The hypotheses of this study are that reduction and rational usage of antibiotics reduces development of antibiotic resistance. In Sweden, the trends do not follow this pattern. Despite a decrease in prescriptions of antibiotics, there is an increase in the number of patients infected with Methicillin-resistant Staphylococcus Aureus (MRSA), Extended Spectrum Beta-Lactamases (ESBL) and ESBL selecting for carbapenem-resistance (ESBLCARBA). This study aims to study factors affecting antibiotic resistance management. An additional aim is to use a multidisciplinary approach for a subject that has mostly been studied with quantitative methods. First, linear regressions investigated any possible significant changes of prescription rates in outpatient care, hospital usage of antibiotic groups and antibiotic resistance. After this, nine interviews were conducted with physicians in outpatient care, hospital care and with representatives from the Swedish Strategic Programme for the Rational Use of Antimicrobial Agents and Surveillance of Resistance (Strama), a network working for Swedish prevention against antibiotics resistance. There was a significant decrease in the number of prescriptions of antibiotics in outpatient care among all Swedish counties and a small, but significant increase of antibiotics used in hospitals. The number of patients infected with multidrug resistant bacteria also show a significant increase. The interviews revealed that health care workers in all counties follow the same guidelines and try to be as specific as possible in choosing antibiotics to hit specific bacteria. The respondents suggested migration and extended travelling as explanations to the growing number of cases of multidrug resistant bacteria. Further, two major factors emerged as important for an efficient antibiotic resistance management; Education/knowledge and Discussion. The results indicate a need for further research on rational usage of antibiotics and the use of broad-spectrum antibiotics in hospital care, rather than the reduction through prescriptions. The results indicate that rational usage has a bigger impact than reduction. Using a multidisciplinary approach gave a broader perspective on the issue and future studies should see the possibilities of mixing quantitative and qualitative studies.

System identification deals with the estimation of mathematical models from experimental data. As mathematical models are built for specific purposes, ensuring that the estimated model represents the system with sufficient accuracy is a relevant aspect in system identification. Factors affecting the accuracy of the estimated model include the experimental data, the manner in which the estimation method accounts for prior knowledge about the system, and the uncertainties arising when designing the experiment and initializing the search of the estimation method. As the accuracy of the estimated model depends on factors that can be affected by the user, it is of importance to guarantee that the user decisions are optimal. Hence, it is of interest to explore how to optimally perform an experiment in the system, how to account for prior knowledge about the system and how to deal with uncertainties that can potentially degrade the model accuracy. This thesis is divided into three topics. The first contribution concerns an input design framework for the identification of nonlinear dynamical models. The method designs an input as a realization of a stationary Markov process. As the true system description is uncertain, the resulting optimization problem takes the uncertainty on the true value of the parameters into account. The stationary distribution of the Markov process is designed over a prescribed set of marginal cumulative distribution functions associated with stationary processes. By restricting the input alphabet to be a finite set, the parametrization of the feasible set can be done using graph theoretical tools. Based on the graph theoretical framework, the problem formulation turns out to be convex in the decision variables. The method is then illustrated by an application to model estimation of systems with quantized measurements. The second contribution of this thesis is on Bayesian techniques for input design and estimation of dynamical models. In regards of input design, we explore the application of Bayesian optimization methods to input design for identification of nonlinear dynamical models. By imposing a Gaussian process prior over the scalar cost function of the Fisher information matrix, the method iteratively computes the predictive posterior distribution based on samples of the feasible set. To drive the exploration of this set, a user defined acquisition function computes at every iteration the sample for updating the predictive posterior distribution. In this sense, the method tries to explore the feasible space only on those regions where an improvement in the cost function is expected. Regarding the estimation of dynamical models, this thesis discusses a Bayesian framework to account for prior information about the model parameters when estimating linear time-invariant dynamical models. Specifically, we discuss how to encode information about the model complexity by a prior distribution over the Hankel singular values of the model. Given the prior distribution and the likelihood function, the posterior distribution is approximated by the use of a Metropolis-Hastings sampler. Finally, the existence of the posterior distribution and the correctness of the Metropolis-Hastings sampler is analyzed and established. As the last contribution of this thesis, we study the problem of uncertainty in system identification, with special focus in input design. By adopting a risk theoretical perspective, we show how the uncertainty can be handled in the problems arising in input design. In particular, we introduce the notion of coherent measure of risk and its use in the input design formulation to account for the uncertainty on the true system description. The discussion also introduces the conditional value at risk, which is a risk coherent measure accounting for the mean behavior of the cost function on the undesired cases. The use of risk coherent measures is also employed in application oriented input design, where the input is designed to achieve a prescribed performance in the intended model application. / <p>QC 20161216</p>

Over the past few decades, the organic sector in most developed countries has flourished. Growth in the sector has been paralleled by a substantial amount of research on several arenas (see Cobb et al. 1999; Robles et al. 2005; Jackson and Lampkin 2008; Lobley et al. 2009c; among others). Reasons for adopting organic farming have been studied in a variety of instances (Padel 2001a). Although there is a considerable body of evidence that supports the distinctly ‘risky nature’ of organic farming, our identification and understanding of how this nature affects farmers’ decisions whether or not to farm organically are limited (see, for example, Lockeretz 1995; Duram 1999; Midmore et al. 2001; Baecke et al. 2002; Hattam 2006). It seems that there has been widespread acceptance of the hypothesis that organic farmers are more likely to be risk-takers compared to non-organic farmers. Similarly, the hypothesis that organic farmers with Non-Farming Backgrounds (NFBs) may have different attitudes towards risk has not been investigated yet through detailed empirical analysis. Accordingly, this thesis seeks to analyse the importance of farmers’ willingness to take risk in organic farming in their decisions regarding the adoption of organic farming where it is assumed that there is a link between attitudes and behaviours. The thesis employs a variety of methods: a questionnaire; familiarisation; in-depth interviews; and secondary data. The findings of this thesis suggest that not all sources and types of risks associated with organic farming are differently perceived by non-organic and organic farmers. In Devon (i.e. the study area), more non-organic than organic farmers mentioned the existence of ‘farm-related risks’ and ‘risks related to farmers’ belief’. Further, ‘risks related to financial returns’ were perceived to be of concern by non-organic farmers compared to their organic counterparts. On the other hand, other types and sources of risks associated with organic farming were equally perceived to be of concern by both groups. As expected, the recent risky environment of organic farming played a significant role in this respect (see also de Buck et al. 2001; Flaten et al. 2005). The wider environment was moreover the cause of greater concern regarding production, market and institutional risks (as opposed to personal ones) among organic farmers in Devon at the time of the questionnaire survey, when compared to the level of concern at the time of adoption. This shows that perceptions of types and sources of risks associated with organic farming are subject to change across time (CRER 2002). Compared to their non-organic counterparts, organic farmers in Devon were willing to take risk in organic farming. With regard to risk in farming and to risk in general, more organic farmers expressed risk-taking attitudes than did their non-organic counterparts. Consequently, and based on the main reasons for adoption and non-adoption of organic farming, this thesis suggests that willingness to take risk in organic farming acts as an extremely significant trigger for the uptake of organic farming. This in turn confirms what has been emphasised by many researchers (see Baecke et al. 2002; Acs et al. 2005; Serra et al. 2008; among others). It also suggests that investigations into people’s behaviours and decisions in relation to a ‘risky activity’ should take into account their attitudes towards risk in that activity. This thesis, in common with other studies (e.g. Kaltoft 1999; Lobley et al. 2005), also shows evidence of heterogeneity among organic farmers. A small group of organic farmers in Devon from NFBs was in search of the ‘good life’ and wanted to produce public goods from organic farming. Although technical, market and institutional risks associated with organic farming were of concern to organic farmers from NFBs in this study, these farmers did not have distinct risk perceptions. In contrast, they had distinct attitudes towards risk in organic farming. More organic farmers from NFBs than organic farmers from Farming Backgrounds (FBs) were willing to take risk in organic farming. Finally, and in accordance with Morris and Potter’s (1995) work, this thesis has placed 79% of surveyed farmers in Devon on a typology which reflects the fact that farmers are not homogeneous. The ‘conditional non-organic farmers’ and ‘pragmatic organic farmers’ in this typology may, with varying degrees of ease, switch between organic and non-organic methods at any point in the future due to possible changes in their attitudes towards risk in organic farming. In contrast, the ‘resistant non-organic farmers’ and ‘committed organic farmers’ at the two extremes of this typology will very likely be resistant to changes in their current farming systems. Accordingly, a set of policy recommendations which may help to increase future organic adoption in the UK has been set forth.

Στην παρούσα διπλωματική εργασία παρουσιάζεται μια μαθηματική προσέγγιση της θεωρίας κινδύνου. Η ποσοτικοποίηση των κινδύνων είναι σημαντική τόσο για τους χρηματοοικονομικούς οργανισμούς όσο και για τις ρυθμιστικές αρχές, ώστε να εξασφαλίζεται η επάρκεια των χρηματοοικονομικών ροών και η ασφάλεια των κεφαλαίων. Αρχικά αναφερόμαστε σε δύο σημαντικές μεθόδους μέτρησης κινδύνου, την Αξία-σε-Κίνδυνο (VaR) και το Αναμενώμενο Κατώφλι (Expected Shortfall), καθώς και στην σχέση μεταξύ τους. Στην συνέχεια επικεντρωνόμαστε στον υπολογισμό του κινδύνου αγοράς μέσω των μεθόδων διασποράς-συνδιασποράς, ιστορικής προσομείωσης και Monte Carlo. Ακολουθούν δύο στοιχειώδεις προσεγγίσεις του λειτουργικού κινδύνου: η προσέγγιση με βασικό δείκτη (BI) και η τυποποιημένη προσέγγιση. Ιδιαίτερη μελέτη πραγματοποιήθηκε στα μοντέλα μέτρησης του πιστωτικού κινδύνου που διακρίνονται στα κατασκευαστικά και τα μοντέλα μειωτικού-τύπου. ‘Ενας ακόμα σημαντικός κίνδυνος είναι ο συνιστάμενος, που συμβάλλει στην εύρεση ορίων, καθώς και στη διανομή του κεφαλαίου στους επιμέρους κινδύνους επιτυγχάνοντας την ασφάλεια της επένδυσης. Τέλος, αντικείμενο μελέτης αποτελούν τεχνικές που εφαρμόζουν τις παραπάνω μεθόδους μέτρησης κινδύνων στην οικονομία και πιο συγκεκριμένα στον χώρο των ασφαλίσεων. / -

Este trabalho apresenta uma investigação sobre o alcance da aplicação da teoria da onerosidade excessiva, prevista nos artigos 478 a 480 do Novo Código Civil, aos acordos de acionistas, tipo contratual cada vez mais presente na realidade empresarial brasileira. Especial atenção é dada ao fato de que o acordo de acionistas está inserido em um contexto marcado não só por um ambiente negocial e mercadológico sujeito a acontecimentos imprevisíveis que podem desequilibrar as prestações de forma excessivamente onerosa para uma das partes, mas também marcado por um equilíbrio na composição do conteúdo contratual e na alocação de riscos correspondente combinados pelas partes. Para isso, serão analisadas as questões relativas ao alcance da aplicação do mecanismo de reequilíbrio contratual mencionado em acordo de acionistas, à identificação do objeto do conteúdo contratual que contém o programa de alocação de risco e ao elemento-guia utilizado pela jurisprudência nesse sentido, uma vez que foi o uso desenfreado do reequilíbrio contratual que fez com que este fosse quase expulso da sistemática contratual durante o período clássico. A pesquisa apontou como elemento-guia autorizador da aplicação da onerosidade excessiva pelos órgãos judiciais estudados a conjunção da identificação dos critérios legais com a identificação do fato de a onerosidade excessiva estar além daquele risco implícito e da álea normal da natureza do negócio jurídico celebrado. Tais resultados apontam para uma criteriosa possibilidade de correção de desequilíbrio contratual compatível com a dinâmica e o ambiente dos acordos de acionistas / This work presents an investigation concerning the scope of application of the excessive onerous theory, provided in articles 478 to 480 of the Brazilian Civil Code, in the sharesholders agreement matter, a contractual type increasingly present in the Brazilian business reality. Special attention is given to the fact the sharesholders agreement is inserted in a context characterized not only by the negotial and market environment subject to unpredictable events that may disrupt the provision in an excessive onerous way to a relevant party, but also characterized by a balance in the composition of the content and of the contractual allocation of risks combined by the relevant parties. For this, we analyze the issues related to the scope of application of the mentioned contractual rebalancing mechanism in the shareholders agreement matter, to the identification of the contractual content object that contains the risk allocation program and to the guide-element used in the jurisprudence in this sense, since it was the umlimited use of contractual rebalancing that caused this was almost kicked out of the contractual systematically during the classical period. The survey pointed out as guide-element to the application of excessive onerous by the legal courts studied the association of the legal criteria identification with the identication of the fact that the excessive onerous being beyond that inherent and normal risk concluded of the nature of the legal business. These results point to the possibility of a careful correction of contractual imbalance compatible with the shareholders agreements dynamic and environment.

This thesis provides a sociological exploration of the politics of new agricultural technologies in the United Kingdom. It addresses some of the key issues involved in these politics, as well as how they are discussed and fought over. Conceptually it addresses these questions by focussing on issues of risk, science and governance. In doing so, this thesis situates the politics of GM crops and foods in relation to wider normative concerns about the cultural values, relationships and institutions shaping agriculture, and British society more generally. Empirically, this thesis applies a qualitative methodology, primarily relying on data generated from a series of in-depth interviews. Through these interviews active participants in the debate were able to express a variety of opinions about the risks and benefits of agricultural biotechnology. The interview data is further supplemented by some documentary evidence, particularly as relates to several government led initiatives addressing agricultural debates in terms of contestations over risk and knowledge. Key chapters in this thesis look at the way in which the debate over GM crops and foods has been shaped by perceptions of the role and values of the life-industry, science and the Government in developing and regulating biotechnology. Finally, this thesis also addresses how society, and practices of governance in particular, are able to accommodate these political issues in managing risk and regulating technological change.

Este trabalho apresenta uma investigação sobre o alcance da aplicação da teoria da onerosidade excessiva, prevista nos artigos 478 a 480 do Novo Código Civil, aos acordos de acionistas, tipo contratual cada vez mais presente na realidade empresarial brasileira. Especial atenção é dada ao fato de que o acordo de acionistas está inserido em um contexto marcado não só por um ambiente negocial e mercadológico sujeito a acontecimentos imprevisíveis que podem desequilibrar as prestações de forma excessivamente onerosa para uma das partes, mas também marcado por um equilíbrio na composição do conteúdo contratual e na alocação de riscos correspondente combinados pelas partes. Para isso, serão analisadas as questões relativas ao alcance da aplicação do mecanismo de reequilíbrio contratual mencionado em acordo de acionistas, à identificação do objeto do conteúdo contratual que contém o programa de alocação de risco e ao elemento-guia utilizado pela jurisprudência nesse sentido, uma vez que foi o uso desenfreado do reequilíbrio contratual que fez com que este fosse quase expulso da sistemática contratual durante o período clássico. A pesquisa apontou como elemento-guia autorizador da aplicação da onerosidade excessiva pelos órgãos judiciais estudados a conjunção da identificação dos critérios legais com a identificação do fato de a onerosidade excessiva estar além daquele risco implícito e da álea normal da natureza do negócio jurídico celebrado. Tais resultados apontam para uma criteriosa possibilidade de correção de desequilíbrio contratual compatível com a dinâmica e o ambiente dos acordos de acionistas / This work presents an investigation concerning the scope of application of the excessive onerous theory, provided in articles 478 to 480 of the Brazilian Civil Code, in the sharesholders agreement matter, a contractual type increasingly present in the Brazilian business reality. Special attention is given to the fact the sharesholders agreement is inserted in a context characterized not only by the negotial and market environment subject to unpredictable events that may disrupt the provision in an excessive onerous way to a relevant party, but also characterized by a balance in the composition of the content and of the contractual allocation of risks combined by the relevant parties. For this, we analyze the issues related to the scope of application of the mentioned contractual rebalancing mechanism in the shareholders agreement matter, to the identification of the contractual content object that contains the risk allocation program and to the guide-element used in the jurisprudence in this sense, since it was the umlimited use of contractual rebalancing that caused this was almost kicked out of the contractual systematically during the classical period. The survey pointed out as guide-element to the application of excessive onerous by the legal courts studied the association of the legal criteria identification with the identication of the fact that the excessive onerous being beyond that inherent and normal risk concluded of the nature of the legal business. These results point to the possibility of a careful correction of contractual imbalance compatible with the shareholders agreements dynamic and environment.

<p> In this thesis, we calibrated a one factor CIR model for interest rate and a two factor CIR model for each hazard rate of 21 firms. The time series of the interest rate and each hazard rate for 21 firms are also obtained. Extended Kalman Filter and Quasi-Maximum Likelihood Estimation are used as the numerical scheme. The empirical results suggest that multifactor CIR models are not better than multifactor Hull-White model. Positive correlations between hazard rate and interest rate are discovered, although most hazard rates are found to be negatively correlated with the default-free interest rate. The 21 filtered time series of the hazard rates suggest that there maybe a hidden common factor shared only by the intensities. Monte Carlo Simulation is conducted both for interest rate and hazard rates. The simulation indicate that both the SKF and the EKF work pretty well as a filter tool but may produce bad estimation for the value of the likelihood function. QMLE works fine in linear state space form model, but it does a poor job in the case of non-linear state space form.</p> / Thesis / Master of Science (MSc)

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.

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.