Size invariant measures of association: characterization and difficulties

A measure of association is row-size invariant if it is unaffected by the multiplication of all entries in a row of a cross-classification table by a same positive number. It is class-size invariant if it is unaffected by the multiplication of all entries in a class (i.e., a row or a column). We prove that every class-size invariant measure of association as-signs to each m x n cross-classification table a number which depends only on the cross-product ratios of its 2 x 2 subtables. We propose a monotonicity axiom requiring that the degree of association should increase after shifting mass from cells of a table where this mass is below its expected value to cells where it is above .provided that total mass in each class remains constant. We prove that no continuous row-size invariant measure of association is monotonic if m ≥ 4. Keywords: association, contingency tables, margin-free measures, size invariance, monotonicity, transfer principle.

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.

Compte rendu de « Duplessis, pièce manquante d’une légende : l’invention du marketing politique » d’Alain Lavigne

Compte rendu critique du livre d'Alain Lavigne « Duplessis, pièce manquante d’une légende : l’invention du marketing politique » (Québec: Septentrion, 2012, 194 p. Illustré. Préface de Denis Vaugeois).

On Truncated Versions of Certain Measures of Inequality and Stability

The present study focuses attention on defining certain measures of income inequality for the truncated distributions and characterization of probability distributions using the functional form of these measures, extension of some measures of inequality and stability to higher dimensions, characterization of bivariate models using the above concepts and estimation of some measures of inequality using the Bayesian techniques. The thesis defines certain measures of income inequality for the truncated distributions and studies the effect of truncation upon these measures. An important measure used in Reliability theory, to measure the stability of the component is the residual entropy function. This concept can advantageously used as a measure of inequality of truncated distributions. The geometric mean comes up as handy tool in the measurement of income inequality. The geometric vitality function being the geometric mean of the truncated random variable can be advantageously utilized to measure inequality of the truncated distributions. The study includes problem of estimation of the Lorenz curve, Gini-index and variance of logarithms for the Pareto distribution using Bayesian techniques.

Influence of personality factors on the consumption of personal care products

This research was undertaken with the primary objective of explaining differences in consumption of personal care products using personality variables. Several streams of research reported were reviewed and a conceptual model was developed. Theories on the relationship between self concept and behaviour was reviewed and the need to use individual difference variables to conceptualize and measure the salient dimensions of the self were emphasized. Theories relating to social comparison, eating disorders, role of idealized media images in shaping the self-concept, evidence on cosmetic surgery and persuasibility were reviewed in the study. These came from diverse fields like social psychology, use of cosmetics, women studies, media studies, self-concept literature in psychology and consumer research, and marketing. From the review three basic dimensions, namely self-evaluation, self-awareness and persuasibility were identified and they were posited to be related to consumption. Several personality variables from these conceptual domains were identified and factor analysis confirmed the expected structure fitting the basic theoretical dimensions. Demographic variables like gender and income were also considered.It was found that self-awareness measured by the variable public self-consciousness explain differences in consumption of personal care products. The relationship between public self-consciousness and consumption was found to be most conspicuous in cases of poor self-, evaluation measured by self-esteem. Susceptibility to advertising also was found to explain differences in consumption.From the research, it may be concluded that personality variables are useful for explaining consumption and they must be used together to explain and understand the process. There may not be obvious and conspicuous links between individual measures and behaviour in marketing. However, when used in proper combination and with the help oftheoretical models personality offers considerable explanatory power as illustrated in the seventy five percent accuracy rate of prediction obtained in binary logistic regression.

Statistical Inference for Some Measures of System Availability

Department of Statistics, Cochin University of Science and Technology

E-marketing motivators,inhibitors and critical success factors: A study of small and medium tourism enterprises (SMTES) in Mauritius and Andaman islands, India

Information and Communication Technologies (ICTs) have a dramatic impact on the tourism industry because they force this sector as a whole to rethink the way in which it organises its business . In the light of such rethinking within the tourism industry, this study has focussed on the Small and Medium Tourism Enterprises (SMTEs) in two island destinations, namely Mauritius and Andaman Islands, India.Suggestions. The findings conceming SMTEs in Mauritius and Andaman Islands have been compared to make some destination-specific inferences. The relevance of the findings has been discussed with reference to the SMTEs in the two destinations as well as the possible acceptability in other comparable settings. Suggestions have been made for further research in SMTEs’ use of the Internet for marketing function.

A study of the cost structure of the cashew industry in kerala, karnataka and tamilnadu

Since the world demand for cashew kernels has been rising steadily for several years in the past, conferring significant price increase the processing of cashew remains a highly profitable lndustry. India being the earliest and largest supplier of cashew kernels in the world market it is our prestigious obligations to reestablish her pristine monopoly. Further the added importance ot the indutry in the Socio economic context of the State of Kerala makes various measures impervative in order to bring back to the industry its pristine glory at the late sixties to give a face lift and to stabilize the industry. This present study adopts a comprehensive frame work of analysis compassing the major issues involved in the cultivation, distribution, import, processing and marketing of cashew undcr the private and public sector, migration of the industry and the financial requirements of the industry.

Processing, procurement and marketing of pepper with particular reference to co-operative sector

The present Study is designed to gather, record and analyse data on history of pepper, pepper production, procurement and marketing with particular reference to Kerala. The main emphasis is given to study the'role of cooperative sector with regard to procurement and export efforts and also the services rendered by cooperative sector agencies under MARKETFED and NAFED to pepper trade. The scope of the Study covers the botany, methods of cultivation, fertilizer application, pest control management and other related aspects of pepper. Taking into consideration Kerala's supremacy in pepper cultivation and production, detailed study of its production, procurement, internal and export marketing with reference to Kerala has been given importance. As Kerala accounts for 96 per cent1 of the pepper cultivation and 94 per cent of the pepper production, the present study is entirely confined to Kerala