[EN] After-sales services have become very important in the automobile industry. However, this area has not been sufficiently researched, particularly with regard to China, the most important car market globally. In this respect, German manufacturers play a leading role because they dominate the premium market segment. When it comes to services, the one thing that is especially important in China is culture. At the same time, this is exactly where a scientific gap exists because the cultural aspect in automotive services has been mostly neglected in the research literature. Thus, specific knowledge with regard to Chinese service demand behaviour is lacking, which could become a crucial issue because of the enormous differences between Chinese and Western cultures. This paper addresses this limitation by providing a guideline for how the entire process chain of after-sales services could be researched in China. In addition, it also introduces Schwartz's individual level value theory as a beneficial operationalisation approach to culture. Thereby, values are modelled as exogenous variables in order to show which ones are really causal. This significant advantage cannot be provided by national comparison studies, which are the ones that are most often conducted. A total of 301 Chinese workshop customers of Audi, BMW and Mercedes-Benz were surveyed in order to assess the critical success factors of after-sales services via partial least squares structural equation modelling. / [ES] Los servicios post venta en el sector del automóvil se han convertido en un elemento esencial en su mercadotecnia global. Sin embargo, no se han investigado suficientemente y, especialmente en países emergentes con mercados crecientes como China, el mercado más relevante a nivel mundial. Aquí, los fabricantes alemanes juegan un rol fundamental al dominar el segmento premium (o de cuasi lujo) del mercado. Cuando analizamos los servicios, un factor importante en China es la cultura. Sin embargo existe, en este campo un hueco en la investigación académica ya que en la literatura de investigación del sector automóvil, la cultura es un elemento poco analizado. Por ello, no se pueden aplicar conocimientos de mercadotecnia específicos en relación con el comportamiento de la demanda de servicios en China, en un tema esencial, como es la cultura China, muy diferente a la occidental. Esta tesis trata de enfocar las limitaciones mencionadas; en primer lugar, proporcionando una guía de cómo la cadena de proceso de servicios postventa puede ser investigada en países emergentes como China. Y en segundo lugar, porque se utiliza la teoría de cultura de Schwartz como un enfoque útil de instrumentación de los valores culturales. Así, estos se modelan como variables externas, para mostrar claramente cuáles son los valores realmente relevantes en su conjunto. Para ello se encuestaron a 301 clientes de talleres post venta chinos de las marcas Audi, BMW y Mercedes-Benz, con el fin de evaluar los factores críticos de éxito mediante modelos de ecuaciones estructurales de mínimos cuadrados parciales (PLS). / [CA] Els serveis post venda en el sector de l'automòbil s'han convertit en un element essencial del màrqueting global. No obstant això, no s'han investigat prou i, especialment en països emergents amb mercats creixents com la Xina, el mercat més rellevant a nivell mundial. Aquí, els fabricants alemanys juguen un paper fonamental en dominar el segment premium (o de quasi luxe) del mercat. Quan analitzem els serveis, un factor important a la Xina és la cultura. No obstant això existeix, en aquest camp un buit en la investigació acadèmica ja que en la literatura de recerca del sector automòbil, la cultura és un element poc analitzat. Per això, no es poden aplicar coneixements de màrqueting específics en relació amb el comportament de la demanda de serveis a la Xina, en un tema essencial, com és la cultura Xina, molt diferent a l'occidental. Aquesta tesis tracta d'enfocar les limitacions esmentades; en primer lloc, proporcionant una guia de com la cadena de procés de serveis postvenda pot ser investigada en països emergents com la Xina. I en segon lloc, perquè s'utilitza la teoria de cultura de Schwartz com un enfocament útil d'instrumentació dels valors culturals. Així, aquests es modelen com a variables externes, per mostrar clarament quins són els valors realment rellevants en el seu conjunt. Per a això es van enquestar a 301 clients de tallers post venda xinesos de les marques Audi, BMW i Mercedes-Benz, per tal d'avaluar els factors crítics d'èxit mitjançant models d'equacions estructurals de mínims quadrats / Frass, A. (2015). Impact of After-Sales Performances of German Automobile Manufacturers in China in Service Satisfaction and Loyalty. With a Particular Focus on the Influences of Cultural Determinants [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/59251

Digitization is an increasingly important subject within the archival profession, especially as our society grows more and more dependent on digital assets. People generally expect everything to be available to them online no matter the time or place, otherwise the material might as well not exist. When it comes to preserving and making our cultural heritage available through digitization this poses an issue. Digitization takes time and requires resources, which forces the archives to decide which material to digitize, on what grounds and how to best make the digital material accessible. This essay explores the digitization of our cultural heritage through the lens of value theory. By examining what type of materials the archives prioritize for digitization, why, and how they utilize the digitized material we can observe the values and principles these approaches stem from. The study is conducted by using content analysis to examine documents such as annual reports, budget documentation and digitization strategies from two archival organizations during the time periods 2010–2015 and 2020–2024. The results show that the choices the archives make regarding what to digitize are based largely on preservation, demand and research requests. Both organizations also view digitization as a key element to working in alignment with democratic values. The approaches to this varied however as one organization focused more on streamlining their organization through digitization, while the other focused more on accessibility and spreading knowledge through their digitized materials.

Portfolio Management is the process of allocating an investor's wealth to in­ vestment opportunities over a given planning period. Not only should Portfolio Management be treated within a multi-period framework, but one should also take into consideration the stochastic nature of related parameters. After a short review of key concepts from Finance Theory, e.g. utility function, risk attitude, Value-at-rusk estimation methods, a.nd mean-variance efficiency, this work describes a framework for the formulation of the Portfolio Management problem in a Stochastic Programming setting. Classical solution techniques for the resolution of the resulting Stochastic Programs (e.g. L-shaped Decompo­ sition, Approximation of the probability function) are presented. These are discussed within both the two-stage and the multi-stage case with a special em­ phasis on the former. A description of how Importance Sampling and EVPI are used to improve the efficiency of classical methods is presented. Postoptimality Analysis, a sensitivity analysis method, is also described. / Statistics / M. Sc. (Operations Research)

本論文研究的，在探討土地買賣價格與租賃價格的形成，價格的結構，價格的影響因 素等，從而比較兩者的差異，以了解土地買賣價格與租賃價格間的關係，進而提供政 府機關有關地價稅政策的參考。 本論文主要參考關於地租理論、地價理論等國內外學者意見，以了解學者研究的方向 及學說的演奱，進而釐清關於土地買賣價格與租賃價格間糾纏不清的理論疑義。 本論文研究內容包括價值理論之演進，地租理論之演進、價格理論之演進，地租與地 價之形成關係，地價一般原則與特徵之解析、市場一般原則與特徵之解析、需要因素 之特性及其影響因素、供給因素之特性及其影響因素、買賣價格之影響因素、租賃價 格之形成、租賃價格之結構、租賃價格之影響因素、從地租理論、價格結構與價格影 響因素比較買賣價格與租賃價格之差異以及從不動產實際買賣與租賃價格進行實證分 析等。 本論文發現，由於買賣價格含有對未來增值的期待心理，因此價格水準較租賃價格為 高，而商業用地差距較，住宅用地差距較大。 最後，本研究對土地買賣價格與租賃價格之研究，主要從理論與實證兩方面分別進行 比較、分析，從而找到兩者間的關係，提供將來進一步研究土地市場結構，地價結構 等之研究基礎。

本文以台灣股價加權指數，使用 AR(3)-GJR-GRACH(1,1) 模型，白噪音假設為 Normal 、 Skew-Normal 、 Student t 、 skew-t 、 EPD 、 SEPD 、與 AEPD 等七種分配。著重於兩個部份，(一) Student t 分配一族與 EPD 分配一族在模型配適與風險值估計的比較；(二) 預測風險值區分為低震盪與高震盪兩個區間，比較不同分配在兩區間預測風險值的差異。 實證分析顯示， t 分配一族與 EPD 分配一族配適的結果，無論是只考慮峰態 ( t 分配與 EPD 分配) ，或者加入影響偏態的參數 ( skew-t 分配與 SEPD 分配) ， t 分配一族的配適程度都較 EPD 分配一族為佳。更進一步考慮分配兩尾厚度不同的 AEPD 分配，配適結果為七種分配中最佳。 風險值的估計在低震盪的區間，常態分配與其他厚尾分配皆能通過回溯測試，採用厚尾分配效果不大；在高震盪的區間，左尾風險值回溯測試結果，常態分配與其他厚尾分配皆無法全數通過，但仍以 AEPD 分配為最佳。最後比較損失函數，左尾風險值估計以 AEPD 分配為最佳，右尾風險值則無一致的結果。因此我們認為 AEPD 分配可作為風險管理有用的工具。

In the present work we study multivariate extreme value theory. Our main focus is on exceedances over linear thresholds. Smaller part is devoted to exce- edances over elliptical thresholds. We consider extreme values as those which belong to remote regions and investigate convergence of their distribution to the limit distribution. The regions are either halfspaces or ellipsoids. Working with halfspaces we distinguish between two setups: we either assume that the distribution of extreme values is directionally homogeneous and we let the halfspaces diverge in any direction, or we assume that there are some irre- gularities in the sample cloud which show us the fixed direction we should let the halfspaces drift out. In the first case there are three limit laws. The domains of attraction contain unimodal and rotund-exponential distributions. In the second case there exist a lot of limit laws without general form. The domains of attraction also fail to have common structure. The similar situation occurs for the exceedances over elliptical thresholds. The task here is to investigate convergence of the random vectors living in the complements of ellipsoids. For all, the limit distributions are determined by affine transformations and distribution of spectral measure. 1

In the present thesis we will firstly familiarize ourselves with the term of operational risk, it's definition presented in the directives Basel II and Solvency II, and afterwards with the methods of calculation Capital Requirements for Operational Risk, set by these directives. In the second part of the thesis we will concentrate on the methods of modelling operational loss data. We will introduce the Extreme Value Theory which describes possible approaches to modelling data with significant values that occur infrequently; the typical characteristic of operational risk data. We will mainly focus on the model for threshold exceedances which utilizes Generalized Pareto Distribution to model the distribution of those excesses. The teoretical knowledge of this theory and the appropriate modelling will be applied on simulated loss data. Finally we will test the ability of presented methods to model loss data distributions.

Dans les systèmes informatiques temps réel, les tâches logicielles sont contraintes par le temps. Pour garantir la sûreté du système critique contrôlé par le système temps réel, il est primordial d'estimer de manière sûre le pire temps d'exécution de chaque tâche. Les performances des processeurs actuels du commerce permettent de réduire en moyenne le temps d'exécution des tâches, mais la complexité des composants d'optimisation de la plateforme rendent difficile l'estimation du pire temps d'exécution. Il existe différentes approches d'estimation du pire temps d'exécution, souvent ségréguées et difficilement généralisables ou au prix de modèles coûteux. Les approches probabilistes basées mesures existantes sont vues comme étant rapides et simples à mettre en œuvre, mais souffrent d'un manque de systématisme et de confiance dans les estimations qu'elles fournissent. Les travaux de cette thèse étudient les conditions d'application de la théorie des valeurs extrêmes à une suite de mesures de temps d'exécution pour l'estimation du pire temps d'exécution probabiliste, et ont été implémentées dans l'outil diagxtrm. Les capacités et les limites de l'outil ont été étudiées grâce à diverses suites de mesures issues de systèmes temps réel différents. Enfin, des méthodes sont proposées pour déterminer les conditions de mesure propices à l'application de la théorie des valeurs extrêmes et donner davantage de confiance dans les estimations. / Software tasks are time constrained in real time computing systems. To ensure the safety of the critical systems that embeds the real time system, it is of paramount importance to safely estimate the worst-case execution time of each task. Modern commercial processors optimisation components enable to reduce in average the task execution time at the cost of a hard to determine task worst-case execution time. Many approaches for executing a task worst-case execution time exist but are usually segregated and hardly scalable, or by building very complex models. Measurement-based probabilistic timing analysis approaches are said to be easy and fast, but they suffer from a lack of systematism and confidence in their estimates. This thesis studies the applicability of the extreme value theory to a sequence of execution time measurements for the estimation of the probabilistic worst-case execution time, leading to the development of the diagxtrm tool. Thanks to a large panel of sequences of measurements from different real time systems, capabilities and limits of the tool are enlightened. Finally, a couple of methods are provided for determining measurements conditions that foster the application of the theory and raise more confidence in the estimates.

Extreme Value Theory nds application in problems concerning low probability but high consequence events. In hydrology the study of heavy rainfall is important in regional ood risk assessment. In particular, the N-year return level is a key output of an extreme value analysis, hence care needs to be taken to ensure that the model is accurate and that the level of imprecision in the parameter estimates is made explicit. Rainfall is a process that evolves over time and space. Therefore, it is anticipated that at extreme levels the process would continue to show temporal and spatial correlation. In this study interest is in whether any trends in heavy rainfall can be detected for the Western Cape. The focus is on obtaining the 50-year daily winter rainfall return level and investigating whether this quantity is homogenous over the study area. The study is carried out in two stages. In the rst stage, the point process approach to extreme value theory is applied to arrive at the return level estimates at each of the fteen sites. Stationarity is assumed for the series at each station, thus an issue to deal with is that of short-range temporal correlation of threshold exceedances. The proportion of exceedances is found to be smaller (approximately 0.01) for stations towards the east such as Jonkersberg, Plettenbergbay and Tygerhoek. This can be attributed to rainfall values being mostly low, with few instances where large amounts of rainfall were observed. Looking at the parameters of the point process extreme value model, the location parameter estimate appears stable over the region in contrast to the scale parameter estimate which shows an increase towards in a south easterly direction. While the model is shown to t exceedances at each station adequately, the degree of uncertainty is large for stations such as Tygerhoek, where the maximum observed rainfall value is approximately twice as large as the high rainfall values. This situation was also observed at other stations and in such cases removal of these high rainfall values was avoided to minimize the risk of obtaining inaccurate return level estimates. The key result is an N-year rainfall return level estimate at each site. Interest is in mapping an estimate of the 50-year daily winter rainfall return level, however to evaluate the adequacy of the model at each site the 25-year return level is considered since a 25 year return period is well within the range of the observed data. The 25-year daily winter rainfall return level estimate for Ladismith is the smallest at 22:42 mm. This can be attributed to the station's generally low observed winter rainfall values. In contrast, the return level estimate for Tygerhoek is high, almost six times larger than that of Ladismith at 119:16 mm. Visually design values show di erences between sites, therefore it is of interest to investigate whether these di erences can be modelled. The second stage is the geostatistical analysis of the 50-year 24-hour rainfall return level The aim here is to quantify the degree of spatial variation in the 50-year 24-hour rainfall return level estimates and to use that association to predict values at unobserved sites within the study region. A tool for quantifying spatial variation is the variogram model. Estimation of the parameters of this model require a su ciently large sample, which is a challenge in this study since there is only fteen stations and therefore only fteen observations for the geostatistical analysis. To address this challenge, observations are expanded in space and time and then standardized and to create a larger pool of data from which the variogram is estimated. The obtained estimates are used in ordinary and universal kriging to derive the 50-year 24-hour winter rainfall return level maps. It is shown that 50-year daily winter design rainfall over most of the Western Cape lies between 40 mm and 80 mm, but rises sharply as one moves towards the east coast of the region. This is largely due to the in uence of large design values obtained for Tygerhoek. In ordinary kriging prediction uncertainty is lowest around observed values and is large if the distance from these points increases. Overall, prediction uncertainty maps show that ordinary kriging performs better than universal kriging where a linear regional trend in design values is included.

Diante das exigências estipuladas pelos órgãos reguladores pelos acordos internacionais, tendo em vistas as inúmeras crises financeiras ocorridas nos últimos séculos, as instituições financeiras desenvolveram diversas ferramentas para a mensuração e controle do risco inerente aos negócios. Apesar da crescente evolução das metodologias de cálculo e mensuração do risco, o Value at Risk (VaR) se tornou referência como ferramenta de estimação do risco de mercado. Nos últimos anos novas técnicas de cálculo do Value at Risk (VaR) vêm sendo desenvolvidas. Porém, nenhuma tem sido considerada como a que melhor ajusta os riscos para diversos mercados e em diferentes momentos. Não existe na literatura um modelo conciso e coerente com as diversidades dos mercados. Assim, o presente trabalho tem por objetivo geral avaliar os estimadores de risco de mercado, gerados pela aplicação de modelos baseados no Value at Risk (VaR), aplicados aos índices das principais bolsas dos países desenvolvidos e emergentes, para os períodos normais e de crise financeira, de modo a apurar os mais efetivos nessa função. Foram considerados no estudo os modelos VaR Não condicional, pelos modelos tradicionais (Simulação Histórica, Delta-Normal e t-Student) e baseados na Teoria de Valores Extremos; o VaR Condicional, comparando os modelos da família ARCH e Riskmetrics e o VaR Multivariado, com os modelos GARCH bivariados (Vech, Bekk e CCC), funções cópulas (t-Student, Clayton, Frank e Gumbel) e por Redes Neurais Artificiais. A base de dados utilizada refere-se as amostras diárias dos retornos dos principais índices de ações dos países desenvolvidos (Alemanha, Estados Unidos, França, Reino Unido e Japão) e emergentes (Brasil, Rússia, Índia, China e África do Sul), no período de 1995 a 2013, contemplando as crises de 1997 e 2008. Os resultados do estudo foram, de certa forma, distintos das premissas iniciais estabelecidas pelas hipóteses de pesquisa. Diante de mais de mil modelagens realizadas, os modelos condicionais foram superiores aos não condicionais, na maioria dos casos. Em específico o modelo GARCH (1,1), tradicional na literatura, teve uma efetividade de ajuste de 93% dos casos. Para a análise Multivariada, não foi possível definir um modelo mais assertivo. Os modelos Vech, Bekk e Cópula - Clayton tiveram desempenho semelhantes, com bons ajustes em 100% dos testes. Diferentemente do que era esperado, não foi possível perceber diferenças significativas entre os ajustes para países desenvolvidos e emergentes e os momentos de crise e normal. O estudo contribuiu na percepção de que os modelos utilizados pelas instituições financeiras não são os que apresentam melhores resultados na estimação dos riscos de mercado, mesmo sendo recomendados pelas instituições renomadas. Cabe uma análise mais profunda sobre o desempenho dos estimadores de riscos, utilizando simulações com as carteiras de cada instituição financeira. / Given the requirements stipulated by regulatory agencies for international agreements, in considering the numerous financial crises in the last centuries, financial institutions have developed several tools to measure and control the risk of the business. Despite the growing evolution of the methodologies of calculation and measurement of Value at Risk (VaR) has become a reference tool as estimate market risk. In recent years new calculation techniques of Value at Risk (VaR) have been developed. However, none has been considered the one that best fits the risks for different markets and in different times. There is no literature in a concise and coherent model with the diversity of markets. Thus, this work has the objective to assess the market risk estimates generated by the application of models based on Value at Risk (VaR), applied to the indices of the major stock exchanges in developed and emerging countries, for normal and crisis periods financial, in order to ascertain the most effective in that role. Were considered in the study models conditional VaR, the conventional models (Historical Simulation, Delta-Normal and Student t test) and based on Extreme Value Theory; Conditional VaR by comparing the models of ARCH family and RiskMetrics and the Multivariate VaR, with bivariate GARCH (VECH, Bekk and CCC), copula functions (Student t, Clayton, Frank and Gumbel) and Artificial Neural Networks. The database used refers to the daily samples of the returns of major stock indexes of developed countries (Germany, USA, France, UK and Japan) and emerging (Brazil, Russia, India, China and South Africa) from 1995 to 2013, covering the crisis in 1997 and 2008. The results were somewhat different from the initial premises established by the research hypotheses. Before more than 1 mil modeling performed, the conditional models were superior to non-contingent, in the majority of cases. In particular the GARCH (1,1) model, traditional literature, had a 93% adjustment effectiveness of cases. For multivariate analysis, it was not possible to set a more assertive style. VECH models, and Bekk, Copula - Clayton had similar performance with good fits to 100% of the tests. Unlike what was expected, it was not possible to see significant differences between the settings for developed and emerging countries and the moments of crisis and normal. The study contributed to the perception that the models used by financial institutions are not the best performing in the estimation of market risk, even if recommended by renowned institutions. It is a deeper analysis on the performance of the estimators of risk, using simulations with the portfolios of each financial institution.