On the design of customized risk measures in insurance, the problem of capital allocation and the theory of fluctuations for Lévy processes

Dans cette thèse, nous étudions quelques problèmes fondamentaux en mathématiques financières et actuarielles, ainsi que leurs applications. Cette thèse est constituée de trois contributions portant principalement sur la théorie de la mesure de risques, le problème de l’allocation du capital et la théorie des fluctuations. Dans le chapitre 2, nous construisons de nouvelles mesures de risque cohérentes et étudions l’allocation de capital dans le cadre de la théorie des risques collectifs. Pour ce faire, nous introduisons la famille des "mesures de risque entropique cumulatifs" (Cumulative Entropic Risk Measures). Le chapitre 3 étudie le problème du portefeuille optimal pour le Entropic Value at Risk dans le cas où les rendements sont modélisés par un processus de diffusion à sauts (Jump-Diffusion). Dans le chapitre 4, nous généralisons la notion de "statistiques naturelles de risque" (natural risk statistics) au cadre multivarié. Cette extension non-triviale produit des mesures de risque multivariées construites à partir des données financiéres et de données d’assurance. Le chapitre 5 introduit les concepts de "drawdown" et de la "vitesse d’épuisement" (speed of depletion) dans la théorie de la ruine. Nous étudions ces concepts pour des modeles de risque décrits par une famille de processus de Lévy spectrallement négatifs.

Temporal and Spatial Behavior of Electron Density and Temperature in a Laser-Produced Plasma from YBa2Cu3O7

Spectroscopic studies of laser -induced plasma from a high-temperature superconducting material, viz., YBa2Cu3O7 (YBCO), have been carried out. Electron temperature and electron density measurements were made from spectral data. The Stark broad ening of emission lines was used to determine the electron density, and the ratio of line in tensities was exploited for the determination of electron temperature. An initial electron temperature of 2.35 eV and electron density of 2.5 3 1017 cm2 3 were observed. The dependence on electron temperature and density on different experimental parameters such as distance from the target, delay time after the in itiation of the plasm a, and laser irradiance is also discussed in detail. Index Headings: Laser -plasma spectroscopy; Plasma diagnostics; Emission spectroscop y; YBa2Cu3O7.

Temporal and spatial evolution of laser ablated plasma from YBa2Cu3O7

YBa2Cu307 target was laser ablated, and the time-of-flight (TOF) distributions of Y, Y+., and YO in the resultant plasma were investigated as functions of distance from the target and laser energy density using emission spectroscopy. Up to a short distance from the target (-1.5 cm), TOF distributions show twin peaks for Y and YO, while only single-peak distribution is observed for Y+. At greater distances (>1.5 cm) all of them exhibit single-peak distribution. The twin peaks are assigned to species corresponding to those generated directly/m the vicinity of target surface and to those generated from collisional/recombination process.

Temporal and spatial evolution of C2 in laser induced plasma from graphite target

Laser ablation of graphite has been carried out using 1.06mm radiation from a Q-switched Nd:YAG laser and the time of flight distribution of molecular C2 present in the resultant plasma is investigated in terms of distance from the target as well as laser fluences employing time resolved spectroscopic technique. At low laser fluences the intensities of the emission lines from C2 exhibit only single peak structure while beyond a threshold laser fluence, emission from C2 shows a twin peak distribution in time. The occurrence of the faster velocity component at higher laser fluences is explained as due to species generated from recombination processes while the delayed peak is attributed to dissociation of higher carbon clusters resulting in the generation of C2 molecule. Analysis of measured data provides a fairly complete picture of the evolution and dynamics of C2 species in the laser induced plasma from graphite.

Migration and Spatial Development

This is an empirical study with theoretical interpretation and elaboration simultaneously on the migration process and the related spatial development in contemporary China. In so doing, there is always a combination of series of studies of the modernization of the migrants themselves with accumulation of forms of capital and changes of lebenswelt (life world) as well as the regions of their origins by the effective use of the gained resources from outgoing migration and remigration. With great efforts made to put the issues together for analysis, the author has taken three approaches to the study based on the political and economic institutional arrangements, the field work data and the elaboration of respective findings. First, as the analytical parts of the institutional changes, which have gone through the whole research, many of the policies from state level to townships involved in the migration, remigration and spatial development have been interpreted with Chinese political and cultural insight. The making of these, as the means of understanding the contexts of macro level and micro level cases is served as key linkages between scholarly imagination and social reality. Indeed most of the discussions made to explain the phenomena such as the sudden upsurge of migration flows, the emergence of three generations, the strong and weak trends of remigration as well as the related spatial development planning, etc are mainly due to the domination, at least the impact of governments decision-making in spite of growing market functioning in often operative manners. Secondly, case studies of the effects of migration and remigration are carried out between the years of 1995 and 2005 in the costal urban regions as designations and the interior rural regions as origins. Conducted mainly by the author, the cases drawn in the research focus on the process of migration with an accumulation of forms of capital away from home and the effective use of the resources flowing back to home areas. As a result, ways of accumulation and utilization of the economic, social and cultural capital are described and interpreted in terms of the development and modernization of both the migrants themselves and the regions where they come out from or move to in the future. Thirdly, in accordance with the findings generated from the cases, the author proposes in the final chapter an important argumentation as conclusion that the duel social-economic structure will inevitably be broken up and reformulated with flows of migrants and forms of capital they possess as types of future spatial development that will be put into practice. With scenarios and all the other conclusions worked out in the end, the research concludes that the pluralistic spatial development in the condition of constant space flows between regions can be a decisive line of thinking in the process of urbanization, industrialization and modernization in the long run in the future. Since this is an exploratory study of the past and present, the author has left some space open for academic debates and put forward suggestions on the inclusion of future research before implementing policies necessary for migration associated spatial practice and development.

Further investigations on doubly excited four-electron ions: beam-foil experiment and MCDF theory

In continuation of our previous work on the quintet transitions 1s2s2p^2 ^5 P-1s2s2p3d ^5 P^0, ^5 D^0, results on other n = 2 - n' = 3 quintet transitions for elements N, 0 and F are presented. Assignments have been established by comparison with Multi-Configuration Dirac-Fock calculations. High spectral resolution on beam-foil spectroscopy was essential for the identification of most of the lines. For some of the quintet lines decay curves were measured, and the lifetimes extracted were found to be in reasonable agreement with MCDF calculations.

Sexual orientation and spatial memory

Resumen tomado de la publicaci??n

On social networks and game theory, some research problems

Seminar given as part of social networking course, to give a brief overview of some applied examples game theory used in social network simulation

Skills for life : improving adult literacy and numeracy. Report by the Comptroller and Auditor General.

En este informe se dan a conocer los principales resultados de un programa puesto en marcha por el Departamento de Educación y Formación, en marzo de 2001 cuya finalidad era la de romper con el bajo nivel de alfabetización y aritmética de la población adulta de Inglaterra, mejorar sus habilidades para la vida y elevar el nivel de calidad de esta modalidad de educación en todas las zonas del país. Para ello, se han llevado a cabo iniciativas que permiten actualizar la formación de los profesores en materia de alfabetización, lenguaje y aprendizaje de las matemáticas y se han desarrollado diversos enfoques para identificar a las personas con baja cualificación y animarlas a la participación en el aprendizaje.

IQ and aptitude tests : assess your verbal, numerical and spatial reasoning skills.

El libro presenta un conjunto de tests de aptitud (para medir el potencial de éxito de una persona) y tests de inteligencia normalizados, cada vez más utilizados en procesos de contratación, selección y evaluación de personal. Organizados en cuatro apartados, tests de aptitud verbal, espacial, numérica y tests de inteligencia, permiten trabajar distintas áreas (significado de palabras, gramática y comprensión, aptitud verbal avanzada, análisis lógico, cálculo mental, secuencias numéricas y problemas numéricos) para mejorar las habilidades verbales, numéricas y de razonamiento del lector.

Incidence of Meares-Irlen/visual stress syndrome in reading and learning disorders : Does fluorescent lighting in classrooms affect literacy and numeracy?

Resumen tomado de la publicación

(Dis)orientation and spatial sense : topological thinking in the middle grades

Resumen basado en el de la publicaci??n

An examination of cued speech as a tool for language, literacy, and bilingualism for children who are deaf or hard of hearing

This study examines the purpose and uses of Cued Speech, its benefits and limitations, and its effectiveness as a tool for language, literacy, and bilingualism.