In Sweden, there has been an long term effort to allow as heavy traffic as possible, provided thatthe road network can handle it. This is because heavy traffic offers a competitive advantage withsocio-economic gains. In July 2018, the Swedish Transport Administration made 12 percent ofthe Swedish road network avaliable for the new maximum vehicle weight of 74 tonnes, basedon a legislative change from 2017. It is known that heavy traffic has a negative effect on thedegradation of the road, but it prevails divided opinions on whether 74 tonnes have a greaterimpact on the degradation rate compared to previous maximum gross weights of 64 tonnes.The 74 tonne vehicles have the same allowed axle load, which means more axles per vehicle. Some argue that an increased total load and more axles affect the degradation associated withtime-dependent material properties, while others argue that 74 tonnes mean fewer heavy vehiclesoverall, and thus should have a positive impact on the road’s lifespan. The construction companySkanska therefore requests a statistical analysis that enables to nuance the effects that heavytraffic has on the Swedish state road network. Since there is very limited data on the effect of 74 tonne traffic, this Master thesis instead focuseson modeling heavy traffic in general in order to be able to draw conclusions on which variablesare significant for a road’s lifetime. The method used is survival analysis where the lifetimeof the road is defined as the time between two maintenance treatments. The model selectedis the semi-parametric ’Cox Proportional Hazard Model’. The model is fitted with data froman open source database called LTPP (Long Term Pavement Performance) which is providedby the National Road and Transport Research Institute (VTI). The result of the modeling ispresented with hazard ratios, which is the relative risk that a road will require maintance atthe next time stamp compared to a reference category. The covariates that turned out to besignificant for a road’s lifetime and thus are included in the model are; lane width, undergroundtype, speed limit, asphalt layer thickness, bearing layer thickness and proportion of heavy traffic. Survival curves estimated by the model are also presented. In addition, a sensitivity analysis ismade by exploring survival curves estimated for different scenarios, with different combinationsof covariate levels.The results is then compared with previous studies on the subject. The most interesting finding isa case study from Finland since Finland allow 76 tonne vehicles since 2013. In the comparison,the model’s significant variables are confirmed, but the significance of precipitation and thenumber of axes for a roads lifetime is also highlighted

Diversos estudos têm demonstrado que a atividade coordenada das células epiteliais com o estroma é fundamental no crescimento e diferenciação em situações fisiológicas e patológicas, inclusive no câncer. Vários relatos acentuam a importância do compartimento estromal nos tumores malignos e indicam fortemente que interações contínuas entre o carcinoma e as células estromais (resultando em regulamento e modulação recíproca) são condições prévias para desenvolvimento e progressão de carcinomas. Comparativamente, pouca informação está disponível sobre as características e o papel do estroma durante o processo carcinogênico e a maioria dos dados são baseados em estudos isolados. Nos animais tratados com o carcinógeno Dimetilhidrazina foi identificado na mucosa colônica o aparececimento de “Focos de Estroma Ativado” (FEA) que diferem do foco inflamatório esporádico encontrado na mucosa normal dos animais controles devido à imuno-expressão aumentada de células CD34, CD68, α-actina de músculo liso (ASMA), COX-2 positivas e densidade microvascular. Além disso, o FEA cercou um número aumentado de criptas colônicas em fissão que freqüentemente apresentavam células epiteliais com núcleos hipercromáticos. Este último achado pode sugerir correlação entre as alterações estromais e epiteliais dentro dos FEA. Embora esses achados sejam novos, são consistentes com observações prévias que o estroma tem um papel significante na carcinogênese. Juntamente com dados da literatura, este trabalho sugere que, no cólon, a “field cancerization” epitelial pode ser acompanhada através de alterações estromais e isto pode apontar novos marcadores de transformação neoplásica. / There has been considerable that the activity of epithelial cells with their stroma is fundamental in controlling growth and differentiation in normal and pathological situations, including cancer. A number of reports stress the importance of the stromal compartment in malignant tumors and strongly indicate that continuous interactions between the carcinoma and stromal cells (resulting in their reciprocal regulation and modulation) are prerequisites for carcinoma development and progression. Comparatively, less information is available about the features and role of the stroma for the carcinogenic process. In animals treated with the carcinogen Dimethyl-hydrazine we identified the appearing of mucosal “Activated Stromal Foci” (ASF) that differ from the sporadic inflammatory foci found in the normal mucosa of the control animals because of the presence of increased immune-expression of CD34, CD68, α-smooth muscle actin (ASMA), COX-2 positive cells and microvessel density. Furthermore, the ASF surrounded a increased number of colonic crypts in fission when compared to areas of normal stroma. This last finding suggests that stromal activation and epithelial changes may be correlated. These findings are novel but expected and consistent with previous observations that the stroma has a significant role in carcinogenesis. Taken together with literature data, our findings suggest that in the colon, the epithelial field cancerization may be accompanied by stromal changes and this may point to the finding of new markers of neoplastic transformation.

Dans cette thèse, on étudie le comportement asymptotique de modèles de boules aléatoires engendrées selon différents processus ponctuels, après leur avoir appliqué un changement d’échelle qui peut être vu comme un dézoom. Des théorèmes limites existent pour des processus de Poisson et on généralise ces résultats en considérant tout d’abord des boules engendrées par des processus déterminantaux, qui induisent de la répulsion entre les points. Cela permet de modéliser de nombreux phénomènes, comme par exemple la répartition des arbres dans une forêt. On s’intéresse ensuite à un cas particulier des processus de Cox, les processus shot-noise, qui présentent des amas de points, modélisant notamment la présence de corpuscules dans des nano-composites. / In this thesis, we study the asymptotic behavior of random balls models generated by different point processes, after performing a zoom-out on the model. Limit theorems already exist for Poissonian random balls and we generalize the existing results first by studying determinantal random balls models, which induce repulsion between the centers of the balls. It models many phenomena, for example the distribution of trees in a forest. We are then interested in a particular case of Cox processes, the shot-noise Cox processes, which exhibit clusters, modeling the presence of corpuscles in nano composites.

本研究主要以Cox 迴歸模型為主軸，以1995年7月1日至1999年5月7日公務人員退撫基金成員:公務人員及教育人員為研究對象，分析影響基金成員各項脫退的個別變數，並量化所擇取之變數的影響，以估計各個基金成員的脫退率。同時針對現有基金成員，評估退撫基金短期現金支出並分析之。實證結果發現：藉由Cox迴歸模型之分析可知，相異的脫退因素，被不同的迴歸變數所影響著，且各個變數對各項脫退的影響程度亦存在著差異。短期現金支出的評估結果顯示，各項給付支出，以退休給付的支出佔最大的比例，次為資遣、死亡及離職給付。而人數比例較少的教育人員，其脫退給付支出金額，高於公務人員之給付支出。 略 / Cox regression model is proposed in this study to investigate the demographic factors (i.e., gender, age, seniority, salary scale and the entry date) that influence the turnover pattern of the plan members. This research has focused on the government employees and public school teachers in Taiwan Public Employees Retirement System (Tai-PERS). Quantitative analyses on turnover are performed through monitoring and selecting the significant factors in Cox regression model. Finally based on the current members in Tai-PERS, the short-term cash outflow is projected. Based on the empirical results, different causes of turnover (i.e., death, withdrawal, layoff and retirernent) are influenced by the selected factors. Significant differences have been found within the various causes of decrements. Result from the short-term cash outflow shows that the payment due to retirement has the largest proportion. Then follows the payment amount due to payoff, death and withdrawal if we rank them in order. In additions, the total payments of the public school teachers are larger than those of the government employees, while the plan members of the public school teachers are comparatively less.

可轉換公司債為複合式證券，除了具有債券性質外，並給予持有者於債券流通期間內行使轉換為股票之權利。以存活分析方法探討可轉債之研究尚屬少見，本論文乃以台灣上市櫃公司發行之5年期可轉債為研究資料，先整理出與公司經營有關的變數，再分別以Cox模式與再發事件之兩種邊際模型(marginal model)：A-G (Anderson-Gill) 模式、PWP-TT (Prentice-Williams-Petersen)模式為研究分析方法，探討可轉債之流通時間及大量交易時間的問題。本論文並將可轉債分類為債券類型、混合類型和權益類型，且由於不同類型可轉債之流通時間有所差異，因此以其為分層條件加入模式中進行分析。研究結果發現，資產總額、總負債率、TCRI評等及董監持股率等變數，具有顯著解釋可轉債流通時間的能力，可見公司財務負債狀況與穩定性與流通期間有關；而最高差價(當月最高股價與轉換價之相對差價)、長期負債率、總負債率及股價報酬率等變數，則可顯著解釋大量交易的發生時間，表示公司財務負債狀況與股價利潤差與大量交易發生之快慢有關，其中資產總額、最高差價、TCRI評等及股價報酬率之係數均顯著為正，長期負債率、總負債率及董監持股率之係數則顯著為負。由於平均表現之存活曲線與經驗存活曲線相當接近，以Kolmogorov-Smirnov檢定多無顯著差異，顯示這些模式有不錯的配適能力；至於對個別公司估計出之存活曲線，則或有與經驗存活曲線相差較多的現象，顯示所建立的模式可對個別公司提供可轉債即將結束流通或發生大量交易之預警。 / Convertible bonds are hybrid securities that possess the properties of bonds and the right to convert bonds into shocks. Few articles employed survival analysis to analyze the characteristics of convertible bonds. To investigate the effects of the issuer’s financial information to the duration of circulation and the timing of the massive trading about convertible bonds, Taiwan’s 5-year convertible bonds were collected, and three methods of survival analysis were employed：Cox model、A-G (Anderson-Gill) model and PWP-TT(Prentice-Williams-Petersen) model. We classified convertible bonds as debt-like, equity-like, and hedge-like, and then make the classification as a stratification condition later. In summary, total Assets, total debt ratio, TCRI, and the proportion of holding share in supervisors and directors are significant variables on circulation period of convertible bonds. Apparently, the extent of debt and financial stability of issuers have significant effects on circulation period; the difference between stock price and conversion price, long-term debt ratio, total debt ratio and stock return rate contribute significantly on the timing of massive trading of convertible bonds. While the extent of debt and the return of stock hasten the hazard of the timing of massive trading. Furthermore, there are no significant differences between the survival curves evaluated at the average performance levels and the corresponding empirical survival curves, according to the results of Kolmogorov-Smirnov test. However, the differences between individual survival probabilities and overall empirical survival probabilities might be large, which indicates that the models incorporate companies’ performance overtime may provide a warning message for the termination of circulation or the timing of massive trading for a particular convertible bond.

Credit risk measurement and management has great importance in credit market. Credit derivative products are the major hedging instruments in this market and credit default swap contracts (CDSs) are the most common type of these instruments. As observed in credit crunch (credit crisis) that has started from the United States and expanded all over the world, especially crisis of Iceland, CDS premiums (prices) are better indicative of credit risk than credit ratings. Therefore, CDSs are important indicators for credit risk of an obligor and thus these products should be understood by market participants well enough. In this thesis, initially, advanced credit risk models firsts, the structural (firm value) models, Merton Model and Black-Cox constant barrier model, and the intensity-based (reduced-form) models, Jarrow-Turnbull and Cox models, are studied. For each credit risk model studied, survival probabilities are calculated. After explaining the basic structure of a single name CDS contract, by the help of the general pricing formula of CDS that result from the equality of in and out cash flows of these contracts, CDS price for each structural models (Merton model and Black-Cox constant barrier model) and CDS price for general type of intensity based models are obtained. Before the conclusion, default intensities are obtained from the distribution functions of default under two basic structural models / Merton and Black-Cox constant barrier. Finally, we conclude our work with some inferences and proposals.

The safety of the food supply in the United States has become an issue of prominence in the minds of ordinary Americans. Several government agencies, including the United States Department of Agriculture and the Food and Drug Administration, are charged with the responsibility of preserving the safety of the food supply. Food is withdrawn from the market in a product recall when tainted or mislabeled and has the potential to harm the consumer in some manner. This research examines recall events issued by firms over the period of January, 2000 through October, 2009 in the United States. Utilizing economic and management theory to establish predictions, this study employs the Cox proportional hazard regression model to analyze the effects of firm size and branding on the risk of recall recurrence. The size of the firm was measured in both billions of dollars of sales and in thousands of employees. Branding by the firm was measured as a binary variable that expressed if a firm had a brand and as a count of the number of brands within a firm. This study also provides a descriptive statistical analysis and several findings based on the recall data specifically relating to annual occurrences, geographical locations of the firms involved, types of products recalled, and reasons for recall. We hypothesized that the increasing firm size would be associated with increased relative risk of a recall event while branding and an increasing portfolio of brands would be associated with decreased relative risk of a recall event. However, it was found that increased firm size and branding by the firm are associated with an increased risk of recall occurrence. The results of this research can have implications on food safety standards in both the public and private sectors.

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

L’objectif principal de cette thèse est de développer des méthodologies statistiques adaptées au traitement de données issues de processus stochastiques et plus précisément de processus de Cox.Les problématiques étudiées dans cette thèse sont issues des trois domaines statistiques suivants : les tests non paramétriques, l’estimation non paramétrique à noyaux et l’estimation minimax.Dans un premier temps, nous proposons, dans un cadre fonctionnel, des statistiques de test pour détecter la nature Poissonienne d’un processus de Cox.Nous étudions ensuite le problème de l’estimation minimax de la régression sur un processus de Poisson ponctuel. En se basant sur la décomposition en chaos d’Itô, nous obtenons des vitesses comparables à celles atteintes pour le cas de la régression Lipschitz en dimension finie.Enfin, dans le dernier chapitre de cette thèse, nous présentons un estimateur non-paramétrique de l’intensité d’un processus de Cox lorsque celle-ci est une fonction déterministe d’un co-processus. / The main purpose of this thesis is to develop statistical methodologies for stochastic processes data and more precisely Cox process data.The problems considered arise from three different contexts: nonparametric tests, nonparametric kernel estimation and minimax estimation.We first study the statistical test problem of detecting wether a Cox process is Poisson or not.Then, we introduce a semiparametric estimate of the regression over a Poisson point process. Using Itô’s famous chaos expansion for Poisson functionals, we derive asymptotic minimax properties of our estimator.Finally, we introduce a nonparametric estimate of the intensity of a Cox process whenever it is a deterministic function of a known coprocess.

Piptadenia stipulacea belongs to the Fabaceae family,and is widely distributed in the caatinga. This species is commonly known in the Brazilian Northeast as jurema-branca , carcará and rasga-beiço , and is used in folk medicine in inflammation.In this study, we attempted to identify the possible antinociceptive and anti-inflammatory activities of the aqueous phase, the ethyl acetate phase and one flavonoid obtained from aerial parts of Piptadenia stipulacea. Aerial parts of Piptadenia stipulaceawere used and after fractionation, the flavonoid Galetin 3,6-dimethyl ether(FGAL) was obtained of the chloroformic phase of this plant. Experiments were conducted on Swiss mice using the acetic acid-induced writhing test, the hot plate test, the formalin test and zymosan A-induced peritonitis test. To characterize the mechanism(s) responsible for these antinociceptive and anti-inflammatory actions of FGAL, COX inhibitor screening assay kit and test of DPPH was used. The aqueous and ethyl acetate phases (100 mg/kg, p.o.); and the flavonoid FGAL (100 μmol/kg, p.o. or i.p.), reduced the nociception produced by acetic acid, by 49,9 ± 11,2, 54,6 ± 5,3, 39,0 ± 6,8 and64,8% ± 8,1, respectively. As FGAL have greater antinociceptive activity when administered intraperitoneally compared to oral route, we chose this route you follow up the study with FGAL. The ethyl acetate phase (100 mg/kg, p.o.) reduced nociception in the hot plate, indicating that this fraction exhibited central activity. The ethyl acetate phase (100 mg/kg, p.o.) reduced the formalin effects in both phases by 40,2± 10,3 and59,9% ± 6,5, respectively. Treatment with the aqueous phase (100 mg/kg, p.o.) and FGAL (100_mol/kg, i.p.) only protected the second phase by 78,5± 5,5 and 64,0% ± 8,0, respectively. In addition, it was observed in the zymosan A-induced peritonitis test that the aqueous phase, the ethyl acetate phase and FGAL exhibited anti-inflammatory activity, reducing significantly the number of recruit cells by 35,8 ± 4,9, 37,7 ± 6,2 and 31,3% ± 13,3, respectively. Moreover, FGAL at 0,2μM was able to inhibit COX-1 (79,5% ± 0,6) and COX-2 (56,0% ± 3,8), with an inhibition profile similar to indomethacin in the same concentration (93.0 ±2.6and79.0±1.5%, respectively), showinginhibitionofCOX-1 in greaterproportionthanCOX-2. Furthermore, indomethacin was more effective, both COX-1 andCOX-2 when compared to FGAL. In the test of DPPH, FGAL showed high radical scavenging activity. These results infer that the aqueous phase, the ethyl acetate phase and FGAL obtained from aerial parts of Piptadeniastipulacea are able to modulate the peripheral nociception and acute inflammatory response. TheflavonoidFGALinhibitCOX-1 andCOX-2, probably for its ability to scavenge free radicals, this being one of its mechanism of action in nociception and inflammation. Moreover, the results corroborate the popular use of Piptadenia stipulacea by their anti-inflammatory property. / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Piptadenia stipulacea,pertence à família Fabaceae, é amplamente distribuída na caatinga. Esta espécie é conhecida no Nordeste brasileiro como jurema-branca, carcará e rasga-beiço, sendo utilizada na medicina popular para tratar inflamação. Neste trabalho, buscou-se investigar a atividade antinociceptiva e anti-inflamatória da fase aquosa, fase acetato de etila e de um flavonoide isolado das partes aéreas de Piptadenia stipulacea. As partes aéreas de Piptadenia stipulacea foram usadas para o fracionamento e, posteriormente o flavonóide galetina 3,6-dimetil éter(FGAL)foi obtido da fase clorofórmica da planta. Experimentos foram realizados em camundongos Swiss usando o modelo de contorções abdominais induzidas por ácido acético, ensaio da placa quente, teste de formalina e peritonite induzida por zymosan A. Para caracterizar o mecanismo de ação de FGAL responsável por sua ação antinociceptiva, o ensaio de inibição de cicloxigenase (COX) in vitro e a análise da atividade sequestrante radicalar através do método fotocolorimétrico de consumo de 2,2-difenil-1-picrihidrazila(DPPH) foram utilizados. As fases aquosa e acetato de etila(100 mg/kg, v.o.); e o flavonoide FGAL (100 μmol/kg, v.o. ou i.p.) reduziram a nocicepção produzida por ácido acético, na proporção de 49,9 ± 11,2, 54,6 ± 5,3, 39,0 ± 6,8 e 64,8% ± 8,1, respectivamente.Por FGAL apresentar maior atividade antinociceptiva ao ser administrado pela via intraperitoneal quando comparado com a via oral, escolheu-se essa via para dar sequência ao estudo com FGAL. Posteriormente, verificou-se também a inibição da nocicepção no ensaio de placa quente através do tratamento com a fase acetato de etila (v.o., 100 mg/kg), indicando que esta fase apresenta atividade central. A fase acetato de etila (v.o., 100 mg/kg) reduziu a nocicepção gerada pela aplicação de formalina em ambas as fases do teste, apresentando porcentagem de inibição de 40,2 ± 10,3e 59,9% ± 6,5, respectivamente. O tratamento com a fase aquosa (100 mg/kg, v.o.) e FGAL (100 μmol/kg, i.p.) apenas se mostraram ativos na segunda fase do teste de formalina na proporção de 72,6± 5,5 e 66,0% ± 8,0, respectivamente. Além disso, as fases aquosa (100 mg/kg, v.o.), acetato deetila (100 mg/kg, v.o.) e FGAL (100 μmol/kg, i.p.) tambémapresentaram efeito anti-inflamatório significante quando comparadas ao grupo controle, apresentando porcentagem de inibição de recrutamento celular na peritonite induzida por zymosan A de 35,8 ± 4,9, 37,7 ± 6,2 e 31,3% ± 13,3, respectivamente.FGAL, na concentração de 0,2 μM inibiu COX-1 (79,5% ± 0,6) e COX-2 (56,0% ± 3,8), com um perfil de inibição similar ao observado para indometacina na mesma concentração (93,0 ± 2,6 e 79,0% ± 1,5, respectivamente), apresentando inibição de COX-1 em maior proporção do que COX-2. Além disso, indometacina inibiu de forma mais eficaz, tanto COX-1 como COX-2 quando comparado a FGAL. No teste de2,2-difenil-1-picriidrazila(DPPH), FGAL, na concentração de 0,3 mM, mostrou alta atividade sequestrante radicalar. Estes resultados inferem que a fase aquosa, a fase acetato e FGAL obtidos das partes aéreas de Piptadenia stipulacea são capazes de modular a antinocicepção e a resposta inflamatória aguda.O flavonoide FGAL inibe COX-1 e COX-2, provavelmente por sua capacidade de sequestrar radicais livres, sendo este um dos seus mecanismos de ação na nocicepção e inflamação. Além disso, os resultados encontrados corroboram com o uso popular de Piptadenia stipulacea por suas propriedade anti-inflamatória.