Uno de los elementos más importantes de las maquinas trituradoras industriales que existen, son los ejes. Una falla de estos elementos, involucra un elevado costo, no solo por el costo del elemento en sí mismo, sino también, porque al fallar dicho elemento, puede parar toda una línea de producción por varias horas e incluso hasta días y en trabajos como operación de procesos industriales, dichas paradas no programadas representan grandes pérdidas económicas. La presente tesis tiene como objetivo, estimar la vida útil del eje de accionamiento de una trituradora de impacto por medio del análisis de falla por fatiga ante la presencia de una fisura. Se pretende calcular las tensiones y la vida a fatiga a las que está sometido el eje, donde se acompaña los métodos analíticos con el estudio a través del software solidworks simulation, basado en el método de los elementos finitos (MEF). Por lo tanto, este proyecto consta de dos partes; en la primera parte tiene a estudiar las características de funcionamiento del eje al soportar una determinada carga, para lo cual se realiza un estudio analítico utilizando el método de Gerber. En segundo lugar, se realiza el estudio de falla a fatiga con solidworks para comparar los resultados que se obtienen con los conseguidos en el estudio analítico, en donde se puede comprobar la fiabilidad de los resultados. Finalmente se determina que la vida útil del eje es de 64.36 x 108 ciclos.

Ce mémoire analyse les stratégies employées par Verónica Gerber Bicecci dans son livre La Compañía (La Compagnie, 2019) afin de susciter une réflexion sur l’extractivisme minier au Mexique. La Compañía alerte le lecteur sur les conséquences négatives de considérer la nature, et tout ce qui s’y rapporte, comme passif ou inerte. Cette vision réductrice justifie la surexploitation des biens naturels, qui épuise les écosystèmes dont l’humain dépend en tant qu’espèce, tout en ignorant l’agentivité non humaine, ce qui s’avère problématique lorsqu’il s’agit d’extraire et de manipuler des substances toxiques telles que le mercure. La Compañía, une réécriture de la nouvelle d’Amparo Dávila « El huésped » (1959), réunit des archives textuelles et visuelles pour raconter l’histoire de Nuevo Mercurio (Zacatecas), une ville minière abandonnée. Le livre dépeint une compagnie minière comme un monstre afin de rendre visible le danger qu’elle représente pour les personnes et l’environnement, et présente les réponses inquiétantes de ses victimes, les femmes et la nature, à la violence extractiviste. Entendue en son sens le plus large, la matière passe de la catégorie d’objet à celle de sujet et devient un acteur, faisant apparaître la possibilité de conceptualiser des formes non humaines de résistance à l’extractivisme minier. Une lecture écogothique de La Compañía montre que ces réponses, qui n’ont pas été abordées dans les récits miniers de type réaliste social, exposent les fondements idéologiques du capitalisme extractif. / This research analyses the strategies employed by Verónica Gerber Bicecci in her book La Compañía (The Company, 2019) to raise questions about extractivism in Mexico. La Compañía alerts readers to the negative consequences of viewing nature, and everything related to it, as passive or inert. This reductive vision justifies the overexploitation of natural resources, thereby depleting the ecosystems on which the humans depend as a species, while ignoring non-human agency, which proves problematic when it comes to the extraction and handling of toxic substances such as mercury. La Compañía, a rewriting of Amparo Dávila’s short story “El huésped” (1959), brings together textual and visual archives to tell the story of Nuevo Mercurio (Zacatecas), an abandoned mining town. The book depicts a mining company as a monster to make visible the danger it poses to people and the environment, and presents the disturbing responses of its victims, women and nature, to extractivist violence. The author conceptualizes non-human forms of resistance to extractivism through the agency of matter in its broadest sense, which no longer belongs to the category of object, but instead becomes a subject. An ecogothic reading of La Compañía shows that these responses, which have not been addressed in social realist mining narratives, expose the ideological foundations of extractive capitalism. / Esta investigación analiza las estrategias empleadas por Verónica Gerber Bicecci en su libro La Compañía (2019) para suscitar una reflexión sobre el extractivismo minero en México. La Compañía alerta al lector sobre las consecuencias negativas de considerar la naturaleza, y todo lo relacionado con ella, como pasivo o inerte. Esta visión reductora justifica la sobreexplotación de los bienes naturales, que agota los ecosistemas de los que dependen los humanos como especie, al tiempo que ignora la agencia no-humana, lo cual resulta problemático cuando se trata de extraer y manipular sustancias tóxicas como el mercurio. La Compañía, una reescritura del cuento “El huésped” (1959) de Amparo Dávila, reúne archivos textuales y visuales para contar la historia de Nuevo Mercurio (Zacatecas), un pueblo minero abandonado. El libro retrata una empresa minera como un monstruo para hacer visible el peligro que supone para las personas y el medioambiente, y presenta las respuestas inquietantes de sus víctimas, las mujeres y la naturaleza, a la violencia extractivista. Entendida en su sentido más amplio, la materia pasa de la categoría de objeto a la de sujeto y se convierte en actor, lo que posibilita conceptualizar formas no humanas de resistencia al extractivismo minero. Una lectura ecogótica de La Compañía muestra que estas respuestas, que no se han abordado en las narrativas mineras de tipo realista social, exponen los fundamentos ideológicos del capitalismo extractivo.

This project involves a failure analysis of the internal structural collapse that occurred in World Trade Center 5 (WTC 5) due to fire exposure alone on September 11, 2001. It is hypothesized that the steel column-tree assembly failed during the heating phase of the fire. The results of this research have serious and far-reaching implications, for this method of construction is utilized in approximately 20,000 existing buildings and continues to be very popular. Catastrophic failure during the heating phase of a fire would endanger the lives of firefighters and building occupants undergoing extended egress times (e.g., high-rise buildings), or relying upon defend-in-place strategies (e.g., hospitals). Computer software was used to reconstruct the fire event and predict the structural performance of the assembly when exposed to the fire. Results from a finite element, thermal-stress model confirms this hypothesis, for it is concluded that the catastrophic, progressive structural collapse occurred approximately 2 hours into the fire exposure.

The aim of this thesis is to develop algorithmic methods for computing particular performance measures of interest for a general class of discrete-based insurance risk models. We build upon and generalize the insurance risk models considered by Drekic and Mera (2011) and Alfa and Drekic (2007), by incorporating a threshold-based dividend system in which dividends only get paid provided some period of good financial health is sustained above a pre-specified threshold level. We employ two fundamental methods for calculating the performance measures under the more general framework. The first method adopts the matrix-analytic approach originally used by Alfa and Drekic (2007) to calculate various ruin-related probabilities of interest such as the trivariate distribution of the time of ruin, the surplus prior to ruin, and the deficit at ruin. Specifically, we begin by introducing a particular trivariate Markov process and then expressing its transition probability matrix in a block-matrix form. From this characterization, we next identify an initial probability vector for the process, from which certain important conditional probability vectors are defined. For these vectors to be computed efficiently, we derive recursive expressions for each of them. Subsequently, using these probability vectors, we derive expressions which enable the calculation of conditional ruin probabilities and, from which, their unconditional counterparts naturally follow. The second method used involves the first claim conditioning approach (i.e., condition on knowing the time the first claim occurs and its size) employed in many ruin theoretic articles including Drekic and Mera (2011). We derive expressions for the finite-ruin time based Gerber-Shiu function as well as the moments of the total dividends paid by a finite time horizon or before ruin occurs, whichever happens first. It turns out that both functions can be expressed in elegant, albeit long, recursive formulas. With the algorithmic derivations obtained from the two fundamental methods, we next focus on computational aspects of the model class by comparing six different types of models belonging to this class and providing numerical calculations for several parametric examples, highlighting the robustness and versatility of our model class. Finally, we identify several potential areas for future research and possible ways to optimize numerical calculations.

The aim of this thesis is to develop algorithmic methods for computing particular performance measures of interest for a general class of discrete-based insurance risk models. We build upon and generalize the insurance risk models considered by Drekic and Mera (2011) and Alfa and Drekic (2007), by incorporating a threshold-based dividend system in which dividends only get paid provided some period of good financial health is sustained above a pre-specified threshold level. We employ two fundamental methods for calculating the performance measures under the more general framework. The first method adopts the matrix-analytic approach originally used by Alfa and Drekic (2007) to calculate various ruin-related probabilities of interest such as the trivariate distribution of the time of ruin, the surplus prior to ruin, and the deficit at ruin. Specifically, we begin by introducing a particular trivariate Markov process and then expressing its transition probability matrix in a block-matrix form. From this characterization, we next identify an initial probability vector for the process, from which certain important conditional probability vectors are defined. For these vectors to be computed efficiently, we derive recursive expressions for each of them. Subsequently, using these probability vectors, we derive expressions which enable the calculation of conditional ruin probabilities and, from which, their unconditional counterparts naturally follow. The second method used involves the first claim conditioning approach (i.e., condition on knowing the time the first claim occurs and its size) employed in many ruin theoretic articles including Drekic and Mera (2011). We derive expressions for the finite-ruin time based Gerber-Shiu function as well as the moments of the total dividends paid by a finite time horizon or before ruin occurs, whichever happens first. It turns out that both functions can be expressed in elegant, albeit long, recursive formulas. With the algorithmic derivations obtained from the two fundamental methods, we next focus on computational aspects of the model class by comparing six different types of models belonging to this class and providing numerical calculations for several parametric examples, highlighting the robustness and versatility of our model class. Finally, we identify several potential areas for future research and possible ways to optimize numerical calculations.

Thesis (M.S.W.)--Smith College School for Social Work, Northampton, Mass., 2009. / Includes bibliographical references (p. 70-72).

Cette thèse est principalement constituée de trois articles traitant des processus markoviens additifs, des processus de Lévy et d'applications en finance et en assurance. Le premier chapitre est une introduction aux processus markoviens additifs (PMA), et une présentation du problème de ruine et de notions fondamentales des mathématiques financières. Le deuxième chapitre est essentiellement l'article "Lévy Systems and the Time Value of Ruin for Markov Additive Processes" écrit en collaboration avec Manuel Morales et publié dans la revue European Actuarial Journal. Cet article étudie le problème de ruine pour un processus de risque markovien additif. Une identification de systèmes de Lévy est obtenue et utilisée pour donner une expression de l'espérance de la fonction de pénalité actualisée lorsque le PMA est un processus de Lévy avec changement de régimes. Celle-ci est une généralisation des résultats existant dans la littérature pour les processus de risque de Lévy et les processus de risque markoviens additifs avec sauts "phase-type". Le troisième chapitre contient l'article "On a Generalization of the Expected Discounted Penalty Function to Include Deficits at and Beyond Ruin" qui est soumis pour publication. Cet article présente une extension de l'espérance de la fonction de pénalité actualisée pour un processus subordinateur de risque perturbé par un mouvement brownien. Cette extension contient une série de fonctions escomptée éspérée des minima successives dus aux sauts du processus de risque après la ruine. Celle-ci a des applications importantes en gestion de risque et est utilisée pour déterminer la valeur espérée du capital d'injection actualisé. Finallement, le quatrième chapitre contient l'article "The Minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model" écrit en collaboration avec Romuald Hervé Momeya et publié dans la revue Asia-Pacific Financial Market. Cet article présente de nouveaux résultats en lien avec le problème de l'incomplétude dans un marché financier où le processus de prix de l'actif risqué est décrit par un modèle exponentiel markovien additif. Ces résultats consistent à charactériser la mesure martingale satisfaisant le critère de l'entropie. Cette mesure est utilisée pour calculer le prix d'une option, ainsi que des portefeuilles de couverture dans un modèle exponentiel de Lévy avec changement de régimes. / This thesis consists mainly of three papers concerned with Markov additive processes, Lévy processes and applications on finance and insurance. The first chapter is an introduction to Markov additive processes (MAP) and a presentation of the ruin problem and basic topics of Mathematical Finance. The second chapter contains the paper "Lévy Systems and the Time Value of Ruin for Markov Additive Processes" written with Manuel Morales and that is published in the European Actuarial Journal. This paper studies the ruin problem for a Markov additive risk process. An expression of the expected discounted penalty function is obtained via identification of the Lévy systems. The third chapter contains the paper "On a Generalization of the Expected Discounted Penalty Function to Include Deficits at and Beyond Ruin" that is submitted for publication. This paper presents an extension of the expected discounted penalty function in a setting involving aggregate claims modelled by a subordinator, and Brownian perturbation. This extension involves a sequence of expected discounted functions of successive minima reached by a jump of the risk process after ruin. It has important applications in risk management and in particular, it is used to compute the expected discounted value of capital injection. Finally, the fourth chapter contains the paper "The Minimal Entropy Martingale Measure (MEMM) for a Markov-Modulated Exponential" written with Romuald Hérvé Momeya and that is published in the journal Asia Pacific Financial Market. It presents new results related to the incompleteness problem in a financial market, where the risky asset is driven by Markov additive exponential model. These results characterize the martingale measure satisfying the entropy criterion. This measure is used to compute the price of the option and the portfolio of hedging in an exponential Markov-modulated Lévy model.

No description available.

As ruin theory evolves in recent years, there has been a variety of quantities pertaining to an insurer's bankruptcy at the centre of focus in the literature. Despite the fact that these quantities are distinct from each other, it was brought to our attention that many solution methods apply to nearly all ruin-related quantities. Such a peculiar similarity among their solution methods inspired us to search for a general form that reconciles those seemingly different ruin-related quantities. The stochastic approach proposed in the thesis addresses such issues and contributes to the current literature in three major directions. (1) It provides a new function that unifies many existing ruin-related quantities and that produces more new quantities of potential use in both practice and academia. (2) It applies generally to a vast majority of risk processes and permits the consideration of combined effects of investment strategies, policy modifications, etc, which were either impossible or difficult tasks using traditional approaches. (3) It gives a shortcut to the derivation of intermediate solution equations. In addition to the efficiency, the new approach also leads to a standardized procedure to cope with various situations. The thesis covers a wide range of ruin-related and financial topics while developing the unifying stochastic approach. Not only does it attempt to provide insights into the unification of quantities in ruin theory, the thesis also seeks to extend its applications in other related areas.

As ruin theory evolves in recent years, there has been a variety of quantities pertaining to an insurer's bankruptcy at the centre of focus in the literature. Despite the fact that these quantities are distinct from each other, it was brought to our attention that many solution methods apply to nearly all ruin-related quantities. Such a peculiar similarity among their solution methods inspired us to search for a general form that reconciles those seemingly different ruin-related quantities. The stochastic approach proposed in the thesis addresses such issues and contributes to the current literature in three major directions. (1) It provides a new function that unifies many existing ruin-related quantities and that produces more new quantities of potential use in both practice and academia. (2) It applies generally to a vast majority of risk processes and permits the consideration of combined effects of investment strategies, policy modifications, etc, which were either impossible or difficult tasks using traditional approaches. (3) It gives a shortcut to the derivation of intermediate solution equations. In addition to the efficiency, the new approach also leads to a standardized procedure to cope with various situations. The thesis covers a wide range of ruin-related and financial topics while developing the unifying stochastic approach. Not only does it attempt to provide insights into the unification of quantities in ruin theory, the thesis also seeks to extend its applications in other related areas.