Risk management is a process through which organizations are methodically devoted to the risks associated with their activities in order to get the biggest benefit from their business. It is also a rapidly developing field, where there is a variety of different approaches, methods, methodologies and standards in which may be little confusing. Therefore, this work offers a comprehensive and systematic view on the issue of risk analysis and management. Risk analysis is a cornerstone for effective security management of each company used for identification, description and quantification of risks, which should lead to acceptance of suitable measures for risk treatment. That is the reason why it requires a careful and methodical procedure described in this work. The main objective of this work is to analyse different approaches to risk analysis and management and thus highlight the importance of information security and protection of corporate assets. This approaches need to be understood as a different levels of detail of conducted risk analysis which will depend on initial maturity level (according to the CMM -- Capability Maturity Model) of information security process. The theoretical part of this thesis will explain relevant methodologies, techniques and procedure of risk analysis based on the ISO 27005 standard. From this part reader should learn what risk analysis is, what is it used for, how can it be carried out and what standards and methods can be used. The practical part will solve a real risk analysis project, which will demonstrate application of information obtained in the theoretical part.

A tendência em ampliar o uso das tecnologias com aproveitamento da energia solar no setor residencial traz para os profissionais da área de projeto novos desafios que é o de reestruturar seus modelos de concepção e desenvolvimento de projetos a fim de garantir o comportamento em uso e a eficiência dos sistemas construtivos seguros. O Modelo conceitual de identificação e qualificação de risco proposto foi elaborado a partir da pesquisa de investigação e de desenvolvimento experimental. Foram considerados aspectos relativos às demandas de segurança em uso, construção do conhecimento a partir da sistemografia e a forma de integração desses saberes em um único sistema. O desenvolvimento experimental ocorreu durante o processo de projeto, produção, montagem, uso e operação de um protótipo denominado Ekó House. A metodologia aplicada envolveu quatro fases: Fase 1 - Exploratória - com pesquisas bibliográficas (as tecnologias, normas e práticas de projeto; Fase 2 - Definições - com a escolha da base teórica de apoio ao modelo; Fase 3 - Desenvolvimento - proposições e experimentos e Fase 4 - Teste e consolidação. Para validar o modelo aplicou-se a validação por generalização analítica, ou seja, expandir e generalizar a teoria. O modelo proposto, inovador no âmbito da sistemografia, apoiou-se na Teoria do Sistema Geral: teoria da modelização proposta por LE MOIGNE. Essa teoria trabalha com sistemas complexos e se apoia em processadores, são eles: de operação, informação e decisão que condicionam a integração sistêmica do projeto. Verificou-se durante a aplicação do modelo que ele estimula o aprofundamento das análises das soluções de projeto, quando: a)Identifica e formaliza conceitos que suportam o desenvolvimento das soluções nos diversos sistemas; xv b)Facilita a compreensão e síntese das múltiplas informações que precisam ser compatibilizadas no projeto; c)Formaliza um único principio \"segurança do usuário\" para a lógica de concepção e desenvolvimento de projeto; d)Organiza e permite que se priorizem as informações técnicas [fabricantes e normas];e)Facilita o entendimento por meio de informações as ações de organização e coordenação dos sistemas no espaço e de sua relação com as funcionalidades, uso e estética; e f)Fomenta a busca de soluções mais adequadas a segurança do usuário. Sendo assim, o teste do modelo validou a hipótese. Ele contribui como ferramenta guia de aprimoramento do processo de projeto. / The increasing use of solar energy technologies in the residential sector brings new challenges to professionals who work in the field of design, such as the need to restructure their mindset regarding to the conception and to the development of design, in order to ensure the performance and the efficiency of safe building systems. In this context, this thesis main goal is to propose a conceptual model for the identification and qualification of risk within residential architecture that uses solar energy technologies based on systemography. It\'s an investigative and experimental research, considering aspects related to: meet the demands of safety in use, the knowledge construction and how those could be managed. The experimental development was carried out during the process of design, production, assembly, use and operation of a prototype named Ekó House. The applied method has encompassed four stages: 1) Exploratory - bibliographic research about technologies, codes, rules and design practices; 2) Definitions - the choice of the theoretical basis to ground the model; 3) Development - propositions and experiments and 4) Proofing and consolidation. In order to verify the model it was carried out a test wherewith is possible to perform a validation by analytical generalization, that is, expand and generalize the theory. The proposed model, which represents an innovation in sistemography field, was based on LE MOIGNES\'s Systemic Theory. This Theory enabled the implementation in complex systems, using information, decision and operating processors which condition the design systemic integration. The results obtained by the research show that the model: a) incorporates knowledge, thus, being helpful along the decision-making process; b) eases the understanding and the overview of the diverse information needed by the design; c) formalizes a logic of design conception and development; d) xvii organizes and prioritizes the design technical recommendations [rules and manufacturers]; e) is able to promote an interference in the system\'s organization and coordination in space and also in its relation to functionality and aesthetics; it also f) guides the use of more suitable configurations to the design development. The model presents itself as a tool that is capable of reducing misuse of standards, conflicts between building systems, Technologies and architecture, as well as design failures that compromise safety in use.

This thesis presents a comprehensive example framework on how current multiple model state estimation algorithms for jump Markov linear systems can be improved. The possible improvements are categorized as: -Design of multiple model state estimation algorithms using new criteria. -Improvements obtained using existing multiple model state estimation algorithms. In the first category, risk-sensitive estimation is proposed for jump Markov linear systems. Two types of cost functions namely, the instantaneous and cumulative cost functions related with risk-sensitive estimation are examined and for each one, the corresponding multiple model estate estimation algorithm is derived. For the cumulative cost function, the derivation involves the reference probability method where one defines and uses a new probability measure under which the involved processes has independence properties. The performance of the proposed risk-sensitive filters are illustrated and compared with conventional algorithms using simulations. The thesis addresses the second category of improvements by proposing -Two new online transition probability estimation schemes for jump Markov linear systems. -A mixed multiple model state estimation scheme which combines desirable properties of two different multiple model state estimation methods. The two online transition probability estimators proposed use the recursive Kullback-Leibler (RKL) procedure and the maximum likelihood (ML) criteria to derive the corresponding identification schemes. When used in state estimation, these methods result in an average error decrease in the root mean square (RMS) state estimation errors, which is proved using simulation studies. The mixed multiple model estimation procedure which utilizes the analysis of the single Gaussian approximation of Gaussian mixtures in Bayesian filtering, combines IMM (Interacting Multiple Model) filter and GPB2 (2nd Order Generalized Pseudo Bayesian) filter efficiently. The resulting algorithm reaches the performance of GPB2 with less Kalman filters.

Les services de stérilisation sont des lieux de production de soins caractérisés par une multitude d’activités et situations auxquelles ils sont confrontés. En outre, les services de stérilisation doivent assurer leurs missions dans un environnement caractérisé par la présence d’une variété de risques. Les risques présents dans ces milieux peuvent aller des pannes des équipements jusqu’aux contaminations et transmission des maladies nosocomiales. Ces services sont aussi tenus de garder un niveau de performances satisfaisant pour assurer la continuité des soins dans les blocs opératoires.Pour aider ces services dans leur quête d'un système performant, capable d’évoluer dans un environnement à haut niveau de risques, nous nous intéressons dans ce travail de recherche au développement d’une approche intégrée pour l’analyse de risques et l’évaluation des performances. Ce travail s’intègre dans un cadre collaboratif entre le laboratoire G-SCOP et le service de stérilisation du CHU de Grenoble, terrain d’étude choisi pour mettre en œuvre l’approche proposée.L'approche que nous proposons se déroule en plusieurs étapes: tout d’abord, suite à une comparaison entre les méthodes de gestion des risques, nous nous sommes orientés vers l’approche pilotée par modèle, dénommée FIS (Fonction Interaction Structure). En nous basant sur FIS, nous avons développé un modèle de risque dans ce service de stérilisation, décrivant à la fois les fonctions, les ressources permettant la réalisation de ces fonctions ainsi que les différents risques qui peuvent être rencontrés. Dans un deuxième temps, nous avons représenté le comportement dynamique du modèle de risques obtenu. Ce modèle dynamique permet de simuler le comportement du service de stérilisation et le voir évoluer dans les situations normales de fonctionnement et les situations de risques. Pour ce faire, nous avons introduit une nouvelle classe de réseau de Petri appelée réseau de Petri PTPS (Predicate-Transition, Prioritized, Synchronous) permettant de représenter et simuler le comportement dynamique du modèle FIS. Par la suite, nous avons automatisé le passage entre le modèle de risque et le modèle dynamique. Cette automatisation est effectuée par un ensemble d’algorithmes de traduction, capables de convertir automatiquement le modèle FIS et le modèle de simulation en réseau de Petri PTPS.Cette approche a donné lieu à un outil de modélisation et de simulation en mode dégradé, appelé SIM-RISK. Nous avons également montré l’utilité de cet outil sur des exemples inspirés des différents risques rencontrés dans le service de stérilisation. / Sterilization services are vulnerable to risks, due to the contagious nature of their environment and to the degradation that risks can cause to their performances and to the safety of patients and staff. The risks in these facilities can range from equipment failure to the transmission of nosocomial infections and diseases. In this kind of high risk environment, these services are also required to maintain an adequate level of performance to ensure continuity of care in operating theaters.We focus in this research on the development of an integrated approach for risk analysis and performance assessment. This work is part of a collaborative work between the G-SCOP laboratory and the sterilization service of the University Hospital of Grenoble, which was the case study chosen to implement the proposed approach.The approach we propose is conducted in several steps: first, following a comparison of the risk analysis methods, we have chosen a model driven approach called FIS (Function Interaction Structure). Based on FIS, we have developed a risk model of Grenoble University Hospital sterilization service. This model describes the functions, the resources to achieve these functions as well as the various risks that may be encountered. Secondly, we introduced a new view to the FIS model dedicated to describe the dynamic behaviour of the resulting risk model.This dynamic model can simulate the behaviour of the sterilization service in normal situations of operations and risk situations.To do this, we have introduced a new Petri Net class called PTPS (Predicate-Transition, Prioritized, Synchronous) Petri Net to represent and simulate the dynamic behaviour of the FIS model. Subsequently, we automated the switching between the risk model and the dynamic model. This automation is performed by a set of translation algorithms capable of automatically converting the FIS model to a PTPS Petri Net simulation model .This approach resulted in a modelling and simulation tool in degraded mode called SIM-RISK. We also showed the usefulness of this tool by some examples based on different risks encountered in the sterilization service.

Submitted by SERGIO RICARDO DOMINGUITO DE OLIVEIRA (dominguito@ig.com.br) on 2011-11-24T19:57:41Z No. of bitstreams: 1 sergio_oliveira.pdf: 1519159 bytes, checksum: 6caebaab7ff501e3d658622816cfed69 (MD5) / Approved for entry into archive by Janete de Oliveira Feitosa (janete.feitosa@fgv.br) on 2011-11-25T13:19:29Z (GMT) No. of bitstreams: 1 sergio_oliveira.pdf: 1519159 bytes, checksum: 6caebaab7ff501e3d658622816cfed69 (MD5) / Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2011-11-29T11:12:33Z (GMT) No. of bitstreams: 1 sergio_oliveira.pdf: 1519159 bytes, checksum: 6caebaab7ff501e3d658622816cfed69 (MD5) / Made available in DSpace on 2011-11-29T11:12:43Z (GMT). No. of bitstreams: 1 sergio_oliveira.pdf: 1519159 bytes, checksum: 6caebaab7ff501e3d658622816cfed69 (MD5) Previous issue date: 2011-10-31 / Research conducted by institutions linked to Brazilian small and medium business, specially non financial institutions, reveals a high level of among this organizations over the past few years. In spite of entrepreneur´s commitment in order to create the necessary conditions to ensure the survival of their enterprises, a remarkable lack of management skills to stabilish and coordinate the several processes and activities envolved, has led companies to unfavourable paths. In this sense, the concerns regarding the risks that naturally envolves any business activity are, almost always, neglected by ignorance. Risk is part of daily environment of business activities, and some are less impactful while others, if materializes, threats the longevity of the company. Therefore, a better understanding and control of the best pratices regarding risk management may contribute to a proper decision-making and ensure better results for the company. This work purposes to present and test a qualitative model of risk management designed for Brazilian non-financial small business. The company chosen to meet this case study is a Brazilian small company from service sector that operates in a franchising scheme. The results obtained, from company´s files review under the the assumptions of the proposed model, suggests the validation of this model on companies with this profile, and also shows managers and entrepreneus agreement regarding the necessity on implementing this management tools in a way to ensure the survival of the business. / Pesquisas realizadas por instituições ligadas às pequenas e médias empresas brasileiras, em particular, as não-financeiras, revelam que o índice de mortalidade tem sido elevado ao longo dos últimos anos. A despeito do empenho dos empreendedores em criar as condições necessárias para garantir a sobrevivência de suas empresas, a falta de capacidade gerencial, em geral, na organização dos vários processos e atividades, tem conduzido as empresas para caminhos pouco favoráveis. Neste sentido, a preocupação com os riscos que naturalmente permeiam os negócios de uma empresa são, quase sempre, por desconhecimento, desprezados ou relevados a um segundo plano. Risco é parte do dia-a-dia da existência das empresas, podendo alguns serem menos impactantes enquanto outros, se concretizados, ameaçar a longevidade da empresa. Desta forma, uma perfeita compreensão e domínio dos princípios e processos para uma gestão segura de riscos contribuirá para uma tomada de decisões adequada e para a garantia de melhores resultados para a empresa. Este trabalho tem como propósito apresentar e testar um modelo qualitativo de gestão de risco que possa ser utilizado por pequenas empresas não-financeiras brasileiras. A empresa escolhida para atender a este estudo de caso foi uma pequena empresa brasileira do setor de serviços que opera em regime de franchising. Os resultados obtidos, por meio de toda documentação apresentada à luz do modelo proposto, apontam para a adequabilidade do modelo em empresa deste gênero, bem como para a concordância por parte dos gerentes e do empreendedor quanto à necessidade de implantação deste tipo de gestão como forma de assegurar a sobrevivência da empresa.

In this thesis we focus on modeling stochastic mortality and parameter risk in assessing mortality. We explore two mortality stochastic models for modeling the number of deaths in portfolio which consist of one or more than one cohort. We define the term mixture of distributions and introduce Beta-Binomial and Poisson-Gamma model. We address immediate life annuities and we apply Bayesian Poisson- Gamma model to quantify longevity risk on data. The obvious increasing trend of average lifetime leads insurance companies to greater protection against longevity risk. We show how to deal with solvency rules by internal models designed consistently with the requirement in the standard formula of Solvency II. Powered by TCPDF (www.tcpdf.org)

The main aim of my final thesis is to familiar reader with different ways of measuring credit risk by means of particular structural models of credit risk. This issue has been already described by foreign authors. Though, neither Czech nor Slovak economists have been deeply involved in this topic so far. For this reason, I have decided to focus on those models and both describe them as well as put them into the practice. My final thesis gradually focus on individual detailed model description in each chapter in following sequence: Credit Metrics, Black-School model, Merton model, KMV, Credit Grades. Moreover, it also targets model's construction as well as practical application. Regarding practical model's application, Black-School model is applied on IBM and KMV on Kraft Foods Company. Admittedly, that proves the fact that structural models are not only theoretical models, but also practical models applyable on real companies. Finally, I will compare all above mentioned models in selected parameters.

The diploma thesis focuses on the issue of the establishment of a small business company. I tis based on theoretical knowledge of the topic, which are then practically applied with great emphasis on the analytical part. As the main starting point is taken set up your own business model. In addition to the building of the business model thesis focuses on marketing, organizational planning and financial planning.

The thesis deals with modern portfolio theory. The theoretical part of the thesis describes the historical development of portfolio optimization and presents the basic theoretical background of the Markowitz model, the Tobin model and the Capital asset pricing model. In the practical part of the thesis, the models are applied to real data from two Czech securities markets, PSE and RM-S. An optimal portfolios composition is proposed by the three models mentioned above and then the outputs of the models are compared to the real datas from the next period. Finally, the benefits and drawbacks of the used models are evaluated.