Dissertations / Theses on the topic 'Continuous risk management'

A Security Risk Management Process is an important part for any approach to software security. To be effective, this process should address some issues, like the analysis of different risks and related safeguards, continuous collaboration among involved professionals, and a robust access control mechanism due to the sensitivity of the involved information. In this research, it was developed a solution for security risk management based on an open-source CMS (Content Management System). This tool attends requirements for a secure, continuous and collaborative risk management, due to the importance and the lack of mature solutions in those aspects.

Cette thèse traite de problèmes de dépendance entre processus stochastiques en temps continu. Ces résultats sont appliqués à la modélisation et à la gestion des risques des marchés de l'électricité.Dans une première partie, de nouvelles copules sont établies pour modéliser la dépendance entre deux mouvements Browniens et contrôler la distribution de leur différence. On montre que la classe des copules admissibles pour les Browniens contient des copules asymétriques. Avec ces copules, la fonction de survie de la différence des deux Browniens est plus élevée dans sa partie positive qu'avec une dépendance gaussienne. Les résultats sont appliqués à la modélisation jointe des prix de l'électricité et d'autres commodités énergétiques. Dans une seconde partie, nous considérons un processus stochastique observé de manière discrète et défini par la somme d'une semi-martingale continue et d'un processus de Poisson composé avec retour à la moyenne. Une procédure d'estimation pour le paramètre de retour à la moyenne est proposée lorsque celui-ci est élevé dans un cadre de statistique haute fréquence en horizon fini. Ces résultats sont utilisés pour la modélisation des pics dans les prix de l'électricité.Dans une troisième partie, on considère un processus de Poisson doublement stochastique dont l'intensité stochastique est une fonction d'une semi-martingale continue. Pour estimer cette fonction, un estimateur à polynômes locaux est utilisé et une méthode de sélection de la fenêtre est proposée menant à une inégalité oracle. Un test est proposé pour déterminer si la fonction d'intensité appartient à une certaine famille paramétrique. Grâce à ces résultats, on modélise la dépendance entre l'intensité des pics de prix de l'électricité et de facteurs exogènes tels que la production éolienne
In this thesis, we study some dependence modeling problems between continuous time stochastic processes. These results are applied to the modeling and risk management of electricity markets. In a first part, we propose new copulae to model the dependence between two Brownian motions and to control the distribution of their difference. We show that the class of admissible copulae for the Brownian motions contains asymmetric copulae. These copulae allow for the survival function of the difference between two Brownian motions to have higher value in the right tail than in the Gaussian copula case. Results are applied to the joint modeling of electricity and other energy commodity prices. In a second part, we consider a stochastic process which is a sum of a continuous semimartingale and a mean reverting compound Poisson process and which is discretely observed. An estimation procedure is proposed for the mean reversion parameter of the Poisson process in a high frequency framework with finite time horizon, assuming this parameter is large. Results are applied to the modeling of the spikes in electricity prices time series. In a third part, we consider a doubly stochastic Poisson process with stochastic intensity function of a continuous semimartingale. A local polynomial estimator is considered in order to infer the intensity function and a method is given to select the optimal bandwidth. An oracle inequality is derived. Furthermore, a test is proposed in order to determine if the intensity function belongs to some parametrical family. Using these results, we model the dependence between the intensity of electricity spikes and exogenous factors such as the wind production

Since the introduction of a statutory‐backed continuous disclosure regime (CDR) in 1994, regulatory reforms have significantly increased litigation risk in Australia for failure to disclose material information or for false and misleading disclosure. However, there is almost no empirical research on the impact of the reforms on corporate disclosure behaviour. Motivated by the absence of research and using management earnings forecasts (MEFs) as a disclosure proxy, this study examines (1) why managers issue earnings forecasts, (2) what firm‐specific factors influence MEF characteristics, and (3) how MEF behaviour changes as litigation risk increases. Based on theories in information economics, a theoretical framework for MEF behaviour is formulated which includes antecedent influencing factors related to firms‟ internal and external environments. Applying this framework, hypotheses are developed and tested using multivariate models and a large sample of hand-collected MEFs (7,213) issued by top 500 ASX-listed companies over the 1994 to 2008 period. The results reveal strong support for the hypotheses. First, MEFs are issued to reduce information asymmetry, litigation risk and signal superior performance. Second, firms with better financial performance, smaller earnings changes, and lower operating uncertainty provide better quality MEFs. Third, forecast frequency and quality (accuracy, timeliness and precision) noticeably improve as litigation risk increases. However, managers appear to be still reluctant to disclose earnings forecasts when there are large earnings changes, and an asymmetric treatment of news type continues to prevail (a good news bias). Thus, the findings generally provide support for the effectiveness of the CDR regulatory reforms in improving disclosure behaviour and will be valuable to market participants and corporate regulators in understanding the implications of management forecasting decisions and areas for further improvement.

Thesis (MEng)--Stellenbosch University, 2014.
ENGLISH ABSTRACT: Statistics from mining accidents expose that the potential for injury or death to employees from occupational accidents is relatively high. This study attempts to contribute to the on-going efforts to improve occupational safety in the mining industry by creating a model capable of predicting the continuous risk of occupational accidents occurring. Model inputs include the time of day, time into shift, temperatures, humidity, rainfall and production rate. The approach includes using an Artificial Neural Network (ANN) to identify patterns between the input attributes and to predict the continuous risk of accidents occurring. As a predecessor to the development of the model, a comprehensive literature study was conducted. The objectives of the study were to understand occupational safety, explore various forecasting techniques and identify contributing factors that influence the occurrence of accidents and in so doing recognise any gaps in the current knowledge. Another objective was to quantify the contributing factors identified, as well as detect the sensitivity amongst these factors and in so doing deliver a groundwork for the present model. After the literature was studied, the model design and construction was performed as well as the model training and validation. The training and validation took the form of a case study with data from a platinum mine near Rustenburg in South Africa. The data was split into three sections, namely, underground, engineering and other. Then the model was trained and validated separately for the three sections on a yearly basis. This resulted in meaningful correlation between the predicted continuous risk and actual accidents as well as the majority of the actual accidents only occurring while the continuous risk was estimated to be above 80%. However, the underground section has so many accidents, that the risk is permanently very high. Yet, the engineering and other sections produced results useful for managerial decisions.
AFRIKAANSE OPSOMMING: Mynbou ongeluk statistieke dui aan dat die potensiaal vir besering of dood as gevolg van beroepsongelukke relatief hoog is. Die studie poog om by te dra tot die voortdurende verbetering van beroepsveiligheid in die mynbedryf deur middel van ’n model wat die risiko van beroepsongelukke voorspel. Die model vereis die tyd, tyd verstreke in die skof, temperatuur, humiditeit, reënval en produksie tydens die ongeluk as inset. Die benadering tot hierdie model maak gebruik van ’n Kunsmatige Neurale Netwerk (KNN) om patrone tussen die insette te erken en om die risiko van ’n voorval te beraam. As ’n voorloper tot die model ontwikkeling, is ’n omvattende literatuurstudie onderneem. Die doelwitte van die literatuur studie was om beroepsveiligheid beter te verstaan, verskeie voorspellings tegnieke te ondersoek en kennis van bydraende faktore wat lei tot voorvalle te ondersoek. Nog ’n doelwit sluit die kwantifisering in van geidentifiseerde bydraende faktore, asook die opsporing van die sensitiwiteit tussen hierdie faktore en hierdeur ’n fondasie vir die voorgestelde model te skep. Na afloop van die literatuurstudie is die model ontwikkel, opgelei en gevalideer. Die opleiding en validasie is deur middel van ’n gevallestudie in ’n platinummyn naby Rustenburg in Suid Afrika gedoen. Die data is verdeel in drie afdelings, d.i. ondergronds, ingenieurswese en ander. Die model is vir elke afdeling apart opgelei en gevalideer op ’n jaarlikse basis. Hierdie het gelei tot ’n betekenisvolle korrelasie tussen die voorspelde risiko en die werklike ongelukke met die meerderheid van die werklike ongevalle wat voorgekom het terwyl die risiko 80% oorskry het. In die ondergrondse afdeling is so baie voorvalle waarneem dat die risiko permanent hoog is. Die ander afdelings het wel resultate verskaf wat sinvol gebruik kan word in bestuursbesluite.

Drinking water suppliers face challenges associated with changing populations, evolving economies, aging infrastructure, and shifting consumer demands. In small drinking water systems (SDWSs), these challenges are amplified by the pressure created from financial shortfalls and limited human resources. SDWSs are prone to higher rates of drinking water quality failure, are more vulnerable to spatiotemporal variability in water quality, and may be more susceptible to waterborne disease outbreaks than larger systems. Despite these challenges, SDWSs are overlooked in traditional academic and industrial studies, which often place a focus on larger, more complex drinking water supply systems (DWSSs) and the exploration, development, and implementation of new treatment technologies. Given the current state of SDWSs, the main objectives identified for this research were to incentivize continuous performance, improve data resolution and water quality assessment practices for decision-making, and propose an improved drinking water quality management approach for SDWSs. This was accomplished in four distinct steps. The first step was to review the current state of practice of quality management systems and drinking water management systems and approaches in different parts of the world and within Canada to identify management gaps and potential areas for improvement. The second step was to explore the concept of continuous performance improvement and incentivize implementation through functional performance benchmarking. The third step was to improve on current drinking water quality assessment and benchmarking practices by implementing risk through quantifying degrees of compliance/non-compliance and spatial (i.e. location in the distribution system) and temporal (i.e. seasonal) variability through fuzzy rule-based modeling. The fourth and final step was to propose an improved drinking water management framework that fits within the bounds of Canada’s current decentralized governance system. The results of this research have the potential to be used by drinking water utility managers, operators, and planners to improve drinking water quality management in SDWSs at the federal, provincial/territorial, and municipal levels and improve on the current drinking water quality assessment and decision-making processes in place.
Graduate Studies, College of (Okanagan)
Graduate

Thesis (M.S.)--Worcester Polytechnic Institute.
Keywords: continuous risk analysis; risk management; transportation infrastructure projects; cost overrun. Includes bibliographical references (p. 90-92).

This diploma thesis deals with the project proposal to install continuous monitoring on company’s travel and expense, which will be performed by internal audit department. It contains an analysis of the current state of the company, based on which the project is designed using project management methods.

Mestrado em Gestão de Projetos
A análise de riscos ocupacionais é um tema cada vez mais atual na sociedade, não só em Portugal como a nível mundial. Pretendeu-se implementar um projeto para melhorar o desempenho e a qualidade da organização em termos de avaliação de riscos ocupacionais, numa empresa de inspeção de veículos, conhecer como os inspetores de veículos percecionam o risco ocupacional, uma vez que não existe na empresa qualquer tipo de análise de riscos ocupacionais. Uma das fontes da recolha de dados do estudo de caso, foi a perceção da totalidade da população dos 16 inspetores de veículos existentes na empresa, aos quais foi aplicado um questionário, adaptado do modelo OIRA, que inclui 10 módulos de riscos ocupacionais. O módulo 7 - Riscos físicos, sub-módulo ruído, foi percecionado com valores de prioridade mais elevado, em sentido contrário o módulo 8 - Segurança em máquinas, foi percecionado com valores de prioridade mais baixos. Na avaliação global dos riscos, os que estão associados ao ruído apresentaram os valores de prioridade mais elevados. Para resolução dos problemas associados ao ruído, utilizou-se a ferramenta A3-1, para proposta de medição de níveis de ruído. Para medir os níveis de ruído utilizou-se novamente a ferramenta A3-2, obtendo-se os valores máximos de exposição dos inspetores aos níveis de ruido Lex, 8h = 78 dba e Lcpico= 121.1 dbc. Estes valores encontram-se abaixo dos valores mínimos legais, não existindo necessidade de ações corretivas, no entanto propõem-se ações preventivas numa perspetiva de melhoria continua.
The analysis of occupational risks is an increasingly current issue in society, not only in Portugal but also worldwide. It was intended to implement a project to improve the performance and quality of the organization in terms of occupational risk assessment, in a vehicle inspection company, to know how the vehicle inspectors perceive the occupational risk, since there is no type in the company Analysis of occupational risks. One of the sources of the data collection of the case study was the perception of the total population of the 16 vehicle inspectors in the company, to which a questionnaire was applied, adapted from the OIRA model, which includes 10 occupational risk modules. Module 7 - Physical hazards, sub-module noise, was perceived with higher priority values, in the opposite direction the module 8 - Safety in machines was perceived with lower priority values. In the overall risk assessment, those associated with noise had the highest priority values. To solve the problems associated with noise, the tool A3-1 was used for a proposal to measure noise levels. To measure the noise levels, the tool A3-2 was used again, obtaining the maximum values of exposure of the inspectors to the noise levels Lex, 8h = 78 dba and Lcpico = 121.1 dbc. These values are below legal minimums, and there is no need for corrective actions, however, preventive actions are proposed in a perspective of continuous improvement.
info:eu-repo/semantics/publishedVersion

Mestrado em Gestão e Estratégia Industrial
A cultura de segurança do doente constitui um enorme desafio nos cuidados de saúde, tornando-se uma prioridade estratégica para todas as organizações de saúde. Este trabalho pretende avaliar as práticas de gestão do risco clínico, em particular o nível da cultura de segurança do doente, em sete hospitais portugueses. Foi utilizado o questionário Hospital Survey on Patient Safety Culture, traduzido para português, que analisa doze dimensões da cultura de segurança do doente, numa perspectiva dos profissionais de saúde, permitindo identificar os pontos fortes e também oportunidades de melhoria nos serviços prestados pelos hospitais. Obtiveram-se 1 065 questionários preenchidos, provenientes de diferentes grupos profissionais incluindo médicos, enfermeiros, assistentes operacionais, assistentes técnicos, técnicos de diagnóstico e terapêutica, técnicos superiores e farmacêuticos. Em relação à avaliação das dimensões estudadas, as que obtiveram melhores resultados foram o "Trabalho em equipa" e o "Apoio à segurança do doente pela gestão", sendo a "Frequência da notificação de eventos", "Dotação de profissionais" e "Resposta não punitiva ao erro" as que apresentaram piores resultados e consideradas áreas prioritárias a melhorar. Percebemos também que a idade, ao contrário do grupo profissional dos respondentes, não influencia o número de eventos notificados nem a avaliação geral da segurança. O trabalho em equipa, liderança, comunicação, notificação de erros e o apoio da gestão de topo, são fundamentais para promover a melhoria da cultura de segurança do doente. A gestão do risco clínico e a gestão da qualidade devem ser vistos como meios para garantir o sucesso e sustentabilidade das organizações de saúde.
Patient safety culture is a major challenge in health care services, becoming a strategic priority for all health care organizations. The purpose of this study is to evaluate the practices of clinical risk management, in particular the level of patient safety culture, in seven portuguese hospitals. It was used the Hospital Survey on Patient Safety Culture, translated to portuguese, which analyzes twelve dimensions of patient safety culture, in a perspective of health professionals, allowing not only to identify the strengths as well as opportunities for improving the services provided by hospitals. For this study, were collected 1 065 completed surveys from different health professional groups including doctors, nurses, operational assistants, technical assistants, diagnostic and therapeutic technicians, senior technicians and pharmacists. Regarding the assessment of the dimensions studied, those who performed better were "Teamwork" and "Hospital management support for patient safety," and those who showed worse results, considered priority areas to improve, were "Frequency of event reporting", "Staffing" and "Nonpunitive response to error". It was noted that the age, unlike the professional group of respondents, does not influence the number of reported events nor the overall perceptions of safety. Teamwork, leadership, communication, error notification and hospital management support are essential to promote the improvement of a patient safety culture. Clinical risk management and quality management should be seen as means to ensure the success and sustainability of health care organizations.

Объект исследования – система менеджмента безопасности труда и охраны здоровья АО «ИРМ». Цель данной работы является актуализация документации интегрированной системы менеджмента в соответствие с требованиями международного стандарта ISO 45001:2018. Методология проведения исследования – в работе использованы такие методы, как: изучение СМИ и литературы, анализ данных от предприятия, сравнение. Полученные результаты и их новизна – в работе раскрыта актуальная на сегодняшний день тема перехода предприятия на стандарт ISO 45001:2018. Новая версия стандарта была опубликована не так давно и вопрос перехода на новый стандарт является насущным для многих предприятий. В дипломной работе произведен сравнительный анализ прошлой и настоящей версии стандартов ISO 45001 и OHSAS 18001, что позволяет оценить предприятию возможные изменения в системе менеджмента безопасности труда и охраны здоровья. Область применения – при сертификации или ресертификации на стандарт ISO 45001:2018. Значимость работы – теоретическое и практические вопросы, исследуемые в работе, являются значимыми, так как затрагивают актуальную тему перехода на ISO 45001:2018.
The object of study is the management system for labor safety and health protection of JSC INM. The purpose of this work is to update the documentation of the integrated management system in accordance with the requirements of the international standard ISO 45001:2018. The methodology of the study – the methods used are: the study of the media and literature, analysis of data from the enterprise, comparison. The results obtained and their novelty – the topic of the enterprise’s transition to the ISO 45001: 2018 standard is disclosed in the current work. A new version of the standard was published not so long ago and the issue of transition to a new standard is urgent for many enterprises. In the thesis, a comparative analysis of the past and present versions of the ISO 45001 and OHSAS 18001 standards is made, which allows the company to evaluate possible changes in the system of labor safety management and health protection. Scope – in the certification or recertification to the standard ISO 45001: 2018. Significance of the work – theoretical and practical issues studied in the work are significant, as they touch on the current topic of the transition to ISO 45001: 2018.

Wong, Tat Wing.
Thesis Ph.D. Chinese University of Hong Kong 2014.
Includes bibliographical references (leaves 100-106).
Abstracts also in Chinese.
Title from PDF title page (viewed on 14, November, 2016).

Jin Hanqing.
"July 2004."
Thesis (Ph.D.)--Chinese University of Hong Kong, 2004.
Includes bibliographical references (p. 133-139).
Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Electronic reproduction. Ann Arbor, MI : ProQuest dissertations and theses, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Mode of access: World Wide Web.
Abstracts in English and Chinese.

碩士
華梵大學
資訊管理學系碩士班
107
This study first explores the definition of the public sector online bidding system and organizes the key activities of the defense process. The recipients collate the document on the environmental structure of the public sector online bidding system, the security threats and customer service records faced by the information system. Relevant personnel and discussion and collation related documents designed an operational impact analysis questionnaire to make an online bid operation impact analysis table. Based on the eight resources of BCM, the risk identification method is used to identify the insurance. After the bidding process is used to collect the factors affecting the key activities and identify the risks, the risk factor questionnaire is designed with reference to the 8 resource-related documents of BCM. The number of risk factors affecting the online bidding system is compiled. Finally, the identified risk factors and related literature reconciliation results are used to extract 25 rules from the factor assessment questionnaire as a set of continuous evaluation forms for the public sector online bidding system operation. The five facets of the table are "external environment", "man-made operation", "infrastructure abnormality", "software anomaly", and "important event impact".Finally, using expert interviews and questionnaires, AHP level analysis is carried out to complete the risk assessment model.Three strategies are formulated with the criteria and the third level of the risk level. The three strategies developed by the third level of risk are implemented in sequence, and the risk value and expected value cannot be presented due to time constraints. Difference, this study firstly incorporates the results of Chapter 4 research, the third-level risk items in the accident risk scale into the management mechanism, and continuously monitors and improves, expecting the risk of continuous operation interruption of the online bidding system to be minimized, and Supply industry reference.

碩士
中原大學
工業與系統工程研究所
105
Dynamic global market situation urge companies to be able to adapt their production strategies swiftly in order to keep their competitiveness. Meanwhile, this rapid-changing circumstance leads to a formation of new kinds of risk in industry, thus pushing them to perform risk mitigation strategy. This study proposes a framework that integrates lean, six sigma, and risk management as continuous improvement strategy. The objective of this study is to help industries improve their process performance while reducing potential risk factors. The framework was implemented in a paper recycling plant, resulting in the reduction of value added time (3.11%) and non-value added time (12.42%), therefore increasing its production capacity up to 41.23%. Furthermore, the potential risk factor of the process can be reduced to below acceptance level.

Programa doutoral em Informática
The current highly regulated business environment has imposed organisations to increase their effort to monitor and manage their control mechanisms. This awareness has been propelled by the increasing emergence of new regulatory requirements on continuous monitoring and continuous auditing of organisational transactions. Furthermore, the successive well-known scandals in organisations, which have resulted in a very negative impact on their operational performance and also on their corporate image, have shown that the traditional audit process is not sufficient to meet the organisations’ needs. Thus, organisations have been looking for solutions to improve and strengthen their risk control structures so as to provide greater security in the effectiveness of risk management of their activities, namely on controlling, monitoring and auditing of organisational transactions. Then, the concept of Continuous Assurance has emerged because it is the set of services which, making use of technology, uses the information immediately from organisational transactions and produces audit results simultaneously or within a short period of time after the occurrence of relevant events. Hence, this thesis focuses on the implementation of continuous assurance services in information systems in order to determine the degree of reliability with which transactions are carried out, mitigating the organisational risk. Therefore, this thesis aims to contribute to a new vision of organisational auditing focused on assurance services in transactions executed and supported exclusively in a digital format according to an ontological model of organisational transactions. The motivation and objective of this thesis led to some research challenges: Validate a set of characteristics that any information system with continuous assurance services must provide. The literature on this topic is not very explicit upon the metrics which should be taken into consideration during the evaluation of this type of information systems. Thus, the Delphi method was used to validate a set of essential and very important characteristics for information systems with continuous assurance. In addition, this work contributes with a model comprising dimensions and metrics, which allows it to be used as a tool or as a set of guidelines to evaluate information systems with embedded control. Ensure the feasibility of development and the effective use of an information system with full continuous assurance services, having as support an ontological model, and which is considerably flexible and adaptable in order to be applicable to any organisational transactions. Following the Design Science methodology, a proposal of a solution is presented. This proposal includes requirements, a modular architecture and the development of a prototype. All these steps were supported by an ontological model of organisational transactions so that they could be represented in a very detailed, objective and comprehensive way. Furthermore, the solution was implemented in a simulated organisational environment and its results allow to conclude that the presented architecture is an effective solution since it provides continuous assurance to any organisational transactions, having as support an ontological model. Moreover, this work demonstrates that a repository which allows the instantiation of execution patters (risk profiles) for each organisational transaction is an important element in information systems with continuous assurance services, as a source of references to support continuous monitoring, auditing and controlling of the risk associated with the execution of organisational transactions.
O atual contexto organizacional e de negócios está altamente regulado e tem imposto às organizações o aumento dos seus esforços para monitorizar e gerir os seus mecanismos de controlo. A consciência sobre esta realidade tem sido impulsionada pelo crescente aparecimento de novas exigências regulamentares sobre a monitorização e auditoria contínua das transações organizacionais. Além disso, os sucessivos escândalos de algumas organizações, que tão bem são conhecidos, e que resultaram num impacto muito negativo sobre seu desempenho operacional e, também, na sua imagem corporativa, têm demonstrado que o processo de auditoria tradicional não é suficiente para atender às atuais necessidades das organizações. Assim, as organizações têm procurado soluções para melhorar e reforçar as suas estruturas de controlo de risco, de modo a proporcionar maior segurança na eficácia da gestão de risco das suas atividades, ou seja, no controlo, monitorização e auditoria das transações organizacionais. Então, o conceito de Continuous Assurance tem vindo a emergir porque refere-se ao conjunto de serviços que, fazendo uso da tecnologia, utiliza imediatamente a informação proveniente de transações organizacionais e produz resultados da auditoria, simultaneamente, ou, dentro de um curto período de tempo após a ocorrência de eventos relevantes. Deste modo, esta tese centra-se na implementação de serviços de Continuous Assurace em sistemas de informação, a fim de determinar o grau de confiabilidade com que as transações são executadas, mitigando, assim, o risco organizacional. Portanto, esta tese pretende contribuir para uma nova visão de auditoria organizacional focada em serviços de Continuous Assurance em transações realizadas exclusivamente em formato digital, e em concordância com um modelo ontológico de transações organizacionais. A motivação e objetivo desta tese levantou alguns desafios de investigação: A validação de um conjunto de caraterísticas que qualquer sistema de informação com serviços de Continuous Assurance deve fornecer. A literatura sobre o tema não é muito explícita sobre as métricas que devem ser consideradas na avaliação deste tipo de sistemas de informação. Assim, o método Delphi foi utilizado para validar um conjunto de caraterísticas essenciais, e muito importantes, para sistemas de informação com serviços de Continuous Assurance. Além disso, este trabalho contribui com um modelo que inclui dimensões, requisitos e métricas, o que lhe permite ser utilizado como uma ferramenta ou como um conjunto de linhas de orientação para avaliar sistemas de informação com controlo embebido. A verificação da viabilidade de desenvolvimento e uso eficaz de um sistema de informação com serviços completos de Continuous Assurance, tendo como suporte um modelo ontológico, pretendendo ser um sistema bastante flexível e adaptável, a fim de ser aplicável a quaisquer transações organizacionais. Para tal, é apresentada uma proposta de solução seguindo a metodologia Design Science. Esta proposta inclui a apresentação de requisitos, de uma arquitetura modular, e do desenvolvimento de um protótipo. Todos estes passos foram apoiados por um modelo ontológico de transações organizacionais, para que estas possam ser representadas de forma detalhada, objetiva e abrangente. Além disso, a solução foi implementada num ambiente organizacional simulado e os seus resultados permitem concluir que a arquitetura apresentada é uma solução eficaz , uma vez que fornece serviços de Continuous Assurance às transações organizacionais. Além disso, este trabalho demonstra que um repositório que permita a instanciação de padrões de execução (perfis de risco) para cada transação organizacional, é um elemento importante em sistemas de informação com serviços de Continuous Assurance e visto como uma fonte de referências para apoiar a monitorização e auditoria contínua, e o controlo do risco associado à execução das transações organizacionais.

O atual mercado globalizado e competitivo pressiona cada vez mais as organizações a encontrarem novas formas de progredir e de se manterem no topo. Como consequência do processo de otimização de espaços físicos como um armazém são, por vezes, deixados de parte os aspetos relativos à saúde e segurança durante a sua utilização. O caso de estudo da presente dissertação é o armazém da fábrica no Seixal da Delphi Technologies, tendo como objetivo geral analisar as condições de saúde e segurança nas atividades de armazenagem, encontrando formas de mitigar o risco. Após a caracterização do armazém, foi realizada a identificação de perigos e avaliação de riscos através da metodologia MARAT, com recurso à observação direta das tarefas realizadas e à análise de alertas de segurança comunicados durante o ano de 2018. Esta avaliação teve como objetivo verificar se existem riscos não contemplados ou indevidamente valorizados, na metodologia FMEA utilizada internamente. Como resultado, os riscos mais significativos identificados são aqueles referentes a atividades de movimentação manual e mecânica de cargas. Surge então a necessidade de serem apresentadas linhas diretrizes de prevenção do risco, através da listagem de medidas preventivas e de controlo, com vista a melhorar a gestão da segurança inerente às atividades de armazenagem.
Today's globalized and competitive market is increasingly pushing organizations to find new ways to make progress and to stay on top. As a consequence of the process of optimizing physical spaces such as a warehouse, health and safety aspects during the use of the space are overlooked many times. The case study of this dissertation is Delphi Technologies' Seixal factory Warehouse and the main objective is analyzing the health and safety conditions in storage ativities, finding ways to mitigate the risk. After the warehouse characterization, the MARAT methodology was performed for the hazard identification and risk assessment, using direct observation of the tasks performed and the analysis of safety alerts communicated during 2018. This evaluation aimed to verify whether there were risks not contemplated or not correctly valued in the FMEA methodology used internally. As a result, the significant risks identified are those related to manual and mechanical handling of loads. To address these risks, there is a need to present risk prevention guidelines through a listing of preventive and control measures, that are meant to improve safety management inherent in storage activities.

>Magister Scientiae - MSc
Pensions are essentially the only source of income for many retired workers. It is thus critical that the pension fund manager chooses the right type of plan for his/her workers.Every pension scheme follows its own set of rules when calculating the benefits of the fund’s members at retirement. Whichever plan the manager chooses for the members,he/she will have to invest their contributions in the financial market. The manager is therefore faced with the daunting task of selecting the most appropriate investment strat-egy as to maximize the returns from the financial assets. Due to the volatile nature of stock markets, some pension companies have attached minimum guarantees to pension contracts. These guarantees come at a price, but ensure that the member does not suffer a loss due to poorly performing equities.In this thesis we study four types of mathematical problems in pension fund management,of which three are essentially optimization problems. Firstly, following Blake [5], we show in a discrete time setting how to decompose a pension benefit into a combination of Euro-pean options. We also model the pension plan preferences of workers, sponsors and fund managers. We make a number of contributions additional to the paper by Blake [5]. In particular, we contribute graphic illustrations of the expected values of the pension fund assets, liabilities and the actuarial surplus processes. In more detail than in the original source, we derive the variance of the assets of a defined benefit pension plan. Secondly,we dedicate Chapter 6 to the problem of minimizing the cost of a minimum guarantee included in defined contribution (DC) pension contracts. Here we work in discrete time and consider multi-period guarantees similar to those in Hipp [25]. This entire chapter is original work. Using a standard optimization method, we propose a strategy that cal- culates an optimal sequence of guarantees that minimizes the sum of the squares of the present value of the total price of the guarantee. Graphic illustrations are included to in-dicate the minimum value and corresponding optimal sequence of guarantees. Thirdly, we derive an optimal investment strategy for a defined contribution fund with three financial assets in the presence of a minimum guarantee. We work in a continuous time setting and in particular contribute simulations of the dynamics of the short interest rate process and the assets in the financial market of Deelstra et al. [19]. We also derive an optimal investment strategy of the surplus process introduced in Deelstra et al. [19]. The results regarding the surplus are then converted to consider the actual investment portfolio per- taining to the wealth of the fund. We note that the aforementioned paper does not use optimal control theory. In order to illustrate the method of stochastic optimal control, we study a fourth problem by including a discussion of the paper by Devolder et al. [21] in Chapter 3. We enhance the work in the latter paper by including some simulations. The specific portfolio management strategies are applicable to banking as well (and is being pursued independently).

Abstract in English, Afrikaans and Sesotho
The study was inspired by the global phenomenon of failure rates of outsourcing ventures; yet, the outsourcing value proposition of 3PL providers is promising and potentially lucrative. The approach of the outsourcing venture was thus investigated, specifically how to align and integrate outsourcing parameters appropriately at the inception of the outsourcing venture in order to attain the benefits brought about by the outsourcing decision over the projected life of the outsourcing venture. To this effect, a strategic decision-making model, with the objective of ascertaining optimal alignment and integration was developed. The model comprises a dualistic development followed by a methodological process path to operationalise the strategic decision-making model. A services continuum (development one) is established, which is a permutation matrix that classifies four aspects of importance (service type, category of 3PL provider, strategic alignment and investment), in order to align the aspects optimally and enable appropriate model application. The services continuum is a conglomeration of nine models:  a capabilities matrix for 3PL provider services;  a framework for evaluating the supply chain role of 3PL providers;  a mathematical model;  a supplier selection and evaluation process;  a presentation of the Hayes–Wheelwright framework;  an outsourcing variables differentiated model;  four categories of the 3PL providers model;  an estimated path model; and  a process integration via survey data collection model. The services continuum was extended for utilisation with risk management practices, and an outsourcing risk matrix (development two) was established. The enablement of the outsource risk matrix is an element review, consisting of three categories: collaboration and integrated planning systems; performance measurement; and broad-based black economic empowerment. The strategic decision-making methodology process path was developed as having three phases, which operationalise the strategic decision-making model. The research was primarily focussed on literature reviews, with the models classified according to the services continuum. To a lesser extent, the research focussed on primary data, which served as model application input specifically for application requirements related to Sasol. The study established a universally applicable strategic decision-making model, as well as the application of the model for Sasol’s outbound (final packaged product) supply chain.
Thuto e ile ya kgothaletswa ke tshebetso ya lefatshe mabapi le maemo a ho hloleha ha ho nyaolwa/ntshuwa ha diprojeke kgwebong; leha ho le jwalo, tlhahiso ya boleng ba ditshebeletso tsa 3PL e a tshepisa ebile e ka ba le hlahiso ya tjhelete e ngata. Ka tsela eo, mokgwa wa ho tswa kgwebong o ile wa phenyekollwa, haholoholo mabapi le ho tsamaisana le ho kenyelletsa maemo a ho ntshetsa pele maruo ka mokgwa o nepahetseng ha ho thehwa kgwebo ya ho ntshetsa pele ho fumana melemo e tliswang ke qeto ya ho ntshetsa pele ka bophelo ba morero wa ho nyaolwa kgwebong. Ka lebaka lena, ho ntshetswa pele mokgwa/motlolo o motle wa ho etsa diqeto, ka sepheo sa ho netefatsa hore ho na le boemo bo nepahetseng le ho kopanngwa ho tsitsitseng. Motlolo ona o na le ntshetso pele e habedi e latelwang ke tshebetso ya mokgwa wa ho kenya tshebetsong tsela ya ho nka diqeto. Tatellano ya ditshebeletso e tswelang pele (ntshetsopele ya pele) e a thehwa, e leng phethoho ya tikoloho e kgethollang dikarolo tse nne tsa bohlokwa (mofuta oa tshebeletso, mokga wa mofani wa 3PL, kemiso ya moralo le matsete), e le ho dumellana le dintlha ka tsela e nepahetseng le ho etsa hore ho sebediswe motlolo hantle. Ditshebeletso tse tswelang pele ke kopano ya dimotlolo tse robong:  bokgoni ba maemo a tikoloho bakeng sa ditshebeletso tsa bafani ba 3PL;  sebopeho sa ho hlahloba phepelo ya tatellano ya ho nka karolo ha bafani ba 3PL;  mokgwa/motlolo wa mathemathiks;  kgetho ya mofani le mokgwa wa o hlahloba;  tlhaloso ya moralo wa Hayes-Wheelwright;  mefuta e fapaneng ya ho nyaola dikarolo tse fapaneng;  ntho tse mene tsa bafani ba 3PL;  mohlala wa tsela ya dimotlolo; le  mokgwa wa ho kopanya ka mokgwa wa ho bokella lesedi la dipatlisiso. Dishebeletso tse tswelang pele di ile tsa atoloswa bakeng sa tshebediso ya mekgwa ya taolo ya dikotsi, mme maemo a tikoloho a kotsing ya boipheliso (ntlafatso ya bobeli) a thehwa. Ho kengwa tshebetsong ha kotsi ya maemo a tikoloho ke ntho e shejwang botjha e nang le mekga e meraro: mekgwa ya ho sebedisana le meralo e kopanetsweng; tekanyo ya tshebetso; le ho matlafatsa bofuma ba batho batsho lehlakoreng la moruo. Mokgwa wa ho etsa diqeto o ile wa ntlafatswa e le o nang le mekgahlelo e meraro, e sebetsang ka mokgwa o motle wa ho etsa diqeto. Phuputso e ne e lebisitswe haholo ditabeng tsa tlhahlobo ya dingodilweng, le dimotlolo tse kgethollwang ho latela ditshebeletso tse tswelang pele. Ho ya ka tekanyo e nyenyane, dipatlisiso di lebisitse tlhokomelong ya lesedi la mantlha, le neng le sebetsa e le mokgwa wa ho kenya letsoho bakeng sa ditlhoko tsa kopo tse amanang le Sasol. Phuputso ena e thehile mokgwa wa ho etsa diqeto tse amohelehang lefatsheng ka bophara, hammoho le ho sebediswa ha setshwantsho sa phepelo ya tlhahiso ya Sasol (thlahiso ya ho qetela).
Dié studie is deur die globale verskynsel van die falingstempo van uitkontrakteringsondernemings geïnspireer; ten spyte hiervan lyk die uitkontrakteringswaardevoorstel van 3PL-verskaffers belowend en is dit potensieel winsgewend. Die benadering wat die uitkontrakteringonderneming volg, is derhalwe ondersoek en in die besonder hoe om die uitkontrakteringparameters by die aanvang van die uitkontrakteringonderneming toepaslik in lyn te stel en te integreer om die voordele te benut van die uitkontrakteringsbesluit oor die geprojekteerde lewe van die uitkontrakteringsonderneming. ’n Strategiesebesluitnemingsmodel wat ten doel het om optimale inlynstelling en integrasie te verseker, is dus ontwikkel. Die model bestaan uit ’n dualistiese ontwikkeling, gevolg deur ’n metodologiese prosesbaan om die strategiese besluitnemingsmodel te operasionaliseer. ’n Dienstekontinuum (ontwikkeling een) is op die been gebring, wat ’n permutasiematriks is wat vier aspekte van belangrikheid (dienssoort, kategorie van die 3PL-verskaffer, strategiese inlynstelling en investering) klassifiseer, ten einde die aspekte optimaal in lyn te stel en toepaslike modeltoepassing moontlik te maak. Die dienstekontinuum bestaan uit ’n versameling van nege modelle:  ’n bekwaamheidsmatriks vir 3PL-diensverskafferdienste;  ’n raamwerk om die voorsieningskettingsrol van 3PL-verskaffers te evalueer;  ’n wiskundige model;  ’n verskafferseleksie en evalueringsproses;  ’n aanbieding van die Hayes-Wheelwright-raamwerk;  ’n uitkontrakteringsveranderlike-gedifferensieerde model;  vier kategorieë van die 3PL-verskaffersmodel;  ’n geraamde baanmodel; en  prosesintegrasie deur middel van ’n ondersoekdata-insamelingsmodel. Die dienstekontinuum is uitgebrei vir gebruik by risikobestuurspraktyke en ’n uitkontrakteringrisikomatriks (ontwikkeling twee) is op die been gebring. Die bemagtiging van die uitkontrakteringsrisikomatriks is ’n elementhersiening, wat uit drie kategorieë bestaan: samewerkings- en geïntegreerdebeplanningstelsels; prestasiemeting; en breë swart ekonomiese bemagtiging. Die strategiese besluitnemingsmetodologieprosesbaan is met drie fases ontwikkel, wat die strategiese besluitnemingsmodel operasionaliseer. Die navorsing het hoofsaaklik op literatuuroorsigte gefokus, met die modelle wat volgens die dienstekontinuum geklassifiseer is. Die navorsing het in ’n mindere mata op die primêre data gekonsentreer, wat as die modeltoepassingsinset gedien het, in die besonder vir die toepassingsvereistes wat op Sasol betrekking het. Die studie het ’n universele, toepaslike strategiesebesluitnemingsmodel daargestel, asook die aanwending van die model op Sasol se uitgaande voorsieningsketting (finaal verpakte produk).
Business Management
D. Phil. (Management Studies)