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.

Ring-tailed lemur Lemur catta, red ruffed lemur Varecia rubra and black and white ruffed lemur Varecia variegata belongs to the family Lemuridae, living at Madagaskar as endemits. In wildlife is folivorous and frugivorous food strategy at the both genus ? in the process g. Varecia is more frugivorous. Study was divided into two parts ? the first about ration of feeding chosen species of lemurs in several czech zoos and the second about ethology feeding behaviour lemurs in zoo Jihlava. For nutritional assessment were further chosen zoos Lešná, Jihlava, Ústí nad Labem, Ohrada and Chleby. From ration of feeding for chosen species of lemurs was counted average personal ration per day. This average was used to calculate nutritional values of dietary (fats, protein, carbohydrates, fiber, calcium, phosporus and iron) for each kind of menu or particularly day a week. For ethologic observation was made method of straight observation with used behaviour sampling ? scanning of a behaviour. Observation was done from July to December 2011 in whole extent 56 hours. Study solved out that ration of feeding are very different in each zoo like nutritional values of dietary and amount. In each zoo has larger ration of feeding Varecia rubra than Lemur catta. In average this diference beetwen that makes 144,25 g. Observation (zoo Jihlava) showed that Lemur catta spends foraging behaviour 19,75 minutes per day and handling 42,75 minutes per day in average. All in all they spending their feeding behavior only 62,5 minutes (1,04 hours) per day. Further more was discovered diference in length feeding behaviour when in their habitation more tree branches were. Adding branches to there increased length of feeding behaviour about of 22,67 minutes per day.

M.Sc. (Biodiversity and Conservation) / The relative activity levels of the Egyptian free-tailed bat (Tadarida aegyptiaca) and Cape serotine bat (Neoromicia capensis) were monitored in eight study areas spanning across the Eastern Cape, Western Cape and Northern Cape of South Africa. The detected activity levels were then used to study the habitat use and temporal distribution (across the night and months of monitoring period) of both species. The effect of weather conditions (namely temperature, relative humidity, wind speed, precipitation and barometric pressure), moon phase and moonlight on activity was also examined. The understanding of these aspects of the ecology of N. capensis and T. aegyptiaca were then used as guidelines to conserve these species with regards to wind farm development in South Africa. Bat activity was monitored by means of a total of seventeen passive monitoring systems consisting of SM2BAT+ bat detectors. The monitoring systems were deployed on the study areas to detect and record bat echolocation calls on a continuous basis throughout the night. Activity was recorded for a variable length of time, between 3 and 12 months, for each study area. The bat detectors were powered by solar energy systems. Habitat use by these species was analysed by comparing the activity amongst the different study areas. Both species showed considerable activity in most study areas depicting them to mostly be generalists inhabiting many habitats across the country. Bat activity amongst the different land use types, vegetation types and climate regions was studied. N. capensis showed significantly higher activity in a fruit farming area and T. aegyptiaca was significantly less abundant in dry and arid conditions than cooler humid environments. The preference for habitat based on altitude and height above the ground was assessed. The highest activity occurred in coastal regions of 0 – 500 m altitude. N. capensis was found to prefer activity at canopy height, and T. aegyptiaca is more of an opportunistic species making use of the most profitable vertical airspace at any one time Analysis of the hourly and monthly distribution of bat activity showed that it can be highly variable across a range of temporal scales from all study areas. On a broad scale, N. capensis was found to limit nightly activity within the first four hours of sunset, mostly peaking within the second hour. T. aegyptiaca tends towards peak activity within the first three hours of the evening, thereafter sustaining more or less constant activity until the ninth hour after sunset. For both N. capensis and T. aegyptiaca, activity in the Eastern Cape is greater over the months of September to March. Western Cape activity shows a general increase into the warm months of September – December followed by a decrease over the hot months of January and February. From the limited data set, activity in the Northern Cape seems to be highest over the months of November, December and April...

This thesis is divided in four chapters. The two first chapters introduce a parametric quantile-based estimation method of univariate heavy-tailed distributions and elliptical distributions, respectively. If one is interested in estimating the tail index without imposing a parametric form for the entire distribution function, but only on the tail behaviour, we propose a multivariate Hill estimator for elliptical distributions in chapter three. In the first three chapters we assume an independent and identically distributed setting, and so as a first step to a dependent setting, using quantiles, we prove in the last chapter the asymptotic normality of marginal sample quantiles for stationary processes under the S-mixing condition.<p><p><p>The first chapter introduces a quantile- and simulation-based estimation method, which we call the Method of Simulated Quantiles, or simply MSQ. Since it is based on quantiles, it is a moment-free approach. And since it is based on simulations, we do not need closed form expressions of any function that represents the probability law of the process. Thus, it is useful in case the probability density functions has no closed form or/and moments do not exist. It is based on a vector of functions of quantiles. The principle consists in matching functions of theoretical quantiles, which depend on the parameters of the assumed probability law, with those of empirical quantiles, which depend on the data. Since the theoretical functions of quantiles may not have a closed form expression, we rely on simulations.<p><p><p>The second chapter deals with the estimation of the parameters of elliptical distributions by means of a multivariate extension of MSQ. In this chapter we propose inference for vast dimensional elliptical distributions. Estimation is based on quantiles, which always exist regardless of the thickness of the tails, and testing is based on the geometry of the elliptical family. The multivariate extension of MSQ faces the difficulty of constructing a function of quantiles that is informative about the covariation parameters. We show that the interquartile range of a projection of pairwise random variables onto the 45 degree line is very informative about the covariation.<p><p><p>The third chapter consists in constructing a multivariate tail index estimator. In the univariate case, the most popular estimator for the tail exponent is the Hill estimator introduced by Bruce Hill in 1975. The aim of this chapter is to propose an estimator of the tail index in a multivariate context; more precisely, in the case of regularly varying elliptical distributions. Since, for univariate random variables, our estimator boils down to the Hill estimator, we name it after Bruce Hill. Our estimator is based on the distance between an elliptical probability contour and the exceedance observations. <p><p><p>Finally, the fourth chapter investigates the asymptotic behaviour of the marginal sample quantiles for p-dimensional stationary processes and we obtain the asymptotic normality of the empirical quantile vector. We assume that the processes are S-mixing, a recently introduced and widely applicable notion of dependence. A remarkable property of S-mixing is the fact that it doesn't require any higher order moment assumptions to be verified. Since we are interested in quantiles and processes that are probably heavy-tailed, this is of particular interest.<p> / Doctorat en Sciences économiques et de gestion / info:eu-repo/semantics/nonPublished

The aim of this thesis is to show that the use of heavy-tailed distributions in finance is theoretically unfounded and may cause significant misunderstandings and fallacies in model interpretation. The main reason seems to be a wrong understanding of the concept of the distributional tail. Also in models based on real data it seems more reasonable to concentrate on the central part of the distribution not tails. Powered by TCPDF (www.tcpdf.org)

Cette thèse présente plusieurs aspects de la croissance stochastique des interfaces, par lebiais de son modèle le plus étudié, l'équation de Kardar-Parisi-Zhang (KPZ). Bien qued'expression très simple, cette équation recèle une grande richesse phénoménologiqueet est l'objet d'une recherche intensive depuis des dizaines d'années. Cela a conduit àl'émergence d'une nouvelle classe d'universalité, contenant des modèles de croissanceparmi les plus courants, tels que le Eden model ou encore le Polynuclear Growth Model.L'équation KPZ est également reliée à des problèmes d'optimisation en présence dedésordre (le Polymère Dirigé), ou encore à la turbulence des uides (l'équation de Burger), renforçant son intérêt. Cependant, les limites de cette classe d'universalitésont encore mal comprises. L'objet de cette thèse est, après avoir présenté les progrèsles plus récents dans le domaine, de tester les limites de cette classe d'universalité. Lathèse s'articule en quatre parties :i) Dans un premier temps, nous présentons des outils théoriques qui permettent decaractériser finement l'évolution de l'interface. Ces outils montrent une grande flexibilité, que nous illustrons en considérant le cas d'une géométrie confinée (une interfacecroissant le long d'une paroi).ii) Nous nous penchons ensuite sur l'influence du désordre, et plus particulièrementl'importance des évènements extrêmes dans la mécanique de croissance. Les largesfluctuations du désordre déforment l'interface et conduisent à une modification notabledes exposants de scaling. Nous portons une attention particulière aux conséquencesd'un tel désordre sur les stratégies d'optimisation en milieu désordonné.iii) La présence de corrélations dans le désordre est d'un intérêt expérimentalimmédiat. Bien qu'elles ne modifient pas la classe d'universalité, elles influent grandement sur la vitesse de croissance moyenne de l'interface. Cette partie est dédiée àl'étude de cette vitesse moyenne, souvent négligée car délicate à définir, et à l'existenced'un optimum de croissance intimement lié à la compétition entre exploration et exploitation.iv) Enfin, nous considérons un exemple expérimental de croissance stochastique (quin'appartient toutefois pas à la classe KPZ) et développons un formalisme phénoménologiquepour modéliser la propagation d'une interface chimique dans un milieu poreux désordonné.Tout au long du manuscrit, les conséquences des phénomènes observées dans desdomaines variés, tels que les stratégies d'optimisation, la dynamique des populations,la turbulence ou la finance, sont détaillées. / This Thesis presents several aspects of the stochastic growth, through its most paradig-matic model, the Kardar-Parisi-Zhang equation (KPZ). Albeit very simple, this equa-tion shows a rich behaviour and has been extensively studied for decades. The existenceof a new universality class is now well established, containing numerous growth modelslike the Eden model or the Polynuclear Growth Model. The KPZ equation is closelyrelated to optimisation problems (the Directed Polymer) or turbulence of uids (theBurgers equation), a feature that underlines its importance. Nonetheless, the bound-aries of this universality class are still vague. The focus of this Thesis is to probe thoselimits through various modifications of the models. It is divided in four chapters:i) First, we present theoretical tools, borrowed from integrable systems, that allowto characterize in great details the evolution of the interface. Those tools exhibitconsiderable exibility due to the large corpus of work on integrable systems, and weillustrate it by tackling the case of confined geometry (growth close to a hard wall).ii) We investigate the inuence of the disorder distribution, and more specificallythe importance of large events, with heavy-tailed distributions. Those extreme eventsstretch the interface and notably modify the main scaling exponents. The consequenceson optimization strategies in disorder landscapes are emphasized.iii) The presence of correlations in the disorder is of natural experimental interest.Although they do not impact the KPZ class, they greatly inuence the average speed ofgrowth. The latter quantity is often overlooked because it is non-universal and ratherill-defined. Nonetheless, we show that a generic optimal average speed exists in presenceof time correlations, due to a competition between exploration and exploitation.iv) Finally, we consider a set of experiments about chemical front growth in porousmedium. While this growth process is not related to KPZ in an immediate way, wepresent different tools that effciently reproduce the observations.Along that work, the consequences of each Chapter in various domains, like opti-misation strategies, turbulence, population dynamics or finance, are detailed.

By studying how captive animals use outdoor space, we can determine which areas fulfill their biological and behavioral needs to improve enclosure design for animal welfare and visitor experience. The aim of the study was to determine the differential use of outdoor space in a mixed exhibit of captive ring-tailed lemurs (Lemur catta) and red ruffed lemurs (Varecia rubra), and to assess both the effect of adding environmental enrichment and possible visitor and meteorological effects on the lemurs’ use of space and behavior. For one month, five-minute interval scan sampling was used to record lemur location and behavior, as well as the meteorological conditions and presence of zoo visitors in the lemurs’ outdoor enclosure. That baseline was followed by four alternating two-week periods of food or structural enrichment, both with and without visitors. Enrichment increased the lemurs’ use of the enriched sectors, decreased resting, and increased locomotion. Structural enrichment increased their exploratory behaviors and stimulated arboreal locomotion. Both species preferred sunny and warm conditions for sunbathing and resting, while moving more around the enclosure in cooler and cloudier weather. The visitor effect on the lemurs’ use of space was weaker than the effects of enrichment and meteorological conditions. The availability of areas to hide and possible habituation to humans may have played a role in the reduced visitor effect. The results of the study showed inter-specific differences in the lemurs’ use of space and behavior and a complex combined effect of enrichment, visitor presence and meteorological conditions.

No description available.

The main objective of this study was to establish a universally functional evaluation process for environmental education (EE) materials that can increase appropriate educational program application and resultant efficacy among users of all skill levels and disciplines, specifically those wildlife-related. Additionally, this research investigated capability of an EE program to alter preconceived high school student attitudes and knowledge toward urban white-tailed deer (Odocoileus virginianus) across varying demographics. I evaluated systematically a pre-produced urban wildlife classroom program, Living with White-tailed Deer (LWWTD), and measured student understanding of associated deer issues pre- and post-program. Using a detailed framework based upon the Guidelines for Excellence outlined by North American Association for Environmental Education (NAAEE), I created an instrument to identify EE programs indicative of high merit. During the 2007-2009 school years, trained classroom educators (n = 72) from 13 states were recruited to participate with their students (n = 1,274) in the 3-5 day LWWTD program and asked to critically assess it using my evaluation instrument. Teachers also administered attitude and knowledge assessments to their students. Teacher opinion toward the program was found to be highly favorable ( = 3.4/4) and was confirmed by significant increases in student knowledge before and after the program (P < .001). Regional differences in teacher response were found, but did not affect student performance. Teachers indicated that the Guidelines for Excellence are a meaningful tool in developing evaluative measures. Weak program components such as applicability to differing cultures were isolated using the evaluation instrument while strong components such as instructional soundness were highlighted. Pre- and postprogram student responses were correlated to demographic variables and differed significantly among races, gender, and urban or rural residency. Student experiences revealed also differences in attitude and knowledge of varying constructs relating to urban deer issues. An increase in knowledge following the LWWTD program was found across all demographic and experience variables suggesting high effectiveness regarding learning. Student attitudes following the LWWTD program showed an increased acceptability of lethal deer management techniques regardless of demographics, experience, or pre-program beliefs. These results suggest that effective EE can transcend predetermined beliefs.

I analyzed precision and accuracy of lactation data to reflect actual fawn recruitment for various levels of fecundity, neonatal mortality, harvest intensity, and hunter selectivity. I evaluated and developed a correction equation to adjust for harvest date effects on lactation detectability. I compared metrics of site-specific fawn recruitment (e.g., lactation rates, hunter observation fawn-to-doe ratios, and post-season fawn-to-doe ratios) among themselves, and to site-specific indices of carnivore abundance, for 18 properties across Mississippi and Alabama. Accuracy of lactation rates are compromised due to variation at minimal harvest intensity and insensitivity to change in fetal rate or neonatal mortality. Lactation data can be corrected for harvest date effects on lactation detectability. Hunter observation data are variable and poorly represent fawn recruitment. Lactation data are related to fawn recruitment and can be used to roughly estimate fawn recruitment. Carnivore abundance had neither a significant nor consistent effect on fawn recruitment.