付記する学位プログラム名: 京都大学卓越大学院プログラム「先端光・電子デバイス創成学」 / 京都大学 / 新制・課程博士 / 博士(工学) / 甲第25292号 / 工博第5251号 / 新制||工||1999(附属図書館) / 京都大学大学院工学研究科電気工学専攻 / (主査)教授 松尾 哲司, 教授 萩原 朋道, 教授 阪本 卓也 / 学位規則第4条第1項該当 / Doctor of Agricultural Science / Kyoto University / DGAM

The aim of this thesis is to describe calculation methods for variability esti- mation of claims reserve in non-life insurance. The thesis focuses on three main categories of models: Mack's stochastic Chain-Ladder, generalized linear models and bootstrap. Both the theoretical and also the empirical parts are included. Empirical part is devoted to application of all the models described above on both real and simulated data. 1

The thesis is about the arrangement of the last known claim values into the run-off triangle. This diagram is used in non-life insurance, mainly in methods for calculating technical claims reserves. Individual methods will be described in detail and consecutively applied on real data. The real data are a set of data with long tail. We are differentiating between easier deterministic and stochastic methods, which are more demanding for calculation. The results will be compared by basic statistical parameter of the analyzed data and at the end the best method will be chosen for the data.

No description available.

[pt] O principal objetivo desta dissertação é realizar a previsão da reserva IBNR. Para isto foi desenvolvido um modelo estatístico de distribuições combinadas que busca uma adequada representação dos dados. A reserva IBNR, sigla em inglês para Incurred But Not Reported, representa o montante que as seguradoras precisam ter para pagamentos de sinistros atrasados, que já ocorreram no passado, mas ainda não foram avisados à seguradora até a data presente. Dada a importância desta reserva, diversos métodos para estimação da reserva IBNR já foram propostos. Um dos métodos mais utilizado pelas seguradoras é o Método Chain Ladder, que se baseia em triângulos run-off, que é o agrupamento dos dados conforme data de ocorrência e aviso de sinistro. No entanto o agrupamento dos dados faz com que informações importantes sejam perdidas. Esta dissertação baseada em outros artigos e trabalhos que consideram o não agrupamento dos dados, propõe uma nova modelagem para os dados não agrupados. O modelo proposto combina a distribuição do atraso no aviso da ocorrência, representada aqui pela distribuição log-normal truncada (pois só há informação até a última data observada); a distribuição da quantidade total de sinistros ocorridos num dado período, modelada pela distribuição Poisson; e a distribuição do número de sinistros ocorridos em um dado período e avisados até a última data observada, que será caracterizada por uma distribuição Binomial. Por fim, a quantidade de sinistros IBNR foi estimada por método e pelo Chain Ladder e avaliou-se a capacidade de previsão de ambos. Apesar da distribuição de atrasos do modelo proposto se adequar bem aos dados, o modelo proposto obteve resultados inferiores ao Chain Ladder em termos de previsão. / [en] The main objective of this dissertation is to predict the IBNR reserve. For this, it was developed a statistical model of combined distributions looking for a new distribution that fits the data well. The IBNR reserve, short for Incurred But Not Reported, represents the amount that insurers need to have to pay for the claims that occurred in the past but have not been reported until the present date. Given the importance of this reserve, several methods for estimating this reserve have been proposed. One of the most used methods for the insurers is the Chain Ladder, which is based on run-off triangles; this is a format of grouping the data according to the occurrence and the reported date. However this format causes the lost of important information. This dissertation, based on other articles and works that consider the data not grouped, proposes a new model for the non-aggregated data. The proposed model combines the delay in the claim report distribution represented by a log normal truncated (because there is only information until the last observed date); the total amount of claims incurred in a given period modeled by a Poisson distribution and the number of claims occurred in a certain period and reported until the last observed date characterized by a binomial distribution. Finally, the IBNR reserve was estimated by this method and by the chain ladder and the prediction capacity of both methods will be evaluated. Although the delay distribution seems to fit the data well, the proposed model obtained inferior results to the Chain Ladder in terms of forecast.

Cette recherche vise à présenter les grandes lignes des théories qui ont essayé de regrouper et de catégoriser les échelles dans la musique arabe du Machreq depuis le début du 20ème siècle jusqu’à nos jours.De plus, la recherche divise les théories de la catégorisation des échelles musicales arabes du Machreq en deux doctrines : les « théories actuelles » et la théorie de Muhammad SALÂH AL-DÎN.La recherche fait aussi une comparaison entre ces deux théories en présentant leurs points de différence et ceux de convergence.D’ailleurs, cette recherche propose une nouvelle approche de la catégorisation des échelles dans la musique arabe du Machreq. Cette nouvelle approche est basée principalement sur les principes de « la périodicité d’échelles ».De plus, Cette recherche discute les questions relatives au sujet des armatures d’échelles avec les quarts de ton. / This research aims at presenting the outlines of the theories which have tried to collect and to categorize the scales in the Arabic music of the Mashreq since the beginning of the 20th century till nowadays.Moreover, the research divides the theories of the categorization of the Arabic musical scales of the Mashreq into two doctrines: the « actual theories » and the theory of Muhammad SALÂH AL-DÎN.The research also compares these two theories by presenting their points of difference and those of convergence.Besides, this research comes up with a new approach of the categorization of the scales in the Arabic music of the Mashreq. This new approach is principally based on the principles of “the periodicity of scales”.Moreover, this research discusses les questions relative to the subject of the key-signatures with the quarter-tones.

Fifty-one subjects each performed two trials which consisted of traversing a horizontal ladder. Film records were made of each trial using a high-speed camera. Absolute and relative temporal and kinematic parameters were obtained from the film records. The conclusions were that there was no age related interaction or differences in preferred rung spacing or contact/airborne times. A Chi-Square analysis did show a preference for a specific gait pattern for the six year old age group.

A steepest descent method is constructed for the general setting of a linear differential equation paired with uniqueness-inducing conditions which might yield a generally overdetermined system. The method differs from traditional steepest descent methods by considering the conditions when defining the corresponding Sobolev space. The descent method converges to the unique solution to the differential equation so that change in condition values is minimal. The system has a solution if and only if the first iteration of steepest descent satisfies the system. The finite analogue of the descent method is applied to example problems involving finite difference equations. The well-posed problems include a singular ordinary differential equation and Laplace’s equation, each paired with respective Dirichlet-type conditions. The overdetermined problems include a first-order nonsingular ordinary differential equation with Dirichlet-type conditions and the wave equation with both Dirichlet and Neumann conditions. The method is applied in an investigation of the Tricomi equation, a long-studied equation which acts as a prototype of mixed partial differential equations and has application in transonic flow. The Tricomi equation has been studied for at least ninety years, yet necessary and sufficient conditions for existence and uniqueness of solutions on an arbitrary mixed domain remain unknown. The domains of interest are rectangular mixed domains. A new type of conditions is introduced. Ladder conditions take the uncommon approach of specifying information on the interior of a mixed domain. Specifically, function values are specified on the parabolic portion of a mixed domain. The remaining conditions are specified on the boundary. A conjecture is posed and states that ladder conditions are necessary and sufficient for existence and uniqueness of a solution to the Tricomi equation. Numerical experiments, produced by application of the descent method, provide strong evidence in support of the conjecture. Ladder conditions allow for a continuous deformation from Dirichlet conditions to initial-boundary value conditions. Such a deformation is applied to a class of Tricomi-type equations which transition from degenerate elliptic to degenerate hyperbolic. A conjecture is posed and states that each problem is uniquely solvable and the solutions vary continuously as the differential equation and corresponding conditions vary continuously. If the conjecture holds true, the result will provide a method of unifying elliptic Dirichlet problems and hyperbolic initial-boundary value problem. Numerical evidence in support of the conjecture is presented.

TITLE OF THE WORK Physical preparation for the military part of the talent exam at Military Department of the Faculty of Physical Education and Sport in Prague. DEFINITION OF THE PROBLEM It is necessary to pass the special physical exam to be admitted for studying at Military Department. The content of this exam is significantly different from other physical activities and the preparation for it may cause several problems to the candidates. MAIN GOALS The main goal of this diploma thesis is to create a package of the exercises used for improving technical and fitness part of the performance primarily in the military part of physical exam. PLAN OF PROCESSING After extensive research of the available documents the package of the exercises will be created. KEYWORDS Army Physical Fitness, Rope ladder climbing, Load carrying, Special Physical Preparation

This dissertation documents the results of two related efforts. Firstly, a model of nucleon-nucleon (NN) interactions is developed based on scalar field theory. Secondly, the relativistic 2-body Bethe-Salpeter equation (BSE) is generalized to handle inelastic processes in the ladder approximation. Scalar field theory describes the behavior of scalar particles, particles with spin 0. In the present work scalar field theory is used to describe NN interactions mediated by pion exchange. The scalar theory is applied to nucleons despite the fact that nucleons are fermions, spin 1/2 particles best described by fourcomponent Dirac spinor fields. Nevertheless, the scalar theory is shown to give a good fit to experiment for the total cross sections for several reactions [1]. The results are consistent with more elaborate spinor models involving one boson exchange (OBE). The results indicate that the spin and isospin of nucleons can to some extent be ignored under certain conditions. Being able to ignore spin and isospin greatly reduces the complexity of the model. A limitation of the scalar theory is that it does not distinguish between particle and anti-particle. Consequently one must decide how to interpret the s-channel diagrams generated by the theory, diagrams which involve particle creation and annihilation. The issue is resolved by extending the scalar theory to include electric charge, and formulating NN interactions in terms of complex scalar fields, which are able to describe both particles and anti-particles. A generalized Bethe-Salpeter equation (GBSE) is developed to handle inelastic processes in the ladder approximation. The GBSE, formulated using the scalar theory, is new, and introduces a systematic method for analyzing families of coupled reactions. A formalism is developed centered around the amplitude matrix M' defined for a given Lagrangian. M' gives the amplitudes of a family of reactions that arise from the Lagrangian. The formalism demonstrates how these amplitudes, to 2nd order, segregate into independent groups of coupled BSE's. The GBSE formalism is applied to the coupled BSE (CBSE) of Faassen and Tjon (FT) [2] for the reaction N+N->N+Delta, showing that the CBSE is missing a coupling channel, and in the expansion, under counts ladder diagrams. A proof is given of the equivalence of the series of ladder diagrams generated by M' and the S-matrix. A section on future work discusses several projects for further development and application of the GBSE.