Alors que les modèles de credit scoring sont largement utilisés depuis plus de cinquante ans et sont considérés comme un outil indispensable dans la prise de décision dans d'innombrables institutions financières du monde entier, la littérature et les empiriques disponibles sur ce sujet restent encore très limitées. Notre objectif est de combler cette lacune en présentant une analyse approfondie sur les modèles de credit scoring et le processus de prise de décision d’octroi de crédit, avec diverses applications sur des données réelles et extensives provenant de différents pays. Notre thèse comporte trois chapitres. Chapitre 1 commence par présenter le processus de développement d’un modèle de credit scoring, et fournit une application sur des données réelles d'une banque de détail basée en France. Visant à donner de nouvelles perspectives sur les pays émergents, Chapitre 2 analyse le marché du crédit à la consommation en Chine et enquête sur l'utilisation des modèles de credit scoring dans un tel marché prometteur. Chapitre 3 va plus loin que la littérature méthodologique précédente et se concentre sur les différentes techniques d'inférence des refusés qui peuvent corriger le biais de sélection lors de la construction d'un modèle de crédit scoring basé uniquement sur les dossiers acceptés. Ces chapitres présentent les différents aspects du crédit scoring, pour lesquels les principales problématiques de credit scoring seront traitées. / While credit scoring has been broadly used for more than fifty years and continued to be a great support on decision-making in countless businesses around the world, the amount of literature, especially empirical studies, available on this subject is still limited. Our aim in this thesis is to fill this gap by providing a profound analysis on credit scoring and credit decision processes, with various applications using real and extensive sets of data coming from different countries. The thesis is organized in three chapters. Chapter 1 starts by presenting the credit scoring development process, and provides an application to real data from a France-based retail bank. Aiming at providing new insights regarding emerging countries, Chapter 2 analyzes the Chinese consumer lending market and investigates the use of credit scoring in such a promising market. Chapter 3 goes further than the previous methodological literature and focuses on reject inference techniques which can be a way to address the bias when developing a credit-scoring model based solely on accepted applicants. These chapters provide a round tour on credit scoring, after which major issues in credit scoring are treated.

Este trabalho emprega métodos quantitativos a dados de Demonstrações Financeiras para avaliar a existência de relação de causalidade entre a Lei 12.249 de 11 de junho de 2010, que institui normas de subcapitalização no Brasil, e a estrutura de capital de empresas brasileiras que possuem partes vinculadas no exterior. Esta lei estabeleceu limites ao endividamento oriundo de tais partes vinculadas para que os respectivos juros pagos sejam considerados dedutíveis para fins da apuração de tributos sobre o lucro e foi usada como intervenção exógena na análise proposta. Os dados são oriundos de empresas fechadas e de empresas públicas, coletados manualmente, em jornais publicamente disponíveis, e na base de dados Economatica® e foi obtida uma amostra inicial de 2,070 observações. Após exclusão daquelas com Patrimônio Líquido negativo, restaram 1,816 observações em um painel não balanceado, subamostra usada para estimação com o método principal de investigação deste trabalho, que foi o de Diferenças-em-diferenças (DD). Neste, a variável dependente consistiu da razão entre dívida onerosa total e Ativo Total, observados anualmente no período compreendido entre o ano de 2006 e ano de 2014. Este método foi estimado por OLS seus resultados foram complementados com o pareamento de observações por meio de quatro procedimentos de propensity score matching (PSM), one-to-one, nearest neighbour, radius e kernel, em que a variável resposta consistiu da diferença, observada entre o ano de 2011 e o ano de 2009, dos valores da variável resposta descrita anteriormente. Para estimação por meio de matching, foram excluídas observações de empresas que variaram a composição societária ao longo do período de forma a possuir partes vinculadas estrangeiras em determinado momento e não possuí-las mais tarde e também foram excluídas aquelas empresas que não possuem observações durante todo o período avaliado, obtendo-se um painel balanceado com 114 empresas e 1,026 observações. O propensity score obtido foi ainda empregado para ponderar as observações no modelo previamente estimado com o método DD. As variáveis de controle empregadas tanto no DD quanto na estimação do propensity score consistiram dos valores de Ativo Imobilizado, Vendas Líquidas, Lucro Bruto e Patrimônio Líquido, obsevados anualmente e dividido pelo Ativo Total. Os resultados obtidos não foram significantes aos níveis convencionais de confiança, apontando para possível redução da relação entre dívida total e Ativo Total das empresas do grupo tratamento em valores que variaram entre 4.17% e 0.5% em termos de Ativo Total, dependendo do método e modelo estimados. Observa-se que tanto a variável resposta quanto o endividamento oneroso total das empresas de ambos os grupos parecem ter aumentado durante o período investigado, mas a variável resposta, aparentemente, já apresentava crescimento menos acentuado nas empresas do grupo tratamento antes do advento da lei, não sendo possível concluir que esta seja a causa da tendência de decréscimo da relação entre dívida e Ativo Total no grupo de empresas que possuem partes vinculadas estrangeiras. Ressalvadas as limitações do estudo, conclui-se que a lei não teve efeito sobre o endividamento total e, portanto, sem efeitos sobre a arrecadação de tributos sobre o lucro destas empresas. / This work applies quantitative methods to data from Financial Statements to assess the existence of a causal relationship between the Law 12,249 of June 11, 2010, which establishes thin capitalization rules in Brazil, and the capital structure of Brazilian companies that keep foreign related parties. This law established limits to the tax deductibility arising from interest payments to such related parties and was here employed as a source of exogenous variation to perform the proposed analysis. The data came from private and public companies, were manually collected, from publicly available newspapers, and obtained from the Economatica database. An initial sample of 2,070 observations was obtained. After the exclusion of those with negative Equity, there were 1,816 observations composing an unbalanced panel, sub-sample which was used for estimation with the main research method of this investigation, which was the Differences-in-differences (DD) method. A dependent variable consisted of the ratio between total costly debt and Total Asset, observed annually in the period between the years 2006 and 2014. This method has been estimated by OLS and its results were complemented with the pairing of companies by means of four matching methods: One-to-one, nearest neighbour, radius, and kernel, where the response variable consisted of the difference between the dependent variable\'s values observed in the years 2011 and 2009. To estimate the laws\' effects by means of matching procedures, data from companies that showed variation at the societal composition in such a way that led them to have foreign related parties in less than the whole period and from those companies that do not have data throughout the whole period evaluated were excluded, and a balanced panel with 114 companies and 1,026 observations remained. Yet again, the obtained propensity score was applied as weight for another OLS DD estimation. Control variables consisted of the values of Fixed Assets, Net Sales, Gross Profits and Shareholders\' Equity, reported annually and divided by Total Assets. The results obtained were not significant at any conventional confidence levels, nevertheless pointing to a reduction of the treatment group companies\' ratio between debt and Total Assets which varied between 4.17% and 0.5% of Total Assets, depending on the estimated method and model. It appears that the companies\' both response variable and total costly indebtedness increased during the period analysed, but the response variable seems to have already presented a less pronounced growth in the treatment group\'s companies before the existence of the law, therefore making it not possible to conclude that this legislation piece is the cause of the downward trend in the ratio between debt and Total Assets of companies that keep foreign related parties. Subject to this study\'s limitations, it is possible to conclude that the law had no effect on total indebtedness and, therefore, had no effect on profit taxes base erosion regarding this group of companies.

Submitted by Franciele Moreira (francielemoreyra@gmail.com) on 2017-09-06T20:23:31Z No. of bitstreams: 2 Dissertação - Rafael dos Reis Costa - 2017.pdf: 2132575 bytes, checksum: 36e395f611d898ae6dc8ac7f39bca0a5 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2017-09-15T15:40:36Z (GMT) No. of bitstreams: 2 Dissertação - Rafael dos Reis Costa - 2017.pdf: 2132575 bytes, checksum: 36e395f611d898ae6dc8ac7f39bca0a5 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2017-09-15T15:40:36Z (GMT). No. of bitstreams: 2 Dissertação - Rafael dos Reis Costa - 2017.pdf: 2132575 bytes, checksum: 36e395f611d898ae6dc8ac7f39bca0a5 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2017-07-04 / The State School Program of Full Time, started in 2006 in the state of Goiás. It have 135 schools attended in 2013. This program offers cultural and sports activities, besides school reinforcement. The study intends to evaluate the project impacts on the academic performance in portuguese language and math of the 5th and 9th graders with data from the Brazil Proof (Prova Brasil) of 2013. To achieve this goal was used the method of propensity score matching. The results found point to non-significant effects in mathematics and portuguese language for the 5th graders. On the other hand, the 9th graders who study in schools that participated in the program before 2013 the effects are positive. Those in schools that started the program in 2013 did not have a significant difference in math, but did a negative and significant performance in comparison with the control group in portuguese language. / O Programa Escola Estadual de Tempo Integral, implementado desde 2006 no estado de Goiás, alcançou o número de 135 unidades escolares atendidas em 2013. Este programa oferece no contra turno atividades artísticas, culturais, esportivas, além do reforço escolar. O trabalho pretende avaliar o impacto do projeto sobre o desempenho escolar em português e matemática dos estudantes dos 5º e 9º anos com dados da Prova Brasil de 2013. Para alcançar este objetivo foi utilizado o método de propensity score matching. Os resultados encontrados apontam para efeitos não significativos em matemática e português para os alunos do 5º ano. Por outro lado, os alunos do 9º que estudam em escolas que participam do programa antes de 2013 apresentaram desempenho positivo. Aqueles que estão em escolas que começaram no programa em 2013 não tiveram efeito significativo em matemática, mas obtiveram um desempenho negativo e significativo na comparação com o grupo de controle em português.

nÃo hà / O objetivo deste trabalho à avaliar a ocorrÃncia de risco moral na demanda por consultas mÃdicas e serviÃos de apÃio ao diagnÃstico e tratamento (exames) no sistema de saÃde suplementar brasileiro. Especificamente, visamos à comparaÃÃo quantitativa da utilizaÃÃo desses serviÃos de saÃde entre dois tipos de planos: com e sem coparticipaÃÃo. Para isso, utilizamos dois mÃtodos de matching baseado no propensity score, onde os estimadores sÃo calculados a partir de grupos ou estratos (Stratification Matching) e a partir de uma funÃÃo densidade (Kernel Matching). No modelo de estratos o efeito estimado da coparticipaÃÃo em consultas mÃdicas ficou entre -0,358 e -0,979 per capita por ano. No modelo a partir de uma funÃÃo Kernel, o efeito da coparticipaÃÃo foi de -0,286 a -1,031 per capita por ano. No caso dos exames, o efeito da coparticipaÃÃo ficou entre -2,965 e -4,652 (Stratification Matching) e -2,621 e -5,057 (Kernel Matching). Em ambos os modelos a regiÃo Nordeste apresentou o maior efeito de coparticipaÃÃo, tanto para consultas quanto para exames, enquanto a regiÃo Sul teve o menor efeito. Os resultados alcanÃados com o trabalho evidenciam a ocorrÃncia de risco moral, ou seja, a utilizaÃÃo de serviÃos de saÃde à sensÃvel à imposiÃÃo de mecanismos de regulaÃÃo, onde indivÃduos com coparticipaÃÃo demandam consultas mÃdicas e exames em quantidade inferior aqueles sem coparticipaÃÃo. / The objective of this study is to evaluate the occurrence of moral hazard in the demand for medical and support services for diagnosis and treatment (tests) in the Brazilian supplementary health system. Specifically, we aim at the quantitative comparison of the use of health services between two types of plans: with and without coparticipaÃÃo. For this, we use two methods of matching based on propensity score, where the estimators are derived from groups or strata (Stratification Matching) and from a density function (Kernel Matching). In the model of strata the estimated effect of coparticipaÃÃo medical appointments was between -0.358 and -0.979 per capita per year. In the model from a kernel function, the effect of coparcenary was -0.286 to -1.031 per capita per year. In the case of examinations, the effect of coparcenary was between -2.965 and -4.652 (Stratification Matching) and -2.621 and -5.057 (Kernel Matching). In both models the Northeast had the highest effect coparcenary, both for consultations and for examinations, while the South had the smallest effect. The results achieved through the study show the occurrence of moral hazard, ie the use of health services is sensitive to the imposition of regulatory mechanisms where individuals coparticipaÃÃo require medical examinations and in quantities not exceeding those without coparcenary

A compreensão da dinâmica de persistência e evasão da atividade exportadora é fundamental para o desenho de incentivos adequados às firmas estreantes no mercado internacional e encontra respaldo nos modelos da nova teoria do comércio internacional. O propósito deste trabalho é investigar os determinantes do desempenho de firmas industriais brasileiras estreantes no mercado internacional, em termos de probabilidade de sobrevivência e evolução do valor exportado, com especial atenção aos impactos dos instrumentos de apoio Drawback, BNDES Exim e Proex. Para tanto, serão analisadas empresas estreantes no comércio exterior entre os anos de 1998 e 2003, configurando um painel desbalanceado com 8,5 mil firmas. Por meio de análise econométrica para dados em painel e estimação de modelos de duração, verificou-se que a função de sobrevivência e crescimento do valor médio exportado no tempo difere claramente entre firmas que utilizam um dos benefícios e aquelas que não o fazem. Também se pode afirmar que custos irreversíveis de entrada no comércio internacional não sejam desprezíveis entre as firmas industriais analisadas, o que indica que os programas públicos de promoção de exportações devam se concentrar na (i) redução da taxa de abandono das recém-exportadoras e (ii) na minimização dos custos fixos associados aos investimentos para entrada no mercado exportador. / Understanding the dynamics of persistence and evasion of export activity is essential for the design of export promotion for new exporters and international trade policies. Several results point to the importance of taking into account the specific sector of the industry in the implementation of public policies, which is supported by the new models of international trade theory. The purpose of this work is to investigate the determinants of the performance of Brazilian industrial new exporters, with particular attention to the impacts of Drawback, BNDES Exim and Proex. For this, we analyzed firms between the 1998 and 2003, constituting an unbalanced panel with 8500 firms. By panel data analysis and estimation of duration models, we found that the survival function and the growth of exports clearly differs among companies that use one of the programs and those that do not. One can also say that sunk costs are not negligible among the industrial firms analyzed, which indicates that public export promotion should focus on (i) reducing the dropout rate of new exporters and (ii) minimize the fixed sunk costs related with initial investments to begin the export activty.

Existem no mercado vários tipos de alimentos para cães, por isso a determinação de qual alimento fornecer e a quantidade deste que deve ser fornecida aos animais não uma tarefa das mais fáceis. Baseado nisto, o presente estudo visou determinar os efeitos de dois alimentos comerciais secos e dois tipos de fornecimento no consumo alimentar, peso vivo e metabólico, escore fecal e corporal e volume fecal. Para tanto foram utilizados quatro animais da raça Border Collie aos quais foram fornecidos dois alimentos, alimento A (“super premium”) e alimento B (popular), distribuídos de duas formas “ad libitum” (AV) e controlada (C). Estes animais receberam os dois alimentos (A e B) fornecidos dos dois modos (AV e C) durante 4 períodos experimentais com 10 dias de duração cada (6 dias de adaptação e 4 de coleta). Os animais foram pesados e seu escore corporal foi observado nos dias coleta dos 4 períodos. Estes cães foram submetidos à atividade diária durante os 40 dias do experimento. Os alimentos eram fornecidos em dois horários 8:00h e 17:00h, sendo que as sobras da refeição anterior eram recolhidas e pesadas antes do fornecimento da próxima. Com isso foi possível a determinação do consumo diário dos animais. Nos dias de coleta foi realizada coleta total das fezes a fim de se determinar seu volume e escore. Os resultados foram analisados utilizando-se o programa SAS. Com a análise estatística pôde-se determinar que o alimento A é realmente de melhor qualidade que o alimento B, e que a quantidade de alimento fornecida foi suficiente para satisfazer as exigências diárias dos animais, mesmo tendo sido estipulada para animais em manutenção. / It is available in the market several types of foods for dogs, that the determination of which food to supply and the amount of this that should be supplied to the animals is not a simple task. Based on this, the aim of the present study was to determine the effects of two dry commercial foods and two supply types in the food consumption, in live and metabolic weights, fecal and corporal score and fecal volume. For so much four animals were used of the race Border Collie to which two foods were supplied, food A ("super premium") and food B (popular), distributed in two ways "ad libitum" (AV) and controlled (C). These animals received the two foods supplied of the two manners during 4 experimental periods with 10 days of duration each (6 days of adaptation and 4 of data collection). The animals were weighted and its corporal score was observed in data collection days of the 4 periods. These dogs were submitted to the daily activity during the all 40 days of the experiment. The foods were supplied in two schedules 8:00 AM and 5:00 PM, and the discard amount of the previous meal were picked up and weighed before the supply of the next. So it was possible the determination of the daily food consumption of the animals. In the days of collection, total collection of the feces was accomplished in order to determine its volume and score. The results were analyzed being used the SAS program. With the statistical analysis it could be determined that the food A is really of better quality than the food B, based mainly in the fecal volume and score, and that the amount of supplied food was enough to satisfy the daily demands of the active animals, even having been specified for animals in maintenance.

Introdução: Os escores CHADS2 e CHA2DS2VASc são, comumente, utilizados para a estratificação de risco para eventos tromboembólicos em pacientes com fibrilação atrial. Recentemente, demonstrou-se a utilidade desses escores em pacientes sem fibrilação atrial, particularmente naqueles portadores de doença coronariana, predizendo mortalidade e eventos tromboembólicos nessa população. A adição de alterações ecocardiográficas, por meio das técnicas transtorácica e transesofágica, a tais escores, na presença de fibrilação atrial, pode aumentar a acurácia dessa estratificação, identificando os indivíduos que estão sujeitos a maiores riscos. Objetivos: O objetivo primário desse estudo é demonstrar que indivíduos coronariopatas sem fibrilação atrial apresentam alterações ecocardiográficas que podem justificar maior risco de complicações tromboembólicas e que estas são mais frequentes quanto maiores os escores CHADS2. Como objetivo secundário, demonstrar que essas alterações são mais frequentes quanto maior o escore CHA2DS2VASc. Metodologia: Foram incluídos 111 pacientes com doença coronariana, em ritmo sinusal, os quais foram estratificados pelos escores CHADS2 e CHA2DS2VASc, e divididos em dois grupos de acordo com o risco de eventos tromboembólicos (escores CHADS2 < 2 vs CHADS2 >= 2 e CHA2DS2VASc < 3 vs CHA2DS2VASc >= 3). Após, foram submetidos à ecocardiografia transtorácica e transesofágica, sendo avaliadas: dimensões de átrio esquerdo (diâmetro e volume indexado), massa ventricular esquerda indexada pela superfície corpórea, funções sistólica e diastólica, e a contratilidade miocárdica de ventrículo esquerdo, velocidade de esvaziamento de apêndice atrial esquerdo, presença de contraste espontâneo em átrio esquerdo, presença de trombos em átrio e/ou ventrículo esquerdo. Análise estatística: Dimensões de átrio esquerdo, massa ventricular esquerda, fração de ejeção de ventrículo esquerdo e velocidade de esvaziamento de apêndice atrial esquerdo foram analisadas como variáveis contínuas e, também, como categóricas (normais e anormais). As variáveis contínuas foram comparadas por meio do teste de Mann-Whitney e as categóricas, pelo teste exato de Fisher. Modelos de regressão logística foram aplicados para determinar variáveis de risco independente e verificar quais componentes dos escores CHADS2 e CHA2DSVASc influenciam essas variáveis. Resultados: Da população estudada, 72,1% eram do sexo masculino, idade de 62,4±8,7 anos, 96 (86,5%) eram hipertensos, 44 (39,6%) diabéticos, 17 (15,3%) portadores de insuficiência cardíaca e 12 (10,8%) apresentavam AVC/AIT prévio. A avaliação multivariada demonstrou que pacientes com escore CHADS2 >= 2 (n = 57), mais frequentemente, apresentam maior volume indexado de átrio esquerdo, menor velocidade de esvaziamento de apêndice atrial esquerdo, maior massa ventricular esquerda indexada pela superfície corpórea, menor fração de ejeção de ventrículo esquerdo e, mais frequentemente, apresentavam disfunção diastólica de ventrículo esquerdo. Com relação ao escore CHA2DS2VASc, pacientes com risco elevado apresentam, mais frequentemente, maior volume indexado de átrio esquerdo, menor velocidade de esvaziamento de apêndice atrial esquerdo e maior massa ventricular esquerda indexada pela superfície corpórea. Conclusão: Pacientes com escores CHADS2 e CHA2DS2VASc elevados apresentam alterações ecocardiográficas que podem justificar maior risco para a ocorrência de acidente vascular cerebral em indivíduos com doença arterial coronariana na presença de ritmo sinusal. / CHADS2 and CHA2DS2VASc score are commonly used to stratify risk for thromboembolic events in patients with atrial fibrillation. Recently, it has been demonstrated the usefulness of these scores in patients without atrial fibrillation, particularly in those patients with coronary disease, predicting mortality and thromboembolic events in this population. The addition of echocardiographic changes, through the transthoracic and transesophageal techniques, to those scores, in the presence of atrial fibrillation can increase the accuracy of this stratification, identifying individuals who are subject to greater risks. Objectives: The primary objective of this study is to demonstrate that coronary disease patients without atrial fibrillation have echocardiographic changes that may justify increased risk of thromboembolic complications and that these are more frequent the higher the CHADS2 scores. As a secondary objective, demonstrate that those changes are more frequent the higher the score CHA2DS2VASc. Methods: 111 patients with coronary artery disease in sinus rhythm were included, which were stratified by CHADS2 and CHA2DS2VASc scores and divided into two groups according to the risk of thromboembolic events (CHADS2 < 2 vs CHADS2 >= 2 and CHA2DS2VASc < 3 vs CHA2DS2VASc >= 3). After that, they were subjected to transthoracic and transesophageal echocardiography, being analyzed: left atrial size (diameter and volume index), left ventricular mass indexed by body surface, systolic and diastolic function and myocardial contractility of left ventricle, left atrial appendage emptying velocity, presence of spontaneous echo contrast in the left atrium, presence of thrombi in the atrium and / or left ventricle. Statistical analysis: left atrial size, left ventricular mass, left ventricular ejection fraction and left atrial appendage emptying velocity were analyzed as continuous variables and as categorical (normal and abnormal). Continuous variables were compared using the Mann-Whitney test, and the categorical, using Fisher\'s exact test. Logistic regression models were applied to determine independent risk variables and determine which components of CHADS2 and CHA2DSVASc scores influence these variables. Results: In the study population, 72.1% were male, age 62.4±8.7 years, 96 (86.5%) were hypertensive, 44 (39.6%) diabetic patients, 17 (15.3 %) heart failure patients and 12 (10.8%) had prior stroke / transient ischemic attack. Multivariate evaluation showed that patients with scores CHADS2 >= 2 (n = 57) most often have greater left atrial volume index, lower left atrial appendage emptying velocity, higher left ventricular mass indexed by body surface area, lower left ventricular ejection fraction and more often had diastolic dysfunction of the left ventricle. Regarding CHA2DS2VASc score, patients at high risk have more often greater left atrial volume index, lower left atrial appendage emptying velocity and greater left ventricular mass indexed by body surface area. Conclusion: Patients with high CHADS2 and CHA2DS2VASc scores present echocardiographic changes that could justify a higher risk for the occurrence of stroke in patients with coronary artery disease in the presence of sinus rhythm.

Afin de modéliser l'évolution de l’infection par le chikungunya (CHIK), son impact, et les facteurs pronostiques de chronicité, nous avons travaillé en trois parties. L'impact à long terme de l’épidémie de CHIK en 2005-2006 à la Réunion a été estimé en calculant la proportion de patients en phase chronique au cours du temps et la charge globale de morbidité du CHIK par la méthode des années de vie ajustées sur l'invalidité (méthode DALY de l’OMS, qui prend en compte les années de vie perdues en raison de la mortalité prématurée et des années de vie vécues avec une incapacité). Ainsi entre 51,2 et 65,3% des patients étaient estimés symptomatiques après 1 an et 0% à15,2% après 5 ans. Le total d’années de vie en bonne santé perdues à la Réunion a été estimé à 65-73/1000 personnes, 55,5% des pertes concernant la population active (les 20 à 60 ans), et 86% étant dues à la persistance de rhumatismes post-CHIK (phase chronique). Les facteurs pronostiques de la persistance de rhumatismes et de l’altération de la qualité de vie (QdV) à long terme (30 mois) ont été étudiés dans une cohorte des gendarmes dont 25% étaient infectés (CHIK+). Etre CHIK+, avoir des comorbidités et un moral déprimé pendant la phase aiguë étaient prédictifs de la persistance d’arthrite comme d’arthralgies. De plus, la présence d’arthralgies ou arthrite à six mois était très prédictive de la persistance des mêmes rhumatismes à 30 mois. / To model the evolution of chikungunya virus (CHIK) infection, its impact and the prognostic factors of post-CHIK rheumatism and quality of life, we worked in three parts. The long-term impact of the 2005-2006 CHIK outbreaks in Reunion Island was estimated by calculating the proportion of chronic patients over time and the global burden of CHIK using the Disability Adjusted Life Years (DALY) method. This method sums the years of life lost due to premature mortality and the years lived with disability. Between 51.2 and 65.3% of patients were estimated chronic after 1 year and 0%-15.2% after 5 years. The global disease burden of CHIK was estimated 65-73 DALYs/1000 persons, 55.5% concerning the active population (20-60 years old), and 86% due to persistence of post-CHIK rheumatisms. Prognostic factors of the long-term (30 months) rheumatisms and impaired quality of life (QoL) were studied in a cohort of French army policemen (25% CHIK infected: CHIK+). Being CHIK+, suffering of comorbidity and having depressed mood during the acute stage were predictive for both persistent arthritis and arthralgias at 30 months. In addition, suffering of either arthralgias or arthritis at six months was predictive of the same symptoms at 30 months. Determinants of impaired QoL were CHIK infection and comorbidity, in addition to older age, work-stoppage during the acute infection and arthritis at 6 months for the QoL physical component, and depressed mood at 6 months for the mental health component.Association between the severity of initial CHIK-stages and recovery were studied using multiple correspondence analysis (MCA).

Cette thèse a pour objectif principal d’estimer la volatilité des données financières à haute fréquence par le modèle Score-GARCH, dans le contexte de la crise financière récente (2007-2008). La contribution effective de notre thèse couvre trois axes majeurs. Premièrement, nous avons mis en évidence les faits stylisés observés empiriquement dans les données financières à haute fréquence, dans le cas de quatre actifs financiers de CAC40. Cette étude nous a permis d’analyser la dynamique et l’asymétrie des rendements des actifs financiers à haute fréquence. Deuxièmement, compte tenu des faits stylisés en relation avec le comportement de la volatilité, nous avons modélisé la volatilité des actifs financiers à haute fréquence par le modèle Score-GARCH, et nous l’avons comparé avec le modèles GARCH asymétriques classiques (modèles de référence). Le troisième axe propose des mesures du risque (VaR) de marché intra-journalier dans le contexte particulier des données à haute fréquence régulièrement espacées dans le temps (toutes les cinq minutes). / The main objective of this thesis is to estimate the volatility of high-frequency financial data by the Score-GARCH model in the context of the recent financial crisis (2007-2008). The actual contribution of our thesis covers three major axes. First, we have highlighted the stylized facts observed empirically in high-frequency financial data, in the case of four CAC40 financial assets. This study allowed us to analyze the dynamics and asymmetry of the returns of high-frequency financial assets. Second, given the stylized facts in relation to the behavior of volatility, we have modeled the volatility of high-frequency financial assets by the Score-GARCH model, and compared it with the classic asymmetric GARCH models (reference models ). The third axis proposes intraday market risk measures (VaR) in the particular context of high frequency data regularly spaced over time (every five minutes).

Ett syfte med denna uppsats var att undersöka om det går att validera det för svenska förhållanden nya skattningsinstrumentet Score-15 (Stratton, P., Bland, J., Janes, E &amp; Lask, J. 2010) i förhållande till skattningsinstrumentet Familjeklimat (Hansson, 1989). Ytterligare syften med uppsatsen var att söka svar på frågorna om det är möjligt att med Score-15 urskilja gruppen familjer som söker familjebehandling från en normalgrupp (Erneroth Hånell &amp; Karhatsu, 2016), samt om det går att mäta förändring av familjefunktionen hos familjer genom skattningar före- och efter familjebehandlingen? Studien är kvantitativ utifrån ett material bestående av totalt 34 familjer som själva sökt familjebehandling hos en av två familjeenheter i Uppland. Familjemedlemmarna har var för sig fyllt i skattningsformulären Score-15 och Familjeklimat vid två tillfällen: innan familjebehandlingen inletts och efter avslutad behandling eller efter tre månader. Resultaten av studien visar att Score-15 och Familjeklimat är valida skattningsinstrument. Det är möjligt att med hjälp av Score-15 skilja ut de familjer som sökt familjebehandling från en normalgrupp samt att Score-15 även kan mäta en förändrad familjefunktion / This thesis has three aims. Firstly, to examine whether the assessment instrument Score-15 (Stratton, Bland, Janes, &amp; Lask, 2010), hitherto unfamiliar in Sweden, can be validated in comparison with the Swedish assessment instrument Familjeklimat (Hansson, 1989). Secondly, to ascertain whether Score-15 can be used in order to distinguish families who seek family treatment from a normal group (Erneroth Hånell &amp; Karhatsu, 2016). Thirdly, we have examined whether it is possible to measure changes in the ways families function by performing assessments with Score-15 before and after family treatment. We have performed a quantitative study based on material acquired through our work with 34 families who applied on their own initiative to two family treatment units in Uppland county, Sweden. Each family member completed the assessment questionnaires in Score-15 and Familjeklimat twice – once before initiation of family treatment, and once either after the completed course of treatment, or three months after treatment started. Our results demonstrate that both Score-15 and Familjeklimat are valid assessment instruments. We have also been able to show that Score-15 can be used to distinguish between families who seek treatment from a normal group, and that Score-15 is capable of measuring changes in family functioning.