Reward-risk efficiency in proportional reinsurance with different risk measures

We have studied, in particular under normality of the implied random variables, the connections between different measures of risk such as the standard deviation, the W-ruin probability and the p-V@R. We discuss conditions granting the equivalence of these measures with respect to risk preference relations and the equivalence of dominance and efficiency of risk-reward criteria involving these measures. Then more specifically we applied these concepts to rigorously face the problem of finding the efficient set of de Finetti’s variable quota share proportional reinsurance.

On the monoids of transformations that preserve the order and a uniform partition

In this article we consider the monoid O(mxn) of all order-preserving full transformations on a chain with mn elements that preserve a uniformm-partition and its submonoids O(mxn)(+) and O(mxn)(-) of all extensive transformations and of all co-extensive transformations, respectively. We determine their ranks and construct a bilateral semidirect product decomposition of O(mxn) in terms of O(mxn)(-) and O(mxn)(+).

e-Recruitment: descrição e inferência sobre oferta e procura

Trabalho de Projeto para obtenção do grau de Mestre em Engenharia Informática e de Computadores

On the ranks of certain monoids of transformations that preserve a uniform partition

The rank of a semigroup, an important and relevant concept in Semigroup Theory, is the cardinality of a least-size generating set. Semigroups of transformations that preserve or reverse the order or the orientation as well as semigroups of transformations preserving an equivalence relation have been widely studied over the past decades by many authors. The purpose of this article is to compute the ranks of the monoid

The cardinal of various monoids of transformations that preserve a uniform partition

In this paper we give formulas for the number of elements of the monoids ORm x n of all full transformations on it finite chain with tun elements that preserve it uniform m-partition and preserve or reverse the orientation and for its submonoids ODm x n of all order-preserving or order-reversing elements, OPm x n of all orientation-preserving elements, O-m x n of all order-preserving elements, O-m x n(+) of all extensive order-preserving elements and O-m x n(-) of all co-extensive order-preserving elements.

On the applicability of joint inversion of gravity and resistivity data to the study of a tectonic sedimentary basin in Northern Portugal

The Chaves basin is a pull-apart tectonic depression implanted on granites, schists, and graywackes, and filled with a sedimentary sequence of variable thickness. It is a rather complex structure, as it includes an intricate network of faults and hydrogeological systems. The topography of the basement of the Chaves basin still remains unclear, as no drill hole has ever intersected the bottom of the sediments, and resistivity surveys suffer from severe equivalence issues resulting from the geological setting. In this work, a joint inversion approach of 1D resistivity and gravity data designed for layered environments is used to combine the consistent spatial distribution of the gravity data with the depth sensitivity of the resistivity data. A comparison between the results from the inversion of each data set individually and the results from the joint inversion show that although the joint inversion has more difficulty adjusting to the observed data, it provides more realistic and geologically meaningful models than the ones calculated by the inversion of each data set individually. This work provides a contribution for a better understanding of the Chaves basin, while using the opportunity to study further both the advantages and difficulties comprising the application of the method of joint inversion of gravity and resistivity data.

Destruction of the tar present in syngas by combustion in porous media

The cleaning of syngas is one of the most important challenges in the development of technologies based on gasification of biomass. Tar is an undesired byproduct because, once condensed, it can cause fouling and plugging and damage the downstream equipment. Thermochemical methods for tar destruction, which include catalytic cracking and thermal cracking, are intrinsically attractive because they are energetically efficient and no movable parts are required nor byproducts are produced. The main difficulty with these methods is the tendency for tar to polymerize at high temperatures. An alternative to tar removal is the complete combustion of the syngas in a porous burner directly as it leaves the particle capture system. In this context, the main aim of this study is to evaluate the destruction of the tar present in the syngas from biomass gasification by combustion in porous media. A gas mixture was used to emulate the syngas, which included toluene as a tar surrogate. Initially, CHEMKIN was used to assess the potential of the proposed solution. The calculations revealed the complete destruction of the tar surrogate for a wide range of operating conditions and indicated that the most important reactions in the toluene conversion are C6H5CH3 + OH <-> C6H5CH2 + H2O, C6H5CH3 + OH <-> C6H4CH3 + H2O, and C6H5CH3 + O <-> OC6H4CH3 + H and that the formation of toluene can occur through C6H5CH2 + H <-> C6H5CH3. Subsequently, experimental tests were performed in a porous burner fired with pure methane and syngas for two equivalence ratios and three flow velocities. In these tests, the toluene concentration in the syngas varied from 50 to 200 g/Nm(3). In line with the CHEMKIN calculations, the results revealed that toluene was almost completely destroyed for all tested conditions and that the process did not affect the performance of the porous burner regarding the emissions of CO, hydrocarbons, and NOx.