Modelo de risco controlado por resseguro e desigualdades para a probabilidade de ruína

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

A teoria da ruína aplicada em um modelo de empresa financeira com risco de crédito

In this work we study a new risk model for a firm which is sensitive to its credit quality, proposed by Yang(2003): Are obtained recursive equations for finite time ruin probability and distribution of ruin time and Volterra type integral equation systems for ultimate ruin probability, severity of ruin and distribution of surplus before and after ruin

Teoria da Ruína em um Modelo de Markov com dois Estados

In this work, we present a risk theory application in the following scenario: In each period of time we have a change in the capital of the ensurance company and the outcome of a two-state Markov chain stabilishs if the company pays a benece it heat to one of its policyholders or it receives a Hightimes c > 0 paid by someone buying a new policy. At the end we will determine once again by the recursive equation for expectation the time ruin for this company

Utilização de RNA´s na construção do diagrama de vida constante de probabilidade de materiais compósitos

The static and cyclic assays are common to test materials in structures.. For cycling assays to assess the fatigue behavior of the material and thereby obtain the S-N curves and these are used to construct the diagrams of living constant. However, these diagrams, when constructed with small amounts of S-N curves underestimate or overestimate the actual behavior of the composite, there is increasing need for more testing to obtain more accurate results. Therewith, , a way of reducing costs is the statistical analysis of the fatigue behavior. The aim of this research was evaluate the probabilistic fatigue behavior of composite materials. The research was conducted in three parts. The first part consists of associating the equation of probability Weilbull equations commonly used in modeling of composite materials S-N curve, namely the exponential equation and power law and their generalizations. The second part was used the results obtained by the equation which best represents the S-N curves of probability and trained a network to the modular 5% failure. In the third part, we carried out a comparative study of the results obtained using the nonlinear model by parts (PNL) with the results of a modular network architecture (MN) in the analysis of fatigue behavior. For this we used a database of ten materials obtained from the literature to assess the ability of generalization of the modular network as well as its robustness. From the results it was found that the power law of probability generalized probabilistic behavior better represents the fatigue and composites that although the generalization ability of the MN that was not robust training with 5% failure rate, but for values mean the MN showed more accurate results than the PNL model

O espelho dos hieróglifos: da ruína das letras egípcias à sua reinvenção quimérica entre os séc. XV e XVII

This master thesis is an overview of how the Egyptian writing became a ruin, and then was mythunderstood by the Western culture through speculations based on its figurative appeal or by its magical nature this invention results not only in new idea of writing, but also in many graphical experiments which take part in the creation of the Renaissance and Baroque visual identity

Entre júbilo e ruína: a perspectiva trágica de Nietzsche

It is investigating why reason Nietzsche affirms, in 1888, when revises his work (Ecce Homo), that to be exactly with The Birth of Tragedy it will be necessary to forget some things , and, in spite of, insist, in the same writing, in naming himself the first tragic philosopher - that is, the opposite and antipode of a pessimistic philosopher . Nietzsche elaborates in The Birth of Tragedy a theory about tragic starting from the opposition and complementarity among Apollo and Dionysian, rationalism and instinct, and in the refusal of the pessimistic perspective. The objective of the dissertation is to discuss how the theory of tragedy modifies due to the rupture with the inspiring of the first moment of the nietzschian philosophy, Schopenhauer and Wagner - maybe the such things to be forgotten about The Birth of Tragedy - and the implications of this rupture, that transforms the philosophy of Nietzsche in dissident of the metaphysical tradition. Like this, it is noticed that there is more continuity than estrangement in what concerns to the definition of tragic, just announced in 1871. By the sentence of the eternal return to the concept of will of power Nietzsche elaborates a tragic perspective, marked by the Dionysian celebration of the life, also acted through the pessimism dionisiac , defined in Gaya Science's § 370 (1881-2), and of the sentence of the love fate, enunciated in the §276 of the same work; all those concepts, discussed in this research, concentrate, decisively, the acceptance idea and statement of life, or more precisely, the decline of the tragic hero, between joy and ruin

Estudo Comparativo de gráaficos de probabilidade normal para Anáalise de experimentos fatoriais não replicados

Two-level factorial designs are widely used in industrial experimentation. However, many factors in such a design require a large number of runs to perform the experiment, and too many replications of the treatments may not be feasible, considering limitations of resources and of time, making it expensive. In these cases, unreplicated designs are used. But, with only one replicate, there is no internal estimate of experimental error to make judgments about the significance of the observed efects. One of the possible solutions for this problem is to use normal plots or half-normal plots of the efects. Many experimenters use the normal plot, while others prefer the half-normal plot and, often, for both cases, without justification. The controversy about the use of these two graphical techniques motivates this work, once there is no register of formal procedure or statistical test that indicates \which one is best". The choice between the two plots seems to be a subjective issue. The central objective of this master's thesis is, then, to perform an experimental comparative study of the normal plot and half-normal plot in the context of the analysis of the 2k unreplicated factorial experiments. This study involves the construction of simulated scenarios, in which the graphics performance to detect significant efects and to identify outliers is evaluated in order to verify the following questions: Can be a plot better than other? In which situations? What kind of information does a plot increase to the analysis of the experiment that might complement those provided by the other plot? What are the restrictions on the use of graphics? Herewith, this work intends to confront these two techniques; to examine them simultaneously in order to identify similarities, diferences or relationships that contribute to the construction of a theoretical reference to justify or to aid in the experimenter's decision about which of the two graphical techniques to use and the reason for this use. The simulation results show that the half-normal plot is better to assist in the judgement of the efects, while the normal plot is recommended to detect outliers in the data

Probabilidade no ensino médio

This thesis aims to show teachers and students in teaching and learning in a study of Probability High School, a subject that sharpens the perception and understanding of the phenomea of the random nature that surrounds us. The same aims do with people who are involved in this process understand basic ideas of probability and, when necessary, apply them in the real world. We seek to draw a matched between intuition and rigor and hope therebyto contribute to the work of the teacher in the classroom and the learning process of students, consolidating, deepening and expaning what they have learned in previous contents

O jogo dos discos: o uso da experimentação como suporte para o ensino da probabilidade

In this paper we propose a class for introducing the probability teaching using the game discs which is based on the concept of geometric probability and which is supposed to determine the probability of a disc randomly thrown does not intercept the lines of a gridded surface. The problem was posed to a group of 3nd year of the Federal Institute of Education, Science and Technology of Rio Grande do Norte - Jo~ao C^amara. Therefore, the students were supposed to build a grid board in which the success percentage of the players had been previously de ned for them. Once the grid board was built, the students should check whether that theoretically predetermined percentage corresponded to reality obtained through experimentation. The results and attitude of the students in further classes suggested greater involvement of them with discipline, making the environment conducive for learning.

O jogo dos discos: o uso da experimentação como suporte para o ensino da probabilidade

In this paper we propose a class for introducing the probability teaching using the game discs which is based on the concept of geometric probability and which is supposed to determine the probability of a disc randomly thrown does not intercept the lines of a gridded surface. The problem was posed to a group of 3nd year of the Federal Institute of Education, Science and Technology of Rio Grande do Norte - Jo~ao C^amara. Therefore, the students were supposed to build a grid board in which the success percentage of the players had been previously de ned for them. Once the grid board was built, the students should check whether that theoretically predetermined percentage corresponded to reality obtained through experimentation. The results and attitude of the students in further classes suggested greater involvement of them with discipline, making the environment conducive for learning.

Incidência e fatores de risco da retinopatia diabética em pacientes do Hospital Universitário Onofre Lopes, Natal-RN

Estudar a incidência e fatores de risco (tempo de doença e presença de hipertensão arterial sistêmica) para retinopatia diabética em 1002 pacientes encaminhados pelo Programa de Diabetes do Hospital Universitário Onofre Lopes no período de 1992 – 1995. Métodos: Estudo retrospectivo de pacientes com diagnóstico de diabetes mellitus encaminhados ao Setor de Retina do Departamento de Oftalmologia pelo Programa de Diabetes do Hospital Universitário e submetido, sob a supervisão do autor, a exame oftalmológico, incluindo medida da acuidade visual corrigida (tabela de Snellen), biomicroscopia do segmento anterior e posterior, tonometria de aplanação e oftalmoscopia binocular indireta sob midríase(tropicamida 1% + fenilefrina 10%). Foi realizada análise dos prontuários referente ao tempo de doenças e diagnostico clínico de hipertensão arterial sistêmica. Resultados: Dos 1002 diabéticos examinados (em 24 deles a fundoscopia foi inviável), 978 foram separados em 4 grupos: sem retinopatia diabética (SRD), 675 casos (69,01%); com retinopatia diabética não proliferativa (RDNP), 207 casos (21,16%); com retinopatia diabética proliferativa (RDP), 70 casos (7,15%); e pacientes já fotocoagulados (JFC), 26 casos (2,65%). Do total, 291 eram do sexo masculino (29%) e 711 do sexo feminino (71%). Os 4 grupos foram ainda avaliados quanto ao sexo, a faixa etária, a acuidade visual, tempo de doença, presença de catarata e hipertensão arterial sistêmica e comparados entre si. Com relação ao tipo de diabetes, 95 eram do tipo I (9,4%), 870 pacientes eram do tipo II (86,8%), e em 37 casos(3,7%) o tipo de diabetes não foi determinado. Conclusões: Comprovou-se que os pacientes com maior tempo de doença tinham maior probabilidade de desenvolver retinopatia diabética, e que a hipertensão arterial sistêmica não constituiu fator de risco em relação à diminuição da acuidade visual nos pacientes hipertensos

A confiança interorganizacional nas compras

This research is part of the field of organizational studies, focusing on organizational purchase behavior and, specifically, trust interorganizational at the purchases. This topic is current and relevant by addressing the development of good relations between buyer-supplier that increases the exchange of information, increases the length of relationship, reduces the hierarchical controls and improves performance. Furthermore, although there is a vast literature on trust, the scientific work that deal specifically at the trust interorganizational still need further research to synthesize and validate the variables that generate this phenomenon. In this sense, this investigation is to explain the antecedents of trust interorganizational by the relationship between the variable operational performance, organizational characteristics, shared values and interpersonal relationships on purchases by manufacturing industries, in order to develop a robust literature, most consensual, that includes the current sociological and economic, considering the effect of interpersonal relationships in this phenomenon. This proposal is configured in a new vision of the antecedents of interorganizational trust, described as significant quantitative from models Morgan and Hunt (1994), Doney and Cannon (1997), Zhao and Cavusgil (2006) and Nyaga, Whipple, Lynch (2011), as well as qualitative analysis of Tacconi et al. (2011). With regard to methodological aspects, the study assumes the form of a descriptive, survey type, and causal trace theoretical and empirical. As for his nature, the investigation, explicative character, has developed a quantitative approach with the use of exploratory factor analysis and structural equation modeling SEM, with the use of IBM software SPSS Amos 18.0, using the method of maximum verisimilitude, and supported by technical bootstraping. The unit of analysis was the buyer-supplier relationship, in which the object under investigation was the supplier organization in view of the purchasing company. 237 valid questionnaires were collected among key informants, using a simple random sampling developed in manufacturing industries (SIC 10-33), located in the city of Natal and in the region of Natal. The first results of descriptive analysis demonstrate the phenomenon of interorganizational trust, in which purchasing firms believe, feel secure about the supplier. This demonstration showed high levels of intensity, predominantly among the vendors that supply the company with materials that are used directly in the production process. The exploratory and confirmatory factor analysis, performed on each variable alone, generated a set of observable and unobservable variables more consistent, giving rise to a model, that needed to be further specified. This again specify model consists of trajectories was positive, with a good fit, with a composite reliability and variance extracted satisfactory, and demonstrates convergent and discriminant validity, in which the factor loadings are significant and strong explanatory power. Given the findings that reinforce the model again specify data, suggesting a high probability that this model may be more suited for the study population, the results support the explanation that interorganizational trust depends on purchases directly from interpersonal relationships, sharing value and operating performance and indirectly of personal relationships, social networks, organizational characteristics, physical and relational aspect of performance. It is concluded that this trust can be explained by a set of interactions between these three determinants, where the focus is on interpersonal relationships, with the largest path coefficient for the factor under study

Influência dos intermediários de distribuição de produtos turísticos no processo de decisão do meio de hospedagem pelo consumidor

This study examines the complex hotel buyer decision process in front of the tourism distribution channels. Its objective is to describe the influence level of the tourism marketing intermediaries, mainly the travel agents and tour operators, over the hotel decision process by the buyer-tourist. The data collection process was done trough a survey with three hundred brazilian tourists hosted in nineteen hotels of Natal, capital of Rio Grande do Norte, Brazil. The data analysis was done using some multivariate statistic techniques as correlation analysis, multiple regression analysis, factor analysis and multiple discriminant analysis. The research characterizes the hotel services consumers profile and his trip, and identifying the distribution channels used by them. Furthermore, the research verifies the intermediaries influence exercised over hotel buyer decision process, looking for identify causality relations between the influence level and the buyer profile. Verifies that information about hotels available on internet reduces the probability that this influence can be practiced; however it was possible identifying those consumers considers this information complementary and non-substitutes than the information from intermediaries. The characteristics of the data do not allow indentifying the factors that constraint the intermediaries influence neither identifying discriminant functions of the specific distribution channel choice by consumers. The study concludes that consumers don t agree in have been influenced by intermediaries or don t know if they have, still considering important to consult them and internet doesn t substitute their function as information source

Teoria de carteiras e a alocação de parques eólicos offshore

The consumption of energy on the planet is currently based on fossil fuels. They are responsible for adverse effects on the environment. Renewables propose solutions for this scenario, but must face issues related to the capacity of the power supply. Wind energy offshore emerging as a promising alternative. The speed and stability are greater winds over oceans, but the variability of these may cause inconvenience to the generation of electric power fluctuations. To reduce this, a combination of wind farms geographically distributed was proposed. The greater the distance between them, the lower the correlation between the wind velocity, increasing the likelihood that together achieve more stable power system with less fluctuations in power generation. The efficient use of production capacity of the wind park however, depends on their distribution in marine environments. The objective of this research was to analyze the optimal allocation of wind farms offshore on the east coast of the U.S. by Modern Portfolio Theory. The Modern Portfolio Theory was used so that the process of building portfolios of wind energy offshore contemplate the particularity of intermittency of wind, through calculations of return and risk of the production of wind farms. The research was conducted with 25.934 observations of energy produced by wind farms 11 hypothetical offshore, from the installation of 01 simulated ocean turbine with a capacity of 5 MW. The data show hourly time resolution and covers the period between January 1, 1998 until December 31, 2002. Through the Matlab R software, six were calculated minimum variance portfolios, each for a period of time distinct. Given the inequality of the variability of wind over time, set up four strategies rebalancing to evaluate the performance of the related portfolios, which enabled us to identify the most beneficial to the stability of the wind energy production offshore. The results showed that the production of wind energy for 1998, 1999, 2000 and 2001 should be considered by the portfolio weights calculated for the same periods, respectively. Energy data for 2002 should use the weights derived from the portfolio calculated in the previous time period. Finally, the production of wind energy in the period 1998-2002 should also be weighted by 1/11. It follows therefore that the portfolios found failed to show reduced levels of variability when compared to the individual production of wind farms hypothetical offshore

Determinantes genéticos da hanseníase em uma população do Rio Grande do Norte

Background: Leprosy can cause severe disability and disfigurement and is still a major health in different parts of the world. Only a subset of those individuals exposed to the pathogen will go on to develop clinical disease and there is a broad clinical spectrum amongst leprosy patients. The outcome of infection is in part due to host genes that influence control of the initial infection and the host´s immune response to that infection. Aim: Evaluate if polymorphisms type SNP in the 17q118q21 chromosomic region contribute to development of leprosy in Rio Grande do Norte population. Material and methods: A sample composed of 215 leprosy patients and 229 controls drawn from the same population were genotyped by using a Snapshot assay for eight genes (NOS2A, CCL18, CRLF3, CCL23, TNFAIP1, STAT5B, CCR7 and CSF3) located in chromosomic region 17q118q21. The genotype and allele frequency were measured and statistical analysis was performed by chi-square in SPSS version 15 and graph prism pad version 4 software. Results: Ours results indicated that the markers NOS2A8277, NOS2A8rs16949, CCR78rs11574663 and CSF38rs2227322 presented strong association with leprosy and their risk genotype were GG, TT, AA and GG respectively. The risk genotypes for all markers associated to leprosy presented recessive inheritance standard. When we compared the interaction among the markers in different combination we find that the marker NOS2A8277 associated with CCR78rs11574663 presented highest risk probability to development of leprosy. When we evaluated the haplotype of the risk markers it was found a haplotype associated with increase of the protection (CSF38rs22273228CC, CCR78 rs115746638GA, NOS2A8rs169498CT and NOS2A82778GA). The association of the clinical forms paucibacilary and multibacilary with markers showed that to the markers NOS2A8 2778GG, CCR78rs115746638AA and CSF38rs22273228GG there were a strong influence to migration to multibacilary pole and to marker NOS2A8rs169498TT the high proportion was found to the paucibacilary form. Conclusions: Changes in the genes NOS2A, CCR7 and CSF3 can influence the immune response against Mycobacterium leprae. The combination among these polymorphisms alters the risk probability to develop leprosy. The markers type SNP associated to development of the leprosy also are linked to clinical forms and its severity being the polymorphism NOS2A8rs169498TT associated with paucibacilar form and the polymorphisms NOS2A82778GG, CCR78rs115746638AA and CSF38rs22273228GG associated to multibacilar form