Název práce: Metodiky Solvency II v životním pojištění Autor: Martina Benešová Katedra (ústav): Katedra pravděpodobnosti a matematické statistiky Vedoucí bakalářské práce: RNDr. Pavel Finfrle, Ph.D e-mail vedoucího: finfrle@generalippf.eu Abstrakt: Tato diplomová práce se zabývá problematikou solventnosti pojišťoven v souvislosti s konceptem regulatorního rámce Solvency II. Na začátku práce jsou shrnuté základní body o Solvency I, dále je větší pozornost věnovaná vlastnostem Solvency II a jednotlivým kategoriím rizik, jejichž správná kvantifikace je pro Solvency II klíčová. V další části jsou představeny metody na výpočet kapitálové dostatečnosti - interní a částečné interní modely a podrobněji pak standardní model. Klíčové dvě kapitoly práce se pak detailně zabývají rizikem storen v ži- votním pojištění. Rozebrána je standardní metodika výpočtu kapitálového poža- davku, a je navržen stochastický model, který ji rozšiřuje zahrnutím informace o diverzitě odbytových cest. Monte Carlo simulací je demonstrována nižší rizikovost pojišťovny s širším polem zprostředkovatelů. Klíčová slova: solventnost, Solvency II, kapitálové požadavky, riziko storen Title: The methods of Solvency II for life insurance Author: Martina Benešová Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Pavel...

In Islamic Sharia law, prescription has been more commonly referred to as murūr al-zamān [the lapse of time]. It has been claimed that the abstract principle of the lapse of time only has the effect of barring a claim and that is not capable of creating and extinguishing the right itself. In the context of Islamic law, this concept of prescription is often ascribed only to the Hanafi and Maliki schools of Sharia law, and it has been claimed that such principle has not been recognized by the Hanbali School. Based on that, my reading shows that, under Saudi jurisdiction (which is principally based on uncodified Hanbali Sharia law), this hypothesis is a key problem as in practice there are many secondary Saudi laws in place applying prescription rules to bar civil actions. Thus, by arguing that such principle has not been recognized by Sharia law as applied in Saudi Arabia, the legality of such provisions would be in question, given the fact that all Saudi enacted laws must conform with Islamic law. Moreover, my analysis argues that in studies of Saudi Hanbali law, prescription has neither been discussed widely nor given serious independent consideration. In the context of Saudi and Hanbali law, issues of prescription have not only been marginalized and minimized, but also inaccuracies and mis-readings are often found in related academic literature. Drawing on findings across various disciplines, including studies of classical and modern Islamic law, as well as legal studies on Saudi and Arab laws, this study presents new readings of the issues of the existence and origins of the legal concept of civil prescription from the perspectives of the Saudi-Hanbali School of law. Moreover, it presents the first comprehensive survey of the extent of implementation of the rules of prescription in the Saudi civil regulations over the last eight decades. Finally, from both theory and practice aspects, the thesis attempts to conclude with a critical analysis of the single ‘negative’ perspective of prescription in both Islamic and Saudi law.

Time-lapse seismic allows oil/gas reservoir monitoring during production, highlighting compaction and water movement. Time-lapse modeling, using a stress-dependent rock physics model, helps determine the need and frequency of expensive repeat seismic acquisition. We simulate a Gulf of Mexico gas reservoir time-lapse response for depletion and water flooding using uncertainty ranges in water saturation, porosity, stress-induced velocity changes, and pore compressibility. An analysis is conducted to see if a water-swept region could have been predicted. Findings show the swept and un-swept monitor cases amplitude differences range from 6% to 15%, which is higher than the actual monitor seismic noise level. Thus, it is unlikely these cases could be differentiated. However, the modeled amplitude changes from base to monitor cases do not match measured amplitude changes. This suggests the rock property model requires pressure-variance improvement and/or the changes in seismic amplitudes are associated with pressure/porosity, thickness, or saturation cases not modeled.

Un des mécanismes principaux de la morphogenèse des organismes est la contraction des réseaux d’actine sous l’effet du moteur moléculaire Myosine II. L’invagination de l’endoderme postérieur de Drosophila est causée par la contraction apicale des cellules par MyoII, mais la cause de sa déformation polarisée est inconnue. Nous avons découvert une vague de Rho1, MyoII et de déformation qui se propage à l’échelle du tissu et sous-tend la déformation de l’endoderme. MyoII est d’abord activée dans le primordium de l’endoderme par un ligand de GPCR, Fog. L’activation apicale de MyoII se propage ensuite à travers l’épithélium dorsal à 2.2 ± 0.2 µm/min. La dynamique de la vague n’est définie ni par les niveaux de Fog ni par leur motif d’expression. A la place, l’activité de MyoII est nécessaire pour l’activation intracellulaire de Rho1 et sa propagation à travers le tissu, indiquant une boucle de rétroaction. Des simulations d’un matériau viscoélastique contractile montrent qu’une boucle de rétroaction basée sur la tension peut générer une vague. Des perturbations de l’environnement mécanique du tissu avec des moyens génétiques ou mécaniques résultent en une augmentation de l’activité de MyoII et une diminution de la vitesse de la vague. Les déformations ou les forces du tissu procurent donc un rétrocontrôle sur l’activation de Rho1/MyoII lors de la vague, contrôlant sa dynamique. A l’échelle cellulaire, la vague de déformation implique la compression basale des cellules et l’étalement et l’adhésion du cortex apical sur la membrane vitelline, suivi d’un détachement. Ainsi la morphogenèse observée émerge de la propagation stimulée mécaniquement d’une vague de déformation 3D. / One of the main mechanisms of organism morphogenesis is the contraction of actin filament networks powered by non-muscle Myosin II motor proteins (MyoII). Drosophila presumptive posterior endoderm invagination is caused by MyoII-dependent apical constriction, but the cause of its polarized deformation is unknown. We unravelled a tissue scale wave of high Rho1 and MyoII activation and deformation which underlies the polarized deformation of the endoderm. MyoII is first activated medio-apically in cells within the endoderm primordium by the GPCR ligand Fog. Subsequently, apical MyoII activation propagates across the dorsal epithelium at a constant speed of 2.2 ± 0.2 µm/min. MyoII wave dynamics are set neither by Fog levels nor expression pattern. Instead, both intracellular Rho1 activation and its propagation across the tissue require sustained MyoII activity, indicating a positive feedback from contractility into Rho1 activity. Through simulations of a contractile viscoelastic material we found that a stress-based feedback loop could generate a wave. Perturbations of the tissue mechanical environment with both genetic and physical means result in an increase in MyoII activity and a strong reduction of the wave speed. Tissue deformation or stress thus provides a feedback onto Rho1/MyoII activity during the wave, controlling its dynamics. At the cell scale, the deformation wave involves cells basal compression and apical cortex spreading and adhering onto the vitelline membrane, followed by de-adhesion, that correlates with MyoII activation and propagation within cells. Thus the observed morphogenesis emerges from a mechanically driven wave of 3D deformation.

The National Council Licensure Examination for Registered Nurses (NCLEX-RN) first-time pass rate for an associate degree in nursing (ADN) program was below the national mean, presenting a problem for graduates who failed the NCLEX-RN and could not enter the workforce as registered nurses. Knowles's assumptions of adult learning, Ebbinghaus's forgetting curve, and Zull's neuroscience research served as the theoretical frameworks for this study. The purpose of this study was to identify which academic and time-lapse variables predict the graduate's first-time passage for the NCLEX-RN. Archived academic records and NCLEX-RN results for all 786 graduates from one ADN program who took the NCLEX-RN for the first time in 2015 were reviewed. Binary logistic regression analysis of the data identified multiple academic and one time lag factor as significant predictors for first-time NCLEX-RN passage. Key results included positive relationships between academic variables (prerequisite grade point average [GPA], nursing GPA, cumulative GPA, final course grade in 1 medical surgical course) and NCLEX-RN passage. An inverse relationship was shown between NCLEX-RN pass and the number of nursing component failures and time lag between clinical capstone completion and first NCLEX-RN attempt. Results informed a policy recommendation to provide timely intervention and resources for students at risk, with a goal of promoting success on the first attempt of the NCLEX-RN. Increasing the numbers of graduates who successfully complete the NCLEX-RN on the first attempt and promptly join the nursing workforce will demonstrate positive social change by mitigating the nursing shortage, which promotes safe patient care.

Le milieu karstique, et tout particulièrement sa partie superficielle, est caractérisé par une altération importante responsable sur le site de Lascaux de formations calcaires en plaquettes mais aussi de dissolutions importantes pouvant laisser place à des sables, argiles, etc. La présence de grottes ornées dans ce milieu nécessite la caractérisation du milieu environnant afin de protéger les grottes et contribuer à la conservation des œuvres pariétales. Cette thèse porte sur la caractérisation du milieu karstique à plusieurs échelles au moyen de deux méthodes : la géophysique avec la Tomographie de Résistivité Electrique (TRE), et la caractérisation pétrophysique, à l’échelle du laboratoire, avec la microscopie, la porosimétrie au mercure et des mesures électriques sur échantillons. A l’échelle du massif, nous avons caractérisé l’amont hydraulique de la grotte de Lascaux par un suivi temporel par TRE durant 6 ans et par trois modélisations géostatistique 3D, à trois dates. Le suivi temporel a permis de comprendre le fonctionnement hydrogéologique du site. Le couplage du suivi temporel avec le 3D complété par les mesures sur échantillons a en outre permis de comprendre le fonctionnement d’un drain situé dans l’épikarst susceptible d’alimenter l’émergence à l’entrée de la grotte de Lascaux. La modélisation 3D a aussi permis d’identifier un escarpement du promontoire calcaire au nord-est de la grotte de Lascaux qui laisse place à des formations argilo-sableuse. A l’échelle de la paroi et en lien avec des recherches menées sur la grotte Chauvet-Pont d’Arc, un dispositif original de micro-TRE a été mis en place à la paroi dans une carrière souterraine, permettant une mesure de TRE à une échelle submétrique et une résolution centimétrique. A cette résolution apparaît un effet d’électrode que nous corrigeons lors de l’inversion des données de TRE par l’utilisation d’une Electrode Equivalente Ponctuelle (EEP) placée à une profondeur caractéristique. La paroi étudiée a été soumise à des feux. On montre par un suivi TRE sur plusieurs mois et des analyses pétrophysiques complémentaires que les feux impactent de façon tangible les premiers centimètres de la paroi dont la porosité et la connectivité sont modifiées. On montre en outre que des variations saisonnières de saturation sont mises en évidence à cette petite échelle. Ce dispositif pourrait être appliqué au site de Lascaux pour, à terme, mesurer et prédire les arrivées d’eau à la paroi, en lien ou pas avec la circulation modélisée à l’échelle du massif. Une telle démarche pourrait devenir un outil de conservation de parois rocheuses support d’œuvres pariétales. / The karst environment and especially its superficial part is typified by an important alteration. At the Lascaux site, alteration is responsible for plate limestone and also detrital clayey-sands soils due to dissolution of limestones. The presence of painted caves in this altered environment raises the need to characterize the karst environment in order to protect the caves and contribute to mural paintings conservation. The aim of this PhD thesis is to characterize the karst environment at different scales using two main methods: (1) geophysics and in particular Electrical Resistivity Tomography (ERT) and (2), petrophysics at the Lab scale, including microscopy, mercury porosimetry and electrical measurements. At the field scale, we characterized the calcareous surroundings of the Lascaux cave relying on a 6 years-long time-lapse monitoring by ERT complemented by geostatistical 3D reconstructions of the resistivity values. The time-lapse monitoring permitted a better understanding of the hydrogeology of the site. Combining ERT time-lapse monitoring, 3D models of the resistivity distribution and additional measurements on samples allowed to identify a drain within the epikarst, which is most likely responsible for the emergence of water at the Lascaux cave entrance. The 3D modelling of the resistivity values also allowed to identify a scarp of unaltered limestones, northeast of the Lascaux cave, leaving room for clayey-sand detrital formations. In relation to a current research program on the Chauvet-Pont d’Arc cave, an original micro-ERT acquisition layout was fitted on the wall of an underground quarry, allowing measurements at a sub-metric scale with a centimetric resolution. At such a fine resolution, an unwanted electrode effect appeared. We remedied this electrode effect by inverting ERT data with an Equivalent Electrode Point (EEP) buried in the ground at a characteristic depth. The quarry wall was subjected to fires. Relying on a micro-ERT time-lapse monitoring during few months complemented by petrophysical analyses, we showed that the fires impacted the first centimeters of the quarry wall whose porosity and connectivity were modified. We also showed that seasonal water saturation variations could be detected at such a small scale. Thus, this small scale acquisition layout may ultimately be used at Lascaux to measure and predict water intakes directly at the cave walls in relation, or not, with the water flow modelled at the field scale. Such an approach may become a new tool for the conservation of painted cave walls.

1970 至 1980 年代初期，美國壽險業在高市場利率的衝擊下，壽險保單持有人為尋求更高的投資報酬，紛紛提出解約(Lapse)或保單貸款(Policy loans)的要求，產生所謂的脫離金融機構症(Disintermediation)，此現象可能造成保險公司現金大量流出，進而影響公司的資金運用。故美國壽險公司為降低此種利率不正常變動所造成之影響，便致力開發變額壽險等與利率相關的保單商品。 人壽保險契約解約率(Lapse rate)過高一直是壽險公司經營上的困擾，解約率的高低除直接反應保單的穩定性外，亦可作為公司業務成長及業務品質的重要指標。我國對於影響壽險契約解約率因素的研究多以問卷調查的方式為之，藉此瞭解個別保戶解約的動機，屬個體面的探討，此種研究方法可能無法直接反映總體經濟環境的改變所造成的影響。由歐美國家學者提出的相關研究，顯示其已漸漸重視總體經濟環境興壽險解約率間的相互關係。反觀國內並無相關的研究文獻，故本論文即以壽險解約率與總體經濟關係為研究的主題。 本論文的實證研究受限於國內壽險業發展較晚及資料取得不易，故以成立時間較久的七家本土壽險公司為研究樣本，以民國 72 年至 85 年為研究期間，被解釋變數則分為保額解約率及件數解約率兩項，解釋變數為經濟成長率、平均每人國民所得、替代資產報酬率、失業率及通貨膨脹率。並以橫斷面及時間序列結合資料(Panel data)型態應用於壽險解約率的模型建構，此資料型態可解決壽險解約率相關資料太少，無法有足夠樣本建構橫斷面或時間序列資料型態的模型，故本研究採用此種資料探討壽險保單解約率與總體經濟變數間的關係，並透過各種檢定方法，選取解約率模型。 實證結果顯示國內經濟成長率及平均每人國民所得對壽險保額解約率及件數解約率皆有顯著的影響，失業率在轉換前的件數解約率模型為顯著，替代資產報酬率及通貨膨脹率皆不顯著。此實證結果可能因變數選取的不適當而扭曲，但壽險公司仍可根據本研究的研究方法，修正有關的解釋變數建立適合公司的解約率模型，提供壽險公司擬定相關策略，降低總體經濟變動對壽險公司解約率的衝擊。 / Lapse rate plays a crucial role in monitoring the effectiveness of management for life insurers. Its changing phoneme not only characterizes the stability of the insurer's financial strength but also provides a benchmark in valuing the development and quality of business. There are many factors influencing the lapse rate of the life insurance policies. In this study, macroeconomics index, economic growth rate, per capita income, rate of return on alternative, unemployment rate and inflation rate are selected as independent variables to measure their importance. Seven Taiwan domestic life insurers between 1983 and 1996 are sampled and studied. The panel data approach combining cross sectional and longitudinal observations are adopted. The lapse rate of the insured amount and the insured case are selected in variable intercept regression model as dependent variable to summarize the mutual relationship with the chosen independent variables. F-tests, Lagrangian-multiplier test and Hausman test are performed in making the conclusion. Based on our study, several results have been found and summarized as following. (1) Economic growth rate and per capita income are found to be significant in influencing both the lapse rates of insured amount and insurance case. (2) Unemployment rate is also significant in influencing the lapse rate of insurance case. (3) There is no significant effect from the rate of return on alternative and inflation rate. This study has emphasized on employing the methodology of adopting the panel data to explore the relationship between the lapse rate and the selected macroeconomics factors. Based on our approach, the life insurers could monitor its renewal life insurance policies and associated cash flows when the impacts from the macroeconomic factors present.

Les bactéries forment des communautés spatiales adhérentes à des surfaces, appelées biofilms. Ces organisations bactériennes sont omniprésentes dans les milieux naturel, industriel et médical et peuvent porter atteinte à notre santé lorsqu'elles hébergent des agents pathogènes, parmi lesquels le médiatique Staphylococcus aureus sur lequel a porté l'ensemble de ce travail de thèse. Cette bactérie est l'une des principales causes d'infections chroniques, mais également d'infections nosocomiales, impliquant le plus souvent des biofilms. Il est aujourd'hui reconnu qu'une telle biostructure est un véritable bouclier à l'action des antimicrobiens et à celle du système immunitaire. Outre les résistances génétiques des bactéries pathogènes aux antibiotiques, l'hétérogénéité chimique et biologique de la structure tridimensionnelle des biofilms pourrait être à l'origine de ces phénomènes de tolérance et de chronicité d'infections. C'est à cette problématique que se rattache ce travail de thèse concernant l'action de la vancomycine sur des biofilms de S. aureus. Alors que les connaissances sur la réactivité de cet antibiotique clef avec S. aureus proviennent essentiellement d'études réalisées sur des cellules planctoniques, l'originalité de notre approche a été d'étudier la diffusion-réaction de la vancomycine in situ dans l'épaisseur des biofilms en utilisant en particulier des outils avancés de microscopie de fluorescence (Time-Lapse, FLIM, FRAP, et FCS). Nous avons ainsi évalué sa biodisponibilité dans la matrice d'exopolymères, ainsi que l'impact de la physiologie spécifique des bactéries incluses en biofilms sur l'activité de cet antibiotique, utilisé seul ou en association avec la rifampicine. Cette approche multidisciplinaire a permis une meilleure compréhension des mécanismes impliqués dans la singulière tolérance de ces biostructures à l'action des antibiotiques, et de souligner l'urgence de développer des approches préventives telles que le diagnostic précoce des infections impliquant des biofilms.

Expanded polyglutamine proteins are known to be the causative agents of a number of human neurodegenerative diseases but the molecular basis of their cytoxicity is still poorly understood. Polyglutamine tracts may impede the activity of the proteasome, and evidence from single cell imaging suggests that the sequestration of polyglutamine proteins into inclusion bodies can reduce the proteasomal burden and promote cell survival, at least in the short term. The presence of misfolded protein also leads to activation of stress kinases such as p38MAPK, which can be cytotoxic. The relationships of these systems are not well understood. We have used fluorescent reporter systems imaged in living cells, and stochastic computer modeling to explore the relationships of expanded polyglutamine proteins, p38MAPK activation, generation of reactive oxygen species (ROS), proteasome inhibition, and inclusion body formation. In cells expressing a polyglutamine protein, inclusion body formation was preceded by proteasome inhibition but cytotoxicity was greatly reduced by administration of a p38MAPK inhibitor. Computer simulations suggested that without the generation of ROS, the proteasome inhibition and activation of p38MAPK would have significantly reduced toxicity. Our data suggest a vicious cycle of stress kinase activation and proteasome inhibition that is ultimately lethal to cells. There was close agreement between experimental data and the predictions of a stochastic computer model, supporting a central role for proteasome inhibition and p38MAPK activation in inclusion body formation and ROS-mediated cell death.

Seismic full waveform inversion (waveform tomography) is a method to reconstruct the underground velocity field in high resolution using seismic data. The method was first introduced during the 1980’s and became computationally feasible during the late 1990’s when the method was implemented in the frequency domain. This work presents three case studies and one synthetic benchmark of full waveform inversion applications. Two of the case studies are focused on time-lapse cross-well and 2D reflection seismic data sets acquired at the Ketzin CO2 geological storage site. These studies are parts of the CO2SINK and CO2MAN projects. The results show that waveform tomography is more effective than traveltime tomography for the CO2 injection monitoring at the Ketzin site for the cross-well geometry. For the surface data sets we find it is difficult to recover the true value of the velocity anomaly due to the injection using the waveform inversion method, but it is possible to qualitatively locate the distribution of the injected CO2. The results agree well with expectations based upon conventional 2D CDP processing methods and more extensive 3D CDP processing methods in the area. A further investigation was done to study the feasibility and efficiency of seismic full waveform inversion for time-lapse monitoring of onshore CO2 geological storage sites using a reflection seismic geometry with synthetic data sets. The results show that waveform inversion may be a good complement to standard CDP processing when monitoring CO2 injection. The choice of method and strategy for waveform inversion is quite dependent on the goals of the time-lapse monitoring of the CO2 injection. The last case study is an application of the full waveform inversion method to two crooked profiles at the Forsmark site in eastern central Sweden. The main goal of this study was to help determine if the observed reflections are mainly due to fluid filled fracture zones or mafic sills. One main difficulty here is that the profiles have a crooked line geometry which corresponds to 3D seismic geometry, but a 2D based inversion method is being used. This is partly handled by a 3D to 2D coordinate projection method from traveltime inversion. The results show that these reflections are primarily due to zones of lower velocity, consistent with them being generated at water filled fracture zones.