Seabirds are often used as indicator species for changes in marine ecosystems due to the species visibility and sensitivity to changing conditions, such as changes in prey abundance. They often reside in habitats affected by anthropogenic impacts such as large-scale fisheries and pollution. Understanding the connection between seabirds and their surrounding environment can give us important insight about the ecology of the ocean and how anthropogenic pressures affects it. Studying feeding habits, and foraging behavior especially, is useful for understanding seabird´s responses to changing environments. Feeding studies are commonly used in seabird monitoring and requires a lot of time and resources. Monitoring of seabirds are also logistically challenging, and the risk of disturbing bird colonies must be considered. It can be especially complicated when studying cliff nesting seabirds such as the common murre, Uria aalge, the study species for this thesis. Photography as a method for monitoring seabirds may limit the need of people on site, hence minimize disturbance and save time and resources. This study provides insight in whether it is a viable option to use photography instead of on-site field studies when monitoring sea birds. This was accomplished by installing cameras and monitor a feeding study at Stora Karlsö, Sweden, parallel with performing the usual monitoring in the field. This thesis makes it clear that a camera study very well could replace the field study without any larger concerns, although, improvements need to be considered if the study is to maintain a high quality and for results to be reliable.

Die vorliegende Arbeit beschäftigt sich mit der Bestimmung von räumlich und zeitlich hochaufgelösten Bewegungsvektorfeldern von Gletschern aus monokularen Bildsequenzen. Diese stellen eine wertvolle Grundlage für glaziologische Analysen des Bewegungsverhaltens von Gletschern dar. Im Rahmen der Arbeit wurden Bildsequenzmessungen an fünf schnellfließenden Gletschern im Bereich der Diskobucht in Westgrönland durchgeführt. Insbesondere erfolgte die Aufnahme von Bildsequenzen und multi-temporalen Laserscannerdaten am Jakobshavn Isbræ, einem der schnellsten und produktivsten Gletscher Grönlands. Diese Messungen bilden die Datengrundlage der Arbeit. Es werden Messkonzepte zur Aufnahme der entsprechenden Bildsequenzen und multi-temporalen Laserscans bereitgestellt sowie Methoden entwickelt, um die Auswertung dieser Daten nach dem Prinzip der monoskopischen Bildsequenzanalyse zu ermöglichen. Die Bildsequenzen und multi-temporalen Laserscans werden von einem festen Standpunkt aus aufgenommen. Die Ableitung von Bewegungsvektorfeldern erfolgt dann durch eine automatische Zuordnung von Grauwertmustern in den Bildsequenzen bzw. durch die Zuordnung von 3D-Punktmustern in den multi-temporalen Laserscannerdaten. Bestehende Punktzuordnungsmethoden werden einerseits an die besonderen Eigenschaften der Gletscherdaten angepasst, andererseits werden geeignete Methoden zur Lösung von Detailproblemen neu entwickelt. Die Methodik der Bildsequenzanalyse wird dabei vor allem hinsichtlich ihrer Robustheit – beispielsweise gegenüber durch Schattenwurf verursachten Störungen im Bild – optimiert und es werden Bewegungseffekte in den Bildsequenzen korrigiert, die durch die Eigenbewegung der Kamera verursacht werden. Bei der Entwicklung der Methodik zur Analyse multitemporaler Laserscannerdaten werden vor allem Effekte berücksichtigt, die durch das sequenzielle Aufnahmeprinzip eines Scanners auftreten. Auf Basis der entwickelten und implementierten Methodik erfolgt die Auswertung der aufgenommenen Bildsequenzen und multi-temporalen Laserscans. Das Ergebnis der monoskopischen Bildsequenzauswertung ist ein dichtes Raster an Bewegungskurven für jede Bildsequenz. Die einzelnen Translationen der Bewegungskurven können mit einer Genauigkeit von einigen Zentimetern bis zu einem Dezimeter bestimmt werden. Die Auswertung der Laserscannerdaten liefert räumlich hochaufgelöste digitale Geländemodelle der Gletscheroberfläche sowie ein dichtes Raster von 3D-Bewegungsvektoren, deren Genauigkeit im Dezimeterbereich liegt. Anhand von Beispielen wird gezeigt, dass sich die aus monokularen Bildsequenzen abgeleiteten Bewegungsvektorfelder zur Bestimmung frontnaher Geschwindigkeitsfelder mit hoher räumlicher Auflösung, zur Ableitung der Lage und der Migration der Aufsetzlinie aus gezeiteninduzierten Vertikalbewegungen sowie zur Untersuchung des Geschwindigkeitsverhalten von Gletschern bei Kalbungsereignissen eignen. Aus den Laserscannerdaten können hochaufgelöste digitale Geländemodelle zur Dokumentation von Fronthöhen und Gletscherstrukturen abgeleitet werden, zudem eignen sie sich zur Bestimmung von Geschwindigkeitsfeldern, die eine sehr hohe räumliche Auflösung besitzen. / This research aims to determine the motion vector fields of glaciers with high spatial and temporal resolution. These vector fields can be derived from monocular image sequences and are a valuable data source for glaciological analysis of the motion behaviour of glaciers. Image sequence measurements have been conducted at five fast-flowing glaciers in the Disko Bay region in western Greenland. Especially at the Jakobshavn Isbræ – one of the fastest and most productive glaciers in Greenland – numerous image sequences have been recorded, as well as multi-temporal laser scanner data sets. These measurements provide the basic data sets for this thesis. The measurement concepts for the acquisition of image sequences and multi-temporal laser scans are presented, and procedures for the processing of the recorded data are developed, based on the principle of monoscopic image sequence analysis. Both the image sequences and multi-temporal laser scans are acquired statically. Motion vector fields can be derived by applying automatic co-registration methods on grey value patterns in the image sequences and on 3D point patterns in the laser scanner datasets respectively. Thus, standard matching techniques have been adapted to the special characteristics of the glacier data, and suitable methods that solve detail problems have been developed in addition. The method of the image sequence analysis has been optimised with respect to its robustness against errors caused by moving shadows. Furthermore, motion effects caused by small instabilities in the camera setup have been corrected. Regarding the analysis of multi-temporal laser scanner data, effects that occur because of the sequential acquisition principle of a laser scanner must also be considered. Based on the developed method, the image sequences and multi temporal laser scans have been processed. The result of the monoscopic image sequence analysis is a dense raster of trajectories for each image sequence. Each translation component from these trajectories can be determined with an accuracy of some centimeters up to one decimetre. The processing of the laser scanner data provides digital surface models of the glacier with high spatial resolution, and a dense raster of 3D motion vectors with accuracy in the range of decimetres. Specific examples show that motion vector fields derived from monocular image sequences can be used for the determination of high resolution velocity fields of glaciers, for the determination of the position and migration of the grounding line and for the investigation of a glacier’s motion behaviour during calving events. From the multi-temporal laser scanner data, velocity fields with high spatial resolution can be derived as well as digital surface models from single scans that document glacier front heights and glacier structures.

Communication plays a fundamental role in shaping our understanding of complex issues such as climate change. Too often scientists and journalists complain that the public does not fully comprehend climate change as they cannot see it. Adhering to calls for a need to propel away from media representations of climate change to a focus on more case-specific research, this Master Thesis analyses the aspect of visualisation within climate change communication with a focus on a contemporary example, the Extreme Ice Survey (EIS), as a case-specific study. EIS give a visual voice to our planets changing eco-systems, where an emphasis is placed on visually documenting the adverse effects climate change has on the planets glaciers, through conventional photography and time-lapse photography. Adhering to the need for further studies of visual representations towards the environment this thesis deploys an image analysis to investigate how meaning is framed through the EIS’s photographs and time-lapse videos. A collective reading between the photographs and their accompanying written captions highlighted contradictive frames of beauty and uncertainty. Additionally, as climate change is predominately seen as an abstract entity, a metaphor analysis was also applied to open further frames of thought into more comprehensible understandings. Integrating both still images and moving images into the study provided different results. Time-lapse videos were analysed to open up new developments of seeing and to extract potential frames of unfolding narratives, perspective and time.

Thesis (MScEng)--Stellenbosch University, 2013. / ENGLISH ABSTRACT: An accurate description of the atmospheric boundary layer (ABL) is a prerequisite for computational fluid dynamic (CFD) wind studies. This includes taking into account the thermal stability of the atmosphere, which can be stable, neutral or unstable, depending on the nature of the surface fluxes of momentum and heat. The diurnal variation between stable and unstable conditions in the Namib Desert interdune was measured and quantified using the wind velocity and temperature profiles that describe the thermally stratified atmosphere, as derived by Monin- Obukhov similarity theory. The implementation of this thermally stratified atmosphere into CFD has been examined in this study by using Reynoldsaveraged Navier-Stokes (RANS) turbulence models. The maintenance of the temperature, velocity and turbulence profiles along an extensive computational domain length was required, while simultaneously allowing for full variation in pressure and density through the ideal gas law. This included the implementation of zero heat transfer from the surface, through the boundary layer, under neutral conditions so that the adiabatic lapse rate could be sustained. Buoyancy effects were included by adding weight to the fluid, leading to the emergence of the hydrostatic pressure field and the resultant density changes expected in the real atmosphere. The CFD model was validated against measured data, from literature, for the flow over a cosine hill in a wind tunnel. The standard k-ε and SST k-ω turbulence models, modified for gravity effects, represented the data most accurately. The flow over an idealised transverse dune immersed in the thermally stratified ABL was also investigated. It was found that the flow recovery was enhanced and re-attachment occurred earlier in unstable conditions, while flow recovery and re-attachment took longer in stable conditions. It was also found that flow acceleration over the crest of the dune was greater under unstable conditions. The effect of the dune on the flow higher up in the atmosphere was also felt at much higher distances for unstable conditions, through enhanced vertical velocities. Under stable conditions, vertical velocities were reduced, and the influence on the flow higher up in the atmosphere was much less than for unstable or neutral conditions. This showed that the assumption of neutral conditions could lead to an incomplete picture of the flow conditions that influence any particular case of interest. / AFRIKAANSE OPSOMMING: 'n Akkurate beskrywing van die atmosferiese grenslaag (ABL) is 'n voorvereiste vir wind studies met berekenings-vloeimeganika (CFD). Dit sluit in die inagneming van die termiese stabiliteit van die atmosfeer, wat stabiel, neutraal of onstabiel kan wees, afhangende van die aard van die oppervlak vloed van momentum en warmte. Die daaglikse variasie tussen stabiele en onstabiele toestande in die Namib Woestyn interduin is gemeet en gekwantifiseer deur gebruik te maak van die wind snelheid en temperatuur profiele wat die termies gestratifiseerde atmosfeer, soos afgelei deur Monin-Obukhov teorie, beskryf. Die implementering van hierdie termies gestratifiseerde atmosfeer in CFD is in hierdie studie aangespreek deur gebruik te maak van RANS turbulensie modelle. Die handhawing van die temperatuur, snelheid en turbulensie profiele in die lengte van 'n uitgebreide berekenings domein is nodig, en terselfdertyd moet toegelaat word vir volledige variasie in die druk en digtheid, deur die ideale gaswet. Dit sluit in die implementering van zero hitte-oordrag vanaf die grond onder neutrale toestande sodat die adiabatiese vervaltempo volgehou kan word. Drykrag effekte is ingesluit deur die toevoeging van gewig na die vloeistof, wat lei tot die ontwikkeling van die hidrostatiese druk veld, en die gevolglike digtheid veranderinge, wat in die werklike atmosfeer verwag word. Die CFD-model is gevalideer teen gemete data, vanaf die literatuur, vir die vloei oor 'n kosinus heuwel in 'n windtonnel. Die standaard k-ε en SST k-ω turbulensie modelle, met veranderinge vir swaartekrag effekte, het die data mees akkuraat voorgestel. Die vloei oor 'n geïdealiseerde transversale duin gedompel in die termies gestratifiseerde ABL is ook ondersoek. Daar is bevind dat die vloei herstel is versterk en terug-aanhegging het vroeër plaasgevind in onstabiele toestande, terwyl vloei herstel en terug-aanhegging langer gevat het in stabiele toestande. Daar is ook bevind dat vloei versnelling oor die kruin van die duin groter was onder onstabiele toestande. Die effek van die duin op die vloei hoër op in die atmosfeer is ook op hoër afstande onder onstabiele toestande gevoel, deur middel van verhoogte vertikale snelhede. Onder stabiele toestande, is vertikale snelhede verminder, en die invloed op die vloei hoër op in die atmosfeer was veel minder as vir onstabiel of neutrale toestande. Dit het getoon dat die aanname van neutrale toestande kan lei tot 'n onvolledige beeld van die vloei toestande wat 'n invloed op 'n bepaalde geval kan hê.

The reliance on freshwater released by mountain glaciers and ice caps demands that the effects of climate change on these thermally-sensitive systems are evaluated thoroughly. Coupling climate variability to processes of mass and energy exchange at the glacier scale is challenged, however, by a lack of climate data at an appropriately fine spatial resolution. The thesis addresses this challenge through attempting to reconcile this scale mismatch: glacier boundary-layer observations of meteorology and ablation at Vestari Hagafellsjökull, Iceland, and Storglaciären, Sweden, are related to synoptic-scale meteorological variability recorded in gridded, reanalysis data. Specific attention is directed toward synoptic controls on: i) near-surface air temperature lapse rates; ii) stationarity of temperature-index melt model parameters; and iii) glacier-surface ablation. A synoptic weather-typing procedure, which groups days of similar reanalysis meteorology into weather categories , forms the basis of the analytical approach adopted to achieve these aims. Lapse rates at Vestari Hagafellsjökull were found to be shallowest during weather categories characterised by warm, cloud-free weather that encouraged katabatic drainage; steep lapse rates were encountered in weather categories associated with strong synoptic winds. Quantitatively, 26% to 38% of the daily lapse-rate variability could be explained by weather-category and regression-based models utilizing the reanalysis data: a level of skill sufficient to effect appreciable improvements in the accuracy of air temperatures extrapolated vertically over Vestari Hagafellsjökull. Weather categories also highlighted the dynamic nature of the temperature-ablation relationship. Notably, the sensitivity of ablation to changes in air temperature was observed to be non-stationary between weather categories, highlighting vulnerabilities of temperature-index models. An innovative solution to this limitation is suggested: the relationship between temperature and ablation can be varied as a function of weather-category membership. This flexibility leads to an overall improvement in the simulation of daily ablation compared to traditional temperature-index formulations (up to a 14% improvement in the amount of variance explained), without the need for additional meteorological data recorded in-situ. It is concluded that weather categories are highly appropriate for evaluating synoptic controls on glacier meteorology and surface energetics; significant improvements in the parameterization of boundary-layer meteorology and ablation rates are realised through their application.

3D time-lapse seismics, also known as 4D seismics, have great potential for monitoring the migration of CO2 at underground storage sites. This thesis focuses on time-lapse analysis of 3D seismic reflection data acquired at the Ketzin CO2 geological storage site in order to improve understanding of the reservoir and how CO2 migrates within it. Four 3D seismic surveys have been acquired to date at the site, one baseline survey in 2005 prior to injection, two repeat surveys in 2009 and 2012 during the injection period, and one post-injection survey in 2015. To accurately simulate time-lapse seismic signatures in the subsurface, detailed 3D seismic property models for the baseline and repeat surveys were constructed by integrating borehole data and the 3D seismic data. Pseudo-boreholes between and beyond well control were built. A zero-offset convolution seismic modeling approach was used to generate synthetic time-lapse seismograms. This allowed simulations to be performed quickly and limited the introduction of artifacts in the seismic responses. Conventional seismic data have two limitations, uncertainty in detecting the CO2 plume in the reservoir and limited temporal resolution. In order to overcome these limitations, complex spectral decomposition was applied to the 3D time-lapse seismic data. Monochromatic wavelet phase and reflectivity amplitude components were decomposed from the 3D time-lapse seismic data. Wavelet phase anomalies associated with the CO2 plume were observed in the time-lapse data and verified by a series of seismic modeling studies. Tuning frequencies were determined from the balanced amplitude spectra in an attempt to discriminate between pressure effects and CO2 saturation. Quantitative assessment of the reservoir thickness and CO2 mass were performed. Time-lapse analysis on the post-injection survey was carried out and the results showed a consistent tendency with the previous repeat surveys in the CO2 migration, but with a decrease in the size of the amplitude anomaly. No systematic anomalies above the caprock were detected. Analysis of the signal to noise ratio and seismic simulations using the detailed 3D property models were performed to explain the observations. Estimation of the CO2 mass and uncertainties in it were investigated using two different approaches based on different velocity-saturation models.

O objeto do presente trabalho cinge-se à investigação da contraposição da prescrição intercorrente com a responsabilidade tributária, duas temáticas completamente distintas uma da outra e que, por si só e isoladamente, despertam importantes discussões no campo do Direito Tributário. Jungidas, então, representam enorme problemática, amplificada em razão da negligência de nossos legisladores, da insuficiente manifestação doutrinária e, com o devido respeito, da generalidade de alguns precedentes jurisprudenciais, incapazes de alcançar a singularidade de cada uma das situações possíveis. Em meio ao caos da cobrança judicial dos créditos tributários, uma das crescentes e atuais preocupações diz respeito à demora com que as execuções fiscais são movimentadas (quer seja em razão da ineficiência das Fazendas Públicas, quer seja em razão da má-fé de alguns contribuintes/devedores, quer seja em razão da morosidade imputável exclusivamente aos mecanismos inerentes ao Poder Judiciário) e sua influência na fulminação do direito creditório das Fazendas Públicas em decorrência do reconhecimento da prescrição, mais precisamente da prescrição intercorrente, aquela que se percebe no curso do processo judicial e atualmente não se duvida de sua aplicação. Perquiriu-se, então, como esta espécie de prescrição se aplicaria aos responsáveis tributários, analisando-se a questão, sob o ponto de vista das espécies de responsabilização tributária, se solidária ou subsidiária, ou ainda, de suas principais e mais problemáticas subespécies, sendo tais, aquela dos terceiros, dos sucessores ou daquela decorrente de dissolução irregular da sociedade. Além disso, e, obrigatoriamente, foram analisadas questões intrínsecas ao assunto, tais como, a validade da aplicação de regras suspensivas e interruptivas do prazo prescricional e a definição do dies a quo da contagem prescricional para cada espécie de responsabilidade tributária. Enfim, discutiu-se a melhor forma de aplicação da prescrição intercorrente em casos de redirecionamento da cobrança judicial de dívidas tributárias por responsabilização, verificando-se, dentre outras coisas, sobre a melhor utilização de protestos interruptivos, ou ainda, sobre a obrigatoriedade da deflagração de hipóteses de incidência de responsabilidade tributária, as quais captassem os respectivos fatos geradores de responsabilização, mecanismo este eficientemente utilizado em ordenamentos jurídicos alienígenas, mas que, contudo, nos remete à verificação da decadência, previamente à prescrição e/ou à prescrição intercorrente. / The purpose of this work is restrained to the investigation of the antithesis between the interim statute of limitations and tax liability, two themes completely distinct from each other, and which, per se and on an individually basis, give rise to important discussions in the Tax Law field. However, when united, they reflect an enormous debate, which is amplified in reason of our lawmakers negligence, the lack of doctrinal pronouncement thereon, and, with the due respect, the generality of some case law precedents, incapable of reaching the singularity of each of the possible situations. In the middle of the tax credit court enforcement chaos, one of the growing and current concerns refer to the delay by which tax collections are transited (whether in reason of the inefficiency of Public Treasury Departments, for the bad faith of some taxpayers / debtors, or in reason of the slowness solely imputable to the mechanisms inherent to the Judicial Branch) and their influence on the fulmination of the Public Treasury Departments right to credit as a consequence of the acknowledgement of the statute of limitations, more precisely the interim statute of limitations, which is that realized in the course of the legal proceeding, and the application of which cannot be currently doubted. Then, it has been scrutinized how such sort of statute of limitations would be applicable to taxpayers, by analyzing the issue under the point of view of the taxpaying types, whether a co-liability or subsidiary liability, or even of the subspecies thereof, such as that of third parties, successors, or that arising out of the companys irregular dissolution. In addition to that, and, compulsorily, intrinsic matters to the subject have been analyzed, such as the proper application of staying and interrupting rules for the statute of limitations, and the determination of the dies a quo for counting the lapse of time for each type of tax liability. All in all, the best way to apply the interim statute of limitations to cases of redirecting the court collection of tax debts for liability was discussed, ascertaining, among others, the best use for interrupting objections, or even the obligation to deflagrate hypotheses for the tax liability, which would catch the respective tax liability triggering events, which mechanism is efficiently used in foreign legal systems, but which, however, lead us to ascertain the lapse of right, before the statute of limitations and/or the interim statute of limitations.

Ce travail présente une analyse de l'évolution morphologique et des processus sédimentaires actuels du plateau continental interne sud-aquitain, (sud-est du Golfe de Gascogne, France),secteur riche en données, mais sur lequel de nombreuses questions restent néanmoins en suspens. Il s'articule autour de deux zones ateliers complémentaires : la zone de « La Salie-Biscarrosse » sur le plateau continental interne sud-aquitain au sud des passes du Bassin d'Arcachon (entre 5 et 50 m de profondeur d’eau), et la tête du canyon de Capbreton et ses abords (entre 5 et 120 m de profondeur d’eau). Deux approches sont utilisées : (1) une approche descriptive et comparative (dans le temps), utilisant des données géo-acoustiques(sondeur multi faisceaux, sonar latéral et sondeur de sédiments), des prélèvements et (2) une approche mettant en oeuvre des modélisations numériques des interactions houles / courants /sédiments. Les résultats obtenus sur le plateau interne aquitain ont permis d'améliorer la connaissance de la morphologie, de la nature et de la géométrie interne des corps sédimentaires, d'étudier leur évolution au cours des 29 dernières années (entre 1984 et 2013)et de proposer des facteurs à l’origine de cette évolution. Le résultat majeur est la mise en évidence de « sorted bebforms » entretenus par la houle; dont la surprenante migration vers le nord-est est à associer à la récente découverte d'intenses épisodes de « poleward current » sur le plateau. Le suivi entre 1998 et 2013 de l’évolution morphologique de la tête du Canyon de Capbreton, située à seulement 250 m du littoral montre une évolution rapide qui fluctue cependant autour d'une position d'équilibre. Par ailleurs l’influence de la dérive littorale sur les transferts de sédiments du plateau vers le canyon a pu être démontrée. En-effet, les arguments morphologiques et sédimentaires, associés à la modélisation numérique, prouvent que la dérive littorale aquitaine alimente épisodiquement (conditions de houle forte) la tête de canyon en sables littoraux. / This study proposes an analysis of the morphological evolution and recent sedimentary processes of the south Aquitaine inner shelf (south east Bay of Biscay, France). This area is greatly documented but improvement of our knowledge is needed for a better understanding.Two complementary study areas are analyzed: « La Salie-Biscarrosse » area of the south-Aquitaine inner shelf (in a water depth extending from 5 to 50 m), and the head of the Capbreton Canyon (in a water depth extending from 5 to 120 m). Two approaches are used:(1) a descriptive and comparative analysis of the geophysical and sedimentological data setsand (2) a numerical modeling taking into account swell, current and sediments. The results obtained allow the description and the interpretation of the morphology, the nature, the internal geometry of the sedimentary structures, and their evolution along the last 29 years(between 1984 and 2013). The major result highlights the presence of sorted bedforms maintained by the swell, migrating northeastward and associated with the recent discovery of punctual poleward current on the shelf. The seafloor morphology of the Capbreton Canyonhead located only 250 m off the coastline, has experienced significant changes between 1998 and 2013, nonetheless it oscillates around a position of equilibrium. Furthermore, the influence of the littoral drift on sediment transfer from the shelf to the canyon was demonstrated. Sedimentary and morphological evidences combined with numerical modelingattest to the feeding of the Capbreton canyon head with coastal sand supplied by the southward long shore drift under high-energy wave conditions.

責任準備金的風險管理是人壽保險公司營運的重要課題之一，其牽涉到保單現金流量的數階動差及分佈之估計，為此我們必須清楚的設定隨機脫退和隨機利率模型，並將保單之重要特性—利率敏感性現金流量納入考慮，否則將誤導保險公司過度規避利率風險及高估其破產的危險性。 本文採用蒙地卡羅模擬法進行責任準備金的模擬，在模擬模型中考慮三個風險因子：死亡率風險、利率風險和解約率風險。透過死亡率的變異數估計死亡率風險對責任準備金的影響；透過隨機利率模型估計隨機利率對責任準備金的影響；於解約率模型中考慮利率與解約率的關係，估計解約率對責任準備金的影響；當中並將隨機利率模型與解約率模型的參數風險納入考慮。最後，將五個險種的現金流量加權平均，以建構保險商品組合，而具有最小的最大分散（maximum dispersion）的保險商品組合即為最佳商品組合，所謂責任準備金的最大分散即責任準備金之第95個百分位數與其平均數之差距。 由模擬結果發現，保險公司應密切注意其責任準備金之利率風險管理，但這並不表示保險公司可忽視解約率風險對責任準備金的影響，而過度規避利率風險，此模擬結果幫助保險公司評估其業務之風險。 / One of the major topics in insurance companies’ operations is the risk management of the reserves. Sound risk management of reserves involves the estimation of the moments and distribution of cash flows associated with sold policies. To estimate the moments or the distribution of future cash flows, one must model stochastic decrements and stochastic discount rates explicitly. Besides, one must consider an important feature of insurance policies: future cash flows may be interest-rate-sensitive. Ignorance of such characteristic may mislead the insurer to over-hedge the interest rate risk and jeopardize the solvency of insurers. In this paper we use Monte Carlo simulation to estimate reserve. We identify three risk factors embedded in life insurers’ reserves in our simulation model: mortality risk, interest rate risk, and lapse rate risk. We use the mortality risk to decide the reserve from the variances of mortality rates. We choose a term structure to decide the reserve from the interest rate risk. Furthermore, we incorporate lapse rate risk into the decision of reserve by recognizing the relationship between lapse rates and interest rates. We also estimate the parameter risk associated with the parameter estimation errors in the term structure model and the lapse rate model. Finally, we construct insurance portfolios by summing weighted cash flow of five insurance policies. According to the minimum maximum dispersion, we intend to find the optimal portfolio and identify that the maximum dispersion of the distribution of terminal reserve is the difference between reserve’s 95th percentile and mean. We find that the maximum dispersion generated from mortality risk is insignificant while maximum dispersion from interest rate risk is substantial. This result is consistent with the observation that life insurers suffer more from the interest rate risk than from the mortality rate risk. The marginal contribution of lapse rate risk to the maximum dispersion, surprisingly, is negative. One possible reason is that the duration of the reserve decreases if policies lapse and lower duration means less interest rate related risk. This seemingly surprising result implies that we would overestimate the maximum dispersion if we neglect the lapse rate risk. We also find that the parameter risks of the interest rate model and the lapse rate model are significant. Our findings suggest that life insurers should pay close attention to interest rate risk management. However, be careful not to neglect the effect of lapse rate and over-manage the interest rate risk. In addition, insurers should be aware of the significance of parameter estimation risks in pricing models. The results of portfolios show that the maximum dispersion is deeply affected by the considered risk and the diversification effect. Our results can help life insurers to access the riskiness of their business.

Land ice is losing mass to the worlds oceans at an accelerated rate. The worlds glaciers contain much less ice than the ice sheets but contribute equally to eustatic sea level rise and are expected to continue to do so over the coming centuries if global temperatures continue to rise. It is therefore important to characterize the mass balance of these glaciers and its relationship to climate trends and variability. In the Canadian High Arctic, analysis of long-term surface mass balance records shows a shift to more negative mass balances after 1987 and is coincident with a change in the mean location of the July circumpolar vortex, a mid-troposphere cyclonic feature known to have a strong influence on Arctic summer climate. Since 1987 the occurrence of July vortices centered in the Eastern Hemisphere have increased significantly. This change is associated with an increased frequency of tropospheric ridging over the Canadian High Arctic, higher surface air temperatures, and more negative glacier mass balance. However, regional scale mass balance modeling is needed to determine whether or not the long-term mass balance measurements in this region accurately reflect the mass balance of the entire Canadian High Arctic. The Canadian High Arctic is characterized by high relief and complex terrain that result in steep horizontal gradients in surface mass balance, which can only be resolved if models are run at high spatial resolutions. For such runs, models often require input fields such as air temperature that are derived by downscaling of output from climate models or reanalyses. Downscaling is often performed using a specified relationship between temperature and elevation (a lapse rate). Although a constant lapse rate is often assumed, this is not well justified by observations. To improve upon this assumption, near-surface temperature lapse rates during the summer ablation season were derived from surface measurements on 4 Arctic glaciers. Near-surface lapse rates vary systematically with free-air temperatures and are less steep than the free-air lapse rates that have often been used in mass balance modeling. Available observations were used to derive a new variable temperature downscaling method based on temperature dependent daily lapse rates. This method was implemented in a temperature index mass balance model, and results were compared with those derived from a constant linear lapse rate. Compared with other approaches, model estimates of surface mass balance fit observations much better when variable, temperature dependent lapse rates are used. To better account for glacier-climate feedbacks within mass balance models, more physically explicit representations of snow and ice processes must be used. Since absorption of shortwave radiation is often the single largest source of energy for melt, one of the most important parameters to model correctly is surface albedo. To move beyond the limitations of empirical snow and ice albedo parameterizations often used in surface mass balance models, a computationally simple, theoretically-based parameterization for snow and ice albedo was developed. Unlike previous parameterizations, it provides a single set of equations for the estimation of both snow and ice albedo. The parameterization also produces accurate results for a much wider range of snow, ice, and atmospheric conditions.