Apresenta-se uma metodologia de projeto de fundações por estacas incluindo probabilidade de ruína. Considera-se que a complexidade do comportamento geológico-geotécnico do maciço de solo e do elemento estrutural de fundação, submetidos às ações aleatórias ambientais e funcionais, pode ser avaliada por meio das variáveis aleatórias resistência e solicitação. Estatisticamente, a metodologia proposta supõe que a população da fundação é finita, e que os estimadores extraídos das sondagens de simples reconhecimento e das provas de carga podem ser representativos da população (Aoki, 2002), também podem ser avaliados pelas estatísticas de ordem. Aplica-se esta metodologia na fundação do Píer 3 do Porto de Vila do Conde localizado no Estado do Pará, tendo como compartimentação geológica a formação Barreiras. Conclui-se, de modo geral, que esta metodologia pode ser aplicada nas obras de fundações por estacas, especialmente, para auxiliar nas tomadas de decisões. / A methodology of pile foundation projects is presented incorporating ruin probability. It is considered that the complexity of the geological and geotechnical behaviors of the soil mass and the structural element of foundation, subjected to environmental and functional random actions, can be evaluated by strength and solicitation variables. Statistically, the proposed methodology assumes that the population of the foundation is finite, and that the extracted estimators of the standard penetration tests (SPT) and the load tests could be representative of the population (Aoki, 2002). The extracted estimators of the said tests can also be evaluated by the order statistics. This methodology is applied in the Pier 3 foundation of Porto de Vila do Conde, Pará State, which is underlain by the Barreiras formation. It is concluded that in most cases, this methodology could be applied to pile foundations, especially, in taking decisions.

My work is a tribute to the disintegration of built environments, and the chaos and disturbance that it brings into the idea of what a city should look like. An ode to the ruins that are witnesses to destructive social and economic systems and that tell the stories of the life that once inhabited them. A comment and critique on humanities way of ruining everything: world that we live in and our self; a destructive behaviour that we refuse to admit we have, and desperately try to hide. We polish the façades and fake our appearance in order to keep the illusion. I am discussing the concept of ruin romanticism, comparing the garden ruins of the eighteenth century to the urban exploration of abandoned places of modern society, the fascination for what once was, but are no more and the different feelings these places might arouse. I describe how I through experiments with dying, deconstructed screen printing and distressing, manipulate fabrics to create an illusion of brick walls. And how I through experiments with display, sound and light explore solutions for creating the dystopic atmosphere of abandoned places in a textile installation. My biggest inspiration is the inevitable downfallof the urban landscape and I am romanticising the imperfections and the flaws. I take what is understood as ugly by the rules of aesthetics, make it beautiful, and put it on a pedestal.

The seminal paper by Gerber and Shiu (1998) gave a huge boost to the study of risk theory by not only unifying but also generalizing the treatment and the analysis of various risk-related quantities in one single mathematical function - the Gerber-Shiu expected discounted penalty function, or Gerber-Shiu function in short. The Gerber-Shiu function is known to possess many nice properties, at least in the case of the classical compound Poisson risk model. For example, upon the introduction of a dividend barrier strategy, it was shown by Lin et al. (2003) and Gerber et al. (2006) that the Gerber-Shiu function with a barrier can be expressed in terms of the Gerber-Shiu function without a barrier and the expected value of discounted dividend payments. This result is the so-called dividends-penalty identity, and it holds true when the surplus process belongs to a class of Markov processes which are skip-free upwards. However, one stringent assumption of the model considered by the above authors is that all the interclaim times and the claim sizes are independent, which is in general not true in reality. In this thesis, we propose to analyze the Gerber-Shiu functions under various dependent structures. The main focus of the thesis is the risk model where claims follow a Markovian arrival process (MAP) (see, e.g., Latouche and Ramaswami (1999) and Neuts (1979, 1989)) in which the interclaim times and the claim sizes form a chain of dependent variables. The first part of the thesis puts emphasis on certain dividend strategies. In Chapter 2, it is shown that a matrix form of the dividends-penalty identity holds true in a MAP risk model perturbed by diffusion with the use of integro-differential equations and their solutions. Chapter 3 considers the dual MAP risk model which is a reflection of the ordinary MAP model. A threshold dividend strategy is applied to the model and various risk-related quantities are studied. Our methodology is based on an existing connection between the MAP risk model and a fluid queue (see, e.g., Asmussen et al. (2002), Badescu et al. (2005), Ramaswami (2006) and references therein). The use of fluid flow techniques to analyze risk processes opens the door for further research as to what types of risk model with dependency structure can be studied via probabilistic arguments. In Chapter 4, we propose to analyze the Gerber-Shiu function and some discounted joint densities in a risk model where each pair of the interclaim time and the resulting claim size is assumed to follow a bivariate phase-type distribution, with the pairs assumed to be independent and identically distributed (i.i.d.). To this end, a novel fluid flow process is constructed to ease the analysis. In the classical Gerber-Shiu function introduced by Gerber and Shiu (1998), the random variables incorporated into the analysis include the time of ruin, the surplus prior to ruin and the deficit at ruin. The later part of this thesis focuses on generalizing the classical Gerber-Shiu function by incorporating more random variables into the so-called penalty function. These include the surplus level immediately after the second last claim before ruin, the minimum surplus level before ruin and the maximum surplus level before ruin. In Chapter 5, the focus will be on the study of the generalized Gerber-Shiu function involving the first two new random variables in the context of a semi-Markovian risk model (see, e.g., Albrecher and Boxma (2005) and Janssen and Reinhard (1985)). It is shown that the generalized Gerber-Shiu function satisfies a matrix defective renewal equation, and some discounted joint densities involving the new variables are derived. Chapter 6 revisits the MAP risk model in which the generalized Gerber-Shiu function involving the maximum surplus before ruin is examined. In this case, the Gerber-Shiu function no longer satisfies a defective renewal equation. Instead, the generalized Gerber-Shiu function can be expressed in terms of the classical Gerber-Shiu function and the Laplace transform of a first passage time that are both readily obtainable. In a MAP risk model, the interclaim time distribution must be phase-type distributed. This leads us to propose a generalization of the MAP risk model by allowing for the interclaim time to have an arbitrary distribution. This is the subject matter of Chapter 7. Chapter 8 is concerned with the generalized Sparre Andersen risk model with surplus-dependent premium rate, and some ordering properties of certain ruin-related quantities are studied. Chapter 9 ends the thesis by some concluding remarks and directions for future research.

The Cork Good Shepherd Magdalen Asylum opened in the summer of 1872, and was abandoned in 1994. The number of women who passed through its walls remains unknown. Ireland’s Magdalen Laundries, a system of religious-run female penitentiaries founded to incarcerate society’s so called ‘fallen’ women, is a part of the country’s past traditionally met with reticent silence. For the atonement of their perceived sins, the inmates worked in the Magdalen laundries for no pay. The arduous labour was symbolic; the washing of soiled linen, for the purging of one’s soul. The inmates were held under no legal authority, had committed no crime, and were assigned no sentence; many women, unaware of their rights, were held in the laundries until they died. These institutions existed in Ireland over the span of three centuries, the last closing in 1996. Though a dialogue has begun to surround this chapter of Irish history, the issue remains far from resolved. The government has made no official acknowledgment or apology for their role in perpetuating such a shocking stance on social policy, while the Catholic orders responsible will not recognize the suffering caused at their hands. The Church refuses to release archival records that document the identities and numbers of the Magdalen women who worked in the laundries during the twentieth century. It is estimated that 30 000 ‘fallen’ women were put through this system - women who, with no records of their lives available, remain erased by anonymity. This lack of archival information has rendered the laundries, in Ireland’s collective consciousness, more in story than in history. The architecture that witnessed this past has since fallen victim to time. Whitewashed over with redevelopments, or left to fall into decay, the laundries, and their stories, are disappearing. Their place in the collective memory hangs in the balance, dwindling in the walls of their ruins. The sense of place, or memory, that is recorded in architecture, lingers in the folds of the ruin. Hovering like a ghost over its ashes, it becomes orphaned. As such, the preservation of place becomes laden with a sense of urgency. It becomes a problem of representation. Taking what remains of the Cork Good Shepherd Magdalen Asylum as a point of entry, I have endeavoured to decipher the fragments of the ruin as a reference to the whole, to, as Victor Hugo writes in Notre-Dame de Paris, turn the mountain of architecture into the imperishable flock of birds – the petrified memory into the narrative one. This is done in three parts. The first introduces the site’s historical and social context, composing a portrait of the building through the ephemera of its past. The second addresses the presence of absence in the return to the ruin, focusing its investigation on the imaginary space that stretches out between the shadow of the past-self, embodied in the built world, and the return of the present-self to this embodiment once it has fallen into ruin. This is followed by a series of meditative narratives constructed from the historical, latent, and projected memories contained within the ruin of the Magdalen Asylum in Cork. Part three is a rumination on the ruin, speculating on its role within human consciousness. The ruin of the Cork Good Shepherd Magdalen Asylum testifies to a dark history - one that remains largely unresolved, one that many would rather forget. This history has yet to find its place in Ireland’s collective memory and, with the vestiges of its past rapidly dissolving, it is in danger of erasure.

A valuable analytical tool to understand the event of ruin is a Gerber-Shiu discounted penalty function. It acts as a unified means of identifying ruin-related quantities which may help insurers understand their vulnerability ruin. This thesis provides an introduction to the basic concepts and common techniques used for the Gerber-Shiu analysis. Chapter 1 introduces the insurer's surplus process in the ordinary Sparre Andersen model. Defective renewal equations, the Dickson-Hipp transform, and Lundberg's fundamental equation are reviewed. Chapter 2 introduces the classical Gerber-Shiu discounted penalty function. Two framework equations are derived by conditioning on the first drop in surplus below its initial value, and by conditioning on the time and amount of the first claim. A detailed discussion is provided for each of these conditioning arguments. The classical Poisson model (where interclaim times are exponentially distributed) is then considered. We also consider when claim sizes are exponentially distributed. Chapter 3 introduces the Gerber-Shiu function in the delayed renewal model which allows the time until the first claim to be distributed differently than subsequent interclaim times. We determine a functional relationship between the Gerber-Shiu function in the ordinary Sparre Andersen model and the Gerber-Shiu function in the delayed model for a class of first interclaim time densities which includes the equilibrium density for the stationary renewal model, and the exponential density. To conclude, Chapter 4 introduces a generalized Gerber-Shiu function where the penalty function includes two additional random variables: the minimum surplus level before ruin, and the surplus immediately after the claim before the claim causing ruin. This generalized Gerber-Shiu function allows for the study of random variables which otherwise could not be studied using the classical definition of the function. Additionally, it is assumed that the size of a claim is dependant on the interclaim time that precedes it. As is done in Chapter 2, a detailed discussion of each of the two conditioning arguments is provided. Using the uniqueness property of Laplace transforms, the form of joint defective discounted densities of interest are determined. The classical Poisson model and the exponential claim size assumption is also revisited.

"Urban Legends: The South Bronx in Representation and Ruin" examines the construction of the South Bronx in the American imagination during the 1970s and 1980s--a time when the South Bronx was synonymous with the failures of urbanism. The project attempts a multidisciplinary excavation of the cultural manifestations of urban ruin as articulated through the histories, literatures, and visual arts produced within and inspired by the ruins of the Bronx. The dissertation contends that Bronx ruins offered a site for visual artists, writers, and photographers to create new ways of understanding the production and perception of urban environments, while shaping the forms and styles that these creations took. The project theorizes the emergence and legacy of these forms alongside what it terms "municipal art": public works of city governmental bodies which, themselves, responded to ruin, and that might also be read as art. The dissertation's first part places the building cuts of the artist Gordon Matta-Clark in dialogue with the trompe l'oeil window decals of New York's "Occupied Look" program. It argues, on one hand, that Matta-Clark's artworks employ the tactics and effects of trompe l'oeil, and, on the other, that the seemingly failed "Occupied Look" project presents, upon close examination, vastly more interesting questions about temporality, duration, stasis within the built environment. The dissertation's second part views 1980s New York City Department of Finance tax assessment photographs within and against documentary and conceptual art contexts to reveal aesthetic debts owed by photographers and artists to "administrative" or systematic modes. The dissertation argues that these tax photos, despite their empirical intention, are inevitably productive of narrative, and demand an empathetic model of viewership that gestures at historic ruin-gazing while puncturing mythological understandings of urban ruin. The dissertation's third part examines how the popular fiction of Tom Wolfe and Don DeLillo imagined the Bronx built environment. The dissertation argues that the infrastructures that animate these portions of their fiction--abhorred in one and celebrated in the other--bind the South Bronx to city, making it less an alienated nowhere than one that is intimately tied to the world around it.

No description available.

No description available.

The seminal paper by Gerber and Shiu (1998) gave a huge boost to the study of risk theory by not only unifying but also generalizing the treatment and the analysis of various risk-related quantities in one single mathematical function - the Gerber-Shiu expected discounted penalty function, or Gerber-Shiu function in short. The Gerber-Shiu function is known to possess many nice properties, at least in the case of the classical compound Poisson risk model. For example, upon the introduction of a dividend barrier strategy, it was shown by Lin et al. (2003) and Gerber et al. (2006) that the Gerber-Shiu function with a barrier can be expressed in terms of the Gerber-Shiu function without a barrier and the expected value of discounted dividend payments. This result is the so-called dividends-penalty identity, and it holds true when the surplus process belongs to a class of Markov processes which are skip-free upwards. However, one stringent assumption of the model considered by the above authors is that all the interclaim times and the claim sizes are independent, which is in general not true in reality. In this thesis, we propose to analyze the Gerber-Shiu functions under various dependent structures. The main focus of the thesis is the risk model where claims follow a Markovian arrival process (MAP) (see, e.g., Latouche and Ramaswami (1999) and Neuts (1979, 1989)) in which the interclaim times and the claim sizes form a chain of dependent variables. The first part of the thesis puts emphasis on certain dividend strategies. In Chapter 2, it is shown that a matrix form of the dividends-penalty identity holds true in a MAP risk model perturbed by diffusion with the use of integro-differential equations and their solutions. Chapter 3 considers the dual MAP risk model which is a reflection of the ordinary MAP model. A threshold dividend strategy is applied to the model and various risk-related quantities are studied. Our methodology is based on an existing connection between the MAP risk model and a fluid queue (see, e.g., Asmussen et al. (2002), Badescu et al. (2005), Ramaswami (2006) and references therein). The use of fluid flow techniques to analyze risk processes opens the door for further research as to what types of risk model with dependency structure can be studied via probabilistic arguments. In Chapter 4, we propose to analyze the Gerber-Shiu function and some discounted joint densities in a risk model where each pair of the interclaim time and the resulting claim size is assumed to follow a bivariate phase-type distribution, with the pairs assumed to be independent and identically distributed (i.i.d.). To this end, a novel fluid flow process is constructed to ease the analysis. In the classical Gerber-Shiu function introduced by Gerber and Shiu (1998), the random variables incorporated into the analysis include the time of ruin, the surplus prior to ruin and the deficit at ruin. The later part of this thesis focuses on generalizing the classical Gerber-Shiu function by incorporating more random variables into the so-called penalty function. These include the surplus level immediately after the second last claim before ruin, the minimum surplus level before ruin and the maximum surplus level before ruin. In Chapter 5, the focus will be on the study of the generalized Gerber-Shiu function involving the first two new random variables in the context of a semi-Markovian risk model (see, e.g., Albrecher and Boxma (2005) and Janssen and Reinhard (1985)). It is shown that the generalized Gerber-Shiu function satisfies a matrix defective renewal equation, and some discounted joint densities involving the new variables are derived. Chapter 6 revisits the MAP risk model in which the generalized Gerber-Shiu function involving the maximum surplus before ruin is examined. In this case, the Gerber-Shiu function no longer satisfies a defective renewal equation. Instead, the generalized Gerber-Shiu function can be expressed in terms of the classical Gerber-Shiu function and the Laplace transform of a first passage time that are both readily obtainable. In a MAP risk model, the interclaim time distribution must be phase-type distributed. This leads us to propose a generalization of the MAP risk model by allowing for the interclaim time to have an arbitrary distribution. This is the subject matter of Chapter 7. Chapter 8 is concerned with the generalized Sparre Andersen risk model with surplus-dependent premium rate, and some ordering properties of certain ruin-related quantities are studied. Chapter 9 ends the thesis by some concluding remarks and directions for future research.

In this thesis we study the asymptotic behaviour of the solution of a discrete time renewal equation depending on a small perturbation parameter. In particular, we construct asymptotic expansions for the solution of the renewal equation and related quantities. The results are applied to studies of quasi-stationary phenomena for regenerative processes and asymptotics of ruin probabilities for a discrete time analogue of the Cramér-Lundberg risk model.