Student Number : 0008922X - MPH research report - Faculty of Health Sciences / The use of the mobile clinics for rendering health care services in South Africa is part of the services rendered according to the Primary Health Care Service Package that was officially published in 2001. Mobile clinics have been found to be instrumental in rendering of health care especially in the rural and semi- rural areas. In the majority of these areas, the mobile clinic is the only source of health care provision at community level. Lack of well developed infrastructure and poor roads contribute to inaccessibility of health care services in rural and semi-rural areas. Health programmes are often of poor quality or offer incomplete services. Factors such as lack of knowledge of available health care services, satisfaction with the quality and range of services provided, and unavailability of the mobile clinic service when there is a health need, can result in the mobile health care clinic being less utilized. The purpose of the study was to address the following question: What are mobile clinic users’ opinions on health care service provision in the Muldersdrift area Gauteng Province? To answer the question three research objectives were formulated. These were to: describe the mobile clinic users’ level of service utilization, to assess their level of knowledge of available health care services and to determine their level of satisfaction with the services provided. To achieve the study objectives, an exploratory, descriptive survey was used as the research design. Three sampling techniques were used in this study. Cluster sampling was used for developing sampling framework for the 35 mobile points. Stratified sampling used to stratification of the mobile points. A non- probability convenience sampling was then used for final selection of the nine mobile clinic points and for selection of a sample size of 94 mobile clinic users’ to be included in the study. Data were analysed using the Statistical Package 7.0. The results show that the mobile clinic service was optimally utilized, 59% had used the service more than thrice within a period of six months. The majority of participants (89.3%) had knowledge of all the services being offered on the mobile clinic. Very few respondents (19.5%) were aware of the availability of HIV and AIDS counseling and testing on the mobile clinic. All most all the respondents (98.9%) were satisfied the range of services offered on the mobile clinic. Almost half (48.9%) were not satisfied with the service being offered once a month, (4.4%) with the attitude of the staff, (5.3%) with treatment of common ailments and (2%) said the mobile clinic service was bad.

Esta dissertação revisa a literatura acadêmica existente sobre a teoria de opções utilizando os modelos de precificação com saltos. Os conceitos foram equalizados, a nomenclatura foi padronizada, sendo gerado um material de referência sobre o assunto. O pressuposto de lognormalidade com volatilidade constante não é aceito pelo mercado financeiro. É freqüente, no meio acadêmico, a busca de modelos que reproduzam os fenômenos observados de leptocurtose ou assimetria dos log-retornos financeiros e que possuam a mesma robustez e facilidade para manipulação analítica do consagrado modelo de Black-Scholes. Os modelos com saltos são uma alternativa para esse problema. Avaliou-se o modelo de Kou no mercado acionário brasileiro composto por um componente de difusão que segue um movimento browniano geométrico e um componente de saltos que segue um processo de Poisson com intensidade do salto descrito por uma distribuição duplamente exponencial. A simulação histórica do modelo aponta, em geral, uma superioridade preditiva do modelo, porém as dificuldades de calibração dos parâmetros e de hedge em mercados incompletos são as principais deficiências para o uso dos modelos com saltos. / This master dissertation reviews the academic literature about option pricing and hedging with jumps. The theory was equalized and the notation was standardized, becoming this document a reference document about this subject. The log-normality with constant volatility is not accepted by the market. Academics search consistent models with the same analytical capabilities like Black-Scholes? model which can support the observed leptokurtosis or asymmetry of the financial daily log-returns behavior. The jump models are an alternative to these issues. The Kou?s model was evaluated and this one consists of two parts: the first part being continuous and following a geometric Brownian motion and the second being a jump process with its jump intensity defined by a double exponential distribution. The model backtesting showed a better predictive performance of the Kou´s model against other models. However, there are some handicaps regarding to the parameters calibration and hedging.

[pt] Este trabalho desenvolve e estabelece a existência de equilíbrio para um modelo sequencial com dois estágios, mercados financeiros incompletos, risco de crédito e colateral endógeno. No primeiro estágio, ao escolherem o colateral, de acordo com uma regra exogenamente determinada, os agentes emitem ativos personalizados que serão transacionados no segundo estágio, em uma economia Walrasiana com dois períodos. A nossa estrutura permite o surgimento de modelos nos quais os próprios agentes escolhem suas garantias, de forma similar aos modelos já existentes de colateral endógeno. Tais modelos exibem o que podemos chamar de A Maldição do Vencedor, situação na qual o agente escolhe, racionalmente, oferecer colateral nulo, inviabilizando, em equilíbrio, a transação de ativos. Com isso, a economia é jogada para um equilíbrio Pareto inferior no qual não existem mercados financeiros. Ao introduzir uma sequencialidade nas escolhas, conseguimos resolver esse problema, pois os agentes antecipam o efeito da escolha de colateral sobre os payoffs de equilíbrio, escolhendo, racionalmente, colaterais positivos. Assim, conseguimos não somente solucionar uma limitação dos modelos existentes, como ainda, permitir o surgimento de inúmeros sub-modelos através das diversas possibilidades para a regra de escolha na determinação do colateral. / [en] This paper develops and establishes the existence of equilibrium for a sequential model with two stages, incomplete financial markets, credit risk and endogenous collateral. In the first stage, by choosing the collateral, according to a predetermined and exogenously given rule, the agents issue personalized securities that will be traded in the second stage in aWalrasian economy with two periods. Our structure allows for models in which the agents choose their own collateral, similar to the existing endogenous collateral models. Those models exhibit what we might call, The Winner s Curse, a situation in which the agent choose, rationally, to offer no collateral, making asset trading impossible, in equilibrium. The economy is then thrown in a Paretoinferior equilibria in which there are no financial markets. By introducing the agent s choice in a sequential fashion, we avoid such a problem, because the agents anticipate the effects of their collateral choice over the equilibrium payoffs, therefore choosing rationally, positive collateral. That way, we are able, not only to solve a shortcoming of the existing models, but also to allow for a variety of sub-models through the several possible choices for the collateral determining rule.

Submitted by Filipe dos Santos (fsantos@pucsp.br) on 2016-08-16T12:19:26Z No. of bitstreams: 1 Moacyr da Costa Neto.pdf: 1362537 bytes, checksum: 12379c7df64e67d7138cad12bd92c189 (MD5) / Made available in DSpace on 2016-08-16T12:19:26Z (GMT). No. of bitstreams: 1 Moacyr da Costa Neto.pdf: 1362537 bytes, checksum: 12379c7df64e67d7138cad12bd92c189 (MD5) Previous issue date: 2016-03-29 / The penalty clause is a tradition in contracts. In Brazil, there is a consolidated understanding of it as a device that replaces the proposed role of the obligation agreed upon by the compensation required, in case the partners do not meet their obligations. The penalty clause also focuses on the classification of the delay as a way to reinforce the fulfillment of the obligation. In both cases, control of the penalty established will be kept, in order to prevent what could be considered unfair enrichment by the lender. The problem is that the socioeconomic situation, increasingly complex, requires more flexible coordination models which may enable contractors to take care of their interests with freedom and in a responsible way. The possibility presently being discussed is based on the relational contracts, because a certain incommensurability in the equivalence of the exchanges planned for the future is typical of them, and depends fundamentally on the confidence that a party places upon the other. In this situation, failure to perform what has been agreed upon - understood as the prohibition to exploit vulnerabilities -, will make room for punition strictu sensu not connected to indemnification purposes. Such strategy aims to reinforce trust as an indispensable duty, and its objective is to keep the contractual relationship. From an economic perspective, the solution offered, that is, the use of the penalty clause, will be a tool for reducing the transactional costs. / A cláusula penal é um instituto tradicional. Consolidou-se na experiência brasileira sua compreensão como dispositivo que desempenha o papel de proposta de substituição da obrigação avençada pela indenização prefixada, na hipótese de sua inexecução total, ou incide por ocasião da tipificação do atraso, concorrendo com o cumprimento da obrigação. Em ambas as hipóteses, haverá o controle de redução equitativa da multa fixada, evitando-se o enriquecimento sem causa do credor. O problema é que a ordem socioeconômica, cada vez mais multifacetada, exige modelos de coordenação das relações mais flexíveis e que permitam aos contratantes dirigi-los com liberdade e responsabilidade. Essa possibilidade é estudada com base no exemplo dos contratos relacionais, por ser considerado um tipo contratual caracterizado por certa incomensurabilidade na equivalência das trocas projetadas para o futuro, é dependente fundamentalmente da confiança que um contratante deposita no outro. Nesta situação, a inexecução do dever de confiança, compreendido como a proibição de exploração de vulnerabilidades, permitirá a imposição de sanção em sentido estrito, desapegada da finalidade indenizatória. A estratégia é destinada ao reforço dos deveres de confiança e assistida pelo princípio da conservação do vínculo contratual. Numa perspectiva econômica, a solução pensada é responsável por diminuir os custos da transação

Container Line Supply Chain (CLSC), which transports cargo in containers and accounts for approximately 95 percent of world trade, is a dominant way for world cargo transportation due to its high efficiency. However, the operation of a typical CLSC, which may involve as many as 25 different organizations spreading all over the world, is very complex, and at the same time, it is estimated that only 2 percent of imported containers are physically inspected in most countries. The complexity together with insufficient prevention measures makes CLSC vulnerable to many threats, such as cargo theft, smuggling, stowaway, terrorist activity, piracy, etc. Furthermore, as disruptions caused by a security incident in a certain point along a CLSC may also cause disruptions to other organizations involved in the same CLSC, the consequences of security incidents to a CLSC may be severe. Therefore, security analysis becomes essential to ensure smooth operation of CLSC, and more generally, to ensure smooth development of world economy. The literature review shows that research on CLSC security only began recently, especially after the terrorist attack on September 11th, 2001, and most of the research either focuses on developing policies, standards, regulations, etc. to improve CLSC security from a general view or focuses on discussing specific security issues in CLSC in a descriptive and subjective way. There is a lack of research on analytical security analysis to provide specific, feasible and practical assistance for people in governments, organizations and industries to improve CLSC security. Facing the situation mentioned above, this thesis intends to develop a set of analytical models for security analysis in CLSC to provide practical assistance to people in maintaining and improving CLSC security. In addition, through the development of the models, the thesis also intends to provide some methodologies for general risk/security analysis problems under complex and uncertain environment, and for some general complex decision problems under uncertainty. Specifically, the research conducted in the thesis is mainly aimed to answer the following two questions: how to assess security level of a CLSC in an analytical and rational way, and according to the security assessment result, how to develop balanced countermeasures to improve security level of a CLSC under the constraints of limited resources. For security assessment, factors influencing CLSC security as a whole are identified first and then organized into a general hierarchical model according to the relations among the factors. The general model is then refined for security assessment of a port storage area along a CLSC against cargo theft. Further, according to the characteristics of CLSC security analysis, the belief Rule base Inference Methodology using the Evidential Reasoning approach (RIMER) is selected as the tool to assess CLSC security due to its capabilities in accommodating and handling different forms of information with different kinds of uncertainty involved in both the measurement of factors identified and the measurement of relations among the factors. To build a basis of the application of RIMER, a new process is introduced to generate belief degrees in Belief Rule Bases (BRBs), with the aim of reducing bias and inconsistency in the process of the generation. Based on the results of CLSC security assessment, a novel resource allocation model for security improvement is also proposed within the framework of RIMER to optimally improve CLSC security under the constraints of available resources. In addition, it is reflected from the security assessment process that RIMER has its limitations in dealing with different information aggregation patterns identified in the proposed security assessment model, and in dealing with different kinds of incompleteness in CLSC security assessment. Correspondently, under the framework of RIMER, novel methods are proposed to accommodate and handle different information aggregation patterns, as well as different kinds of incompleteness. To validate the models proposed in the thesis, several case studies are conducted using data collected from different ports in both the UK and China. From a methodological point of view, the ideas, process and models proposed in the thesis regarding BRB generation, optimal resource allocation based on security assessment results, information aggregation pattern identification and handling, incomplete information handling can be applied not only for CLSC security analysis, but also for dealing with other risk and security analysis problems and more generally, some complex decision problems. From a practical point of view, the models proposed in the thesis can help people in governments, organizations, and industries related to CLSC develop best practices to ensure secure operation, assess security levels of organizations involved in a CLSC and security level of the whole CLSC, and allocate limited resources to improve security of organizations in CLSC. The potential beneficiaries of the research may include: governmental organizations, international/regional organizations, industrial organizations, classification societies, consulting companies, companies involved in a CLSC, companies with cargo to be shipped, individual researchers in relevant areas etc.

Cette thèse concerne les jeux différentiels à somme nulle et à deux joueurs avec information incomplète. La structure de l'information est liée à un signal que reçoivent les joueurs. Cette information est dite symétrique quand la connaissance du signal est la même pour les deux joueurs (le signal est public), et asymétrique quand les signaux reçus par les joueurs peuvent être différents (le signal est privé).Ces signaux sont révélés au cours du jeu. Dans plusieurs situations de tels jeux, il est montré dans cette thèse, l'existence d'une valeur du jeu et sa caractérisation comme unique solution d'une équation aux dérivées partielles.Un type de structure d'information concerne le cas symétrique où le signal est réduit à la connaissance par les joueurs de l'état du système au moment où celui-ci atteint une cible donnée (les données initiales inconnues sont alors révélées). Pour ce type du jeu, nous avons introduit des stratégies non anticipatives qui dépendent du signal et nous avons obtenu l'existence d'une valeur.Comme les fonctions valeurs sont en général irrégulières (seulement continues), un des points clefs de notre approche est de prouver des résultats d'unicité et des principes de comparaison pour des solutions de viscosité lipschitziennes de nouveaux types d'équation d'Hamilton-Jacobi-Isaacs associées aux jeux étudiés. / In this thesis we investigate two-person zero-sum differential games with incomplete information. The information structure is related to a signal communicated to the players during the game.In such games, the information is symmetric if both players receive the same signal (namely it is a public signal). Otherwise, if the players could receive different signals (i.e. they receive private signals), the information is asymmetric. We prove in this thesis the existence of value and the characterization of the value function by a partial differential equation for various types of such games.A particular type of such information structure is the symmetric case in which the players receive as their signal the current state of the dynamical system at the moment when the state of the dynamic hits a fixed target set (the unknown initial data are then revealed to both players). For this type of games, we introduce the notion of signal-depending non-anticipative strategies with delay and we prove the existence of value with such strategies.As the value functions are in general irregular (at most continuous), a crucial step of our approach is to prove the uniqueness results and the comparison principles for viscosity solutions of new types of Hamilton-Jacobi-Isaacs equation associated to the games studied in this thesis.

Foram medidas correlações angulares entre C- \'ALFA\' nos sistemas \'ANTPOT. 16,18\'O + \'ANTPOT. 27\'Al e \'ANTPOT. 18\'O + \'ANTPOT. 28\'Si nas energias de 64, 56 e 50 MeV. As partículas pesadas (C) foram detetadas em ângulos próximos ao \"ângulo rasante\" do espalhamento. Os comportamentos das seções de choque dos processos de fusão incompleta e fragmentação em função do ângulo e energia são explciados com base em modelos simples de transferência-evaporação (fusão ncompleta) e decaimento sequencial (excitação-fragmentação) do projétil. / Charged particles angular correlations (C - ) were measured for the 16,18O + 27AI and 16 O + 28Si reactions at 64, 56 and 50 MeV bombarding energies. Heavy fragments (C) were detected near grazing angle. The observed energy dependence of incomplete fusion and projectile fragmen­ tation has been fitted to simple models based on a transfer reemission and projectile sequential decay (excitation-fragmentation) pictures.

Neste trabalho, apresentamos um método de simulação Monte Carlo para o cálculo do hedging dinâmico de opções do tipo europeia em mercados multidimensionais do tipo Browniano e livres de arbitragem. Baseado em aproximações martingales de variação limitada para as decomposições de Galtchouk-Kunita-Watanabe, propomos uma metodologia factível e construtiva que nos permite calcular estratégias de hedging puras com respeito a qualquer opção quadrado integrável em mercados completos e incompletos. Uma vantagem da abordagem apresentada aqui é a flexibilidade de aplicação do método para os critérios quadráticos de minimização do risco local e de variância média de forma geral, sem a necessidade de se considerar hipóteses de suavidade para a função payoff. Em particular, a metodologia pode ser aplicada para calcular estratégias de hedging quadráticas multidimensionais para opções que dependem de toda a trajetória dos ativos subjacentes em modelos de volatilidade estocástica e com funções payoff descontínuas. Ilustramos nossa metodologia, fornecendo exemplos numéricos dos cálculos das estratégias de hedging para opções vanilla e opções exóticas que dependem de toda a trajetória dos ativos subjacentes escritas sobre modelos de volatilidade local e modelos de volatilidade estocástica. Ressaltamos que as simulações são baseadas em aproximações para os processos de preços descontados e, para estas aproximações, utilizamos o método numérico de Euler-Maruyama aplicado em uma discretização aleatória simples. Além disso, fornecemos alguns resultados teóricos acerca da convergência desta aproximação para modelos simples em que podemos considerar a condição de Lipschitz e para o modelo de volatilidade estocástica de Heston. / In this work, we present a Monte Carlo simulation method to compute de dynamic hedging of european-type contingent claims in a multidimensional Brownian-type and arbitrage-free market. Based on bounded variation martingale approximations for the Galtchouk-Kunita- Watanabe decomposition, we propose a feasible and constructive methodology which allows us to compute pure hedging strategies with respect to any square-integrable contingent claim in complete and incomplete markets. An advantage of our approach is the exibility of quadratic hedging in full generality without a priori smoothness assumptions on the payoff function. In particular, the methodology can be applied to compute multidimensional quadratic hedgingtype strategies for fully path-dependent options with stochastic volatility and discontinuous payoffs. We illustrate our methodology, providing some numerical examples of the hedging strategies to vanilla and exotic contingent claims written on local volatility and stochastic volatility models. The simulations are based in approximations to the discounted price processes and, for these approximations, we use an Euler-Maruyama-type method applied to a simple random discretization. We also provide some theoretical results about the convergence of this approximation in simple models where the Lipschitz condition is satisfied and the Heston\'s stochastic volatility model.

A rating design is a pre-specified plan for collecting ratings. The best design for a rater-mediated assessment both psychometrically and from the perspective of fairness is a fully-crossed design in which all objects are rated by all raters. An incomplete rating design is one in which all objects are not rated by all raters, instead each object is rated by an assigned subset of raters usually to reduce the time and/or cost of the assessment. Human raters have varying propensities to rate severely or leniently. One method of compensating for rater severity is the many-facets Rasch model (MFRM). However, unless the incomplete rating design used to gather the ratings is appropriately linked, the results of the MFRM analysis may not be on the same scale and therefore may not be fairly compared. Given non-trivial numbers of raters and/or objects to rate, there are numerous possible incomplete designs with various levels of linkage. The literature provides little guidance on the extent to which differently linked rating designs might affect the results of a MFRM analysis. Eighty different subsets of data were extracted from a pre-existing fully-crossed rating data set originally gathered from 24 essays rated by eight raters. These subsets represented 20 different incomplete rating designs and four specific assignments of raters to essays. The subsets of rating data were analyzed in Facets software to investigate the effects of incomplete rating designs on the MFRM results. The design attributes related to linkage that were varied in the incomplete designs include (a) rater coverage: the number of raters-per-essay, (b) repetition-size: the number of essays rated in one repetition of the sub-design pattern, (c) design structure: the linking network structure of the incomplete design, and (d) rater order: the specific assignments of raters to essays. A number of plots and graphs were used to visualize the incomplete designs and the rating results. Several measures including the observed and fair averages for raters and essays from the 80 MFRM analyses were compared against the fair averages for the fully-crossed design. Results varied widely depending on different combinations of design attributes and rater orders. Rater coverage had the overall largest effect, with rater order producing larger ranges of values for sparser designs. Many of the observed averages for raters and essays more closely approximated the results from the fully-crossed design than did the adjusted fair-averages, particularly for the more sparsely linked designs. The stability of relative standing measures was unexpectedly low.

<p>This thesis explored the development of infants’ ability to preserve spatio-temporal continuity of moving objects in situations where they disappeared completely (Study I & II) or partially (Study III) behind other objects (occluders). We recorded infants gaze direction with the help of two different techniques: 1) infants’ gaze shifts in Study I were measured with electro-oculogram (EOG) in combination with a motion analyzing system (Qualisys) that recorded the reflected infrared light from markers placed on the infant’s head and the moving object; 2) in Studies II and III a cornea reflection eye tracker was used (Tobii 1750) . </p><p>The results presented in this thesis demonstrate that 4-month-old infants are able to represent the temporal aspects of object motion during different periods of complete occlusion (Study I). At 6 months of age infants are able not only to predict the time when a moving object will reappear after complete occlusion but they are also capable to extrapolate pre-occlusion trajectory of the moving object and, thus, to accurately predict its reappearance (Study II). Moreover, in the situation where a linear pre-occlusion trajectory of the moving object is violated (the object turns by 90 degrees behind the occluder), infants at this age are capable of rapidly learning this new experience and base their future gaze shifts over occluder on the newly acquired knowledge. They are also able to preserve this new experience over a 24-hour period. </p><p>In the situations where occlusion is not complete and some visual information is still available (Study III), 9-month-old infants and to a lesser extent 5-month-old infants are able to reconstruct the moving pattern and to follow its direction of motion with the smooth eye movements. Moreover, 9-month-olds are capable to produce such smooth pursuit at an adult-like level.</p>