936 resultados para Natural Catastrophe, Property Insurance, Loss Distribution, Truncated Data, Ruin Probability
Resumo:
Since its excavation in the summer of 1973, El Niño cave has been considered a key site to understand the process of production economy and pottery technology introduction in South-eastern Iberian Peninsula, and especially to approach how such process could have affected people already settled in the Segura mountains. However, data from El Niño cave was very fragmentary, due to the lack of a broad study of Neolithic occupations of the site. In this paper, we present the analysis of pottery, lithic industry and faunal remains, as well as the existing dates from the site´s Holocene levels. The review of different evidence from the site allows suggesting that El Niño cave would have probably acted as a hunting and shepherding station, being a logistical site of larger places. However, limitations due to the fact that we are dealing with a 40- year-old excavation, prevent specifying how the process of Neolithic introduction in the Segura Mountains occurred.
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Three questions on the study of NO Iberian Peninsula sweat lodges are posed. First, the new sauna of Monte Ornedo (Cantabria), the review of the one of Armea (Ourense), and the Cantabrian pedra formosa type are discussed. Second, the known types of sweat lodges are reconsidered underlining the differences between the Cantabrian and the Douro - Minho groups as these differences contribute to a better assessment of the saunas located out of those territories, such as those of Monte Ornedo or Ulaca. Third, a richer record demands a more specific terminology, a larger use of archaeometric analysis and the application of landscape archaeology or art history methodologies. In this way the range of interpretation of the sweat lodges is opened, as an example an essay is proposed that digs on some already known proposals and suggests that the saunas are material metaphors of wombs whose rationale derives from ideologies and ritual practices of Indo-European tradition.
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Analysis of the word lancea, of Hispanic origin after Varro, and of place names, people´s names and personal names derived from it. It confirms that the spear was the most important weapon in the Bronze Age, belonging to the iuventus and used as heroic and divine symbol. This analysis confirms also the personality of the Lusitanians, a people related to the Celts but with more archaic archaeological, linguistic and cultural characteristics originated in the tradition of the Atlantic Bronze in the II millennium BC. It is also relevant to better know the organisation of Broze and Iron Age societies and the origin of Indo-Europeans peoples in Western Europe and of pre-Roman peoples of Iberia.
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La historia de las subscriptiones latinas revela alteraciones tanto en su frecuencia como en el tipo de información que transmiten, y en consecuencia también en su función. En un primer momento proporcionan datos escuetos con una finalidad práctica: la identificación del contenido de un libro concreto. En la Antigüedad tardía su número aumenta y transmiten mayor volumen de información, pero sobre todo adquieren relevancia los individuos que las firman, convirtiéndose en un instrumento de autorrepresentación social. Sin embargo, en época posterior estas subscriptiones tardoantiguas se siguen copiando en nuevos manuscritos y pierden su relación inicial con un ejemplar concreto; se transforman en paratextos que contribuyen a dar prestigio, ya no a un libro singular, sino a un autor o una obra.
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Durante el siglo XIII se produjo una sucesión de revueltas que supuso la desaparición del Imperio almohade y su sustitución por poderes regionales en al-Andalus, el Magreb y el Magreb al-Aqsà. La historiografía ha presentado el surgimiento y pugna entre estos poderes como un fenómeno social, político e, incluso, cultural y religioso, con el que se ha podido explicar su aniquilación o marginalización. Este trabajo pretende contextualizar los hechos desde una perspectiva medioambiental, de forma que la desintegración del califato almohade, el surgimiento de aquellos poderes y la progresión de los reinos cristianos en la península ibérica puedan entenderse desde una visión global de cambio climático y una posible crisis agrícola.
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The pottery found in the burials of El Cano is uniform in style to these made in the coclesanos valleys between 700 and 1000 AD. The coefficient of variability of the different pottery forms, evidence diverse standardizations values for polychrome and non-polychrome ceramics. Moreover, data of funerary contexts from the Cano recently excavated, suggest that elite has controlled ceramic production. This control over the production of certain goods reveals that these were important in the support or proper operational of the chiefdoms in Panama and mark the phase of splendour of this culture.
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One of the leading motivations behind the multilingual semantic web is to make resources accessible digitally in an online global multilingual context. Consequently, it is fundamental for knowledge bases to find a way to manage multilingualism and thus be equipped with those procedures for its conceptual modelling. In this context, the goal of this paper is to discuss how common-sense knowledge and cultural knowledge are modelled in a multilingual framework. More particularly, multilingualism and conceptual modelling are dealt with from the perspective of FunGramKB, a lexico-conceptual knowledge base for natural language understanding. This project argues for a clear division between the lexical and the conceptual dimensions of knowledge. Moreover, the conceptual layer is organized into three modules, which result from a strong commitment towards capturing semantic knowledge (Ontology), procedural knowledge (Cognicon) and episodic knowledge (Onomasticon). Cultural mismatches are discussed and formally represented at the three conceptual levels of FunGramKB.
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This paper focuses on two basic issues: the anxiety-generating nature of the interpreting task and the relevance of interpreter trainees’ academic self-concept. The first has already been acknowledged, although not extensively researched, in several papers, and the second has only been mentioned briefly in interpreting literature. This study seeks to examine the relationship between the anxiety and academic self-concept constructs among interpreter trainees. An adapted version of the Foreign Language Anxiety Scale (Horwitz et al., 1986), the Academic Autoconcept Scale (Schmidt, Messoulam & Molina, 2008) and a background information questionnaire were used to collect data. Students’ t-Test analysis results indicated that female students reported experiencing significantly higher levels of anxiety than male students. No significant gender difference in self-concept levels was found. Correlation analysis results suggested, on the one hand, that younger would-be interpreters suffered from higher anxiety levels and students with higher marks tended to have lower anxiety levels; and, on the other hand, that younger students had lower self-concept levels and higher-ability students held higher self-concept levels. In addition, the results revealed that students with higher anxiety levels tended to have lower self-concept levels. Based on these findings, recommendations for interpreting pedagogy are discussed.
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If magnetism is universal in nature, magnetic materials are ubiquitous. A life without magnetism is unthinkable and a day without the influence of a magnetic material is unimaginable. They find innumerable applications in the form of many passive and active devices namely, compass, electric motor, generator, microphone, loud speaker, maglev train, magnetic resonance imaging, data recording and reading, hadron collider etc. The list is endless. Such is the influence of magnetism and magnetic materials in ones day to day life. With the advent of nanoscience and nanotechnology, along with the emergence of new areas/fields such as spintronics, multiferroics and magnetic refrigeration, the importance of magnetism is ever increasing and attracting the attention of researchers worldwide. The search for a fluid which exhibits magnetism has been on for quite some time. However nature has not bestowed us with a magnetic fluid and hence it has been the dream of many researchers to synthesize a magnetic fluid which is thought to revolutionize many applications based on magnetism. The discovery of a magnetic fluid by Jacob Rabinow in the year 1952 paved the way for a new branch of Physics/Engineering which later became magnetic fluids. This gave birth to a new class of material called magnetorheological materials. Magnetorheological materials are considered superior to electrorheological materials in that magnetorheology is a contactless operation and often inexpensive.Most of the studies in the past on magnetorheological materials were based on magnetic fluids. Recently the focus has been on the solid state analogue of magnetic fluids which are called Magnetorheological Elastomers (MREs). The very word magnetorheological elastomer implies that the rheological properties of these materials can be altered by the influence of an external applied magnetic field and this process is reversible. If the application of an external magnetic field modifies the viscosity of a magnetic fluid, the effect of external magnetic stimuli on a magnetorheological elastomer is in the modification of its stiffness. They are reversible too. Magnetorheological materials exhibit variable stiffness and find applications in adaptive structures of aerospace, automotive civil and electrical engineering applications. The major advantage of MRE is that the particles are not able to settle with time and hence there is no need of a vessel to hold it. The possibility of hazardous waste leakage is no more with a solid MRE. Moreover, the particles in a solid MRE will not affect the performance and durability of the equipment. Usually MR solids work only in the pre yield region while MR fluids, typically work in the post yield state. The application of an external magnetic field modifies the stiffness constant, shear modulus and loss modulus which are complex quantities. In viscoelastic materials a part of the input energy is stored and released during each cycle and a part is dissipated as heat. The storage modulus G′ represents the capacity of the material to store energy of deformation, which contribute to material stiffness. The loss modulusG′′ represents the ability of the material to dissipate the energy of deformation. Such materials can find applications in the form of adaptive vibration absorbers (ATVAs), stiffness tunable mounts and variable impedance surfaces. MREs are an important material for automobile giants and became the focus of this research for eventual automatic vibration control, sound isolation, brakes, clutches and suspension systems
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Market research is often conducted through conventional methods such as surveys, focus groups and interviews. But the drawbacks of these methods are that they can be costly and timeconsuming. This study develops a new method, based on a combination of standard techniques like sentiment analysis and normalisation, to conduct market research in a manner that is free and quick. The method can be used in many application-areas, but this study focuses mainly on the veganism market to identify vegan food preferences in the form of a profile. Several food words are identified, along with their distribution between positive and negative sentiments in the profile. Surprisingly, non-vegan foods such as cheese, cake, milk, pizza and chicken dominate the profile, indicating that there is a significant market for vegan-suitable alternatives for such foods. Meanwhile, vegan-suitable foods such as coconut, potato, blueberries, kale and tofu also make strong appearances in the profile. Validation is performed by using the method on Volkswagen vehicle data to identify positive and negative sentiment across five car models. Some results were found to be consistent with sales figures and expert reviews, while others were inconsistent. The reliability of the method is therefore questionable, so the results should be used with caution.
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Dans cette thèse on s’intéresse à la modélisation de la dépendance entre les risques en assurance non-vie, plus particulièrement dans le cadre des méthodes de provisionnement et en tarification. On expose le contexte actuel et les enjeux liés à la modélisation de la dépendance et l’importance d’une telle approche avec l’avènement des nouvelles normes et exigences des organismes réglementaires quant à la solvabilité des compagnies d’assurances générales. Récemment, Shi et Frees (2011) suggère d’incorporer la dépendance entre deux lignes d’affaires à travers une copule bivariée qui capture la dépendance entre deux cellules équivalentes de deux triangles de développement. Nous proposons deux approches différentes pour généraliser ce modèle. La première est basée sur les copules archimédiennes hiérarchiques, et la deuxième sur les effets aléatoires et la famille de distributions bivariées Sarmanov. Nous nous intéressons dans un premier temps, au Chapitre 2, à un modèle utilisant la classe des copules archimédiennes hiérarchiques, plus précisément la famille des copules partiellement imbriquées, afin d’inclure la dépendance à l’intérieur et entre deux lignes d’affaires à travers les effets calendaires. Par la suite, on considère un modèle alternatif, issu d’une autre classe de la famille des copules archimédiennes hiérarchiques, celle des copules totalement imbriquées, afin de modéliser la dépendance entre plus de deux lignes d’affaires. Une approche avec agrégation des risques basée sur un modèle formé d’une arborescence de copules bivariées y est également explorée. Une particularité importante de l’approche décrite au Chapitre 3 est que l’inférence au niveau de la dépendance se fait à travers les rangs des résidus, afin de pallier un éventuel risque de mauvaise spécification des lois marginales et de la copule régissant la dépendance. Comme deuxième approche, on s’intéresse également à la modélisation de la dépendance à travers des effets aléatoires. Pour ce faire, on considère la famille de distributions bivariées Sarmanov qui permet une modélisation flexible à l’intérieur et entre les lignes d’affaires, à travers les effets d’années de calendrier, années d’accident et périodes de développement. Des expressions fermées de la distribution jointe, ainsi qu’une illustration empirique avec des triangles de développement sont présentées au Chapitre 4. Aussi, nous proposons un modèle avec effets aléatoires dynamiques, où l’on donne plus de poids aux années les plus récentes, et utilisons l’information de la ligne corrélée afin d’effectuer une meilleure prédiction du risque. Cette dernière approche sera étudiée au Chapitre 5, à travers une application numérique sur les nombres de réclamations, illustrant l’utilité d’un tel modèle dans le cadre de la tarification. On conclut cette thèse par un rappel sur les contributions scientifiques de cette thèse, tout en proposant des angles d’ouvertures et des possibilités d’extension de ces travaux.
Resumo:
Water systems in the Sultanate of Oman are inevitably exposed to varied threats and hazards due to both natural and man-made hazards. Natural disasters, especially tropical cyclone Gonu in 2007, cause immense damage to water supply systems in Oman. At the same time water loss from leaks is a major operational problem. This research developed an integrated approach to identify and rank the risks to the water sources, transmission pipelines and distribution networks in Oman and suggests appropriate mitigation measures. The system resilience was evaluated and an emergency response plan for the water supplies developed. The methodology involved mining the data held by the water supply utility for risk and resilience determination and operational data to support calculations of non-revenue water. Risk factors were identified, ranked and scored at a stakeholder workshop and the operational information required was principally gathered from interviews. Finally, an emergency response plan was developed by evaluating the risk and resilience factors. The risk analysis and assessment used a Coarse Risk Analysis (CRA) approach and risk scores were generated using a simple risk matrix based on WHO recommendations. The likelihoods and consequences of a wide range of hazardous events were identified through a key workshop and subsequent questionnaires. The thesis proposes a method of translating the detailed risk evaluations into resilience scores through a methodology used in transportation networks. A water audit indicated that the percentage of NRW in Oman is greater than 35% which is similar to other Gulf countries but high internationally. The principal strategy for managing NRW used in the research was the AWWA water audit method which includes free to use software and was found to be easy to apply in Oman. The research showed that risks to the main desalination processes can be controlled but the risk due to feed water quality might remain high even after implementing mitigation measures because the intake is close to an oil port with a significant risk of oil contamination and algal blooms. The most severe risks to transmission mains were found to be associated with pipe rather than pump failure. The systems in Oman were found to be moderately resilient, the resilience of desalination plants reasonably high but the transmission mains and pumping stations are very vulnerable. The integrated strategy developed in this study has a wide applicability, particularly in the Gulf area, which may have risks from exceptional events and will be experiencing NRW. Other developing countries may also experience such risks but with different magnitudes and the risk evaluation tables could provide a useful format for further work.
Resumo:
Seals must manage their energy reserves carefully while they fast on land to ensure that they go to sea with sufficient fuel to sustain them until they find food. Glucocorticoids (GCs) have been implicated in the control of fuel metabolism and termination of fasting in pinnipeds. Here we tested the hypothesis that dexamethasone, an artificial GC, increases fat and protein catabolism, and induces departure from the breeding colony in wild, fasting grey seal pups. A single intramuscular dose of dexamethasone completely suppressed cortisol production for 24–72 h, demonstrating activation of GC receptors. In experiment 1, we compared the effects of a single dose of dexamethasone or saline administered 10 days after weaning on fasting mass and body composition changes, cortisol, blood urea nitrogen (BUN) and glucose levels, and timing of departure from the colony. In experiment 2, we investigated the effects of dexamethasone on short-term (5 days) changes in mass loss, body composition and BUN levels. In experiment 1, dexamethasone induced a short-lived increase in mass loss, but there was no difference in timing of departure between dexamethasone- and saline-treated pups (N=10). In experiment 2, dexamethasone increased protein and water loss and prevented a decrease in BUN levels (N=11). Our data suggest changes in cortisol contribute to regulation of protein catabolism in fasting seal pups, irrespective of the sex of the animal, but do not terminate fasting. By affecting the rate of protein depletion, lasting changes in cortisol levels could influence the amount of time seal pups have to find food, and thus may have important consequences for their survival.
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This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univariate applications while the last two chapters develop multivariate methodologies. In chapter 1, we introduce a new class of univariate volatility models named FloGARCH models. FloGARCH models provide a parsimonious joint model for low frequency returns and realized measures, and are sufficiently flexible to capture long memory as well as asymmetries related to leverage effects. We analyze the performances of the models in a realistic numerical study and on the basis of a data set composed of 65 equities. Using more than 10 years of high-frequency transactions, we document significant statistical gains related to the FloGARCH models in terms of in-sample fit, out-of-sample fit and forecasting accuracy compared to classical and Realized GARCH models. In chapter 2, using 12 years of high-frequency transactions for 55 U.S. stocks, we argue that combining low-frequency exogenous economic indicators with high-frequency financial data improves the ability of conditionally heteroskedastic models to forecast the volatility of returns, their full multi-step ahead conditional distribution and the multi-period Value-at-Risk. Using a refined version of the Realized LGARCH model allowing for time-varying intercept and implemented with realized kernels, we document that nominal corporate profits and term spreads have strong long-run predictive ability and generate accurate risk measures forecasts over long-horizon. The results are based on several loss functions and tests, including the Model Confidence Set. Chapter 3 is a joint work with David Veredas. We study the class of disentangled realized estimators for the integrated covariance matrix of Brownian semimartingales with finite activity jumps. These estimators separate correlations and volatilities. We analyze different combinations of quantile- and median-based realized volatilities, and four estimators of realized correlations with three synchronization schemes. Their finite sample properties are studied under four data generating processes, in presence, or not, of microstructure noise, and under synchronous and asynchronous trading. The main finding is that the pre-averaged version of disentangled estimators based on Gaussian ranks (for the correlations) and median deviations (for the volatilities) provide a precise, computationally efficient, and easy alternative to measure integrated covariances on the basis of noisy and asynchronous prices. Along these lines, a minimum variance portfolio application shows the superiority of this disentangled realized estimator in terms of numerous performance metrics. Chapter 4 is co-authored with Niels S. Hansen, Asger Lunde and Kasper V. Olesen, all affiliated with CREATES at Aarhus University. We propose to use the Realized Beta GARCH model to exploit the potential of high-frequency data in commodity markets. The model produces high quality forecasts of pairwise correlations between commodities which can be used to construct a composite covariance matrix. We evaluate the quality of this matrix in a portfolio context and compare it to models used in the industry. We demonstrate significant economic gains in a realistic setting including short selling constraints and transaction costs.