975 resultados para Ruin probability


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Mestrado em Intervenção Sócio-Organizacional na Saúde - Área de especialização: Qualidade e Tecnologias da Saúde.

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We study market reaction to the announcements of the selected country hosting the Summer and Winter Olympic Games, the World Football Cup, the European Football Cup and World and Specialized Exhibitions. We generalize previous results analyzing a large number and different types of mega-events, evaluate the effects for winning and losing countries, investigate the determinants of the observed market reaction and control for the ex ante probability of a country being a successful bidder. Average abnormal returns measured at the announcement date and around the event are not significantly different from zero. Further, we find no evidence supporting that industries, that a priori were more likely to extract direct benefits from the event, observe positive significant effects. Yet, when we control for anticipation, the stock price reactions around the announcements are significant.

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We present a new dynamical approach to the Blumberg's equation, a family of unimodal maps. These maps are proportional to Beta(p, q) probability densities functions. Using the symmetry of the Beta(p, q) distribution and symbolic dynamics techniques, a new concept of mirror symmetry is defined for this family of maps. The kneading theory is used to analyze the effect of such symmetry in the presented models. The main result proves that two mirror symmetric unimodal maps have the same topological entropy. Different population dynamics regimes are identified, when the intrinsic growth rate is modified: extinctions, stabilities, bifurcations, chaos and Allee effect. To illustrate our results, we present a numerical analysis, where are demonstrated: monotonicity of the topological entropy with the variation of the intrinsic growth rate, existence of isentropic sets in the parameters space and mirror symmetry.

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Dissertação de Mestrado, Ciências Económicas e Empresariais, 9 de Janeiro de 2014, Universidade dos Açores.

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In this work a new probabilistic and dynamical approach to an extension of the Gompertz law is proposed. A generalized family of probability density functions, designated by Beta* (p, q), which is proportional to the right hand side of the Tsoularis-Wallace model, is studied. In particular, for p = 2, the investigation is extended to the extreme value models of Weibull and Frechet type. These models, described by differential equations, are proportional to the hyper-Gompertz growth model. It is proved that the Beta* (2, q) densities are a power of betas mixture, and that its dynamics are determined by a non-linear coupling of probabilities. The dynamical analysis is performed using techniques of symbolic dynamics and the system complexity is measured using topological entropy. Generally, the natural history of a malignant tumour is reflected through bifurcation diagrams, in which are identified regions of regression, stability, bifurcation, chaos and terminus.

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Tese de Doutoramento, Matemática (Investigação Operacional), 23 de Setembro de 2006, Universidade dos Açores.

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The aim of the present study was to test a hypothetical model to examine if dispositional optimism exerts a moderating or a mediating effect between personality traits and quality of life, in Portuguese patients with chronic diseases. A sample of 540 patients was recruited from central hospitals in various districts of Portugal. All patients completed self-reported questionnaires assessing socio-demographic and clinical variables, personality, dispositional optimism, and quality of life. Structural equation modeling (SEM) was used to analyze the moderating and mediating effects. Results suggest that dispositional optimism exerts a mediator rather than a moderator role between personality traits and quality of life, suggesting that “the expectation that good things will happen” contributes to a better general well-being and better mental functioning.

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Dissertação de Mestrado, Engenharia do Ambiente, 12 de Junho de 2014, Universidade dos Açores.

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In a heterogeneous cellular networks environment, users behaviour and network deployment configuration parameters have an impact on the overall Quality of Service. This paper proposes a new and simple model that, on the one hand, explores the users behaviour impact on the network by having mobility, multi-service usage and traffic generation profiles as inputs, and on the other, enables the network setup configuration evaluation impact on the Joint Radio Resource Management (JRRM), assessing some basic JRRM performance indicators, like Vertical Handover (VHO) probabilities, average bit rates, and number of active users, among others. VHO plays an important role in fulfilling seamless users sessions transfer when mobile terminals cross different Radio Access Technologies (RATs) boundaries. Results show that high bit rate RATs suffer and generate more influence from/on other RATs, by producing additional signalling traffic to a JRRM entity. Results also show that the VHOs probability can range from 5 up to 65%, depending on RATs cluster radius and users mobility profile.

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Copyright © 2014 Entomological Society of America.

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Dissertação de Mestrado em Ciências Económicas e Empresariais

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Objective - We aimed to identify the clinical and genetic [IL23 receptor (IL23R) single nucleotide polymorphisms (SNPs)] predictors of response to therapy in patients with ulcerative colitis. Patients and methods - A total of 174 patients with ulcerative colitis, 99 women and 75 men, were included. The mean age of the patients was 47±15 years and the mean disease duration was 11±9 years. The number of patients classified as responders (R) or nonresponders (NR) to several therapies was as follows: 110 R and 53 NR to mesalazine (5-ASA), 28 R and 20 NR to azathioprine (AZT), 18 R and 7 NR to infliximab. Clinical and demographic variables were recorded. A total of four SNPs were studied: IL23R G1142A, C2370A, G43045A, and G9T. Genotyping was performed by real-time PCR using Taqman probes. Results - Older patients were more prone to respond to 5-ASA (P=0.004), whereas those with pancolitis were less likely to respond to such therapies (P=0.002). Patients with extraintestinal manifestations (EIMs) were less likely to respond to 5-ASA (P=0.001), AZT (P=0.03), and corticosteroids (P=0.06). Carriers of the mutant allele for IL23R SNPs had a significantly higher probability of developing EIMs (P<0.05), a higher probability of being refractory to 5-ASA (P<0.03), but a higher likelihood of responding to AZT (P=0.05). A significant synergism was observed between IL23R C2370A and EIMs with respect to nonresponse to 5-ASA (P=0.03). Conclusion - Besides extent of disease and age at disease onset, the presence of EIMs may be a marker of refractoriness to 5-ASA, corticosteroids, and AZT. IL23R SNPs are associated both with EIMs and with nonresponse to 5-ASA and corticosteroids.

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Dissertação de Mestrado em Ciências Económicas e Empresariais.

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Dissertação de Mestrado em Gestão e Conservação da Natureza.

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Dissertação de Mestrado, Gestão e Conservação da Natureza, 15 de Maio de 2015, Universidade dos Açores.