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.

Virtual (dis) connectivities : mobile intimacy and presence for women in long distance relationships

Nous vivons dans une époque où la mobilité internationale est une pratique très courante; ainsi, de plus en plus de partenaires doivent maintenir leurs relations à distance. Le phénomène va de pair avec le développement des nouvelles technologies, qui introduisent de nouvelles formes et de pratiques pour maintenir l’intimité. Cela soulève des questions sur les pratiques de connexion (ou déconnexion) lorsque les couples sont séparés par la distance et le temps. Ce mémoire propose d’explorer comment les femmes dans des relations amoureuses à distance utilisent divers modes d’expression (visuels, textuels, oraux et tactiles) ainsi que plusieurs sens à travers de multiples technologies mobiles, qui lui permettent de reconstruire la présence et l’intimité avec l’autre. Inspiré par le new mobilities paradigm (Sheller & Urry, 2006), ainsi que les concepts de mobile intimacy (Hjorth & Lim, 2012; Elliott & Urry, 2010) et la présence imaginée (Chayko, 2002; Elliott & Urry, 2010), je propose les notions de (dé) connectivité virtuelle, le lieu virtuel, ainsi que la présence/absence technologique. Utilisant une approche méthodologique mixte, venant des données d’entrevues semi-dirigées, de l’autoethnographie, de la recherche création et de journaux de bord multimédias, certaines pratiques de contrôle et de surveillance, des formes émergentes de travail, l’immédiateté et la réciprocité émergent dans une époque d’interconnectivité.

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.

On Distance Energy of Graphs

The D-eigenvalues of a graph G are the eigenvalues of its distance matrix D, and the D-energy ED(G) is the sum of the absolute values of its D-eigenvalues. Two graphs are said to be D-equienergetic if they have the same D-energy. In this note we obtain bounds for the distance spectral radius and D-energy of graphs of diameter 2. Pairs of equiregular D-equienergetic graphs of diameter 2, on p = 3t + 1 vertices are also constructed.

ON DISTANCE ENERGY OF GRAPHS

The D-eigenvalues of a graph G are the eigenvalues of its distance matrix D, and the D-energy ED(G) is the sum of the absolute values of its D-eigenvalues. Two graphs are said to be D-equienergetic if they have the same D-energy. In this note we obtain bounds for the distance spectral radius and D-energy of graphs of diameter 2. Pairs of equiregular D-equienergetic graphs of diameter 2, on p = 3t + 1 vertices are also constructed.

Statistical Inference for Some Measures of System Availability

Department of Statistics, Cochin University of Science and Technology

Study on the determination of molecular distance in organic dye mixtures using dual beam thermal lens technique

A sensitive method based on the principle of photothermal phenomena to study the energy transfer processes in organic dye mixtures is presented. A dual beam thermal lens method can be very effectively used as an alternate technique to determine the molecular distance between donor and acceptor in fluorescein–rhodamine B mixture using optical parametric oscillator.

Water Quality Variation, its Influence on Drinking Water Treatment and Remedial Measures - A Case Study of Peechi reservoir, Thrissur, Kerala

The Kerala Water Authority requested the School of Environmental Studies to carry out investigations on the mechanism of sporadic mobilization of iron and odour in the raw water drawn to the drinking water treatment plant. The currently used treatment process failed to remove iron completely. This led to problems in the filter and complaints of taste and colour due to iron in the finished water. The sporadic nature of the problem itself made the trouble shooting difficult. The problem was looked in from three points of view. 1. Influence of environmental (climatic) conditions on the dynamics of the relevant basin of the reservoir. 2. Influence of the physical dynamics on the physico — chemical quality of water. 3. Identification of cost-effective treatment processes to suit the existing plant. Since the problem emerged only during the post- monsoon to pre-monsoon months, a related problem was investigated, namely, influence of anions on the oxidation of Fe(II) in natural waters by air. This is presented in Part II of the dissertation.

Ornamental Fish Diseases And Their Management Measures

CMFRI - Winter School Course Manual on “Recent Advances in Breeding and Larviculture of Marine Finfish and Shellfish”. 30.12.2008 - 19.1.2009

Analytical Study of Typographical Errors in OPACS and Corrective Measures

The present study is an attempt to highlight the problem of typographical errors in OPACS. The errors made while typing catalogue entries as well as importing bibliographical records from other libraries exist unnoticed by librarians resulting the non-retrieval of available records and affecting the quality of OPACs. This paper follows previous research on the topic mainly by Jeffrey Beall and Terry Ballard. The word “management” was chosen from the list of likely to be misspelled words identified by previous research. It was found that the word is wrongly entered in several forms in local, national and international OPACs justifying the observations of Ballard that typos occur in almost everywhere. Though there are lots of corrective measures proposed and are in use, the study asserts the fact that human effort is needed to get rid of the problem. The paper is also an invitation to the library professionals and system designers to construct a strategy to solve the issue

Strongly distance-balanced graphs and graph products

A graph G is strongly distance-balanced if for every edge uv of G and every i 0 the number of vertices x with d.x; u/ D d.x; v/ 1 D i equals the number of vertices y with d.y; v/ D d.y; u/ 1 D i. It is proved that the strong product of graphs is strongly distance-balanced if and only if both factors are strongly distance-balanced. It is also proved that connected components of the direct product of two bipartite graphs are strongly distancebalanced if and only if both factors are strongly distance-balanced. Additionally, a new characterization of distance-balanced graphs and an algorithm of time complexity O.mn/ for their recognition, wheremis the number of edges and n the number of vertices of the graph in question, are given

Equal opportunity networks, distance-balanced graphs, and Wiener game

Given a graph G and a set X ⊆ V(G), the relative Wiener index of X in G is defined as WX (G) = {u,v}∈X 2  dG(u, v) . The graphs G (of even order) in which for every partition V(G) = V1 +V2 of the vertex set V(G) such that |V1| = |V2| we haveWV1 (G) = WV2 (G) are called equal opportunity graphs. In this note we prove that a graph G of even order is an equal opportunity graph if and only if it is a distance-balanced graph. The latter graphs are known by several characteristic properties, for instance, they are precisely the graphs G in which all vertices u ∈ V(G) have the same total distance DG(u) = v∈V(G) dG(u, v). Some related problems are posed along the way, and the so-called Wiener game is introduced.

Some Dynamic Generalized Information Measures In The Context Of Weighted Models

In this paper, we study some dynamic generalized information measures between a true distribution and an observed (weighted) distribution, useful in life length studies. Further, some bounds and inequalities related to these measures are also studied

Characterizations of bivariate models using dynamic Kullback–Leibler discrimination measures

In this paper, the residual Kullback–Leibler discrimination information measure is extended to conditionally specified models. The extension is used to characterize some bivariate distributions. These distributions are also characterized in terms of proportional hazard rate models and weighted distributions. Moreover, we also obtain some bounds for this dynamic discrimination function by using the likelihood ratio order and some preceding results.