Impactos do projecto solvência II nos sistemas de governance das seguradoras portuguesas

Mestrado em Contabilidade e Gestão das Instituições Financeiras

Análise do Risco de subscrição no âmbito do projecto solvência II

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Matemática e Aplicações – Actuariado, Estatística e Investigação Operacional

Projecto solvência II - Modelação do risco de subscrição numa companhia de seguros não vida

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Matemática e Aplicações - Actuariado, Estatística e Investigação Operacional

Análise de pressupostos para definição de um modelo interno no âmbito da solvência II

Dissertação para obtenção do Grau de Mestre em Matemática e Aplicações

An analysis of Directive IORP II

Mestrado em Ciências Actuariais

Risco Operacional nas seguradoras – Estudo do caso Generali

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

O impacto nos requisitos de capital de uma seguradora através da implementação de uma nova politica de resseguro

Neste projeto pretende-se explicar qual a importância que uma política de resseguro, adotada por uma empresa de seguros, no contexto do Solvência II. O desenvolvimento dessa política pretenderá ajudar a Seguradora a escolher os parâmetros contratuais de resseguro mais favoráveis à empresa, assim como definir quantos e por quais Resseguradores deverá optar nos tratados de resseguro, procurando criar uma nova política de resseguro que tenha um impato diminuto nos riscos de subscrição e de contraparte, ao mesmo tempo que garanta um retorno adequado para Companhia. A escolha das melhores soluções de resseguro serão efetuadas tendo em conta o menor custo na sua contratação e a otimização nos requisitos de capital face à necessidade de subscrição de novos negócios. Será neste ponto que se irá abordar o efeito que o risco de subscrição terá nos requisitos de capital através da criação de cenários, que terão por base a alteração de vários parâmetros. Esta análise mais específica será efetuada pela primeira vez nesta Seguradora. Os cenários criados terão em vista vários aspetos para a Seguradora, desde a otimização do custo de resseguro ao crescimento da sua carteira face ao seu apetite ao risco, através da alteração nos seus tratados de resseguro, mais especificamente nos seus parâmetros. Estas novas alterações pretendem ter impato mais favorável na sua margem de solvência face às anteriores políticas de resseguro implementadas. Em suma, pretende-se desenvolver uma nova política de resseguro que ajude a Seguradora a otimizar os seus riscos de subscrição e de contraparte, tendo em conta as análises e conclusões identificadas por cada cenário e determinar qual será o efeito nos requisitos de capital no âmbito do Solvência II.

Modelação de taxas de resgate em seguros de vida

Mestrado em Ciências Actuariais

Mucopolysaccharidosis Type Ii: Identification Of 30 Novel Mutations Among Latin American Patients.

In this study, 103 unrelated South-American patients with mucopolysaccharidosis type II (MPS II) were investigated aiming at the identification of iduronate-2-sulfatase (IDS) disease causing mutations and the possibility of some insights on the genotype-phenotype correlation The strategy used for genotyping involved the identification of the previously reported inversion/disruption of the IDS gene by PCR and screening for other mutations by PCR/SSCP. The exons with altered mobility on SSCP were sequenced, as well as all the exons of patients with no SSCP alteration. By using this strategy, we were able to find the pathogenic mutation in all patients. Alterations such as inversion/disruption and partial/total deletions of the IDS gene were found in 20/103 (19%) patients. Small insertions/deletions/indels (<22 bp) and point mutations were identified in 83/103 (88%) patients, including 30 novel mutations; except for a higher frequency of small duplications in relation to small deletions, the frequencies of major and minor alterations found in our sample are in accordance with those described in the literature.

Reduced Plasma Angiotensin Ii Levels Are Reversed By Hydroxyurea Treatment In Mice With Sickle Cell Disease.

Sickle cell disease (SCD) pathogenesis leads to recurrent vaso-occlusive and hemolytic processes, causing numerous clinical complications including renal damage. As vasoconstrictive mechanisms may be enhanced in SCD, due to endothelial dysfunction and vasoactive protein production, we aimed to determine whether the expression of proteins of the renin-angiotensin system (RAS) may be altered in an animal model of SCD. Plasma angiotensin II (Ang II) was measured in C57BL/6 (WT) mice and mice with SCD by ELISA, while quantitative PCR was used to compare the expressions of the genes encoding the angiotensin-II-receptors 1 and 2 (AT1R and AT2R) and the angiotensin-converting enzymes (ACE1 and ACE2) in the kidneys, hearts, livers and brains of mice. The effects of hydroxyurea (HU; 50-75mg/kg/day, 4weeks) treatment on these parameters were also determined. Plasma Ang II was significantly diminished in SCD mice, compared with WT mice, in association with decreased AT1R and ACE1 expressions in SCD mice kidneys. Treatment of SCD mice with HU reduced leukocyte and platelet counts and increased plasma Ang II to levels similar to those of WT mice. HU also increased AT1R and ACE2 gene expression in the kidney and heart. Results indicate an imbalanced RAS in an SCD mouse model; HU therapy may be able to restore some RAS parameters in these mice. Further investigations regarding Ang II production and the RAS in human SCD may be warranted, as such changes may reflect or contribute to renal damage and alterations in blood pressure.

Phtx-ii A Basic Myotoxic Phospholipase A2 From Porthidium Hyoprora Snake Venom, Pharmacological Characterization And Amino Acid Sequence By Mass Spectrometry.

A monomeric basic PLA2 (PhTX-II) of 14149.08 Da molecular weight was purified to homogeneity from Porthidium hyoprora venom. Amino acid sequence by in tandem mass spectrometry revealed that PhTX-II belongs to Asp49 PLA2 enzyme class and displays conserved domains as the catalytic network, Ca2+-binding loop and the hydrophobic channel of access to the catalytic site, reflected in the high catalytic activity displayed by the enzyme. Moreover, PhTX-II PLA2 showed an allosteric behavior and its enzymatic activity was dependent on Ca2+. Examination of PhTX-II PLA2 by CD spectroscopy indicated a high content of alpha-helical structures, similar to the known structure of secreted phospholipase IIA group suggesting a similar folding. PhTX-II PLA2 causes neuromuscular blockade in avian neuromuscular preparations with a significant direct action on skeletal muscle function, as well as, induced local edema and myotoxicity, in mice. The treatment of PhTX-II by BPB resulted in complete loss of their catalytic activity that was accompanied by loss of their edematogenic effect. On the other hand, enzymatic activity of PhTX-II contributes to this neuromuscular blockade and local myotoxicity is dependent not only on enzymatic activity. These results show that PhTX-II is a myotoxic Asp49 PLA2 that contributes with toxic actions caused by P. hyoprora venom.

[impact Of The Activation Of Intention To Perform Physical Activity In Type Ii Diabetics: A Randomized Clinical Trial].

Type II diabetes mellitus is a highly prevalent disease among the adult Brazilian population, and one that can be controlled by interventions such as physical activity, among others. The aim of this randomized controlled study was to evaluate the impact of a traditional motivational strategy, associated with the activation of intention theory, on adherence to physical activity in patients with type II, diabetes mellitus who are part of the Unified Health System (SUS). Participants were divided into a control group (CG) and an intervention group (IG). In both groups, the traditional motivational strategy was applied, but the activation of intention strategy was only applied to the IG Group. After a two-month follow-up, statistically significant differences were verified between the groups, related to the practice of walking (p = 0.0050), number of days per week (p = 0.0076), minutes per day (p = 0.0050) and minutes walking per week (p = 0.0015). At the end of the intervention, statistically significant differences in abdominal circumference (p = 0.0048) between the groups were observed. The conclusion drawn is that the activation of intention strategy had greater impact on adherence to physical activity and reduction in abdominal circumference in type II diabetics, than traditional motivational strategy.

Comparação da eficiência do processo de ozonização e ozonização catalítica (Mn II e Cu II) na degradação de fenol

This paper discusses the results obtained with homogeneous catalytic ozonation [Mn (II) and Cu (II)] in phenol degradation. The reduction of total phenols and total organic carbon (TOC) and the ozone consumption were evaluated. The efficiency in phenol degradation (total phenol removal) at pH 3, with the catalytic process (Mn (II)), increased from 37% to 55% while the TOC removal increased from 4 to 63% in a seven-minute treatment. The ozonation process efficiency at pH 10 was 43% and 39% for phenol and TOC removal, respectively. The presence of both metallic ions (Mn2+ and Cu+2) in the ozonation process resulted in a positive effect.

Experimentação em química de compostos organometálicos: preparação do cloreto de dicarbonilciclopentadienilferro(II)

In this work, we describe a new method for obtaining [Fe(CO)2[(eta5-C5H5)Cl] employing simple techniques and low-cost reagents. It is worth mentioning that this method is faster than others reported in the literature. It was applied in laboratory classes for undergraduate students, exploring different concepts in organometallic chemistry and discussing the steps involved in the synthetic route.

Síntese de complexo ferro(II)-nitrogênio: abordagem dos conceitos de reatividade e retro-doação para alunos de graduação em química

There has been a considerable interest in coordination complexes of molecular nitrogen (N2), partly due to a possible relationship between such complexes and the nitrogen activation process in nature. The present paper describes the synthesis and infrared spectroscopic characterization of an iron-nitrogen derivative with ethylenediamine-N,N,N',N'-tetraacetate (edta) as an experiment for an undergraduate course. The topics covered here include synthesis, reactivity and spectroscopy.