Modelo de risco com dependência entre os valores das indenizações e seus intervalos entre ocorrências

We present a dependent risk model to describe the surplus of an insurance portfolio, based on the article "A ruin model with dependence between claim sizes and claim intervals"(Albrecher and Boxma [1]). An exact expression for the Laplace transform of the survival function of the surplus is derived. The results obtained are illustrated by several numerical examples and the case when we ignore the dependence structure present in the model is investigated. For the phase type claim sizes, we study by the survival probability, considering this is a class of distributions computationally tractable and more general

Análise de risco à erosão costeira na região de Tibau do Sul/RN através de mapeamento geoambiental e análise morfodinâmica

The research area is located on the county of Tibau do Sul, in the east coast of Rio Grande do Norte State, about 80km south of the capital Natal. The tourism represents the main income activity and Pipa beach is the most visited beach in the city, annually receives a large influx of domestic and foreign tourists. Some recent studies have reported the occurrence of coastal erosion in this littoral, being the main objective of the research, analyze the existing coastal erosion, through two methodologies, the geoenvironmental mapping and beach morphodynamics. The geoenvironmental mapping was done from oblique aerial photographs and field visits, which sought to carry out first the geomorphological mapping, with the purpose of analyzing features that suggest susceptible areas to erosion, as areas without protection of natural dunes, marine terraces, or sandstones (beach-rocks and ferruginous sandstones), areas with the presence of gullies and stretches where the sea-cliffs were in direct contact with the action of the sea, representing the beginning of the beach profile. In the morphodynamic study sought to carry out the survey of the physical and morphological characteristics, the analysis of sediment grain of the beaches and finally the analysis of the morphodynamic parameters to generate a table of risk to erosion by sector of the beach. The morphodynamic parameters were defined by the methodology proposed by Short (2006), in which considers different patterns of dynamism on beaches with characteristics favorable and unfavorable to erosive profiles. The maps indicated different levels of risk to the segments of the beaches analyzed, suggesting risk to erosion low and low to moderate only in areas north and northwest of the beaches of Madeiro and Curral, and levels of moderate and high risk sectors in the south and southeast of these beaches . The beach of Pipa showed moderate levels of risk and moderate to high at the ends and high risk to erosion in the central portion. The study of the coastal environment, its morphological evolution, and areas with problems of erosion, are of fundamental importance to assist coastal management policies, giving grants for planning activities undertaken in these regions

Aplicação de sensoriamento remoto e sistema de informação geográfica na determinação da vulnerabilidade natural e ambeintal do Município de Guamaré(RN): simulação de risco às atividades da indústria petrolífera

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Tectônica rúptil e sismicidade na área de inundação do açude do Castamhão (CE): implicações para o risco sísmico

This study describes brittle deformation and seismicity in the Castanhão Dam region, Ceará State, Brazil. This reservoir will include a hidroeletric power plant and will store about 6,7 billions m3 of water. Five main litostratigraphic unit were identified in the region: gneissic-migmatitic basement, metavolcanosedimentary sequence, granitoid plutons of Brasiliano age, Mesozoic basaltic dike swarm, and Cenozoic fluvial terraces of the Jaguaribe river. The region has experienced several faulting events that occurred at different crustal levels. Faults formed at depths less than about 12 km present left-lateral movement and are associated with epidote and quartz infillings. Faults formed at depths less than 7 km are mainly strike-slip present cataclastic rocks, fault breccia and gouge. Both fault groups form mainly NE-trendind lineaments and represent reactivation of ductile shear zones or new formed faults that cut across existing structures. Seismically-induced liquefaction fractures take place in Cenozoic terraces and indicate paleoearthquakes that may have reached at leat 6,8 MS. In short, this work indicate that the level of paleoseismicity is much greater than one observed in the instrumental record. Several faults are favourably oriented for reactivation and induced seismicity should be expected after the Castanhão Dam impoudment