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.

A longitudinal study of overweight during childhood : etiology, mental health outcomes and mediating factors

Au cours des 30 dernières années, l’embonpoint et l’obésité infantile sont devenus de véritables défis pour la santé publique. Bien que l’obésité soit, à la base, un problème physiologique (i.e. balance calorique positive) une série de facteurs psychosociaux sont reliés à son développement. Dans cette thèse, nous avons étudié le rôle des facteurs périnataux et de la petite enfance dans le développement du surpoids, ainsi que la relation entre le surpoids et les troubles internalisés au cours de l’enfance et au début de l’adolescence. Nous avions trois objectifs généraux: 1) Modéliser le développement de l’indice de masse corporelle (IMC) ou du statut pondéral (le fait d’être en surpoids ou non) durant l’enfance, ainsi qu’estimer l’hétérogénéité dans la population au cours du temps (i.e. identification de trajectoires développementales de l’IMC). 2) Identifier les facteurs périnataux et de la petite enfance pouvant accroitre le risque qu’un enfant suive une trajectoire menant au surpoids adolescente. 3) Tester la possibilité que le surpoids durant l’enfance soit associé avec des problèmes de santé mentale internalisés à l’adolescence, et vérifier la possibilité qu’une telle association soit médiatisée par l’expérience de victimisation par les pairs et l’insatisfaction corporelle. Ce travail est mené dans une perspective de développement au cours de la vie (life span perspective), considérant l’accumulation des facteurs de risques au cours du temps ainsi que les facteurs qui se manifestent durant certaines périodes critiques de développement.1,2 Nous avons utilisé les données provenant de l’Étude Longitudinale du Développement des Enfants du Québec (ELDEQ), une cohorte de naissances de la province de Québec, Canada. L’échantillon initial était composé de 2120 familles avec un bébé de 5 mois nés au Québec en 1997. Ces familles ont été suivies annuellement ou à tous les deux ans jusqu’à ce que les enfants atteignent l’âge de 13 ans. En ce qui concerne le premier objectif de recherche, nous avons utilisé la méthode des trajectoires développementales fondée sur des groupes pour modéliser l’IMC en continu et en catégories (surpoids vs poids normal). Pour notre deuxième objectif, nous avons effectué des modèles de régression multinomiale afin d’identifier les facteurs périnataux et de la petite enfance associés aux différents groupes développementaux du statut pondéral. Les facteurs de risques putatifs ont été choisis parmi les facteurs identifiés dans la littérature et représentent l’environnement périnatal, les caractéristiques de l’enfant, ainsi que l’environnement familial. Ces facteurs ont été analysés longitudinalement dans la mesure du possible, et les facteurs pouvant servir de levier potentiel d’intervention, tels que l’usage de tabac chez la mère durant la grossesse, le sommeil de l’enfant ou le temps d’écoute de télévision, ont été sélectionnés pour l’analyse. Pour notre troisième objectif, nous avons examiné les associations longitudinales (de 6 à 12 ans) entre les scores-z d’IMC (selon la référence CDC 2000) et les problèmes internalisés avec les modèles d’équations structurales de type « cross-lagged ». Nous avons ensuite examiné comment la victimisation par les pairs et l’insatisfaction corporelle durant l’enfance peuvent médiatiser un lien potentiel entre le surpoids et les troubles internalisés au début de l’adolescence. Les contributions scientifiques de la présente thèse incluent l’identification de trajectoires distinctes du statut pondérale durant l’enfance (précoce, tardive, jamais en surpoids), ainsi que les facteurs de risques précoces et les profils de santé mentale pouvant différer selon la trajectoire d’un enfant. De plus, nous avons identifié des mécanismes importants qui expliquent une partie de l’association entre les trajectoires de surpoids et les troubles internalisés: la victimisation par les pairs et l’insatisfaction corporelle.

«Oroonoko» d'Aphra Behn en traduction française (1745-2009)

Ce projet offre une analyse des traductions en langue française du roman d’Aphra Behn, Oronooko, or The Royal Slave (1688). Dans cette œuvre, la première femme à vivre de sa plume présente une des premières formulations du discours abolitionniste de la littérature anglaise et met au défi des idées reçues sur l’esclavage depuis le XVIIe siècle. Le texte a été traduit vers le français pour la première fois par Pierre-Antoine de La Place (Behn, 1745), dont l’interprétation s’inscrit dans la tradition des belles infidèles. Sa version connaît un succès fulgurant jusqu’à la fin du XVIIIe siècle, avec de nombreuses rééditions parues entre 1745 et 1799. En 1990, Bernard Dhuicq publie une retraduction dans le but de faire connaître Behn aux lecteurs français du XXe siècle. En 2008, il contribue à la préparation d’une nouvelle édition de La Place, et une réédition de sa propre traduction parue en 1990. Pour sa part, Guillaume Villeneuve adapte le texte au lectorat francophone d’aujourd’hui avec une édition critique comprenant un important appareil critique publiée dans la collection « GF » des Éditions Flammarion en 2009. Les traductions de La Place, d’Dhuicq et de Villeneuve affichent chacune des variations par rapport à l’original, variations qui reflètent l’intention de ces traducteurs et de leurs éditeurs ainsi que les pratiques traductives et éditoriales de leur époque.. Cette étude montre notamment comment le récit de Behn a contribué à changer la conception occidentale de l’esclavage. Elle analyse la réception des propos idéologiques d’Oroonoko dans la culture littéraire et philosophique française, depuis le XVIIIe siècle jusqu’à nos jours. À travers le cas Oronooko, le présent mémoire offre aussi une réflexion d’ordre méthodologique sur l’étude des retraductions dans une perspective historique. L’étude des retraductions vise aujourd’hui des objectifs plus vastes sur le plan historique que ne l’indique l’hypothèse du progrès en retraduction, selon laquelle un texte est retraduit pour être corrigé ou amélioré. Notre travail montre qu’en associant à l’étude des traductions celle de leur paratexte, de leur péritexte et des sujets (traducteurs et éditeurs) qui les produisent, et ce afin de resituer chaque retraduction dans son contexte historique propre, on parvient à faire entrer ces retraductions dans un dialogue interculturel et « transhistoriciste » (Nouss, 2007).

Totally Clueless : Heckerling and Queer Sexuality in Austen’s « Emma »

This chapter offers a new reading of the sexual politics that are at play in Jane Austen's 1816 "Emma" through the exploration of film director Amy Heckerling's retelling of Austen's original story. Heckerling's 1995 film, "Clueless", can be understood as a free translation of "Emma" which allows an interrogation of some of the novel's received readings, especially those related to its male characters. [...]

Modification of Polypropylene and Polystyrene Using Nanosilica

The present work focuses on the modification of the commonly used thermoplastics, polypropylene and polystyrene using nanosilica preparcd from a cheap source of sodium silicate. Melt compounding technique has been used for nanocomposite preparation as it is simple and suited to injection moulding. Nanosilica in a polymer matrix provide significant enhancement in strength, stiffness and impact strength. Incorporation of silica particles in a polymer also improves its thennal stability. To achieve better dispersion of fillers in polymer matrices the mixing was done at different shear rates. The enhancement in material properties indicates that at higher shear rates there is greater interaction between particles and the matrix and it depends on filler concentration and type of polymer used. N anosilica is a useful filler in thennoplastic polymers and has been applied in automotive applications, electronic appliances and consumer goods.This thesis is divided into six chapters. General introduction to the topic is described in chapter 1. Salient features of polymer nanocomposites, their synthesis, properties and applications are presented. A review of relevant literature and the scope and objectives are also mentioned in this chapter.The materials used and the vanous experimental method and techniques employed in the study are described in chapter 2. Preparation of nanocomposites by melt blending using Thenno Haake Rheocord, preparation of samples, evaluation of mechanical and thennal properties using UTM, Impact testing and characterization using DMA, TGA and DSC and morphology by SEM are described.The preparation of nanosilica from a laboratory scale to a pilot plant scale is described in chapter 3. Generation of surface modified silica, evaluation of kinetic parameters of the synthesis reaction, scale up of the reactor and modeling of the reactor are also dealt with in this chapter.The modification of the commodity thennoplastic, Polypropylene using nanosilica is described in chapter 4. Preparation of PP/silica nanocomposites, evaluation of mechanical properties, thermal and crystallization characteristics, water absorption and ageing resistance studies are also presented.The modification of Polystyrene using synthesized nanosilica IS described in chapter 5. The method of preparation of PS/silica nanocomposites, evaluation of mechanical properties (static and dynamic), thermal properties melt flow characteristics using Haake Rheocord, water absorption and ageing resistance of these nanocomposites are studied.

Seoimentology And Geochemistiiy Of Some Selected Mangrove Ecosystems Of Kerala, Southwest Coast Of India

As a result of the issues of care and conservation and sustainable utilisation, the proper management of mangrove forests have become more pressing than ever. Much recent ecological and toxicological debate has been centered around the question of validity of making predictions about the future of mangrove ecosystemas a result of the newly evolved environmental policy. Though muchinformation exist on the biodiversity, floristic composition and characteristics, geographical distribution and uses of mangroves, systematic documentation of the various sedimentological and geochemical phenomena in relation to the mangrove flora are scarce. Hazardous, persistent, man-made chemicals and waste produces are entering the mangrove ecosystem at from the adjacent watersheds which strengthened alarming rates the indispensible need for further researches on the environmental behaviours, fate and the effect of such products. Studies on the effect of heavy metals, pesticides and the other toxic signals through bioassay and toxicity tests on mangrove species as well as in sediments definitely will furnish ample clues to establish the actual operative mechanisms of these environments. A thorough review of literature made in this angle reveals that some attempts have already been initiated the world over the record the physico-chemical characteristics of major abiotic components such as sediments and water of many mangrove ecosystem, however, adequate information is lacking in the Indian Environmental Science scenario. The present investigation is an attempt to record the sedimentological, mineralogical and geochemical characteristics of sediments as well as the heavy metal enrichment in the various species ofmangrove flora of three important mangrove ecosystems of Kerala, located at Veli (SouthKerala), Kochi (Central Kerala) and Kannur (North Kerala). The results of the above investigation have been analysed statistically, discussed based on the available literature and presented in this thesis under seven chapters

Environomics - A Financial Estimate of Environmental Pollution Control and Abatement Schemes in Eloor-Edayar Industrial Belt

The present study consists of nine chapters including the introductory chapter. Chapter II makes a brief review of environmental literature and examines various measures adopted at the global level to protect the environment. The environmental problems often transgress national sovereignity and geographical boundaries. Therefore, attempts must be made at the national and international levels to protect the environment, the resources of which are the common property of mankind. The protection of the national environment from the ancient till the present forms the content of Chapter III. These chapters together provide a background to understand the issues analysed in the subsequent chapters. Carefully worked out theoretical framework is a pre-requisite for the successful study of a complex subject. Some of the theoretical issues of ‘environomics’ are examined in Chapter IV. The theoretical issues involved in estimating the costs and benefits of environmental protection constitute the theme of Chapter V. The state of environment in Eloor-Edayar Industrial belt andthe impact analysis of pollution of the area are discussed in Chapter VI and VII respectively. Chapter VIII makes the financial estimate of environmental protection of the project And finally, Chapter IX presents the findings of the study

IR: Knowledge Creation, Knowledge Management and Knowledge Dissemination

Open access iiiovemerit and open source software movement plays an important role in creation of knowledge, knowledge management and knowledge dissemination. Scholarly communication and publishing are increasingly taking place in the electronic environment. With a growing proportion of the scholarly record now existing only in digital format, serious issues regarding access and preservation are being raised that are central to future scholarship. Institutional Repositories provide access to past. present and future scholarly literature and research documentation; ensures its preservation; assists users in discovery and use; and offers educational programs to enable users to develop lifelong literacy. This paper explores these aspects on how IR of Cochin University of Science & Technology supports scientific community for knowledge creation. knowledge Management, and knowledge dissemination.

Sedimentology and Geochemistry of core sediments from the Ashtamudi estuary and the adjoining coastal plain,central Kerala,India

The evolution of coast through geological time scale is dependent on the transgression-regression event subsequent to the rise or fall of sea level. This event is accounted by investigation of the vertical sediment deposition patterns and their interrelationship for paleo-enviornmental reconstruction. Different methods like sedimentological (grain size and micro-morphological) and geochemical (elemental relationship) analyses as well as radiocarbon dating are generally used to decipher the sea level changes and paleoclimatic conditions of the Quaternary sediment sequence. For the Indian coast with a coastline length of about 7500 km, studies on geological and geomorphological signatures of sea level changes during the Quaternary were reported in general by researchers during the last two decades. However, for the southwest coast of India particularily Kerala which is famous for its coastal landforms comprising of estuaries, lagoons, backwaters, coastal plains, cliffs and barrier beaches, studies pertaining to the marine transgression-regression events in the southern region are limited. The Neendakara-Kayamkulam coastal stretch in central Kerala where the coast is manifested with shore parallel Kayamkulam Lagoon on one side and shore perpendicular Ashtamudi Estuary on the other side indicating existence of an uplifted prograded coastal margin followed by barrier beaches, backwater channels, ridge and runnel topography is an ideal site for studying such events. Hence the present study has been taken up in this context to address the gap area. The location for collection of core samples representing coastal plain, estuarylagoon and offshore regions have been identified based on published literature and available sedimentary records. The objectives of the research work are:  To study the lithological variations and depositional environments of sediment cores along the coastal plain, estuary-lagoon and offshore regions between Kollam and Kayamkulam in the central Kerala coast  To study the transportation and diagenetic history of sediments in the area  To investigate the geochemical characterization of sediments and to elucidate the source-sink relationship  To understand the marine transgression-regression events and to propose a conceptual model for the region The thesis comprises of 8 chapters. The first chapter embodies the preamble for the selection and significance of this research work. The study area is introduced with details on its physiographical, geological, geomorphological, rainfall and climate information. A review of literature, compiling the research on different aspects such as physico-chemical, geomorphological, tectonics, transgression-regression events are presented in the second chapter and they are broadly classified into three viz:- International, National and Kerala. The field data collection and laboratory analyses adopted in the research work are discussed in the third chapter. For collection of sediment core samples from the coastal plains, rotary drilling method was employed whereas for the estuary-lagoon and offshore locations the gravity/piston corer method was adopted. The collected subsurficial samples were analysed for texture, surface micro-texture, elemental analysis, XRD and radiocarbon dating techniques for age determination. The fourth chapter deals with the textural analysis of the core samples collected from various predefined locations of the study area. The result reveals that the Ashtamudi Estuary is composed of silty clay to clayey type of sediments whereas offshore cores are carpeted with silty clay to relict sand. Investigation of the source of sediments deposited in the coastal plain located on either side of the estuary indicates the dominance of terrigenous to marine origin in the southern region whereas it is predominantly of marine origin towards the north. Further the hydrodynamic conditions as well as the depositional enviornment of the sediment cores are elucidated based on statistical parameters that decipher the deposition pattern at various locations viz., coastal plain (open to closed basin), Ashtamudi Estuary (partially open to restricted estuary to closed basin) and offshore (open channel). The intensity of clay minerals is also discussed. From the results of radiocarbon dating the sediment depositional environments were deciphered.The results of the microtextural study of sediment samples (quartz grains) using Scanning Electron Microscope (SEM) are presented in the fifth chapter. These results throw light on the processes of transport and diagenetic history of the detrital sediments. Based on the lithological variations, selected quartz grains of different environments were also analysed. The study indicates that the southern coastal plain sediments were transported and deposited mechanically under fluvial environment followed by diagenesis under prolonged marine incursion. But in the case of the northern coastal plain, the sediments were transported and deposited under littoral environment indicating the dominance of marine incursion through mechanical as well as chemical processes. The quartz grains of the Ashtamudi Estuary indicate fluvial origin. The surface texture features of the offshore sediments suggest that the quartz grains are of littoral origin and represent the relict beach deposits. The geochemical characterisation of sediment cores based on geochemical classification, sediment maturity, palaeo-weathering and provenance in different environments are discussed in the sixth chapter. In the seventh chapter the integration of multiproxies data along with radiocarbon dates are presented and finally evolution and depositional history based on transgression–regression events is deciphered. The eighth chapter summarizes the major findings and conclusions of the study with recommendation for future work.

Design and Synthesis of Donor-Acceptor Low Band Gap Copolymers for Photoconductive and Non-linear Optical Applications

The main focus of the present study was to develop ideal low band gap D-A copolymers for photoconducting and non-linear optical applications. This chapter summarizes the overall research work done. Designed copolymers were synthesized via direct arylation or Suzuki coupling reactions. Copolymers were characterized by theoretical and experimental methods. The suitability of these copolymers in photoconducting and optical limiting devices has been investigated.The results suggest that the copolymers investigated in the present study have a good non-linear optical response and are comparable to or even better than the D-A copolymers reported in the literature and hence could be chosen as ideal candidates with potential applications for non-linear optics. The results also show that the structures of the polymers have great impact on NLO properties. Copolymers studied here exhibits good optical limiting property at 532 nm wavelength due to two-photon absorption (TPA) process. The results revealed that the two copolymers, (P(EDOT-BTSe) and P(PH-TZ)) exhibited strong two-photon absorption and superior optical power limiting properties, which are much better than that of others.

Eros and Thanatos in Ernest Hemingway's "The Short Happy Life of Francis Macomber" and Angela Carter's "Master"

According to Hemingway all good prose has the dignity and draught of an iceberg. This is especially true of Hemingway's short stories. "Francis Macomber" counts among the best composed short stories in English. Interpretation sways between Hemingway's idealisation of the male code and its deconstruction. Is the White Hunter a British scourge of American values or is Margot the tragic victim of a newly founded male friendship? Is the open ending rather a hunting accident or the mean murder of an unloved spouse? Hemingway gives hitherto uninterpreted clues by mentioning strategies of big game hunting and ballistics. Carter's magic story "Master"; deals with the regression of a White Hunter who has become 'his own negative'. An Englishman dissolves into the Amazonian jungle and is killed by his own victim. The story can be read as a macabre crime of sexuality and murder or as a dystopian warning of the future of mankind if we go on exploiting and destroying our planet.