The main objective of this thesis is to build a multi-stage stochastic pro- gram within an asset-liability management problem of a leasing company. At the beginning, the business model of such a company is introduced and the stochastic programming formulation is derived. Thereafter, three various risk constraints, namely the chance constraint, the Value-at-Risk constraint and the conditional Value-at-Risk constraint along with the second-order stochastic dominance constraint are applied to the model to control for riski- ness of the optimal strategy. Their properties and their effects on the optimal decisions are thoroughly investigated, while various risk limits are considered. In order to obtain solutions of the problems, random elements in the model formulation had to be approximated by scenarios. The Hull - White model calibrated by a newly proposed method based on maximum likelihood esti- mation has been used to generate scenarios of future interest rates. In the end, the performances of the optimal solutions of the problems for unconsid- ered and unfavourable crisis scenarios were inspected. The used methodology of such a stress test has not yet been implemented in stochastic programming problems within an asset-liability management. 1

L’amélioration des systèmes de conversion d’énergie rend les dispositifs à base de SiC très attractifs pour leur efficacité, compacité et robustesse. Cependant, leur comportement en réponse à un défaut de court-circuit doit être soigneusement étudié pour assurer la fiabilité des systèmes. Ce travail de recherche porte sur les problèmes de robustesse et de fiabilité du MOSFET SiC sous contraintes de court-circuit. Cette étude repose sur des caractérisations électriques et microstructurales. La somme de toutes les caractérisations avant, pendant et après les tests de robustesse ainsi que l’analyse microstructurale permet de définir des hypothèses sur l’origine physique de la défaillance pour ce type de composants. De plus, la mesure de la capacité est introduite au cours des tests de vieillissement en tant qu’indicateur de santé et outil clé pour remonter à l’origine physique du défaut. / The improvement of power conversion systems makes SiC devices very attractive for efficiency, compacity and robustness. However, their behavior in response to short circuit mode must be carefulli studied to ensure the reliability of systems. This research work deals with the SiC MOSFET robustness and reliability issues under short-circuit constraints. It is based upon electrical and microstructural characterizations. The sum of all the characterizations before, during and after the robustness tests as well as microstructural analysis allow to define hypotheses regarding the physical origin of failure of such components. Also, caoacitance measurement is introduced during aging tests as a health indicator and a key tool to go back to the physical origin of the defect.

Cardiovascular disease has been a leading cause of death worldwide over the last decades (Roth et al., 2015; WHO, 2021a). In countries with middle or elevated gross domestic product indices, stroke and myocardial infarction represent the prevalent causes of death. Over the years, the scientific community has identified significant cognitive and emotional impacts on survivors of coronary heart disease and cardiovascular disease. We know that ageing populations and high-stress levels associated with contemporary lifestyles play a crucial role in the prognosis and recovery of individuals with myocardial infarction. These factors are associated with an increased societal burden related to survivors’ care. As they age, a higher proportion of women than men are affected by coronary heart disease, including myocardial infarction. Nonetheless, women remain under-represented in studies addressing trajectories of recovery associated with myocardial infarction. The arching goal of this thesis is to expand the knowledge on the association of various environmental and physical factors with a history of myocardial infarction in a sample of Canadian women. The accomplished research is presented in the form of two empirical studies carried out on samples of Canadian women with and without a history of myocardial infarction, as well as two systematic reviews of the literature. The first study established the state of knowledge on the Trier Social Stress Test paradigm, a tool that we later used in our laboratory study. Through an in-depth examination of the protocols used by different research groups, this systematic review identified essential elements for valid conclusions and proposed a set of recommendations for standardizing the use of the Trier Social Stress Test in research. The second systematic review updated the current scientific knowledge concerning the cognitive consequences of women with a history of coronary heart disease. Despite cardiovascular disease, including coronary heart disease, remainsunderstudied in women, the last decade has seen an emergence of research supporting cognition to be affected. Our findings support subtle cognitive impairments in women with a history of coronary heart disease. Our literature review was conducted to facilitate interpreting the results obtained in a sample of women with a history of MI in this thesis’ fourth study. Regarding data collection, an online questionnaire validated the presence of specific risk factors and symptoms associated with myocardial infarction in a sample of middle-aged Canadian women (N = 366). Finally, a laboratory study measured alterations in the physiological responses (i.e., heart rate variability and salivary cortisol secretion) associated with exposure to a social stressor (i.e., Trier Social Stress Test) in women with a history of myocardial infarction and age-matched controls (N = 29). This body of data and analytic reviews contribute to expanding the knowledge of physiological and cognitive impairments in women with a MI history. Our research also helps improve testing paradigms to examine deficits and identify areas where further research is needed. Our findings support women experiencing different symptoms than those described in men, and it pleads for these to be no longer described as "atypical." Our work highlights a similar prevalence of certain factors (e.g., hypertension) in Canadian women and women from other parts of the world. In terms of the laboratory study, our results indicate subjective/perceived levels of stress intensity to be comparable between the myocardial infarction and non-myocardial infarction women groups. However, we only found tendencies in changes related to measured physiological variables.

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It has been suggested that psychosocial stress influences situational fluctuations of tic frequency. However, evidence from experimental studies is lacking. The current study investigated the effects of the Trier Social Stress Test (TSST-C) on tic frequency in 31 children and adolescents with tic disorders. A relaxation and a concentration situation served as control conditions. Patients were asked either to suppress their tics or to “tic freely.” Physiological measures of stress were measured throughout the experiment. The TSST-C elicited a clear stress response with elevated levels of saliva cortisol, increased heart rate, and a larger number of skin conductance responses. During relaxation and concentration, the instruction to suppress tics reduced the number of tics, whereas during stress, the number of tics was low, regardless of the given instruction. Our study suggests that the stress might result in a situational decrease of tic frequency.

It has been suggested that psychosocial stress influences situational fluctuations of tic frequency. However, evidence from experimental studies is lacking. The current study investigated the effects of the Trier Social Stress Test (TSST-C) on tic frequency in 31 children and adolescents with tic disorders. A relaxation and a concentration situation served as control conditions. Patients were asked either to suppress their tics or to “tic freely.” Physiological measures of stress were measured throughout the experiment. The TSST-C elicited a clear stress response with elevated levels of saliva cortisol, increased heart rate, and a larger number of skin conductance responses. During relaxation and concentration, the instruction to suppress tics reduced the number of tics, whereas during stress, the number of tics was low, regardless of the given instruction. Our study suggests that the stress might result in a situational decrease of tic frequency.

對金融機構而言, 壓力測試是辨識及評估金融機構發生極端事件或最糟情境下可能損失來源的風險管理方法。 國際清算銀行全球金融體系委員會 (BIS Committeeon the Global Financial System) 則將壓力測試定義為 「金融機構衡量潛在但可能 (plausible) 發生異常 (exceptional) 損失的模型」。而對監理機關來說, 壓力測試也是總體審慎分析 (macro-prudential analysis) 的一環。 總體審慎分析係利用金融體系提供的定量資訊 (quantitative information)、 及制度面與管理面提供的定性資訊 (qualitative information)。 它包括金融市場的監控及總體面與金融面的鏈結分析。 其亦為廣義的總體經濟脆弱性評估架構的一部分。 本文針對我國銀行授信資產部位, 嘗試為監理單位提供一套可實行的壓力測試方法。 結合信用風險模型 CreditPortfolioView(CPV) 以及Basel II 中信用風險資本計提的內部評等法(Internal Rating-Based Approach; IRB), 投入適當的總體經濟因子, 並透過總體因子的調整構成壓力情境 (stress scenario), 在體系內銀行皆依法計提資本和提列備抵呆帳的前提下, 檢視銀行法定資本 (regulatory capital) 的變化, 以及透過資本適足性檢視各銀行的承受能力。 在參考 1997 亞洲金融風暴以及2000 年末.com 泡沫時我國經濟情況所建立的假設性壓力情境下, 我國銀行僅有兩間達須被主管機關糾正或接管的範圍。

Prevalence rates of many types of psychopathology are lower for men than they are for women, but the causes of these discrepancies are not known. This paper focuses on two such psychopathology groups – eating disorders and depressive disorders – and examines gender differences within a transactional theory of stress that takes into account levels of cognitive processing (an expanded transactional theory of stress). Both studies found that men are more physiologically reactive to disorder-relevant, stressful stimuli and stressful events. The study on depression also found that different cognitive processes may be depressogenic for men and women: deployment of attentional resources toward negative stimuli was associated with depression in men, while deployment of attentional resources away from positive stimuli was associated with depression in women. These findings have significant implications for choosing appropriate treatment options for men and women.

Prevalence rates of many types of psychopathology are lower for men than they are for women, but the causes of these discrepancies are not known. This paper focuses on two such psychopathology groups – eating disorders and depressive disorders – and examines gender differences within a transactional theory of stress that takes into account levels of cognitive processing (an expanded transactional theory of stress). Both studies found that men are more physiologically reactive to disorder-relevant, stressful stimuli and stressful events. The study on depression also found that different cognitive processes may be depressogenic for men and women: deployment of attentional resources toward negative stimuli was associated with depression in men, while deployment of attentional resources away from positive stimuli was associated with depression in women. These findings have significant implications for choosing appropriate treatment options for men and women.

Made available in DSpace on 2016-06-02T20:18:24Z (GMT). No. of bitstreams: 1 6628.pdf: 2096489 bytes, checksum: 10c86cad94537d1f0aa91db0ca9d0335 (MD5) Previous issue date: 2015-02-27 / Financiadora de Estudos e Projetos / Fibromyalgia syndrome (FMS) is a non-inflammatory chronic pain syndrome characterized by diffuse musculoskeletal pain. Advances have been made in underlying its etiology and pathophysiology and some evidence has suggested that autonomic dysfunction plays an important role in FMS. Thus, the present thesis consisted of three studies in order to elucidate unknown aspects regarding the autonomic cardiovascular control in women with FMS. The Study I, entitled "Respiratory sinus arrhythmia and its association with pain in women with fibromyalgia syndrome", aimed to evaluate the autonomic modulation of heart rate (HR) at rest and during the deep breathing test, as well as to evaluate possible associations between cardiac autonomic indices and the pain in women with FMS. The results suggest that women with FMS present compromised neurocardiac integrity, which is associated with the pain and the impact on quality of life. The Study II, entitled "Cardiovascular Control in women with fibromyalgia syndrome: the causal methods provide complementary information to traditional methods?", aimed to assess whether the baroreflex sensitivity assessed by the model-based causal closedloop approach based on spontaneous RR and systolic arterial pressure variabilities during supine and active standing in patients with FMS could provide complementary information to those obtained by traditional indices based on time and frequency domains. The model-based causal closed-loop method provided complementary information on the cardiovascular autonomic control, revealing reduced baroreflex sensitivity, a reduced strength of the baroreflex control as well as a blunted response to the orthostatic stimulus in FMS patients. The Study III, entitled "Effects of a hydrotherapy program on symbolic dynamics and complexity of heart rate variability and aerobic capacity in women with fibromyalgia syndrome", aimed to evaluate the effects of a hydrotherapy program on aerobic capacity and linear and non-linear dynamics of heart rate variability in women with FMS. A 16-week hydrotherapy program proved to be effective in improving symptoms, aerobic functional capacity and cardiac autonomic control in women with FMS. The improvement in non-linear dynamics of HR variability was associated with the improvement of pain and the impact of FMS on the quality of life. / A síndrome fibromiálgica (SFM) é uma síndrome dolorosa crônica não inflamatória, caracterizada por dores musculoesqueléticas difusas. Avanços têm sido realizados para o entendimento da sua etiologia e fisiopatologia e algumas evidências têm sugerido que a disfunção autonômica exerce importante papel na SFM. Assim, a tese foi composta por três estudos com o intuito de elucidar aspectos ainda desconhecidos sobre o controle autonômico cardiovascular em mulheres com SFM. O Estudo I, intitulado Arritmia sinusal respiratória e sua associação com a dor em mulheres com síndrome fibromiálgica , teve como objetivo avaliar a modulação autonômica da frequência cardíaca (FC) em repouso e durante a manobra de acentuação da arritmia sinusal respiratória, bem como avaliar possíveis associações entre os índices autonômicos e a dor em mulheres com SFM. Os resultados sugerem que mulheres com SFM apresentam comprometimento da integridade neurocárdica, a qual está associada à dor e ao impacto na qualidade de vida. O Estudo II, intitulado Controle cardiovascular em mulheres com síndrome fibromiálgica: os métodos causais fornecem informações complementares aos métodos tradicionais? . Esse estudo objetivou avaliar se a aplicação do método model-based causal closed-loop na quantificação da sensibilidade barorreflexa, nas posturas supina e ortostática em mulheres com SFM, fornece informações complementares àquelas proporcionadas pelos índices tradicionais baseados nos domínios do tempo e da frequência. O método model-based causal closed-loop permitiu obter informações complementares, extremamente relevantes, sobre o controle autonômico cardiovascular, revelando comprometimento da função barorreflexa em pacientes com SFM, em relação ao grupo saudável, em repouso e frente ao estímulo ortostático. O Estudo III, intitulado Efeitos de um programa de hidroterapia nas dinâmicas simbólicas e de complexidade da variabilidade da frequência cardíaca e na capacidade aeróbia em mulheres com síndrome fibromiálgica teve como objetivo verificar a influência da hidroterapia sobre as variáveis cardiorrespiratória e sua relação com a dor e com a qualidade de vida em mulheres com SFM. Um programa de hidroterapia de 16 semanas mostrou ser efetivo em melhorar os sintomas, a capacidade funcional aeróbia e o controle autonômico cardíaco em mulheres com SFM. A melhora na dinâmica não linear da variabilidade da FC se associou com a melhora da dor e do impacto da SFM na qualidade de vida.