The Double Pareto-Lognormal Distribution and its applications in actuarial science and finance

Le but de ce mémoire de maîtrise est de décrire les propriétés de la loi double Pareto-lognormale, de montrer comment on peut introduire des variables explicatives dans le modèle et de présenter son large potentiel d'applications dans le domaine de la science actuarielle et de la finance. Tout d'abord, nous donnons la définition de la loi double Pareto-lognormale et présentons certaines de ses propriétés basées sur les travaux de Reed et Jorgensen (2004). Les paramètres peuvent être estimés en utilisant la méthode des moments ou le maximum de vraisemblance. Ensuite, nous ajoutons une variable explicative à notre modèle. La procédure d'estimation des paramètres de ce mo-\\dèle est également discutée. Troisièmement, des applications numériques de notre modèle sont illustrées et quelques tests statistiques utiles sont effectués.

Méthodes de génération et de validation de champs de déformation pour la recombinaison de distribution de dose à l’aide d’images 4DCT dans le cadre d’une planification de traitement de cancers pulmonaires

Des efforts de recherche considérables ont été déployés afin d'améliorer les résultats de traitement de cancers pulmonaires. L'étude de la déformation de l'anatomie du patient causée par la ventilation pulmonaire est au coeur du processus de planification de traitement radio-oncologique. À l'aide d'images de tomodensitométrie quadridimensionnelles (4DCT), une simulation dosimétrique peut être calculée sur les 10 ensembles d'images du 4DCT. Une méthode doit être employée afin de recombiner la dose de radiation calculée sur les 10 anatomies représentant une phase du cycle respiratoire. L'utilisation de recalage déformable d'images (DIR), une méthode de traitement d'images numériques, génère neuf champs vectoriels de déformation permettant de rapporter neuf ensembles d'images sur un ensemble de référence correspondant habituellement à la phase d'expiration profonde du cycle respiratoire. L'objectif de ce projet est d'établir une méthode de génération de champs de déformation à l'aide de la DIR conjointement à une méthode de validation de leur précision. Pour y parvenir, une méthode de segmentation automatique basée sur la déformation surfacique de surface à été créée. Cet algorithme permet d'obtenir un champ de déformation surfacique qui décrit le mouvement de l'enveloppe pulmonaire. Une interpolation volumétrique est ensuite appliquée dans le volume pulmonaire afin d'approximer la déformation interne des poumons. Finalement, une représentation en graphe de la vascularisation interne du poumon a été développée afin de permettre la validation du champ de déformation. Chez 15 patients, une erreur de recouvrement volumique de 7.6 ± 2.5[%] / 6.8 ± 2.1[%] et une différence relative des volumes de 6.8 ± 2.4 [%] / 5.9 ± 1.9 [%] ont été calculées pour le poumon gauche et droit respectivement. Une distance symétrique moyenne 0.8 ± 0.2 [mm] / 0.8 ± 0.2 [mm], une distance symétrique moyenne quadratique de 1.2 ± 0.2 [mm] / 1.3 ± 0.3 [mm] et une distance symétrique maximale 7.7 ± 2.4 [mm] / 10.2 ± 5.2 [mm] ont aussi été calculées pour le poumon gauche et droit respectivement. Finalement, 320 ± 51 bifurcations ont été détectées dans le poumons droit d'un patient, soit 92 ± 10 et 228 ± 45 bifurcations dans la portion supérieure et inférieure respectivement. Nous avons été en mesure d'obtenir des champs de déformation nécessaires pour la recombinaison de dose lors de la planification de traitement radio-oncologique à l'aide de la méthode de déformation hiérarchique des surfaces. Nous avons été en mesure de détecter les bifurcations de la vascularisation pour la validation de ces champs de déformation.

Distribution, diversity and biology of deep-sea fishes in the Indian EEZ

This thesis Entitled distribution ,diversity and biology of deep-sea fishes the indian Eez.Fishing rights and responsibilities it entails in the deep-sea sector has been a vexed issue since the mid-nineties and various stakeholders have different opinion on the modalities of harnessing the marine fisheries wealth, especially from the oceanic and deeper waters. The exploitation and utilization of these esources requires technology development and upgradation in harvest and post-harvest areas; besides shore infrastructure for berthing, handling, storing and processing facilities. At present, although deep-sea fishes don’t have any ready market in our country it can be converted into value added products. Many problems have so far confronted the deep-sea fishing sector not allowing it to reach its full potential. Hence, there should be a sound deep-sea fishing policy revolving round the upgradation of the capabilities of small scale fishermen, who have the inherent skills but do not have adequate support to develop themselves and to acquire vessels having the capability to operate in farther and deeper waters. Prospects for the commercial exploitation and utilization of deep-sea fishes were analyzed using SWOL analysis.

Systematics, Germplasm evaluation and pattern of distribution and abundance of freshwater fishes of Kerala (lndia)

The overall focus of the thesis involves the systematics,germplasm evaluation and pattern of distribution and abundance of freshwater fishes of kerala (india).Biodiversity is the measure of variety of Life.With the signing on the convention on biodiversity, the countries become privileged with absolute rights and responsibility to conserve and utilize their diverse resources for the betterment of mankind in a sustainable way. South-east Asia along with Africa and South America were considered to be the most biodiversity rich areas in the world .The tremendous potential associated with the sustainable utilization of fish germplasm resources of various river systems of Kerala for food, aquaculture and ornamental purposes have to be fully tapped for economic upliftment of fisherman community and also for equitable sharing of benefits among the mankind without compromising the conservation of the rare and unique fish germplasm resources for the future generations.The study was carried during April 2000 to December 2004. 25 major river systems of Kerala were surveyed for fish fauna for delineating the pattern of distribution and abundance of fishes both seasonally and geographically.The results of germplasm inventory and evaluation of fish species were presented both for the state and also river wise. The results of evaluation of fish species for their commercial utilization revealed that, of the 145, 76 are ornamental, 47 food and 22 cultivable. 21 species are strictly endemic to Kerala rivers. The revalidation on biodiversity status of the fishes assessed based on IUCN is so alarming that a high percentage of fishes (59spp.) belong to threatened category which is inclusive of 8 critically ndangered (CR), 36 endangered and 15 species under vulnerable (VU) category.The river wise fish germplasm inventory surveys were conducted in 25 major river systems of Kerala.The results of the present study is indicative of existence of several new fish species in the streams and rivulets located in remote areas of the forests and therefore, new exclusive surveys are required to surface fish species new to science, new distributional records etc, for the river systems.The results of fish germplasm evaluation revealed that there exist many potential endemic ornamental and cultivable fishes in Kerala. It is found imperative to utilize these species sustainably for improving the aquaculture production and aquarium trade of the country which would definitely fetch more income and generate employment.

Bionomics, Resource Characteristics And Distribution Of The Threatened Freshwater Fishes Of Kerala

The previous faunistic studies were concentrated.on the taxonomical and zoogeo— graphical aspects. These studies contributed to many new additions to the fish fauna of Kerala meanwhile many species described earlier are reported missing in recent years. Many fish species were collected only once or twice by scientists. Detailed information on distribution, habitat, feeding habits, reproduction, population size, etc. are available only with regard to a very few fish species. A meaningful assessment on the biodiversity status of the majority of freshwater fishes cannot be done for want of sufficient data base and therefore, no suitable conservation and management programmes are forthcoming for the protection and preservation of the unique fish germplasm resources of Kerala. The present study was conceptualised and undertaken mostly aiming at bridging these gaps by generating an authentic data base on the distribution, resource characteristics and bionomics of the threatened fishes inhabiting the rivers of Kerala. Osteobrama bakeri (Day) is an endemic fish having a very highly restricted and fragmented distribution in Periyar, Chalakudy, Kabini, Kallada and Meenachil rivers of Kerala. This belongs to vulnerable category and is locally known as Mullanpaval which is valued as food fish. Besides, due to its vibrant and attractive colouration and easiness for domestication, it has great potential for being propagated as an ornamental fish. Hitherto, no information is available on the bionomics and resource characteristics of this species. Studies on detailed life history traits are indispensable for fishery management, development of captive breeding technique and implementation of various conservation programmes. In the present study, a pioneer attempt is also made to investigate the life history traits, resource characteristics, proximate composition, etc. of O.baken'.

Studis on the climatological aspects of air pollution potential over trivandrum

The deteriorating air quality especially in urban environments is a cause of serious concern. In spite of being an effective sink, the atmosphere also has its own limitations in effectively dispersing the pollutants being dumped into it continuously by various sources, mainly industries. Many a time, it is not the higher emissions that cause alarming level of pollutants but the unfavourable atmospheric conditions under which the atmosphere is not able to disperse them effectively, leading to accumulation of pollutants near the ground. Hence, it is imperative to have an estimate of the atmospheric potential for dispersal of the substances emitted into it. This requires a knowledge of mixing height, ventilation coefficient, wind and stability of the region under study. Mere estimation of such pollution potential is not adequate, unless the probable distribution of concentration of pollutants is known. This can be obtained by means of mathematical models. The pollution potential coupled with the distribution of concentration provides a good basis for initiating steps to mitigate air pollution in any developing urban area. In this thesis, a fast developing industrial city, namely, Trivandrum is chosen for estimating the pollution potential and determining the spatial distribution of sulphur dioxide concentration. Each of the parameters required for pollution potential is discussed in detail separately. The thesis is divided into nine chapters.

Studies on the horizontal and vertical distribution of clouds and their impact on energetics of the Atmosphere over the Indian Region

Motivation for the present study is to improve the scienti c understanding on the prominent gap areas in the average three-dimensional distribution of clouds and their impact on the energetics of the earth-atmosphere system. This study is focused on the Indian subcontinent and the surrounding oceans bound within the latitude-longitude bands of 30 S to 30 N and 30 E to 110 E. Main objectives of this study are to : (i) estimate the monthly and seasonal mean vertical distributions of clouds and their spatial variations (which provide the monthly and seasonal mean 3-dimensional distributions of clouds) using multi-year satellite data and investigate their association with the general circulation of the atmosphere, (ii) investigate the characteristics of the `pool of inhibited cloudiness' that appear over the southwest Bay of Bengal during the Asian summer monsoon season (revealed by the 3-dimensional distribution of clouds) and identify the potential mechanisms for its genesis, (iii) investigate the role of SST and atmospheric thermo-dynamical parameters in regulating the vertical development and distribution of clouds, (iv) investigate the vertical distribution of tropical cirrus clouds and their descending nature using lidar observations at Thiruvananthapuram (8.5 N, 77 E), a tropical coastal station at the southwest Peninsular India, and (v) assessment of the impact of clouds on the energetics of the earth-atmosphere system, by estimating the regional seasonal mean cloud radiative forcing at top-of-the-atmosphere (TOA) and latent heating of the atmosphere by precipitating clouds using satellite data

Distribution, extracellular virulence factors and antibiogram of motile aeromonads in fresh water ornamental fishes and immune response of Cyprinus carpio against Aeromonas hydrophila infection

The thesis deals with the prevalence and distribution of motile aeromonads in selected ornamental fishes. The presence of motile aeromonads in ornamental fishes and associated carriage water is well documented. Though aeromonads are a part of autochthonous flora of natural waters, disease outbreak occurs as a result of environmental stress on the cultured species and virulence of the pathogens. While ornamental aquaculture in many parts of the world is highly organized and practiced scientifically, it is highly unorganized in India. The culture ponds/tanks are often maintained in very poor manner and the fishes are subjected to high degree of stress during transportation from the production facility to retail vendors. The situation is no better at retail outlets, where fishes are maintained in crowded condition without proper aeration or food. All these could result in high prevalence of diseases caused by motile aeromonads. No systematic study has been carried out to understand the prevalence of motile aeromonads in ornamental fishes and carriage water . It also gives an account of the production of extracellular virulence factors and the antibiogram of the different species of motile aeromonads isolated. The growth characteristics and virulence potential of a representative strain of Aeromonas hydrophila is also studied. The nucleotide sequencing of the strain was carried out and sequences deposited in Genbank. Survival and immune response of Cyprinus carpio under different stress conditions and on probiotic treatment with Bacillus NL110, when challenged with A. hydrophila is also dealt within this thesis.

Unrestricted hartree-fock calculation of the ionization potential of small Hg_n clusters

The ionization potential of small Hg_n clusters has been calculated. For the first time good agreement with experimental results has been obtained. It is shown that interatomic Coulomb interactions are important. The energy of Hg_n^+ is calculated using the unrestricted inhomogeneous Hartree-Fock approximation. As a consequence of a change in the charge distribution in Hg_n^+ , we obtain an abrupt change in the slope of the ionization potential at the critical cluster size n_cr ~ 14. The presented results are expected to be valid for covalent clusters in between ionized van der Waals clusters and metallic clusters.

Numerical Simulation of Electroosmotic Flow with Step Change in Zeta Potential

Electroosmotic flow is a convenient mechanism for transporting polar fluid in a microfluidic device. The flow is generated through the application of an external electric field that acts on the free charges that exists in a thin Debye layer at the channel walls. The charge on the wall is due to the chemistry of the solid-fluid interface, and it can vary along the channel, e.g. due to modification of the wall. This investigation focuses on the simulation of the electroosmotic flow (EOF) profile in a cylindrical microchannel with step change in zeta potential. The modified Navier-Stoke equation governing the velocity field and a non-linear two-dimensional Poisson-Boltzmann equation governing the electrical double-layer (EDL) field distribution are solved numerically using finite control-volume method. Continuities of flow rate and electric current are enforced resulting in a non-uniform electrical field and pressure gradient distribution along the channel. The resulting parabolic velocity distribution at the junction of the step change in zeta potential, which is more typical of a pressure-driven velocity flow profile, is obtained.

Cystoseira-dominated assemblages from sheltered areas in the Mediterranean sea : diversity, distribution and effects of pollution

Les algues del gènere Cystoseira són els principals organismes formadors d'estructura en fons rocosos ben il·luminats del Mar Mediterrani. Formen unes comunitats molt estructurades que s'assemblen ecològicament als boscos terrestres i que són sensibles als impactes antròpics. Aquesta tesi s'ha centrat en l'estudi de les espècies i comunitats dominades per Cystoseira que es troben en ambients calmats, és a dir, en petites cales i/o badies. S'han abordat diversos aspectes com són la distribució, composició, estructura i biogeografia d'aquestes comunitats, així com els efectes de la contaminació sobre les mateixes. Per una banda, s'ha documentat l'estat actual de les comunitats dominades per C. crinita a nombrosos llocs al llarg de tot el Mediterrani, aportant informació sobre la seva composició, estructura, variació biogeogràfica i dinàmica de la comunitat a llarg termini. S'ha documentat la desaparició de diverses espècies de Cystoseira en zones afectades per impactes antròpics diversos i s'ha proporcionat la primera evidència experimental de la desaparició d'espècies de Cystoseira a causa de la contaminació.

The potential of digital interactive television for the provision of healthcare and wellness services

The potential of digital interactive television (iDTV) to promote original services, formats and contents that can be relevant to support personal health care and wellness of individuals, namely elderly people, has not been yet fully explored in the past. Therefore, in a context of rapid change of the technological resources, in which the distribution and presentation of content comes associated with new platforms (such as digital terrestrial TV and IPTV), it is important to perceive the configurations that are being developed for interactive digital TV (iDTV) that may result in relevant outcomes within the field of healthcare and wellness, with the aim of offering complementarity to the existing services and contents made available today via the traditional means and media. This article describes and discusses the preliminary results of the first part of the research project iDTV-HEALTH: Inclusive services to promote health and wellness via digital interactive television. These first results suggest that iDTV solutions may represent a real contribution to delivery healthcare and wellness to the target population, namely as a supplement to health services provision.

Distribution and statistics of African mesoscale convective weather systems based on the ISCCP Meteosat imagery

This paper provides for the first time an objective short-term (8 yr) climatology of African convective weather systems based on satellite imagery. Eight years of infrared International Satellite Cloud Climatology Project-European Space Agency's Meteorological Satellite (ISCCP-Meteosat) satellite imagery has been analyzed using objective feature identification, tracking, and statistical techniques for the July, August, and September periods and the region of Africa and the adjacent Atlantic ocean. This allows various diagnostics to be computed and used to study the distribution of mesoscale and synoptic-scale convective weather systems from mesoscale cloud clusters and squall lines to tropical cyclones. An 8-yr seasonal climatology (1983-90) and the seasonal cycle of this convective activity are presented and discussed. Also discussed is the dependence of organized convection for this region, on the orography, convective, and potential instability and vertical wind shear using European Centre for Medium-Range Weather Forecasts reanalysis data.

The spatial distribution and evolution characteristics of North Atlantic cyclones

A climatology of extratropical cyclones is produced using an objective method of identifying cyclones based on gradients of 1-km height wet-bulb potential temperature. Cyclone track and genesis density statistics are analyzed and this method is found to compare well with other cyclone identification methods. The North Atlantic storm track is reproduced along with the major regions of genesis. Cyclones are grouped according to their genesis location and the corresponding lysis regions are identified. Most of the cyclones that cross western Europe originate in the east Atlantic where the baroclinicity and the sea surface temperature gradients are weak compared to the west Atlantic. East Atlantic cyclones also have higher 1-km height relative vorticity and lower mean sea level pressure at their genesis point than west Atlantic cyclones. This is consistent with the hypothesis that they are secondary cyclones developing on the trailing fronts of preexisting “parent” cyclones. The evolution characteristics of composite west and east Atlantic cyclones have been compared. The ratio of their upper- to lower-level forcing indicates that type B cyclones are predominant in both the west and east Atlantic, with strong upper- and lower-level features. Among the remaining cyclones, there is a higher proportion of type C cyclones in the east Atlantic, whereas types A and C are equally frequent in the west Atlantic.