The Double Pareto-Lognormal Distribution and its applications in actuarial science and finance

Le but de ce mémoire de maîtrise est de décrire les propriétés de la loi double Pareto-lognormale, de montrer comment on peut introduire des variables explicatives dans le modèle et de présenter son large potentiel d'applications dans le domaine de la science actuarielle et de la finance. Tout d'abord, nous donnons la définition de la loi double Pareto-lognormale et présentons certaines de ses propriétés basées sur les travaux de Reed et Jorgensen (2004). Les paramètres peuvent être estimés en utilisant la méthode des moments ou le maximum de vraisemblance. Ensuite, nous ajoutons une variable explicative à notre modèle. La procédure d'estimation des paramètres de ce mo-\\dèle est également discutée. Troisièmement, des applications numériques de notre modèle sont illustrées et quelques tests statistiques utiles sont effectués.

Recherche d'éléments répétés par analyse des distributions de fréquences d'oligonucléotides

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

On the Statistical Distribution of Object-Oriented System Properties

The statistical distributions of different software properties have been thoroughly studied in the past, including software size, complexity and the number of defects. In the case of object-oriented systems, these distributions have been found to obey a power law, a common statistical distribution also found in many other fields. However, we have found that for some statistical properties, the behavior does not entirely follow a power law, but a mixture between a lognormal and a power law distribution. Our study is based on the Qualitas Corpus, a large compendium of diverse Java-based software projects. We have measured the Chidamber and Kemerer metrics suite for every file of every Java project in the corpus. Our results show that the range of high values for the different metrics follows a power law distribution, whereas the rest of the range follows a lognormal distribution. This is a pattern typical of so-called double Pareto distributions, also found in empirical studies for other software properties.

Psychiatrie sous double contrainte, enjeux de la planification en santé mentale [Psychiatry under double bind, issue of the planification in mental health]

Given the important modifications of the "Loi sur l'Assurance maladie (LAMal)", this article gives a contribution to the hospital planification by identifying the main factors that have determined the current organisation of the psychiatric care network. We notice a gap between the orientations of these networks and the funding scheme forecast in the framework of the LAMal. In order to preserve the progressions of these last years and to avoid the negative effects of a too restrictive funding act for the assignment of the public psychiatry, the planification must result in a consensus between the state, the insurances and the multiple actors of the mental health. Otherwise, this will be done to the detriment of the activities of secondary prevention, of coordination in the network, of support to the natural helpers, and of intervention to the vulnerable populations.

La danse des fantômes à la cour Suprême du Canada: les droits autochtones pendant le premier quart de siècle de l'article 35 de la loi constitutionnelle, 1982

Titre de la page de titre additionnel: Ghost dancing at the Supreme Court of Canada : indigenous rights during the First quarter century of s.35.of Canada's Constitution Act, 1982.

L’indignation citoyenne contre la loi hypothécaire en Espagne : complémentarités entre éthiques de la justice et de la sollicitude

Consumers are legitimate stakeholders but are unevenly active and powerful in the dynamics that can lead companies to a more socially responsible behaviour. This article proposes to test the relevance, across the struggles of consumers, of the well-known opposition in business ethics between ethics of justice and ethics of care. Relying on a semi-participant direct and webnographic observation of a wide citizen movement that arose in Spain, questioning banks and mortgage regulation, after the explosion of the housing bubble in 2008, this article strives to highlight the permanent dual approach to ethics at all levels of the movement, from spokespersons to supporters, in speech and in actions. One approach is more focused on laws and principles, whereas the other is more focused on direct support to people affected by foreclosures. This article demonstrates the continuities between these two registers of justice and care and their functional complementarities in the dynamics of mobilization. A discussion will then follow on the substance of the opposition between the ethics of justice and the ethics of care as well as on the possible representativeness of this case: behind the singularities of the mortgage issue or of Spanish political culture, one cannot but observe the challenging mobilizing process that comprises a human rightist activism combined with a feminist approach to social issues.

Double-objective economic statistical design of the VP T-2 control chart: Wald's identity approach

Research has shown that applying the T-2 control chart by using a variable parameters (VP) scheme yields rapid detection of out-of-control states. In this paper, the problem of economic statistical design of the VP T-2 control chart is considered as a double-objective minimization problem with the statistical objective being the adjusted average time to signal and the economic objective being expected cost per hour. We then find the Pareto-optimal designs in which the two objectives are met simultaneously by using a multi-objective genetic algorithm. Through an illustrative example, we show that relatively large benefits can be achieved by applying the VP scheme when compared with usual schemes, and in addition, the multi-objective approach provides the user with designs that are flexible and adaptive.

Le processus d’élaboration des politiques publiques comme espace d’autodétermination : les cas de l’Accord de Kelowna et de la Loi sur le contrôle par les Premières Nations de leur système d’éducation

L’objectif du présent mémoire est double. D’une part, il cherche à identifier les facteurs qui permettent au gouvernement canadien et aux peuples autochtones de s’entendre sur des politiques publiques, malgré la persistance d’une logique coloniale. Nous verrons que l’atteinte d’une entente est conditionnelle à la légitimité du processus d’élaboration de la politique publique d’un point de vue autochtone. D’autre part, ce travail invite à penser le processus d’élaboration des politiques publiques comme espace potentiel d’autodétermination. Étant donné la malléabilité des règles qui encadrent l’élaboration des politiques publiques en contexte canadien, le gouvernement – s’il en a la volonté - peut modeler le processus d’élaboration de façon à le rendre plus égalitaire et donc plus légitime d’un point de vue autochtone. Il sera démontré que, dans une optique de changements progressifs, un tel processus d’élaboration peut permettre aux peuples autochtones de regagner une certaine autonomie décisionnelle et ainsi atténuer les rapports de pouvoir inégalitaires. Notre cadre théorique a été construit à l’aide de différents courants analytiques, issus notamment des littératures sur le colonialisme, sur les politiques publiques et sur la légitimité. La comparaison de deux études de cas, soit les processus d’élaboration de l’Accord de Kelowna et du projet de loi C-33, Loi sur le contrôle par les Premières Nations de leur système d’éducation, permettra d’illustrer nos arguments et d’en démontrer l’applicabilité pratique. En somme, nous verrons comment la première étude de cas permet de concevoir l’élaboration des politiques publiques comme espace potentiel d’autodétermination, et comment la deuxième, au contraire, démontre que cette sphère peut encore en être une d’oppression.

Le processus d’élaboration des politiques publiques comme espace d’autodétermination : les cas de l’Accord de Kelowna et de la Loi sur le contrôle par les Premières Nations de leur système d’éducation

L’objectif du présent mémoire est double. D’une part, il cherche à identifier les facteurs qui permettent au gouvernement canadien et aux peuples autochtones de s’entendre sur des politiques publiques, malgré la persistance d’une logique coloniale. Nous verrons que l’atteinte d’une entente est conditionnelle à la légitimité du processus d’élaboration de la politique publique d’un point de vue autochtone. D’autre part, ce travail invite à penser le processus d’élaboration des politiques publiques comme espace potentiel d’autodétermination. Étant donné la malléabilité des règles qui encadrent l’élaboration des politiques publiques en contexte canadien, le gouvernement – s’il en a la volonté - peut modeler le processus d’élaboration de façon à le rendre plus égalitaire et donc plus légitime d’un point de vue autochtone. Il sera démontré que, dans une optique de changements progressifs, un tel processus d’élaboration peut permettre aux peuples autochtones de regagner une certaine autonomie décisionnelle et ainsi atténuer les rapports de pouvoir inégalitaires. Notre cadre théorique a été construit à l’aide de différents courants analytiques, issus notamment des littératures sur le colonialisme, sur les politiques publiques et sur la légitimité. La comparaison de deux études de cas, soit les processus d’élaboration de l’Accord de Kelowna et du projet de loi C-33, Loi sur le contrôle par les Premières Nations de leur système d’éducation, permettra d’illustrer nos arguments et d’en démontrer l’applicabilité pratique. En somme, nous verrons comment la première étude de cas permet de concevoir l’élaboration des politiques publiques comme espace potentiel d’autodétermination, et comment la deuxième, au contraire, démontre que cette sphère peut encore en être une d’oppression.

Two-dimensional Ultrasound And Ultrasound Elastography Imaging Of Trigger Points In Women With Myofascial Pain Syndrome Treated By Acupuncture And Electroacupuncture: A Double-blinded Randomized Controlled Pilot Study.

Chronic pain has been often associated with myofascial pain syndrome (MPS), which is determined by myofascial trigger points (MTrP). New features have been tested for MTrP diagnosis. The aim of this study was to evaluate two-dimensional ultrasonography (2D US) and ultrasound elastography (UE) images and elastograms of upper trapezius MTrP during electroacupuncture (EA) and acupuncture (AC) treatment. 24 women participated, aged between 20 and 40 years (M ± SD = 27.33 ± 5.05) with a body mass index ranging from 18.03 to 27.59 kg/m2 (22.59 ± 3.11), a regular menstrual cycle, at least one active MTrP at both right (RTPz) and left trapezius (LTPz) and local or referred pain for up to six months. Subjects were randomized into EA and AC treatment groups and the control sham AC (SHAM) group. Intensity of pain was assessed by visual analogue scale; MTrP mean area and strain ratio (SR) by 2D US and UE. A significant decrease of intensity in general, RTPz, and LTPz pain was observed in the EA group (p = 0.027; p < 0.001; p = 0.005, respectively) and in general pain in the AC group (p < 0.001). Decreased MTrP area in RTPz and LTPz were observed in AC (p < 0.001) and EA groups (RTPz, p = 0.003; LTPz, p = 0.005). Post-treatment SR in RTPz and LTPz was lower than pre-treatment in both treatment groups. 2D US and UE effectively characterized MTrP and surrounding tissue, pointing to the possibility of objective confirmation of subjective EA and AC treatment effects.

Pain Intensity And Cervical Range Of Motion In Women With Myofascial Pain Treated With Acupuncture And Electroacupuncture: A Double-blinded, Randomized Clinical Trial.

Acupuncture stimulates points on the body, influencing the perception of myofascial pain or altering physiologic functions. The aim was to evaluate the effect of electroacupuncture (EAC) and acupuncture (AC) for myofascial pain of the upper trapezius and cervical range of motion, using SHAM acupuncture as control. Sixty women presenting at least one trigger point at the upper trapezius and local or referred pain for more than six months were randomized into EAC, AC, and SHAM groups. Eight sessions were scheduled and a follow-up was conducted after 28 days. The Visual Analog Scale assessed the intensity of local and general pain. A fleximeter assessed cervical movements. Data were analyzed using paired t or Wilcoxon's tests, ANOVA or Friedman or Kruskal-Wallis tests and Pearson's correlation (α=0.05). There was reduction in general pain in the EAC and AC groups after eight sessions (P<0.001). A significant decrease in pain intensity occurred for the right trapezius in all groups and for the left trapezius in the EAC and AC groups. Intergroup comparisons showed improvement in general pain in the EAC and AC groups and in local pain intensity in the EAC group (P<0.05), which showed an increase in left rotation (P=0.049). The AC group showed increases in inclination (P=0.005) sustained until follow-up and rotation to the right (P=0.032). EAC and AC were effective in reducing the pain intensity compared with SHAM. EAC was better than AC for local pain relief. These treatments can assist in increasing cervical range of motion, albeit subtly.

Short-Term effect of COX-2 selective inhibitor as an adjunct for the treatment of periodontal disease: a clinical double-blind study in humans

Adjunctive therapeutic strategies that modulate the inflammatory mediators can play a significant role in periodontal therapy. In this double-blind, placebo-controlled study, 60 subjects diagnosed as periodontitis patients were evaluated for 28 days after periodontal treatment combined with selective cyclooxygenase-2 (COX-2) inhibitor. The experimental group received scaling and root planning (SRP) combined with the Loxoprofen antiinflammatory drug (SRP+Loxoprofen). The control group received SRP combined with placebo (SRP+placebo). Plaque index (PI), probing pocket depth (PD) and bleeding on probing (BOP) were monitored with an electronic probe at baseline and after 14 and 28 days. Both groups displayed clinical improvement in PD, PI and BOP. They also showed statistically similar values (p>0.05) of PD reduction on day 14 (0.4 mm) and on day 28 (0.6 mm). At the baseline, few deeper sites (>7 mm) from SRP+Loxoprofen group were responsible and most PD reduction was observed after 14 days (p<0.05). The percentage of remaining deep pockets (>7 mm) after 14 days in the SRP+Loxoprofen group was significantly lower (p<0.05) than in the SRP+placebo group. Loxoprofen presents potential effect as an adjunct of periodontal disease treatment, but long-term clinical trials are necessary to confirm its efficacy.

Double-blind, crossover, placebo-controlled clinical trial with clobetasol propionate in desquamative gingivitis

The aim of this study was to evaluate the efficacy of a 0.05% clobetasol propionate ointment administered in trays to 22 patients with desquamative gingivitis in a double-blind, crossover, placebo-controlled trial. Patients received container number 1 and were instructed to apply the ointment 3 times a day for 2 weeks, and to reduce the application to once a day in the third week. Next, the patients were then instructed to discontinue the treatment for 2 weeks, and were then given container 2, used in the same way and for the same length of time as container 1. Regarding signs, 17 patients presented some improvement, while 5 experienced worsening with clobetasol propionate. With the placebo, 14 patients presented some improvement, and 8 patients presented worsening. For symptoms, there was complete improvement in 2 patients, partial improvement in 12, no response in 7, and worsening in 1 with clobetasol propionate. With the placebo, there was partial improvement in 8 patients, no response in 12 and worsening in 2. No statistically significant difference was found between clobetasol and placebo (p>0.05). Within the period designed to treat the gingival lesions of the patients, clobetasol propionate did not significantly outperform the placebo.

Estimativa da probabilidade do evento extremo de precipitação de janeiro de 2000 no Vale do Paraíba, baseada na distribuição generalizada de pareto

Um evento extremo de precipitação ocorreu na primeira semana do ano 2000, de 1º a 5 de janeiro, no Vale do Paraíba, parte leste do Estado de São Paulo, Brasil, causando enorme impacto socioeconômico, com mortes e destruição. Este trabalho estudou este evento em 10 estações meteorológicas selecionadas que foram consideradas como aquelas tendo dados mais homogêneos do Que outras estações na região. O modelo de distribuição generalizada de Pareto (DGP) para valores extremos de precipitação de 5 dias foi desenvolvido, individualmente para cada uma dessas estações. Na modelagem da DGP, foi adotada abordagem não-estacionaria considerando o ciclo anual e tendência de longo prazo como co-variaveis. Uma conclusão desta investigação é que as quantidades de precipitação acumulada durante os 5 dias do evento estudado podem ser classificadas como extremamente raras para a região, com probabilidade de ocorrência menor do que 1% para maioria das estações, e menor do que 0,1% em três estações.

Mechanistic aspects of the isomerization of Z-vinylic tellurides double bonds in the synthesis of potassium Z-vinyltrifluoroborate salts

Through direct transmetalation reaction of Z-vinylic tellurides with nBuLi was observed the unexpected isomerization of double bonds leading to potassium E-vinyltrifluoroborates salts in low to moderate yields. Using EPR spin trapping experiments the radical species that promoted the stereoinversion of Z-vinylic organometallic species during the preparation of potassium vinyltrifluoroborate salts was identified. The experiments support the proposed mechanism, which is based on the homolytic cleavage of the TenBu bond.