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.

Emergence of a New Swine H3N2 and Pandemic (H1N1) 2009 Influenza A Virus Reassortant in Two Canadian Animal Populations, Mink and Swine

A swine H3N2 (swH3N2) and pandemic (H1N1) 2009 (pH1N1) influenza A virus reassortant (swH3N2/ pH1N1) was detected in Canadian swine at the end of 2010. Simultaneously, a similar virus was also detected in Canadian mink based on partial viral genome sequencing. The origin of the new swH3N2/pH1N1 viral genes was related to the North American swH3N2 triple-reassortant cluster IV (for hemagglutinin [HA] and neuraminidase [NA] genes) and to pH1N1 for all the other genes (M, NP, NS, PB1, PB2, and PA). Data indicate that the swH3N2/pH1N1 virus can be found in several pigs that are housed at different locations.

An analogue of the logistic map in two dimensions

This is a sequel to our earlier work on the modulated logistic map. Here, we first show that the map comes under the universality class of Feigenbaum. We then give evidence for the fact that our model can generate strange attractors in the unit square for an uncountable number of parameter values in the range μ∞<μ<1. Numerical plots of the attractor for several values of μ are given and the self-similar structure is explicity shown in one case. The fractal and information dimensions of the attractors for many values of μ are shown to be greater than one and the variation in their structure is analysed using the two Lyapunov exponents of the system. Our results suggest that the map can be considered as an analogue of the logistic map in two dimensions and may be useful in describing certain higher dimensional chaotic phenomena.

Isolation and characterization of glycosaminoglycans and a study of its bioactive potential in two commercially important species of cephalopods, Loligo duvauceli and Sepia pharaonis

The present study is aimed at the isolation and characterization of glycosaminoglycans from selected tissues of two commercially important species of cephalopods;squid,Loligo duvauceli and cuttlefish,Sepia pharaonis,keeping in view of the aforementioned benefits on the utilization of waste generated during processing.The cephalopod GAGs may also be expected to have an effect on various physiological functions based on the results obtained from GAGs from other sources.In addition,knowledge of the chemical structure of macromolecules that constitute major components of extracellular matrix(ECM) will be helpful in understanding their interactions with other matrix components.

A study of the information seeking bebavior of science and technology teachers and researchers of Cocbin University of Science and Technology and University of Kerala in the cbanged library environment

Information communication technology (IC T) has invariably brought about fundamental changes in the way in which libraries gather. preserve and disseminate information. The study was carried out with an aim to estimate and compare the information seeking behaviour (ISB) of the academics of two prominent universities of Kerala in the context of advancements achieved through ICT. The study was motivated by the fast changing scenario of libraries with the proliferation of many high tech products and services. The main purpose of the study was to identify the chief source of information of the academics, and also to examine academics preference upon the form and format of information source. The study also tries to estimate the adequacy of the resources and services currently provided by the libraries.The questionnaire was the central instrument for data collection. An almost census method was adopted for data collection engaging various methods and tools for eliciting data.The total population of the study was 957, out of which questionnaire was distributed to 859 academics. 646 academics responded to the survey, of which 564 of them were sound responses. Data was coded and analysed using Statistical Package for Social Sciences (SPSS) software and also with the help of Microsofl Excel package. Various statistical techniques were engaged to analyse data. A paradigm shift is evident by the fact that academies push themselves towards information in internet i.e. they prefer electronic source to traditional source and the very shift is coupled itself with e-seeking of information. The study reveals that ISB of the academics is influenced priman'ly by personal factors and comparative analysis shows that the ISB ofthc academics is similar in both universities. The productivity of the academics was tested to dig up any relation with respect to their ISB, and it is found that productivity of the academics is extensively related with their ISB. Study also reveals that the users ofthe library are satisfied with the services provided but not with the sources and in conjunction, study also recommends ways and means to improve the existing library system.

Onset And Characterisation Of Chaos In A Two Dimensional Nonlinear Deterministic Model

Nature is full of phenomena which we call "chaotic", the weather being a prime example. What we mean by this is that we cannot predict it to any significant accuracy, either because the system is inherently complex, or because some of the governing factors are not deterministic. However, during recent years it has become clear that random behaviour can occur even in very simple systems with very few number of degrees of freedom, without any need for complexity or indeterminacy. The discovery that chaos can be generated even with the help of systems having completely deterministic rules - often models of natural phenomena - has stimulated a lo; of research interest recently. Not that this chaos has no underlying order, but it is of a subtle kind, that has taken a great deal of ingenuity to unravel. In the present thesis, the author introduce a new nonlinear model, a ‘modulated’ logistic map, and analyse it from the view point of ‘deterministic chaos‘.

Pionic branches in neutron matter and the problem of pion condensation

The pion spectrum for charged and neutral pions is investigated in pure neutron matter, by letting the pions interact with a neutron Fermi sea in a self-consistent scheme that renormalizes simultaneously the mesons, considered the source of the interaction, and the nucleons. The possibility of obtaining different kinds of pion condensates is investigated with the result that they cannot be reached even for values of the spin-spin correlation parameter, g', far below the range commonly accepted.

Employment Realm in Technical Education in Kerala-A Study on the Problem of Unemployment among Engineers

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Nutrient cycling and field-based partial nutrient balances in two mountain oases of Oman

Little is known about nutrient fluxes as a criterion to assess the sustainability of traditional irrigation agriculture in eastern Arabia. In this study GIS-based field research on terraced cropland and groves of date palm (Phoenix dactylifera L.) was conducted over 2 years in two mountain oases of northern Oman to determine their role as hypothesized sinks for nitrogen (N), phosphorus (P) and potassium (K). At Balad Seet 55% of the 385 fields received annual inputs of 100–500 kg N ha^-1 and 26% received 500–1400 kg N ha^-1. No N was applied to 19% of the fields which were under fallow. Phosphorus was applied annually at 1–90 kg ha^-1 on 46% of the fields, whereas 27% received 90–210 kg ha^-1. No K was applied to 27% of the fields, 32% received 1–300 kg K ha^-1, and the remaining fields received up to 1400 kg ha^-1. At Maqta N-inputs were 61–277 kg ha^-1 in palm groves and 112–225 kg ha^-1 in wheat (Triticum spp.) fields, respective P inputs were 9–40 and 14–29 kg ha^-1, and K inputs were 98–421 and 113–227 kg ha^-1. For cropland, partial oasis balances (comprising inputs of manure, mineral fertilizers, N2-fixation and irrigation water, and outputs of harvested products) were similar for both oases, with per hectare surpluses of 131 kg N, 37 kg P, and 84 kg K at Balad Seet and of 136 kg N, 16 kg P and 66 kg K at Maqta. This was despite the fact that N2-fixation by alfalfa (Medicago sativa L.), estimated at up to 480 kg ha^-1 yr^-1 with an average total dry matter of 22 t ha^-1, contributed to the cropland N-balance only at the former site. Respective palm grove surpluses, in contrast were with 303 kg N, 38 kg P, and 173 kg K ha^-1 much higher at Balad Seet than with 84 kg N, 14 kg P, and 91 kg K ha^-1 at Maqta. The data show that both oases presently are large sinks for nutrients. Potential gaseous and leaching losses could at least partly be controlled by a decrease in nutrient input intensity and careful incorporation of manure.

The problem of noncharacteristic quasimolecular X-rays in heavy ion collision

Quasi-molecular X-rays observed in heavy ion collisions are interpreted within a relativistic calculation of correlation diagrams using the Dirac-Slater model. A semiquantitative description of noncharacteristic M X rays is given for the system Au-I.

An Inquiry of Changes in Environmental Governance by Community-driven Process

Urban environmental depletion has been a critical problem among industrialized-transformed societies, especially at the local level where administrative authorities’ capacity lags behind changes. Derived from governance concept, the idea of civil society inclusion is highlighted. Focusing on an agglomerated case study, Bang Plee Community in Thailand, this research investigates on a non-state sector, 201-Community organization, as an agent for changes to improve urban environments on solid waste collection. Two roles are contested: as an agent for neighborhood internal change and as an intermediary toward governance changes in state-civil society interaction. By employing longitudinal analysis via a project intervention as research experiment, the outcomes of both roles are detected portrayed in three spheres: state, state-civil society interaction, and civil society sphere. It discovers in the research regarding agglomerated context that as an internal changes for environmental betterment, 201-Community organization operation brings on waste reduction at the minimal level. Community-based organization as an agent for changes – despite capacity input it still limited in efficiency and effectiveness – can mobilize fruitfully only at the individual and network level of civil society sectors, while fails managing at the organizational level. The positive outcomes result by economic waste incentive associated with a limited-bonded group rather than the rise of awareness at large. As an intermediary agent for shared governance, the community-based organization cannot bring on mutual dialogue with state as much as cannot change the state’s operation arena of solid waste management. The findings confine the shared governance concept that it does not applicable in agglomerated locality as an effective outcome, both in terms of being instrumental toward civil society inclusion and being provocative of internal change. Shared environmental governance as summarized in this research can last merely a community development action. It distances significantly from civil society inclusion and empowerment. However, the research proposes that community-based environmental management and shared governance toward civil society inclusion in urban environmental improvement are still an expectable option and reachable if their factors and conditions of key success and failure are intersected with a particular context. Further studies demand more precise on scale, scope, and theses factors of environmental management operation operated by civil society sectors.

Smallholder group certification in Uganda - Analysis of internal control systems in two organic export companies

The organic agricultural sector of Uganda is among the most developed in Africa in terms of its professional institutional network and high growth rates of number of certified farmers and land area. Smallholder farmers are certified organic through contract production for export companies using a group certification scheme (internal control system - ICS). The ICS is a viable and well-accepted tool to certify small-scale producers in developing countries all over the world. Difficulties in certification are still stated to be among the main constraints for Uganda’s organic sector development. Therefore, this paper reports a qualitative case study comprising 34 expert interviews in two organic fresh-produce export companies in central Uganda, aiming to explore the challenges which underlie organic certification with ICS. The study shows that farmers cannot be labelled as ‘organic by default’ but deliberately engage in organic production as a marketing strategy. The small quantities purchased by the organic companies lead to a difficult marketing situation for the farmers, causing production and infiltration risks on the farm level. These risks require increased control that challenges the companies organizationally. The risks and control needs are a reason to involve farmers in ICS procedures and innovatively adapt the ICS by means of a bypass around formal perspective restrictions. The paper discusses different perspectives on risks, risk control and certification.

Optimizing Robust Quantum Gates in Open Quantum Systems

We are currently at the cusp of a revolution in quantum technology that relies not just on the passive use of quantum effects, but on their active control. At the forefront of this revolution is the implementation of a quantum computer. Encoding information in quantum states as “qubits” allows to use entanglement and quantum superposition to perform calculations that are infeasible on classical computers. The fundamental challenge in the realization of quantum computers is to avoid decoherence – the loss of quantum properties – due to unwanted interaction with the environment. This thesis addresses the problem of implementing entangling two-qubit quantum gates that are robust with respect to both decoherence and classical noise. It covers three aspects: the use of efficient numerical tools for the simulation and optimal control of open and closed quantum systems, the role of advanced optimization functionals in facilitating robustness, and the application of these techniques to two of the leading implementations of quantum computation, trapped atoms and superconducting circuits. After a review of the theoretical and numerical foundations, the central part of the thesis starts with the idea of using ensemble optimization to achieve robustness with respect to both classical fluctuations in the system parameters, and decoherence. For the example of a controlled phasegate implemented with trapped Rydberg atoms, this approach is demonstrated to yield a gate that is at least one order of magnitude more robust than the best known analytic scheme. Moreover this robustness is maintained even for gate durations significantly shorter than those obtained in the analytic scheme. Superconducting circuits are a particularly promising architecture for the implementation of a quantum computer. Their flexibility is demonstrated by performing optimizations for both diagonal and non-diagonal quantum gates. In order to achieve robustness with respect to decoherence, it is essential to implement quantum gates in the shortest possible amount of time. This may be facilitated by using an optimization functional that targets an arbitrary perfect entangler, based on a geometric theory of two-qubit gates. For the example of superconducting qubits, it is shown that this approach leads to significantly shorter gate durations, higher fidelities, and faster convergence than the optimization towards specific two-qubit gates. Performing optimization in Liouville space in order to properly take into account decoherence poses significant numerical challenges, as the dimension scales quadratically compared to Hilbert space. However, it can be shown that for a unitary target, the optimization only requires propagation of at most three states, instead of a full basis of Liouville space. Both for the example of trapped Rydberg atoms, and for superconducting qubits, the successful optimization of quantum gates is demonstrated, at a significantly reduced numerical cost than was previously thought possible. Together, the results of this thesis point towards a comprehensive framework for the optimization of robust quantum gates, paving the way for the future realization of quantum computers.

The Logical Problem of Language Change

This paper considers the problem of language change. Linguists must explain not only how languages are learned but also how and why they have evolved along certain trajectories and not others. While the language learning problem has focused on the behavior of individuals and how they acquire a particular grammar from a class of grammars ${cal G}$, here we consider a population of such learners and investigate the emergent, global population characteristics of linguistic communities over several generations. We argue that language change follows logically from specific assumptions about grammatical theories and learning paradigms. In particular, we are able to transform parameterized theories and memoryless acquisition algorithms into grammatical dynamical systems, whose evolution depicts a population's evolving linguistic composition. We investigate the linguistic and computational consequences of this model, showing that the formalization allows one to ask questions about diachronic that one otherwise could not ask, such as the effect of varying initial conditions on the resulting diachronic trajectories. From a more programmatic perspective, we give an example of how the dynamical system model for language change can serve as a way to distinguish among alternative grammatical theories, introducing a formal diachronic adequacy criterion for linguistic theories.