Disertaciniame darbe nagrinėjamas diskretaus laiko rizikos modelis su skirtingai pasiskirsčiusiomis žalomis. Šis modelis aprašo draudimo įmonės turtą įtakojančius veiksnius: pradinį kapitalą, gaunamas įmokas, išmokamas žalas. Išvedamos rekursinės formulės, kurių pagalba galima tiksliai ir greitai rasti baigtinio laiko bankroto tikimybių ir Gerber-Shiu funkcijos vertes. Rekursinės formulės taip pat pateikiamos ir begalinio laiko rizikos matams, tačiau nevienodai pasiskirsčiusių žalų atveju iškyla papildomų sunkumų randant bankroto tikimybę ir Gerber-Shiu funkciją, kai pradinis kapitalas lygus 0. Tam įrodoma atskira teorema, tačiau nedarant jokių prielaidų apie žalų pasiskirstymus, apskaičiuoti vertes lengva tikrai nėra. Kaip išeitis pasiūloma cikliškai pasiskirsčiusių žalų struktūra ir pateikiami algoritmai, leidžiantys teoremas pritaikyti praktiškai. Demonstruojant teoremų ir rekursinių formulių veikimą, pateikiami skaitiniai pavyzdžiai su grafinėmis iliustracijomis bei programų kodai. Galiausiai nagrinėjamas atskiras diskretaus laiko rizikos modelio atvejis, kai žalos pasiskirsčiusios skirtingai pagal geometrinį dėsnį. Disertacijoje taip pat yra nagrinėjamas diskretaus laiko rizikos modelis su skirtingai pasiskirsčiusiomis žalomis, kurios įgyja racionalias reikšmes, bei kintančiomis įmokomis ir pradiniu kapitalu, taip pat įgyjančiais racionalias reikšmes su tam tikra sąlyga. Įrodomos dvi teoremos kaip rasti tokio modelio baigtinio laiko bankroto tikimybę ir keli... [toliau žr. visą tekstą] / In this thesis, the discrete time risk model with inhomogeneous claims is considered. This model is used for describing the insurer‘s capital and its components: initial capital, premiums received, and claims paid. The main risk measures, ruin probabilities and Gerber-Shiu function, are investigated and recursive formulas are obtained. These formulas give fast and accurate evaluation of the finite time ruin probabilities and Gerber-Shiu function. However, the infinite time investigations require that the Gerber-Shiu function's values for the initial capital equal to 0 must be known. This is slightly more difficult due to the claim inhomogeneity and for this reason a theorem with explicit expression of the infinite time Gerber-Shiu function for a zero initial capital is proposed. However, for the calculation of the infinite time values, some assumption about underlying claim structure must be made. As a solution the cyclically distributed claims are proposed, the algorithms for application of the theorems are given and numerical examples with graphical output are presented. Finally, a special case of discrete time risk model with inhomogeneous claims distributed according geometric law is investigated. In addition to the main results, another discrete time risk model with inhomogeneous claims acquiring rational values is investigated. Two theorems for evaluation of the finite time ruin probabilities are proved and some examples are presented.

Made available in DSpace on 2014-06-11T19:26:54Z (GMT). No. of bitstreams: 0 Previous issue date: 2010-02-26Bitstream added on 2014-06-13T19:14:18Z : No. of bitstreams: 1 jesus_alg_me_sjrp.pdf: 1561763 bytes, checksum: 335ac20fd838f62c63247753c19a0692 (MD5) / Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) / O presente trabalho tem o objetivo de investigar as representações da morte e do morrer na obra de Caio Fernando Abreu (1948-1996). A morte e o morrer são temas recorrentes que figuram tanto como tema principal quanto motivo que reivindica um espaço importante na obra do escritor. Para tal investigação, partimos da concepção, defendida por Walter Benjamin (1975), de que a literatura contemporânea estabelece uma relação com a temporalidade e a morte, relação esta que se faz presente por meio do olhar alegórico e fragmentário e procura representar, no texto literário, o indizível que é a própria experiência de morte (GAGNEBIN, 1994). Nosso olhar se dirigiu, também, para os modos de construção das representações da morte: a mobilização das figuras de linguagem e as escolhas sintáticolexicais são elementos importantes para a constituição de um inventário de como a morte e o morrer aparecem na produção ficcional do escritor. A memória, o testemunho, o aprisionamento nas lembranças traumáticas e a consciência da transitoriedade e consequente arruinamento dos objetos e pessoas são alguns dos modos de morte presentes na obra de Abreu. Para este trabalho analisamos um conjunto de cinco contos e, também, o romance Onde andará Dulce Veiga? (1990), texto no qual a consciência da morte traz uma reflexão sobre a valorização da vida. / The current work has the goal of investigating the representations of death and dying at Caio Fernando Abreu's work (1948-1996).The death and dying are recurrent themes that figure both as the main theme and the reason that claims an important place in the writer's work. For such an investigation, I started from the conception, defended by Walter Benjamin (1975), that the contemporary literature establishes a relationship with temporariness and death; and that such a relationship is present through the allegorical and frangmentary look and also that it tries to represent, in the literary work, the unspeakable, which is the own experience of death (GAGNEBIN,1994) . My look was also taken to the ways of construction of the representations of death: the mobilization of the figures of speech and the syntacticlexical choices are important elements for the constitution of an inventory as how death and dying appear in the writer's fictional production. The recalling, the testimony, the imprisonment in the traumatic memories and the awareness of how transitory objects and people are and also their consequent ruination are some of the ways of death which are present at Abreu's work. For this work, I analyzed a set of five short stories and also a novel called Onde andará Dulce Veiga? (1990), in which the awareness of death brings up to a reflection about life's worth.

Cette thèse présente de nouveaux modèles et de nouveaux résultats en théorie de la ruine, lorsque les distributions des montants de sinistres sont à queue épaisse. Les hypothèses classiques d’indépendance et de stationnarité, ainsi que l’analyse univariée sont parfois jugées trop restrictives pour décrire l’évolution complexe des réserves d’une compagnie d’assurance. Dans un contexte de dépendance entre les montants de sinistres, des équivalents de la probabilité deruine univariée en temps fini sont obtenus. Cette dépendance, ainsi que les autres paramètres du modèle sont modulés par un processus Markovien d’environnement pour prendre en compte des possibles crises de corrélation. Nous introduisons ensuite des modèles de dépendance entre les montants de sinistres et les temps inter-sinistres pour des risques de type tremblements de terre et inondations. Dans un cadre multivarié, nous présentons divers critères de risques tels que la probabilité de ruine multivariée ou l’espérance de l’intégrale temporelle de la partie négative du processus de risque. Nous résolvons des problèmes d’allocation optimale pour ces différentes mesures de risque. Nous étudions alors l’impact de la dangerosité des risques et de la dépendance entre les branches sur cette allocation optimale / This PhD thesis presents new models and new results in ruin theory, in the case where claim amounts are heavy-tailed distributed. Classical assumptions like independence and stationarity and univariate analysis are sometimes too restrictive to describe the complex evolution of the reserves of an insurance company. In a dependence context, asymptotics of univariate finite-time ruin probability are computed. This dependence, and the other model parameters are modulated by a Markovian environment process to take into account possible correlation crisis. Then, we introduce some models which describe dependence between claim amounts and claim interarrival times we can find in earthquake or flooding risks. In multivariate framework, we present some risk criteria like multivariate ruin probability or the expectation of the timeintegrated negative part of the risk process. We solve some problems of optimal allocation for these risk measures. Then, we study the impact of the risk dangerousness and of the dependence between lines on this optimal allocation.

Submitted by Johnny Rodrigues (johnnyrodrigues@ufcg.edu.br) on 2018-07-11T20:52:36Z No. of bitstreams: 1 ANTONIO LUIZ SOARES SANTOS - DISSERTAÇÃO PPGMAT 2007..pdf: 419776 bytes, checksum: 648bbdd93c2d2fdd67f2dd99256a1ff7 (MD5) / Made available in DSpace on 2018-07-11T20:52:36Z (GMT). No. of bitstreams: 1 ANTONIO LUIZ SOARES SANTOS - DISSERTAÇÃO PPGMAT 2007..pdf: 419776 bytes, checksum: 648bbdd93c2d2fdd67f2dd99256a1ff7 (MD5) Previous issue date: 2007-02 / Neste trabalho estudamos o processo de risco a tempo discreto, considerado modelo clássico na teoria do risco, com variantes propostas por Jun Cai e David Dickson (2004). Serão incluídas taxas de juros, as quais seguem uma Cadeia de Markov, e seus efeitos, em relação à probabilidade de ruína serão analisados. O conhecido limitante superior proposto por Lundberg para essa probabilidade fica reduzido em virtude dessa nova abordagem e a desigualdade clássica é generalizada. / In this work we study discrete time risk process considered classical model, with variants proposed by Jun Cai and David Dickson (2004). Rates of interest, which follows a Markov chain will be introduced and their effect on the ruin probabilities will be analysed. Generalized Lundberg inequalities will be obtained and shown how the classical bounds for the ruin probability can be derived.

Orientador: Arnaldo Franco Júnior / Banca: Márcia Ligia Dias di Roberto Guidin / Banca: Orlando Nunes de Amorim / Resumo: O presente trabalho tem o objetivo de investigar as representações da morte e do morrer na obra de Caio Fernando Abreu (1948-1996). A morte e o morrer são temas recorrentes que figuram tanto como tema principal quanto motivo que reivindica um espaço importante na obra do escritor. Para tal investigação, partimos da concepção, defendida por Walter Benjamin (1975), de que a literatura contemporânea estabelece uma relação com a temporalidade e a morte, relação esta que se faz presente por meio do olhar alegórico e fragmentário e procura representar, no texto literário, o indizível que é a própria experiência de morte (GAGNEBIN, 1994). Nosso olhar se dirigiu, também, para os modos de construção das representações da morte: a mobilização das figuras de linguagem e as escolhas sintáticolexicais são elementos importantes para a constituição de um inventário de como a morte e o morrer aparecem na produção ficcional do escritor. A memória, o testemunho, o aprisionamento nas lembranças traumáticas e a consciência da transitoriedade e consequente arruinamento dos objetos e pessoas são alguns dos modos de morte presentes na obra de Abreu. Para este trabalho analisamos um conjunto de cinco contos e, também, o romance Onde andará Dulce Veiga? (1990), texto no qual a consciência da morte traz uma reflexão sobre a valorização da vida. / Abstract: The current work has the goal of investigating the representations of death and dying at Caio Fernando Abreu's work (1948-1996).The death and dying are recurrent themes that figure both as the main theme and the reason that claims an important place in the writer's work. For such an investigation, I started from the conception, defended by Walter Benjamin (1975), that the contemporary literature establishes a relationship with temporariness and death; and that such a relationship is present through the allegorical and frangmentary look and also that it tries to represent, in the literary work, the unspeakable, which is the own experience of death (GAGNEBIN,1994) . My look was also taken to the ways of construction of the representations of death: the mobilization of the figures of speech and the syntacticlexical choices are important elements for the constitution of an inventory as how death and dying appear in the writer's fictional production. The recalling, the testimony, the imprisonment in the traumatic memories and the awareness of how transitory objects and people are and also their consequent ruination are some of the ways of death which are present at Abreu's work. For this work, I analyzed a set of five short stories and also a novel called Onde andará Dulce Veiga? (1990), in which the awareness of death brings up to a reflection about life's worth. / Mestre

Made available in DSpace on 2015-03-03T15:28:33Z (GMT). No. of bitstreams: 1 RafaelaHSR_DISSERT.pdf: 2083489 bytes, checksum: 205ac27477b3c2a065fe9cb369c9200e (MD5) Previous issue date: 2013-02-28 / Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior / In the work reported here we present theoretical and numerical results about a Risk Model with Interest Rate and Proportional Reinsurance based on the article Inequalities for the ruin probability in a controlled discrete-time risk process by Ros ario Romera and Maikol Diasparra (see [5]). Recursive and integral equations as well as upper bounds for the Ruin Probability are given considering three di erent approaches, namely, classical Lundberg inequality, Inductive approach and Martingale approach. Density estimation techniques (non-parametrics) are used to derive upper bounds for the Ruin Probability and the algorithms used in the simulation are presented / Neste trabalho apresentamos resultados te?ricos e num?ricos referentes a um Modelo de Risco com Taxa de Juros e Resseguro Proporcional baseados no artigo Inequalities for the ruin probability in a controlled discrete-time risk process de Ros?rio Romera e Maikol Diasparra (veja [5]). Equa??es recursivas e integrais para a Probabilidade de Ru?na s?o obtidas bem como cotas superiores para a mesma por diferentes abordagens, a saber, pela cl?ssica desigualdade de Lundberg, pela abordagem Indutiva e pela abordagem Martingale. T?cnicas de estima??o de densidade (n?o-param?tricas) s?o utilizadas para a obten??o das cotas para a Probabilidade de Ru?na e os algoritmos utilizados na simula??o s?o apresentados

Cette thèse traite de portefeuilles d’assurance avec risques dépendants en théorie du risque.<p>Le premier chapitre traite les modèles avec risques équicorrelés. Nous proposons une structure mathématique qui amène à une fonction génératrice de probabilités particulière (fgp) proposé par Tallis. Cette fgp implique des variables équicorrelées. Puis, nous étudions l’effet de ce type de dépendance sur des quantités d’intérêt dans la littérature actuarielle telle que la fonction de répartition de la somme des montants des sinistres, les primes stop-loss et les probabilités de ruine sur horizon fini. Nous utilisons la structure proposée pour corriger des erreurs dans la littérature dues au fait que plusieurs auteurs agissaient comme si la somme des variables aléatoires équicorrélés aient nécessairement la fgp proposée par Tallis. <p><p>Dans le second chapitre, nous proposons un modèle qui combine les modèles avec chocs et les modèles avec mélanges communs en introduisant une variable qui contrôle le niveau du choc. Dans le cadre de ce nouveau modèle, nous considérons deux applications où nous généralisons le modèle de Bernoulli avec choc et le modèle de Poisson avec choc. Nous étudions, dans les deux applications, l’effet de la dépendance sur la fonction de répartition des montants des sinistres, les primes stop-loss et les probabilités de ruine sur horizon fini et infini. Pour la deuxième application, nous proposons une construction basée sur les copules qui permet de contrôler le niveau de dépendance avec le niveau du choc.<p><p>Dans le troisième chapitre, nous proposons, une généralisation du modèle classique de Poisson où les montants des sinistres et les intersinistres sont supposés dépendants. Nous calculons la transformée de Laplace des probabilités de survie. Dans le cas particulier où les montants des sinistres ont une distribution exponentielle nous obtenons des formules explicites pour les probabilités de survie. <p><p>Dans le quatrième chapitre nous généralisons le modèle classique de Poisson en introduisant de la dépendance entre les intersinistres. Nous utilisons le lien entre les files fluides et le processus du risque pour modéliser la dépendance. Nous calculons les probabilités de survie en utilisant un algorithme numérique et nous traitons le cas où les montants de<p>sinistres et les intersinistres ont des distributions de type phase.<p> / Doctorat en Sciences / info:eu-repo/semantics/nonPublished

The thesis examines the five plays published by August Strindberg under the label of Chamber Plays: Stormy Weather, The Burned Lot, The Ghost Sonata, The Pelican (all 1907), and The Black Glove (1909). It takes its point of departure in a particular aspect of Strindberg’s way of writing as he actually describes it himself: during the act of deliberate composing, a productive fever tends to emerge bringing an element of chance to the work. The thesis defines the effect produced by this “fever” as the tension generated between, on the one hand, structure or form, and, on the other hand, style or writing. These concepts are associated with a tradition, primarily in French literary theory, which pays attention to what is described as a friction between the general linguistic aspect of literature (genres, recurring and recognizable patterns) and the individual aspect (the peculiar and idiosyncratic style of an author embodied in his material habitus). Thus the ambiguity found in the thesis’ title: the “mold” alludes partly to the stereotypes or matrices of language, partly to the “fungi” that, according to Strindberg, could be considered an adequate image for writing; the poetic work, says Strindberg, grows like mold from the author’s brain. Theoretical questions, primarily of a formal and interpretational nature, are continuously discussed since one of the main points is that the Strindbergian way of writing restricts what kind of interpretation may be given his works. The eventual contrast between form and interpretation is, furthermore, related to a general theme developed throughout the Chamber Plays concerning the meaning of life. It is stressed that the five plays show distinct formal and thematic differences; thus, a separate chapter is dedicated to each of them. The chapter on Stormy Weather examines the structural use of focus and the hierarchy of character-functions related to the centering on a protagonist. The Burned Lot is discussed from the concept of a ruin to describe how a multitude of conflicting forms come together to produce a fragmentary result. The Ghost Sonata is described in terms of simulation: while Strindberg alludes to certain dramatic patterns, he also distorts them whereby new effects are created. The chapter on The Pelican explores the temporal flow of the play and how it relates to writing. The thesis ends with a discussion of The Black Glove and its relation to the preceding Chamber Plays and also to the Strindbergian oeuvre. The concept of weed is used to distinguish a recurring element in Strindberg’s work as well as in his worldview. Throughout the thesis, the discussion is consistently related to previous studies and commentaries on the plays.

[pt] Com base na experiência do autor como realizador de filmes feitos com imagens encontradas -found footage-, a dissertação procura identificar as razões que levam cineastas inseridos em um contexto social contemporâneo a dispensarem registros cinematográficos autorais e optarem por fragmentos de formatos e origens diversos. Parte-se do pressuposto de que a escolha da imagem do outro potencializa liberdade poética e conceitual ao artista em seu discurso sobre os tempos atuais e expressos nos filmes montados a partir da apropriação de imagens-ruína. Nesse movimento, busca-se a identidade fraturada, característica que se acentua na produção cinematográfica a partir dos anos 90, concomitante ao processo de revisão histórica pela qual o mundo passa. Nesse âmbito, as noções de apropriação, ressignificação, modernidade, ruína, memória e arquivo serão vistas sob a perspectiva histórica e da prática cinematográfica. / [en] Based on the author s experience as a director of found footage films, the current dissertation aims at identifying the reasons that induce filmmakers within a contemporary social context to set aside authorial cinematographic records in order to embrace fragments of several shapes and origins. This study is based on the supposition that the image of the Other is chosen due to reinforce both poetic and conceptual freedom of the artist, whose discourse lies on the present times, as shown in the films edited with appropriate ruin-images. In this movement, I try to explore the fractured identity, a characteristic that is accentuated in film productions since the 1990s, simultaneously with the historical review process the world hás been going through since then. In this context, the notions of appropriation, resignification, modernity, ruin, and archival are addressed under the historical perspective and cinematic practice.

The Ruderal Triptych is a narrative, fictional, artistic, research project. It centers itself on questions of ownership as a legal and physical machinery, that works within global extractive economies. I want to question what we are really producing when we produce architecture. For as it stands it might not be the study of space, a lofty exploration of homes and places, but a professional discipline. Tied to the economical organization of a commodity society. Ownership of land, as a means of production. As an organizational principle is the foundation of current nation states, where the plot is registered on the surface of the state and thereafter upon to the global hegemonic economy of speculation. While our profession is disciplined to work within this framework, what are we really doing when we build “sustainably” are we sustaining life? the earth? the industry or the institutions more broadly?  When we try to take Bennett, Maccormack or Haraway seriously what space is there in this system for the nonhuman actors of the world? No rat can sign a lease, they have to be spoken for by someone else. So the professional architecture comes into crisis when trying to address real sustainability.The purpose of this project is to try to imagine beyond property as constraint for the ideation of architecture, through a series of explorations, narratives, and Artifacts/drawings/paintings that together make up the triptych.