The aim of the research was to determine gender representation in the Lithuanian, British and Argentinian EFL textbooks. To achieve the aim, EFL textbooks circulated in Lithuania (Super English 4), the UK (Speakout) and Argentina (My Life 2) were analyzed with regard to social and linguistic aspects of gender representation. The methods chosen for the study were content analysis and the calculation of the relative frequency of occurrence. The results revealed that the Lithuanian EFL textbook depicts females in a stereotyped way with regard to household duties and frequently uses compound nouns and proverbs or sayings comprising a word man which is used in its generic meaning. Moreover, the content analysis of illustrations in the British EFL textbook revealed that males dominate the labour market. Furthermore, the analysis of verbs used to define gender in the British EFL textbook demonstrated that females are involved in more various mental processes in relation to males. In the Argentinian EFL textbook females are excluded from the field of IT; however, they are not associated with the domestic sphere. In addition, the Argentinian EFL textbook can be treated as the best-balanced textbook with regard to gender-biased use of language. Further studies can examine other aspects of gender representation and cover wider range of EFL textbooks. / Šio tyrimo tikslas buvo nustatyti lyties įvaizdžius anglų, kaip užsienio kalbos, vadovėliuose, išleistuose Lietuvoje, Didžiojoje Britanijoje ir Argentinoje. Vadovėliai buvo nagrinėjami atsižvelgiant į socialinius ir kalbinius lyties vaizdavimo aspektus. Vadovėlių pasirinkimas buvo pagrįstas galimybe palyginti lyčių įvaizdžius ir kalbines jų raiškos priemones skirtinguose regionuose. Tyrime buvo naudojami kiekybiniai ir kokybiniai tyrimo metodai. Turinio analizės metodas buvo naudojamas analizuojant kalbines priemones bei paveikslėlius kontekste; kiekybiškai buvo skaičiuojamas tiriamas santykinis dažnumas. Tyrimo rezultatai atskleidė, kad anglų kalbos vadovėlis, išleistas Lietuvoje, pasižymi stereotipiniu moters vaidmens įvaizdžio pateikimu. Moteris yra vaizduojama plaunanti indus, dengianti stalą, gaminanti valgyti, prižiūrinti ir auklėjanti vaikus. Be to, anglų kalbos vadovėlyje, išleistame Lietuvoje, yra didžiausias skaičius sudurtinių daiktavardžių bei patarlių ar posakių, kurie susideda iš bendrai vartojamo abiems lytims žodžio man, taip sumenkinant moters įvaizdį. Anglų kalbos vadovėlis, išleistas Didžiojoje Britanijoje, daug dėmesio skiria su darbu susijusiai veiklai, taip pat pateikia platesnį spektrą profesijų, kuriose yra vaizduojami veikėjai. Tačiau turinio analizė atskleidė, kad vyrai yra labiau matomi darbo rinkos vaizdavime. Taip pat moterims priskiriamos profesijos yra daugiausiai susijusios su menine veikla, tokia kaip dainavimas, vaidyba ir dizainas. Lyčių... [toliau žr. visą tekstą]

Dans cette thèse, nous nous sommes intéressés à la détection de galaxies lointaines dans les données hyperspectrales MUSE. Ces galaxies, en particulier, sont difficiles à observer, elles sont spatialement peu étendues du fait de leur distance, leur spectre est composé d'une seule raie d'émission dont la position est inconnue et dépend de la distance de la galaxie, et elles présentent un rapport signal-à-bruit très faible. Ces galaxies lointaines peuvent être considérées comme des sources quasi-ponctuelles dans les trois dimensions du cube. Il existe peu de méthodes dans la littérature qui permettent de détecter des sources dans des données en trois dimensions. L'approche proposée dans cette thèse repose sur la modélisation de la configuration de galaxies par un processus ponctuel marqué. Ceci consiste à représenter la position des galaxies comme une configuration de points auxquels nous ajoutons des caractéristiques géométriques, spectrales, etc, qui transforment un point en objet. Cette approche présente l'avantage d'avoir une représentation mathématique proche du phénomène physique et permet de s'affranchir des approches pixelliques qui sont pénalisées par les dimensions conséquentes des données (300 x 300 x 3600 pixels). La détection des galaxies et l'estimation de leurs caractéristiques spatiales, spectrales ou d'intensité sont réalisées dans un cadre entièrement bayésien, ce qui conduit à un algorithme générique et robuste, où tous les paramètres sont estimés sur la base des seules données observées, la détection des objets d'intérêt étant effectuée conjointement.La dimension des données et la difficulté du problème de détection nous ont conduit à envisager une phase de prétraitement des données visant à définir des zones de recherche dans le cube. Des approches de type tests multiples permettent de construire des cartes de proposition des objets. La détection bayésienne est guidée par ces cartes de pré-détection (définition de la fonction d'intensité du processus ponctuel marqué), la proposition des objets est réalisée sur les pixels sélectionnés sur ces cartes. La qualité de la détection peut être caractérisée par un critère de contrôle des erreurs.L'ensemble des traitements développés au cours de cette thèse a été validé sur des données synthétiques, et appliqué ensuite à un jeu de données réelles acquises par MUSE suite à sa mise en service en 2014. L'analyse de la détection obtenue est présentée dans le manuscrit. / Detecting the faintest galaxies in the hyperspectral MUSE data is particularly challenging because they have a small spatial extension, a very sparse spectrum that contains only one narrow emission line, which position in the spectral range is unknown. Moreover, their signal-to-noise ratio are very low. These galaxies are modeled as quasi point sources in the three dimensions of the data cube. We propose a method for the detection of a galaxy configuration based on a marked point process in a nonparametric Bayesian framework. A galaxy is modeled by a point (its position in the spatial domain), and marks (geometrical, spectral features) are added to transform a point into an object. These processes yield a natural sparse representation of massive data (300 x 300 x 3600 pixels). The fully Bayesian framework leads to a general and robust algorithm where the parameters of the objects are estimated in a fully data-driven way. Preprocessing strategies are drawn to tackle the massive dimensions of the data and the complexity of the detection problem, they allow to reduce the exploration of the data to areas that probably contain sources. Multiple testing approaches have been proposed to build proposition map. This map is also used to define the intensity of the point process, textit{i.e.} it describes the probability density function of the point process. It also gives a global error control criterion for the detection. The performance of the proposed algorithm is illustrated on synthetic data and real hyperspectral data acquired by the MUSE instrument for young galaxy detection.

Having functionalism as its theoretical support, especially Lambrecht‟s (1994) and Li and Thompson‟s (1976) proposals, this thesis presents a discussion into the rules for marked topic constructions in Brazilian Portuguese (BP). All analyzed data came from authors whose constructions are herein discussed or from informal conversations. Based on several studies (Tarallo et al. (2002a, 2002b), Callou et al. (2002), Pontes (1987), Berlink, Duarte and Oliveira (2009), Perini (1996, 2006, 2008 and 2010), Brito, Duarte and Matos (2003), Li and Thompson (1976), we firstly looked into how different authors conceive of topic and how much disagreement there is among them, most of which as a result of their theoretical affiliation. On the second chapter of the work we stress topic as a linguistic category and bring to light a description of the pragmatic, semantic, and syntactic aspects involved in the codification of topics. The third and last chapter contains our assessment of topics in BP, in which we found a variety of structures that reflects communicative purposes. Ultimately, we drew the following conclusions: a) there are different nomenclatures and perspectives when dealing with topic construction in BP. Thus, the topic may appear in linguistic systems in a variety of ways, and the pragmatic context determines how such structures are codified; b) linguistic studies on topics have scrapped the notion of these structures being stylistic, although some restrictions do remain, such as the one that renders the topic to be a solely pragmatic and not syntactic category, or the one that states that topic constructions are agrammatical; c) we deem the idea of IE (Information Structure), as advanced by Lambrecht (1994), to be one of the most thorough approaches to the description of constructions with marked topic, for pragmatics, semantics, and syntax are equally considered; d) we acknowledge the fact that the current BP does codify subject-predicate and topic-comment structures; and e) we can undoubtedly attest to the high frequency of marked topic constructions within BP, and that these constructions are somehow in accordance with the properties of topic-prominent languages proposed by Li and Thompson (1976), which allows one to assert that Tp and Sp structures are just as basic in BP. / O presente estudo discute o estatuto das construções de tópico marcado em português do Brasil tomando o funcionalismo como suporte teórico, em particular as propostas de Lambrecht (1994) e Li e Thompson (1976). Os dados analisados advieram dos autores de quem lançamos mão para discutir essas construções ou de coleta em conversas informais. Em primeiro lugar, com base em diversos estudos (Tarallo et al. (2002a, 2002b), Callou et al. (2002), Pontes (1987), Berlink, Duarte e Oliveira (2009), Perini (1996, 2006, 2008 e 2010), Brito, Duarte e Matos (2003), Li e Thompson (1976), observamos a diversidade de formas com que diferentes autores concebem as construções de tópico e as divergências entre eles, muitas das quais se dão em função da filiação teórica. Na segunda parte do trabalho, onde defendemos o tópico como categoria linguística, apresentamos uma descrição dos aspectos pragmáticos, semânticos e sintáticos envolvidos na codificação dos tópicos. No terceiro e último capítulo, analisamos as construções de tópico em PB, onde constatamos uma variedade estrutural diversificada, a qual reflete propósitos comunicativos. Por fim, chegamos às seguintes conclusões: a) há variedade de nomenclaturas e perspectivas na abordagem das construções de tópico em PB, Assim, o tópico se apresenta nos sistemas linguísticos de maneiras variadas, sendo o mecanismo de codificação dessas estruturas determinado pelo contexto pragmático; b) os estudos linguísticos acerca do tópico têm superado a concepção de que essas construções são do âmbito do estilismo, embora ainda haja determinadas restrições, como defender que o tópico é uma categoria apenas pragmática e não sintática, ou que construções de tópico são agramaticais; c) consideramos a noção de EI (Estrutura da Informação) proposta por Lambrecht (1994) uma das mais completas abordagens para a descrição das construções de tópico marcado, já que a tríade pragmática, semântica e sintaxe é igualmente contemplada; d) reconhecemos que o PB no estágio atual codifica estruturas do tipo sujeito-predicado e estruturas com tópico-comentário; e e) podemos verificar que o PB apresenta, sem dúvidas, enorme frequência de construções de tópico marcado e estas, de alguma forma, encaixam-se nas propriedades das línguas de tópico propostas por Li e Thompson (1976), o que nos permite afirmar que no PB as estruturas Tp são tão básicas quanto as Sp.

In the Forest sector, the Precision Forest (PF) approach seeks market space to assist forest management by optimizing available resources and spatially locating silvicultural practices, management and harvesting, aiming at increasing production in the same area and reducing the costs of based on spatial analysis of production and the factors influencing it. These spatial analyzes can also be used to better understand other types of vegetation, such as Espinilho, using the PF approach for this study. This work aims to combine the geotechnologies, with the Geographic Information System (GIS) and spatial analysis, to the forest inventory to describe the spatial variability and associations of the arboreal component in the Parque Estadual do Espinilho (PESP), an approach not yet used for this type of this vegetation. The objective was to create a spatial database and analyze it with geostatistics, kernel density functions and punctual process marked to verify the spatial behavior of native tree species found in a sample unit at PESP, located in Barra do Quaraí, Rio Grande do Sul, Brazil. The inventory data were obtained from a postdoctoral work by Watzlawick et al. (2014), arranged in printed field fiches. The GstarCAD, ArcGis, GS +, and RStudio software were designed for the design of the unit and subunits, shapefiles generation and density mapping, semivariogram adjustment and interpolation by punctual ordinary kriging and punctual process marked with the K function of Ripley. There were 578 trees distributed in three species, Acacia caven (Molina) Molina, Prosopis affinis Spreng., Prosopis nigra (Griseb.) Hieron and dead individuals. Semivariograms were adjusted and interpolations were generated for the total number of trees, species and P. affinis counted in the subunits. For these same variables and for A. caven and dead trees, Kernel functions maps were generated from their own coordinates. The marked punctual process showed that A. caven, P. nigra and dead trees presented complete spatial independence without some kind of structuring. Already P. affinis, with a larger number of individuals (552 - 95.50%), presented a grouped behavior among their individuals. In the punctual process marked categorical with two marks, used to verify if the interaction between species, no type of spatial dependence was found. However, P. affinis tends to repel A. caven and associate with dead individuals. / No Setor Florestal a abordagem de Floresta de Precisão (FP) busca espaço no mercado para auxiliar na gestão florestal, ao otimizar os recursos disponíveis e localizar espacialmente os tratos silviculturais, manejo e colheita, visando aumentar a produção numa mesma área e diminuir os custos da mesma, baseando suas decisões na análise espacial da produção e dos fatores que a influenciam. Estas análises espaciais também podem ser utilizadas para melhor entendermos outros tipos de vegetação, a exemplo do Espinilho, com uso da abordagem de FP para seu estudo. Este trabalho visa aliar o uso das geotecnologias, com o Sistema de Informações Geográficas (SIG) e análises espaciais, ao inventário florestal para descrever a variabilidade espacial e associações do componente arbóreo no Parque Estadual do Espinilho (PESP), abordagem ainda não utilizada para este tipo de vegetação. O objetivo foi criar um banco de dados espacial e analisá-lo com a geoestatística, funções de densidade de kernel e processo pontual marcado para verificar o comportamento espacial de espécies arbóreas nativas encontradas em uma unidade amostral no PESP, localizado em Barra do Quaraí, Rio Grande do Sul, Brasil. Os dados de inventário foram obtidos de um trabalho de pós-doutorado realizado por Watzlawick et al. (2014), dispostos em fichas de campo impressas. Foram realizadas as análises propostas com os softwares GstarCAD, ArcGis, GS+, RStudio, respectivamente para desenho da unidade e subunidades, geração de shapefiles e mapas de densidade, ajuste de semivariogramas e interpolação por krigagem ordinária pontual e processo pontual marcado com a função K de Ripley. Foram encontrados 578 árvores distribuídas em três espécies, Acacia caven (Molina) Molina, Prosopis affinis Spreng., Prosopis nigra (Griseb.) Hieron e indivíduos mortos. Foram ajustados semivariogramas e gerados interpolações para número total de árvores, espécies e P. affinis, contadas nas subunidades. Para estas mesmas variáveis e para A. caven e árvores mortas, a partir de suas próprias coordenadas, foram gerados mapas da função Kernel. O processo pontual marcado mostrou que A. caven, P. nigra e árvores mortas apresentaram completa independência espacial sem nenhum tipo de estruturação. Já P. affinis, com maior número de indivíduos (552 – 95,50%), apresentou comportamento agrupado entre seus indivíduos. Já no processo pontual marcado categórico com duas marcas, utilizado para verificar se há interação entre espécies, não foi encontrada nenhum tipo de dependência espacial. No entanto, P. affinis tende a repelir A. caven e a associar-se com indivíduos mortos.

nÃo hà / CoordenaÃÃo de AperfeiÃoamento de Pessoal de NÃvel Superior / Procedemos, a partir dos pressupostos da LingÃÃstica da EnunciaÃÃo, à problematizaÃÃo do quadro das heterogeneidades do tipo mostrada (marcada vs. nÃo-marcada), proposto por Authier-Revuz (1982). Nossa proposta consiste em sugerir que o escopo das ocorrÃncias dos fatos de heterogeneidade marcada seja flexibilizado, de modo a abarcar fenÃmenos de natureza (mais) cognitiva que evidenciam a presenÃa do alheio na materialidade lingÃÃstica num ponto especÃfico da cadeia do dizer, promovendo, destarte, uma articulaÃÃo entre heterogeneidade mostrada/marcada e referenciaÃÃo. Submetemos a um reexame, acrescentando o que nos pareceu pertinente, um conjunto de marcas que nÃo apenas as consagradas (como, por exemplo, negrito, mudanÃa de fonte, aspas, discurso direto) na tentativa de lhes conferir um estatuto de marcadores da presenÃa consciente do outro no fio discursivo, considerando a noÃÃo de leitor-modelo sugerida por Eco (1979). Para tanto, elegemos como categorias principais de anÃlise os processos referenciais anafÃricos e dÃiticos, o discurso indireto livre e a intertextualidade por alusÃo. Nossos resultados legitimaram nossa proposta e confirmaram o potencial marcativo de tais categorias. Palavras-chave: Heterogeneidade enunciativa; heterogeneidade mostrada/marcada; referenciaÃÃo; processos referenciais. / We proceed to the problematization of the frame of heterogeneities of the displayed type (marked versus not marked) as proposed by Authier-Revuz (1982) from the assumptions of the Linguistics of Enunciation. Our proposal consists in suggesting that the scope of the occurrences of facts of marked heterogeneity be widened in order that it includes phenomena of a (more) cognitive nature that make evident the presence of the other in the linguistic materialization in a specific point of the chain of the saying and, besides, articulate the displayed marked heterogeneity and the referentiation. We reexamine, appending whatever seems to us pertinent, a set of marks, besides those already established (e.g., bold face, font changing, inverted commas, direct speech) in an attempt to confer them the statute of markers of the conscious presence of the other in the discursive thread, considering the notion of model reader suggested by Eco (1979). To achieve this goal, we choose for main categories of analysis the deictic and anaphoric referential processes, the free indirect speech and the intertextuality by allusion. Our results legitimize our proposal and confirms the marking potential of such categories. Keywords: Enunciative heterogeneity, displayed/marked heterogeneity; referentiation; referential processes.

La thèse s'inscrit dans l'étude de la structuration des forêts à partir des propriétés de la canopée telles que décrites par la distribution spatiale ou la taille des houppiers des arbres dominants. L'approche suivie est fondée sur la théorie des Processus Ponctuels Marqués (PPM) qui permet de modéliser ces houppiers comme des disques sur images considérées comme un espace 2D. Le travail a consisté à évaluer le potentiel des PPM pour détecter automatiquement les houppiers d'arbres dans des images optiques de très résolution spatiale acquises sur des forêts de mangroves et des plantations d'Eucalyptus. Pour les mangroves, nous avons également travaillé sur des images simulées de réflectance et des données Lidar. Différentes adaptations (paramétrage, modèles d'énergie) de la méthode de PPM ont été testées et comparées grâce à des indices quantitatifs de comparaison entre résultats de la détection et références de positionnement issues du terrain, de photo-interprétation ou de maquettes forestières.Dans le cas des mangroves, les tailles de houppier estimées par détection restent cohérentes avec les sorties des modèles allométriques disponibles. Les résultats thématiques indiquent que la détection par PPM permet de cartographier dans une jeune plantation d'Eucalyptus la densité locale d'arbres dont la taille des houppiers est proche de la résolution spatiale de l'image (0.5m). Cependant, la qualité de la détection diminue quand le couvert se complexifie. Ce travail dresse plusieurs pistes de recherche tant mathématique, comme la prise en compte des objets de forme complexe, que thématiques, comme l'apport des informations forestières à des échelles pertinentes pour la mise au point de méthodes de télédétection. / This PhD work aims at providing information on the forest structure through the analysis of canopy properties as described by the spatial distribution and the crown size of dominant trees. Our approach is based on the Marked Point Processes (MPP) theory, which allows modeling tree crowns observed in remote sensing images by discs belonging a two dimensional space. The potential of MPP to detect the trees crowns automatically is evaluated by using very high spatial resolution optical satellite images of both Eucalyptus plantations and mangrove forest. Lidar and simulated reflectance images are also analyzed for the mangrove application. Different adaptations (parameter settings, energy models) of the MPP method are tested and compared through the development of quantitative indices that allow comparison between detection results and tree references derived from the field, photo-interpretation or the forest mockups.In the case of mangroves, the estimated crown sizes from detections are consistent with the outputs from the available allometric models. Other results indicate that tree detection by MPP allows mapping, the local density of trees of young Eucalyptus plantations even if crown size is close to the image spatial resolution (0.5m). However, the quality of detection by MPP decreases with canopy closeness. To improve the results, further work may involve MPP detection using objects with finer shapes and forest data measurements collected at the tree plant scale.

Dans cette thèse, nous proposons des modèles de reconstruction de la structure curviligne fondée sur la modélisation stochastique et sur un système d’apprentissage structuré. Nous supposons que le réseau de lignes, dans sa totalité, peut être décomposé en un ensemble de segments de ligne avec des longueurs et orientations variables. Cette hypothèse nous permet de reconstituer des formes arbitraires de la structure curviligne pour différents types de jeux de données. Nous calculons les descripteurs des caractéristiques curvilignes fondés sur les profils des gradients d’image et les profils morphologiques. Pour le modèle stochastique, nous proposons des contraintes préalables qui définissent l'interaction spatiale des segments de ligne. Pour obtenir une configuration optimale correspondant à la structure curviligne latente, nous combinons plusieurs hypothèses de ligne qui sont calculées par échantillonnage MCMC avec différents jeux de paramètres. De plus, nous apprenons une fonction de classement qui prédit la correspondance du segment de ligne donné avec les structures curvilignes latentes. Une nouvelle méthode fondée sur les graphes est proposée afin d’inférer la structure sous-jacente curviligne en utilisant les classements de sortie des segments de ligne. Nous utilisons nos modèles pour analyser la structure curviligne sur des images statiques. Les résultats expérimentaux sur de nombreux types de jeux de données démontrent que les modèles de structure curviligne proposés surpassent les techniques de l'état de l'art. / In this dissertation, we propose curvilinear structure reconstruction models based on stochastic modeling and ranking learning system. We assume that the entire line network can be decomposed into a set of line segments with variable lengths and orientations. This assumption enables us to reconstruct arbitrary shapes of curvilinear structure for different types of datasets. We compute curvilinear feature descriptors based on the image gradient profiles and the morphological profiles. For the stochastic model, we propose prior constraints that define the spatial interaction of line segments. To obtain an optimal configuration corresponding to the latent curvilinear structure, we combine multiple line hypotheses which are computed by MCMC sampling with different parameter sets. Moreover, we learn a ranking function which predicts the correspondence of the given line segment and the latent curvilinear structures. A novel graph-based method is proposed to infer the underlying curvilinear structure using the output rankings of the line segments. We apply our models to analyze curvilinear structure on static images. Experimental results on wide types of datasets demonstrate that the proposed curvilinear structure modeling outperforms the state-of-the-art techniques.

<p><em>Curvilinear structure detection in images has been investigated for decades. In general, the detection of curvilinear structures includes two aspects, binary segmentation of the image and  inference of the graph representation of the curvilinear network. In our work, we propose a connected-tube model based on a marked point process (MPP) for addressing the two issues. The proposed tube model is applied to fiber detection in microscopy images by combining connected-tube and ellipse models. Moreover, a tube-based segmentation algorithm has been proposed to improve the segmentation accuracy. Experiments on fiber-reinforced polymer images, satellite images, and retinal vessel images will be presented. Additionally, we extend the 2D tube model to a 3D tube model, with each tube be modeled as a cylinder. To investigate the supervised curvilinear structure detection method, we focus on the application of road detection in satellite images and propose a two-stage learning strategy for road segmentation. A probability map is generated in the first stage by a selected neural network, then we attach the probability map image to the original RGB images and feed the resulting four images to a U-Net-like network in the second stage to get a refined result.</em></p> <p><br></p> <p><em>Anomaly detection in time series is a key step in diagnosing abnormal behavior in some systems. Long Short-Term Memory networks (LSTMs) have been demonstrated to be useful for anomaly detection in time series, due to their predictive power. However, for a system with thousands of different time sequences, a single LSTM predictor may not perform well for all the sequences. To enhance adaptability, we propose a stacked predictor framework. Also, we propose a novel dynamic thresholding algorithm based on the prediction errors to extract the potential anomalies. To further improve the accuracy of anomaly detection, we propose a post-detection verification method based on a fast and accurate time series subsequence matching algorithm.</em></p> <p><br></p> <p><em>To detect anomalies from multi-channel time series, a bi-directional transformer-based predictor is applied to generate the prediction error sequences, and a statistical model referred as an anomaly marked point process (Anomaly-MPP) is proposed to extract the anomalies from the error sequences. The effectiveness of our methods is demonstrated by testing on a variety of time series datasets.</em></p>

This thesis aims at contributing to the study of the valuation of insurance liabilities and the management of the assets backing these liabilities. It consists of four parts, each devoted to a specific topic. In the first part, we study the pricing of a classical single premium life insurance contract with profit, in terms of a guaranteed rate on the premium and a participation rate on the (terminal) financial surplus. We argue that, given the asset allocation of the insurer, these technical parameters should be determined by taking explicitly into account the risk management policy of the insurance company, in terms of a risk measure such as the value-at-risk or the conditional value-at-risk. We then design a methodology that allows us to fix both parameters in such a way that the contract is fairly priced and simultaneously exhibits a risk consistent with the risk management policy. In the second part, we focus on the management of the surrender option embedded in most life insurance contracts. In Chapter 2, we argue that we should model the surrender time as a random time not adapted to the filtration generated by the financial assets prices, instead of assuming that the surrender time is an optimal stopping time as it is usual in the actuarial literature. We then study the valuation of insurance contracts with a surrender option in such a model. We here follow the financial literature on the default risk and in particular, the reduced-form models. In Chapter 3 and 4, we study the hedging strategies of such insurance contracts. In Chapter 3, we study their risk-minimizing strategies and in Chapter 4, we focus on their ``locally risk-minimizing' strategies. As a by-product, we study the impact of a progressive enlargement of filtration on the so-called ``minimal martingale measure'. The third part is devoted to the systematic mortality risk. Due to its systematic nature, this risk cannot be diversified through increasing the size of the portfolio. It is thus also important to study the hedging strategies an insurer should follow to mitigate its exposure to this risk. In Chapter 5, we study the risk-minimizing strategies for a life insurance contract when no mortality-linked financial assets are traded on the financial market. We here extend Dahl and Moller’s results and show that the risk-minimizing strategy of a life insurance contract is given by a weighted average of risk-minimizing strategies of purely financial claims, where the weights are given by the (stochastic) survival probabilities. In Chapter 6, we first study the application of the HJM methodology to the modelling of a longevity bonds market and describe a coherent theoretical setting in which we can properly define the longevity bond prices. Then, we study the risk-minimizing strategies for pure endowments and annuities portfolios when these longevity bonds are traded. Finally, the fourth part deals with the design of ALM strategies for a non-life insurance portfolio. In particular, this chapter aims at studying the risk-minimizing strategies for a non life insurance company when inflation risk and interest rate risk are taken into account. We derive the general form of these strategies when the cumulative payments of the insurer are described by an arbitrary increasing process adapted to the natural filtration of a general marked point process and when the inflation and the term structure of interest rates are simultaneously described by the HJM model of Jarrow and Yildirim. We then systematically apply this result to four specific models of insurance claims. We first study two ``collective' models. We then study two ``individual' models where the claims are notified at a random time and settled through time.

Dados de desenvolvimento ponderal de 3.844 bovinos da raça Nelore, criados em pastagens em duas fazendas do sudoeste do Brasil, dos quais 1.889 tiveram suas carcaças avaliadas por ultra-sonografia e 674 foram confinados por 90 a 120 dias e abatidos por volta dos 24 meses de idade tiveram análises de associação com dezenas de marcadores genéticos realizadas, visando detectar a associação desses marcadores com características economicamente relevantes. Foram analisadas as características de crescimento, peso ao nascer (PNAS), peso a desmama (PDES), peso ao sobreano (PSOB), ganho de peso pós-desmama (GP345), escores visuais de conformação frigorífica (CONF), precocidade de acabamento (PREC), musculosidade (MUSC) e de carcaça área de olho de lombo medida por ultra-sonografia (AOL_US), espessuras de gorduras medida por ultra-som na região lombar (EGS_US) e na picanha (EGP8). Adicionalmente, foram analisadas as características medidas post-mortem, relacionadas a qualidade de carcaça, peso de carcaça quente (PCQ), área de olho de lombo (AOL), espessura de gordura no músculo Longissimus dorsi (EGS) e as características ligadas à qualidade de carne, perdas por exsudação após 7, 14 ou 21 dias de maturação da carne (PEX7, PEX14, PEX21), perdas por cocção e maciez após os mesmos períodos de maturação (PCO7, PCO14 e PCO21, MAC7, MAC14 e MAC21), além de teor de lipídeos totais e colesterol em amostras após 7 dias de maturação. Os genótipos dos polimorfismos de base única (SNP) foram obtidos em laboratórios licenciados por empresa parceira, com uso de placas de micro-arranjos dessa empresa. Foram analisados os efeitos de substituição em análises de marcador único e multi-polimorfismos e os efeitos de aditividade e desvio de dominância de cada marcador genético. Vários dos polimorfismos de DNA analisados apresentaram ou fixação ou freqüências muito altas, maiores que 99%, de um dos alelos impossibilitando as análises de associação. No entanto, muitos outros polimorfismos apresentaram freqüências gênicas adequadas às análises de associação. Cada uma das características avaliadas apresentou, no mínimo, dois marcadores com efeitos significativos (P&le;0,05) ou sugestivos (0,05&lt;P&le;0,20), o que indica que polimorfismos de DNA podem ser critérios adicionais e auxiliares nos processos seletivos ligados às 24 características de desenvolvimento ponderal, qualidade de carcaça e carne na raça Nelore. Como os efeitos de substituição alélica são responsáveis apenas por parte da determinação de cada característica, em geral uma pequena parte, recomenda-se que as previsões de efeitos de marcadores sejam feitas com análise conjunta dos mesmos. / Data on of 3,844 Nellore cattle, reared under pasture conditions on two different farms in southwestern Brazil, 1,889 of them measured by ultra-sound for carcass traits and 674 bulls finished in a feedlot for 90 to 120 days and slaughtered around 24 month of age were analyzed to verify the association with genetic markers (DNA Single nucleotide polymorphism or SNP) with the objective of detecting association of those markers with traits economically important relevant for Brazilian beef business. Growth traits considered were birth weight (PNAS), weaning weight (PDES), yearling weight, measured at 18 mo (PSOB), weight gain after weaning (GP345), visual scores for carcass conformation (CONF), finishing (PREC) and muscle (MUSC). Carcass traits, measured by ultra-sound were ribeye area (AOL_US), backfat (EGS_US) and fat depth at rump (EGP8). Additionally, carcass traits measured after slaughter were hot carcass weight (PCQ), ribeye area (AOL), fat depth on Longissimus muscle (EGS). Meat quality traits were measured after 7, 14 and 21 days of ageing: weep loss (PEX7, PEX14 and PEX21), shrink loss (PCO7, PCO14 and PCO21) and tenderness (MAC7, MAC14 and MAC21). Total lipids and cholesterol content on samples aged for 7 days, were, also, included on the analysis. The genotypes of DNA markers were carried out in laboratories licensed by a private company using its micro-array panels. Allele substitution effects were estimated in single or multi-polymorphism analysis. Additive and dominance effects were also estimated. Many DNA polymorphisms analyzed showed to be fixed or the frequencies for one of the alleles were too high, more than 99 %. In those cases, analysis could not be performed. However, for many others polymorphisms there was observed variability on allele frequencies what make possible to do the association analysis. All traits analyzed were influenced by, at least, two polymorphisms with statistically significant (P&le;0,05) or suggestive (0,05&lt;P&le;0,20) effects, thus DNA polymorphisms can be used as additional and auxiliary criteria on selection process of those 24 traits related to animal growth, carcass and meat quality in Nellore cattle. As allele substitution effects explain only a small part of the phenotype, the results of this paper suggest that the effect of those markers should be considered together.