot program and ranchers are skeptical as to whether or not it is viable to purchase the insurance. The objective of this research was to determine the economic benefits of rainfall insurance in selected counties in Texas and estimate the probability of indemnities under different types of coverage levels and index intervals. Historical rainfall indices were simulated for all index intervals and a multivariate empirical distribution of rainfall indices were used. The model was run for alternative scenarios on the available coverage levels (90%, 85%, 80%, 75%, 70%) and relevant premium rates. Each scenario resulted in an estimate of the insurance benefits variable probability density function for a particular coverage level. Stochastic Dominance with Respect to a Function (SDRF), Stochastic Efficiency with Respect to a Function (SERF), and StopLight chart were used to rank the benefits of alternative coverage levels. The results indicated that for all regions tested, the best alternative when purchasing PRF-RI was to buy the 90% coverage level. Probabilities of earning net indemnities decreased at lower coverage levels. December-January is a critical time period that should be taken into consideration by the ranchers. The results indicated also that insurance returns depend on the region where the policy is purchased. In southern and eastern parts of Texas net indemnities appeared to be significantly less and have lower probabilities of being positive than in West Texas. Ranchers from West Texas may be able to significantly benefit from the insurance.

La mobilisation et la gestion de l’eau de surface constitue la clé de voûte du bien-être social et économique des populations des zones arides d’Afrique de l’Ouest. Cependant l’utilisation des outils de gestion et de prédétermination hydrologique est entravée par les changements climatiques et environnementaux que connait l’Afrique de l’Ouest depuis les années 1970. Les impacts de ces changements sont assez bien documentés sur les caractéristiques moyennes des régimes hydrologiques mais le sont moins lorsqu’on s’intéresse aux caractéristiques des extrêmes. Cette thèse s’inscrit dans le cadre d’une contribution à un projet d’actualisation des normes hydrologiques en Afrique de l’Ouest, et constitue le premier pas essentiel pour ce projet. Son objectif général est de caractériser les régimes de crues dans la région en répondant aux questions suivantes : Quelles sont les évolutions observées sur les régimes des crues en Afrique de l’Ouest ? Ces évolutions sont-elles en rapport avec les changements climatiques et/ou les modifications environnementales ? Quels sont les scénarii possibles de l’évolution des crues au regard des simulations climatiques futures ? La difficulté majeure de ce travail est liée à la disponibilité des données hydro climatiques et environnementales dans la région, aussi, l’analyse s’est basée sur des outils reconnus robustes dans la littérature. Dans un premier temps, l’utilisation des données de 14 stations hydrométriques de la région... / Water resources plays a key role in the social progress and economic development of west african countries. But the mobilization of water is hampered by climate and environmental changes that undergoes the region since 1970. Extremes parts of hydrological regimes are also impacted, but less studies have focus on their evolution, in relation with climate and environmental changes. The main objective of this thesis is to characterize hydrological extreme events in West Africa, we tried to answer the following questions:- What are the trends of maximum discharge in west Africa?- Are these trends due to climate changes or enviromental changes?- Which speculations can be made from these evolutions, according to future climate simulations?In the first part of the work, we analyzed the trends of floods over 14 watersheds of the region. This analysis allowed us to highlight a clustering behavior of flood according to the climatic region the catchments belong to. Increasing trends have been found on flood magnitude and flood frequency of the 3 sahelian catchments used, and decreasing trends of flood magnitude were found on three sudanian catchments. Finally, the remaining catchments did not showed significant trend in their flood regime...

Weather derivatives are financial tools used to manage the risks related to changes in the weather and are priced considering weather variables such as rainfall, temperature, humidity and wind as the underlying asset. Some recent researches suggest to model the amount of rainfall by considering the mean reverting processes. As an example, the Ornstein Uhlenbeck process was proposed by Allen [3] to model yearly rainfall and by Unami et al. [52] to model the irregularity of rainfall intensity as well as duration of dry spells. By using the Feynman-Kac theorem and the rainfall indexes we derive the partial differential equations (PDEs) that governs the price of an European option. We apply the Lie analysis theory to solve the PDEs, we provide the group classification and use it to find the invariant analytical solutions, particularly the ones compatible with the terminal conditions.

In this thesis we will elaborate on multivariate extreme value modelling, re- lated practical and theoretical aspects. We will mainly focus on the dependence models, the extreme value copulas in particular. Extreme value copulas effec- tively unify the univariate extreme value theory and the copula framework itself in a single view. We familiarize ourselves with both of them in the first two chapters. Those chapters present generalized extreme value distribution, gen- eralized Pareto distribution and Archimedean copulas, that are suitable for the multivariate maxima and the threshold exceedances description. These two top- ics will be addressed in the third chapter in detail. Taking into consideration rather practical focus of this thesis, we examine the methods of data analysis extensively. Furthermore, we will employ these methods in a comprehensive case study, that will aim to reveal the importance of extreme value theory application in the Catastrophe Insurance. 1

Submitted by Deyse Queiroz (deysequeirozz@hotmail.com) on 2018-05-29T14:02:49Z No. of bitstreams: 1 FRANCISCO ALVES DA SILVA - DISSERTAÇÃO PPGSA PROFISSIONAL 2017..pdf: 1819425 bytes, checksum: 4b220cab9b149dc8926955eef14030cc (MD5) / Made available in DSpace on 2018-05-29T14:02:49Z (GMT). No. of bitstreams: 1 FRANCISCO ALVES DA SILVA - DISSERTAÇÃO PPGSA PROFISSIONAL 2017..pdf: 1819425 bytes, checksum: 4b220cab9b149dc8926955eef14030cc (MD5) Previous issue date: 2017-08 / A região semiárida é caracterizada por irregularidade das chuvas e baixo índice pluviométrico, que limita o desenvolvimento da agricultura em condições de sequeiro, remetendo a necessidade do uso sustentável da irrigação, sendo necessário, o uso de espécies com potencial econômico, a exemplo dos citros, e que possam ser cultivadas com menor uso de recursos hídricos, tornando a agricultura mais eficiente. Neste sentido, a identificação de genótipos com maior tolerância ao estresse hídrico torna-se essencial para atender esta demanda. Assim, objetivou-se estudar o crescimento, fisiológicos e adaptabilidade ao estresse hídrico de combinações copa/porta-enxertos de citros durante a prefloração sob lâminas de irrigação no semiárido paraibano. O experimento foi realizado no período de agosto de 2016 a abril de 2017, correspondendo a 270 dias, na Fazenda experimental do Centro de Ciências e Tecnologia Agroalimentar da niversidade Federal de Campina Grande, em São Domingos -PB. No delineamento experimental de blocos casualizados, foram estudadas 11 combinações copa/portaenxerto sob lâminas de irrigação, perfazendo um esquema fatorial (11x2), com 3 repetições, totalizando 66 parcelas experimentais compostas por uma planta útil, cada. As combinações copa/porta-enxerto foram relativas à combinação de genótipos de porta-enxertos: 1. LIMOEIRO CRAVO COMUM (LCR); 2. Tangerineira Sunki Comum (TSKC) x [LCR x Poncirus trifoliata TR] – 01; 3. TSKC x (LCR x TR) – 018; 4. TSKC x (LCR x TR) – 20; 5. TSKC x (LCR x TR) – 029; 6. TSKC x Citrumelo Swingle CTSW – 022; 7. Tangerina Sunki da Flórida TSKFL x (LCR x TR) – 038; 8. TSKFL x (LCR x TR) – 044; 9. TSKFL x (LCR x TR) – 049; 10. TSKFL x (TCR x TR) – 062 e 11. TSKFL x (LCR x TR) – 069, enxertados com a limeira ácida „Tahiti‟. Tais combinações foram submetidas a duas lâminas de água, correspondentes a 50 e 100% da evapotranspiração de referência (ETo). Avaliaram-se, bimestralmente, iniciando-se 15 dias após o transplantio (DAT), variáveis fisiológicas e o crescimento das plantas durante a prefloração. xii Os genótipos enxertados na limeira ácida „Tahiti‟ podem ser cultivados no semiárido da Paraíba, mesmo sob baixo sob lâminas de irrigação de 50% da evapotranspiração de referência diária durante o crescimento da prefloração, em virtude da manutenção da atividade fisiológica das plantas e não ocorrência de dano ao aparato fotossintético; A avaliação de trocas gasosas permite diferenciar genótipos resistente e suscetível ao estresse hídrico; Os híbridos de tangerineira Sunki da Flórida (TSKFL), quando enxertados com a limeira ácida „Tahiti‟, mantêm menor status hídrico e proporcionam, à variedade copa, maior crescimento, mesmo sob menor lâmina de irrigação; as combinações menos sensíveis a déficit hídrico foram compostas pelo „Tahiti‟ enxertado com o TSKFL x (LCR x TR) – 049, TSKFL x (LCR x TR) – 062, TSKFL x (LCR x TR) – 69. / The low annual rainfall and irregularity of seasons in semi-arid regions hamper the development of rainfed agriculture, which leads to the need of sustainable irrigation systems. Plants with little demand for water, such as the citrus ones, enhances the efficiency of agriculture. The identification of genotypes with high tolerance to water stress becomes essential to meet this demand. In this study, we investigated the growth, physiology, and adaptability to water stress of pre-flowering citrus plants at different combinations of canopy/rootstocks under different irrigation depths in the semi-arid region of Paraiba. The experiment was carried out during 270 days, from August 2016 to April 2017, at the Experimental Farm of the Center for Agrifood Science and Technology of the Federal University of Campina Grande, São Domingos, Paraíba, Brazil. We applied a randomized block design, with eleven canopy/rootstock combinations and two irrigation depths, each treatment had three replicates, totaling 66 experimental units. The following genotypes of rootstock were grafted with the „Tahiti‟ acid lime: 1. Rangpur (LCR); 2. Common Sunki Mandarin (TSKC) x [LCR x Poncirus trifoliata TR] – 01; 3. TSKC x (LCR x TR) – 018; 4. TSKC x (LCR x TR) – 020; 5. TSKC x (LCR x TR) – 029; 6. TSKC x Citrumelo Swingle CTSW – 022; 7. Florida Sunki Mandarin TSKFL x (LCR x TR) – 038; 8. TSKFL x (LCR x TR) – 044; 9. TSKFL x (LCR x TR) – 049; 10. TSKFL x (TCR x TR) – 062; and 11. TSKFL x (LCR x TR) – 069. These combinations were submitted to two irrigation depths, 50 and 100% of the reference evapotranspiration (ETo). After 15 days from the transplanting (DAT), we started to measure, bimonthly, the physiological variables and plant growth during the pre-flowering period. The genotypes grafted on the 'Tahiti' acid lime tree can be grown in the Paraíba semi-arid, even under low under irrigation mounth of 50% from the daily reference evapotranspiration during prefloration stage, due to the maintenance of the physiological activity of the plants and non-occurrence damage to the photosynthetic apparatus; the evaluation of gas exchange allows to differentiate genotypes resistant and susceptible to xiv water stress; hybrids from Florida Sunki mandarin (TSKFL), when grafted with the 'Tahiti' acid lime tree, maintain lower water status and provide the canopy variety a greater growth, even under a lower irrigation mounth and the combinations less sensitive to water deficit were composed of Tahiti grafted with TSKFL x (LCR x TR) - 049, TSKFL x (LCR x TR) - 062, TSKFL x (LCR x TR) - 69.