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.

Éducation alimentaire, nutritionnelle et sensorielle combinée au jardinage chez les jeunes : rôle des animateurs non professionnels de la nutrition

Les programmes éducatifs de jardinage alimentaire avec les jeunes offrent l’opportunité d’agir sur leurs connaissances nutritionnelles, préférences pour des légumes, sentiment d'efficacité personnelle à consommer des fruits et légumes, envie d'y goûter et leur consommation. Dans ces activités, certains obstacles peuvent freiner l'éducation alimentaire et nutritionnelle faite par des animateurs qui ne sont pas professionnels de la nutrition ou de la santé. Le présent projet consistait à développer un volet alimentaire et nutritionnel éducatif pour les "Jardins-jeunes" (JJ), un camp d'été en jardinage du Jardin botanique de Montréal, à offrir une courte formation en nutrition à ses animatrices, puis à évaluer leurs niveaux d'intérêt et de confiance personnelle à intégrer ce volet à l'édition 2013. Les méthodes d'évaluation auprès des animatrices comprenaient des entrevues de groupe, des questionnaires et une observation-terrain. La taille d'échantillon permettait uniquement une analyse qualitative des résultats. La formation semble avoir maintenu ou élevé les niveaux de confiance et de connaissances des animatrices sur plusieurs sujets alimentaires et nutritionnels. Les animatrices évoquent que les trois activités de trente minutes en alimentation et nutrition, intégrées aux JJ 2013, auraient favorisé l'éducation nutritionnelle, qui par ailleurs, fut limitée par manque de temps. Elles rapportent avoir perçu des effets positifs du programme sur les connaissances, attitudes et comportements alimentaires des jeunes. Nos résultats suggèrent qu'un volet d’éducation alimentaire et nutritionnelle peut être intégré à un programme de jardinage par des animateurs non spécialisés dans ces domaines, outillés et encadrés pour se sentir motivés et confiants dans leur rôle.

Contribution des légumineuses, des champignons endophytes et mycorhiziens dans la nutrition azotée des prairies indigènes semi-arides

Les prairies indigènes présentent une source importante d'alimentation pour le pâturage du bétail dans les prairies Canadiennes semi-arides. L'addition de légumineuses fixatrices d'azote et de phosphore dans les prairies indigènes peut améliorer la productivité et la valeur nutritive de fourrage. Ces pratiques peuvent induire des modifications de la structure et de la diversité des communautés fongiques du sol, ce qui peut en retour avoir un impact sur la production et le contenu nutritionnel du fourrage. L’objectif de cette étude était de développer un système de pâturage à bas niveau d’intrants, productif, autonome et durable. À court terme, nous voulions 1) déterminer l'effet des légumineuses (Medicago sativa, une légumineuse cultivée ou Dalea purpurea, une légumineuse indigène) et la fertilité en phosphore du sol sur la productivité et la valeur nutritive des graminées indigènes, comparées avec celles de la graminée introduite Bromus biebersteinii en mélange avec le M. sativa, 2) identifier l'effet de ces pratiques sur la diversité et la structure des communautés des champignons mycorhiziens à arbuscules (CMA) et des champignons totaux, 3) identifier l'effet des légumineuses et des CMA sur les interactions compétitives entre les graminées de saison fraîche et les graminées de saison chaude. Les expériences menées au champ ont montré que M. sativa améliorait les teneurs en azote et en phosphore des graminées indigènes au début de l'été, ainsi que la teneur en azote de la graminée de saison chaude Bouteloua gracilis à la fin de l'été de l'année sèche 2009. Par contre, la fertilité en phosphore du sol n'ait pas affecté la productivité des plantes. D'autre part, l'inclusion des légumineuses augmentait la diversité des CMA dans le mélange de graminées indigènes. Cette modification présentait des corrélations positives avec la productivité et la quantité totale d'azote chez le M. sativa et avec la teneur en phosphore des graminées indigènes, au début de l'été. La structure des communautés de champignons totaux était influencée par l'interaction entre le mélange des espèces et la fertilité en phosphore du sol seulement en 2008 (année humide). Cet effet pourrait être lié en partie avec la productivité des plantes et l'humidité du sol. Les expériences menées en chambre de culture ont montré que les CMA peuvent favoriser la productivité des graminées de saison chaude au détriment des graminées de saison fraîche. En effet, Glomus cubense augmentait la productivité de la graminée de saison chaude B. gracilis, en présence de M. sativa. Cet effet pourrait être associé à l’effet négatif du G. cubense sur la fixation de l’azote par le M. sativa et à la diminution de l’efficacité d’utilisation de l'azote de certaines graminées de saison fraîche résultant en une augmentation de la disponibilité de l'azote pour B. gracilis. Par contre, le Glomus sp. augmentait la biomasse de Schizachyrium scoparium, autre graminée de saison chaude, en absence de légumineuse. Ce phénomène pourrait être attribuable à une amélioration de l’efficacité d’utilisation du P de cette graminée. En conclusion, mes travaux de recherche ont montré que la légumineuse cultivée M. sativa peut améliorer la valeur nutritive des graminées indigènes au début de l'été ainsi que celle de la graminée de saison chaude B. gracilis, dans des conditions de sécheresse sévère de la fin de l'été. De plus, l'addition de M. sativa dans le mélange de graminées indigènes peut contribuer à augmenter le nombre des espèces bénéfiques des CMA pour la production et la nutrition du fourrage au début de l'été.

Beyond a "woman's problem" : the role of relationship processes in female genital pain

Female genital pain is a prevalent condition that can disrupt the psychosexual and relational well-being of affected women and their romantic partners. Despite the intimate context in which the pain can be elicited (i.e., during sexual intercourse), interpersonal correlates of genital pain and sexuality have not been widely studied in comparison to other psychosocial factors. This review describes several prevailing theoretical models explaining the role of the partner in female genital pain: the operant learning model, cognitive-behavioral and communal coping models, and intimacy models. The review includes a discussion of empirical research on the interpersonal and partner correlates of female genital pain and the impact of genital pain on partners’ psychosexual adjustment. Together, this research highlights a potential reciprocal interaction between both partners’ experiences of female genital pain. The direction of future theoretical, methodological, and clinical research is discussed with regard to the potential to enhance understanding of the highly interpersonal context of female genital pain

Stratosphere Troposphere Interactions Associated With the Dynamical Processes in the Atmosphere

The aim of the present study is to understand the biennial scale stratosphere-troposphere interactions over India, and synoptic to interannual timescale meridional stratosphere-troposhere exchanges caused by upper tropospheric/lower stratospheric longwaves using NCEP/NCAR reanalysis data and satellite measured total ozone data. The biennial timescale interaction between lower stratosphere and troposphere over Thumba is analysed using high-resolution radiosonde data. The results suggest that TBO and QBO are two different phenomena with nearly biennial periodicity. Interannual timescale meridional stratosphere-troposphere exchanges caused by the newly documented Asia Pacific Wave (APW) were analysed using ozone as tracer of atmospheric motion. Synoptic timescale meridional stratosphere-troposhere exchanges caused by subtropical upper tropospheric long waves over Asia were studied using global total ozone measurements from TOMS. This research work can be extended to study the influence of decadal scale epochal nature in Indian summer monsoon activity on the APW generated total ozone anomalies around the globe and the trend estimates in total ozone

Modelling of Geochemical Processes in Mangrove Ecosystem

The mangrove ecosystem is one of the earth’s most endangered ecosystems. In this study, geochemical features of three mangrove ecosystems, Mangalavanam, Vypeen and Nettoor were compared. Water, sediment and core samples were collected from these stations for a period of one year. Nutrients, organic compounds orgnic carbon and hydrographical parameters of the samples were estimated. The present study revealed higher concentration of carbon in the surface sediments. The major temporary or ultimate sink for various pollutants in estuaries is the sedimentary reservoir, including intertidal areas. In the present study, higher values for dissolved nutrients, POC and carbohydrates were observed during low tide.

Bivariate semi-Pareto distributions and processes

A bivariate semi-Pareto distribution is introduced and characterized using geometric minimization. Autoregressive minification models for bivariate random vectors with bivariate semi-Pareto and bivariate Pareto distributions are also discussed. Multivariate generalizations of the distributions and the processes are briefly indicated.

Parameter Estimation in Minification Processes

In this article it is proved that the stationary Markov sequences generated by minification models are ergodic and uniformly mixing. These results are used to establish the optimal properties of estimators for the parameters in the model. The problem of estimating the parameters in the exponential minification model is discussed in detail.

Estimation for the semipareto processes

This paper proposes different estimators for the parameters of SemiPareto and Pareto autoregressive minification processes The asymptotic properties of the estimators are established by showing that the SemiPareto process is α-mixing. Asymptotic variances of different moment and maximum likelihood estimators are compared.

Solid acid-catalyzed dehydration/Beckmann rearrangement of aldoximes: towards high atom efficiency green processes

Rare earth metal ion exchanged (La3+, Ce3+, RE3+) KFAU-Y zeolites were prepared by simple ion-exchange methods and have been characterized using different physico-chemical techniques. In this paper a novel application of solid acid catalysts in the dehydration/ Beckmann rearrangement of aldoximes; benzaldoxime and 4-methoxybenzaldoxime is reported. Dehydration/Beckmann rearrangement reactions of benzaldoxime and 4-methoxybenzaldoxime is carried out in a continuous down flow reactor at 473K. 4-Methoxybenzaldoxime gave both Beckmann rearrangement product (4-methoxyphenylformamide) and dehydration product (4-methoxybenzonitrile) in high overall yields. The difference in behavior of the aldoximes is explained in terms of electronic effects. The production of benzonitrile was near quantitative under heterogeneous reaction conditions. The optimal protocol allows nitriles to be synthesized in good yields through the dehydration of aldoximes. Time on stream studies show a fast decline in the activity of the catalyst due to neutralization of acid sites by the basic reactant and product molecules.

Development of Best Practices for Ship Recycling Processes

Ship recycling has been considered as the best means to dispose off an obsolete ship. The current state of art of technology combined with the demands of sustainable developments from the global maritime industrial sector has modified the status of erstwhile ‘ship breaking’ involving ship scrap business to a modern industry undertaking dismantling of ships and recycling/reusing the dismantled products in a supply chain of pre owned product market by following the principles of recycling. Industries will have to formulate a set of best practices and blend them with the engineering activities for producing better quality products, improving the productivity and for achieving improved performances related to sustainable development. Improved performance by industries in a sustainable development perspective is accomplished only by implementing the 4E principles, ie.,. ecofriendliness, engineering efficiency, energy conservation and ergonomics in their core operations. The present study has done a comprehensive investigation into various ship recycling operations for formulating a set of best practices.Being the ultimate life cycle stage of a ship, ship recycling activities incorporate certain commercial procedures well in advance to facilitate the objectives of dismantling and recycling/reusing of various parts of the vessel. Thorough knowledge regarding these background procedures in ship recycling is essential for examining and understanding the industrial business operations associated with it. As a first step, the practices followed in merchant shipping operations regarding the decision on decommissioning have been and made available in the thesis. Brief description about the positioning methods and important preparations for the most feasible ship recycling method ie.,. beach method have been provided as a part of the outline of the background information. Available sources of guidelines, codes and rules & regulations for ship recycling have been compiled and included in the discussion.Very brief summary of practices in major ship recycling destinations has been prepared and listed for providing an overview of the global ship recycling activities. The present status of ship recycling by treating it as a full fledged engineering industry has been brought out to establish the need for looking into the development of the best practices. Major engineering attributes of ship as a unique engineering product and the significant influencing factors on her life cycle stage operations have been studied and added to the information base on ship recycling. Role of ship recycling industry as an important player in global sustainable development efforts has been reviewed by analysing the benefits of ship recycling. A brief synopsis on the state of art of ship recycling in major international ship recycling centres has also been incorporated in the backdrop knowledgebase generation on ship recycling processes.Publications available in this field have been reviewed and classified into five subject categories viz., Infrastructure for recycling yards and methods of dismantling, Rules regarding ship recycling activities, Environmental and safety aspects of ship recycling, Role of naval architects and ship classification societies, Application of information technology and Demand forecasting. The inference from the literature survey have been summarised and recorded. Noticeable observations in the inference include need of creation of a comprehensive knowledgebase on ship recycling and its effective implementation in the industry and the insignificant involvement of naval architects and shipbuilding engineers in ship recycling industry. These two important inferences and the message conveyed by them have been addressed with due importance in the subsequent part of the present study.As a part of the study the importance of demand forecasting in ship recycling has been introduced and presented. A sample input for ship recycling data for implementation of computer based methods of demand forecasting has been presented in this section of the thesis.The interdisciplinary nature of engineering processes involved in ship recycling has been identified as one of the important features of this industry. The present study has identified more than a dozen major stake holders in ship recycling having their own interests and roles. It has also been observed that most of the ship recycling activities is carried out in South East Asian countries where the beach based ship recycling is done in yards without proper infrastructure support. A model of beach based ship recycling has been developed and the roles, responsibilities and the mutual interactions of the elements of the system have been documented as a part of the study Subsequently the need of a generation of a wide knowledgebase on ship recycling activities as pointed out by the literature survey has been addressed. The information base and source of expertise required to build a broad knowledgebase on ship recycling operations have been identified and tabulated. Eleven important ship recycling processes have been identified and a brief sketch of steps involved in these processes have been examined and addressed in detail. Based on these findings, a detailed sequential disassembly process plan of ship recycling has been prepared and charted. After having established the need of best practices in ship recycling initially, the present study here identifies development of a user friendly expert system for ship recycling process as one of the constituents of the proposed best practises. A user friendly expert system has been developed for beach based ship recycling processes and is named as Ship Recycling Recommender (SRR). Two important functions of SRR, first one for the ‘Administrators’, the stake holders at the helm of the ship recycling affairs and second one for the ‘Users’, the stake holders who execute the actual dismantling have been presented by highlighting the steps involved in the execution of the software. The important output generated, ie.,. recommended practices for ship dismantling processes and safe handling information on materials present onboard have been presented with the help of ship recycling reports generated by the expert system. A brief account of necessity of having a ship recycling work content estimation as part of the best practices has been presented in the study. This is supported by a detailed work estimation schedule for the same as one of the appendices.As mentioned earlier, a definite lack of involvement of naval architect has been observed in development of methodologies for improving the status of ship recycling industry. Present study has put forward a holistic approach to review the status of ship recycling not simply as end of life activity of all ‘time expired’ vessels, but as a focal point of integrating all life cycle activities. A new engineering design philosophy targeting sustainable development of marine industrial domain, named design for ship recycling has been identified, formulated and presented. A new model of ship life cycle has been proposed by adding few stages to the traditional life cycle after analysing their critical role in accomplishing clean and safe end of life and partial dismantling of ships. Two applications of design for ship recycling viz, recyclability of ships and her products and allotment of Green Safety Index for ships have been presented as a part of implementation of the philosophy in actual practice.