Tesis sobre el tema "Multi-Risks"

La forêt est une ressource majeure en Europe. Elle occupe 33% du territoire, représente 0,2% du PIB européen et 3,6 millions d’emplois. La forêt européenne est aussi la source de nombreux services écosystémiques tels que la production de bois et le stockage de carbone. Cependant, elle subit de nombreux aléas : feux, tempêtes, sécheresses, pullulations d’insectes, etc. qui menacent la provision de ces services. De plus, sous l'effet du changement climatique, la probabilité et l'intensité de ces aléas augmentent ainsi que leurs interactions. Du point de vue économique deux risques principaux découlent de l’occurrence des aléas naturels : un risque de production (de bois et de stockage de carbone) et un risque de marché.La littérature s’est concentrée sur le risque de production de bois à l’échelle de la parcelle, puisque c’est l’échelle pertinente pour la décision de gestion forestière. Ce n’est néanmoins pas la bonne échelle pour modéliser les aléas naturels de grande ampleur, ni pour modéliser des effets de changements de prix. Dans cette thèse, nous avons donc pris le parti de travailler à plusieurs échelles spatiales. Par ailleurs, les interactions potentielles entre aléas naturels sont également jusqu’à maintenant rarement considérées, alors même qu’elles pourraient mener à des phénomènes d’une ampleur inédite. Le risque de prix a aussi été beaucoup étudié dans la littérature, mais généralement indépendamment du risque de production alors même qu’il existe une forte corrélation entre les deux, comme l’ont montré les chutes de prix après les grandes tempêtes historiques. Dans cette thèse, nous tâcherons donc de prendre en compte cette corrélation.Ce travail s’articule autour de quatre parties. Tout d’abord, une revue de la littérature d’économie forestière a montré quelles étaient les limites actuelles et les pistes de recherche les plus prometteuses. La conclusion principale de ce travail est que les aléas naturels sont généralement considérés comme indépendants en économie forestière, alors que les modèles écologiques sont plus inclusifs.En réponse à cela, dans le deuxième chapitre, nous avons décidé d’abandonner le modèle classique d'économie forestière pour étudier la résilience d’un marché autarcique de bois à l’échelle régionale face à des aléas génériques d’ampleur catastrophique. Nous avons étudié les niveaux d’aléas et les temps de retour acceptables pour assurer la stabilité des équilibres de long terme du marché.Ce modèle a, dans le troisième chapitre, été appliqué plus précisément au contexte du secteur forestier français grâce à modèle récursif d’équilibre partiel (French Forest Sector Model). Un module de simulation spatialement explicite de tempêtes et de pullulation d’insec-tes y a été ajouté. Cela nous a permis d’établir des résultats sur les stratégies des différents acteurs de la filière en cas d’occurrence d’aléas naturels en interaction. Nous avons aussi étudié les politiques publiques souhaitables à mettre en œuvre en prévision des occurrences de grandes tempêtes. Puis, nous avons discuté la robustesse des politiques publiques d’atténuation du changement climatique.Dans le dernier chapitre, le coût potentiel du changement climatique basé sur la production de bois à l’échelle européenne a été estimé en incluant les quatre essences économiquement significatives en Europe. Nous avons montré que les pertes dues aux aléas naturels catastrophiques devraient significativement augmenter à cause du changement climatique mais qu’une partie serait compensée par des gains de productivité des forêts. Ces effets sont néanmoins spatialement très hétérogènes, ce qui mènera à des gagnants et à des perdants, pour qui la stratégie d’atténuation au changement climatique pourrait s’avérer d’autant plus compliquée à mettre en œuvre en cas de diminution de leur puits forestier de carbone<br>Forests are a major natural resource in Europe. It covers 33% of the territory, accounts for 0.2% of European GDP and provides 3.6 million jobs. European forests are also the source of numerous ecosystem services such as wood production and carbon storage. However, they are subject to numerous hazards: wildfires, windstorms, droughts, insect outbreaks, etc., which threaten the provision of these services. In addition, climate change is increasing the probability and intensity of these hazards, as well as their interactions. From an economic point of view, two main risks arise from the occurrence of natural hazards: a production risk (wood and carbon storage) and a market risk (price volatility).The literature has focused on wood production risk at stand scale, since this is the relevant scale for forest management decisions. However, this is not the right scale for modeling large-scale natural hazards, nor for modeling the effects of price changes. In this thesis, we have therefore decided to work at several different spatial scales: stand, regional, country and continent. Furthermore, potential interactions between natural hazards have rarely been considered, even though they could lead to phenomena of unprecedented magnitude. Price risk has also been studied extensively in the literature, but generally independently of production risk, even though there is a strong correlation between the two, as demonstrated by price falls after major historical storms. In this thesis, we will try to take this correlation into account.This work is divided into four parts. Firstly, a review of the forest economics literature shows the current limitations and the most promising avenues of research. The main conclusion of this work is that natural hazards are generally considered independent in forest economics, whereas ecological models are more inclusive.In response to this, in the second chapter we decided to abandon the classical forest economics model to study the resilience of a self-sufficient regional timber market to generic hazards of catastrophic magnitude. We have studied the levels of hazards and acceptable return times to ensure the stability of long-term market equilibrium.In the third chapter, we applied this model more precisely to the French forestry sector, using a recursive partial equilibrium model (French Forest Sector Model). A spatially explicit simulation module for windstorms and insect outbreaks was developed. This enabled us to establish results on the strategies of the various economic actors in the sector in the event of the occurrence of interacting natural hazards. We also studied the desirable public policies to be implemented in anticipation of the occurrence of major storms. We then discussed the robustness of public policies to mitigate climate change, such as intended nationally determined contributions from the Paris Agreement, facing natural disturbances.In the final chapter, the potential cost of climate change based on wood production at European level was estimated, including the four economically significant tree species in Europe. We have shown that losses due to catastrophic natural hazards are likely to increase significantly as a result of climate change, but that some of these losses will be offset by gains in forest productivity. These effects are, however, spatially very heterogeneous, leading to winners and losers, for whom climate change mitigation strategies could prove all the more complicated to implement in the event of a reduction in their forest carbon sink

Orientador: Paulo Correa Lima<br>Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecanica<br>Made available in DSpace on 2018-08-04T03:13:38Z (GMT). No. of bitstreams: 1 Marcondes_AndrezaBenatti_M.pdf: 5495313 bytes, checksum: a5a7651ef5e80d1a06695be92059dd0b (MD5) Previous issue date: 2003<br>Resumo: As mudanças nos padrões de competitividade da indústria brasileira influenciaram os procedimentos na avaliação de investimentos em capital fixo das empresas. Neste sentido, a decisão de investir em determinado projeto não é baseada somente na relação entre uma taxa interna de retomo e uma taxa mínima de atratividade, mas deve-se levar em consideração fatores como tempo de resposta ao cliente, qualidade e custo. Para alcançar estes requisitos, a empresa deve reconfigurar seu processo de negócios e uma das áreas mais afetadas é o chão-de-fábrica. A abordagem da Toyota Motor Corporation para projeto de sistemas de manufatura, conhecida como manufatura enxuta, mostrou ser capaz de garantir resultados superiores. Os modelos de análise de investimento atuais, criados para atender a produção em massa, falham em apontar os resultados gerados pela produção enxuta. Este trabalho pretende entender o impacto financeiro de se converter uma fábrica do sistema de produção em massa para o sistema enxuto. Um caso de estudo de uma montadora que se tornou referência nas práticas enxutas é utilizado para verificar se ocorreram transformações na metodologia utilizada pela empresa<br>Abstract: The changes in the competitiveness standards in the Brazilian industry had influenced on the investment evaluation procedure of fixed capital in corporations. In this way, the decision to invest in a project must not be only based on a relation between the internal rate of return and attractiveness rate. It is necessary to consider factors as response time to customers orders, quality and cost. In order to achieve those requirements most companies need to reconfigure their business process and one of the most affected areas in the shop floor. Toyota Motor Corporation' s approach to manufacturing system design, a1so known as lean manufacturing, has been showing superior performance. The current investment ana1ysis models, created to support mass production, :fail in recognize the effectiveness of lean manufacturing. This work aims at understanding financial impact of restructuring a plant from mass to lean production. A case study of an automotive assembly company who become a benchmark on lean practices is used to check of investments methodologies had been reviewed to support manufacturing transformation<br>Mestrado<br>Materiais e Processos de Fabricação<br>Mestre em Engenharia Mecânica

Submitted by Fabio Sobreira Campos da Costa (fabio.sobreira@ufpe.br) on 2017-04-24T13:24:16Z No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) DISSERTAÇÃO (2016-6-30) - JOÁS TOMAZ DE AQUINO.PDF.pdf: 2545956 bytes, checksum: b9aabb94688142e23c5ace4525799a04 (MD5)<br>Made available in DSpace on 2017-04-24T13:24:16Z (GMT). No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) DISSERTAÇÃO (2016-6-30) - JOÁS TOMAZ DE AQUINO.PDF.pdf: 2545956 bytes, checksum: b9aabb94688142e23c5ace4525799a04 (MD5) Previous issue date: 2016-06-30<br>FACEPE<br>Um dos primeiros passos para o sucesso dos projetos é a correta identificação e classificação dos fatores de risco que possuem impacto financeiro substancial. Pois, nesta fase ainda é possível a criação de modelos de gerenciamento de risco mais adaptativos e a criação de estratégias para a mitigação das perdas financeiras subjacentes. Assim, o objetivo deste trabalho é propor uma metodologia de avaliação dos riscos financeiros presentes em projetos inovadores realizados por empresas desenvolvedoras de software do Porto Digital. Este local foi escolhido por possuir empresas em essência mais inovadoras por florescerem em ambientes repletos de atividades de P&D e fazerem uso de tecnologias da informação para criação de novos produtos e processos. Buscando a criação de um diagnóstico quantitativo integrado dos sete fatores de risco identificados na literatura (relacionados ao planejamento, ações externas, capital financeiro, requisitos técnicos, mão de obra, execução, suporte e cronograma), foi utilizada uma metodologia com as seguintes etapas: (1) utilização do método Non-Traditional Capital Investment Criteria (NCIC) para identificação dos fatores de riscos críticos nos projetos com base na perda financeira proporcionada; (2) classificação dos riscos com base em matrizes de riscos; e (3) a realização da simulação do valor presente líquido agregado do projeto, finalizando com a análise pós-simulação. A metodologia mostrou-se adequada para a análise de projetos inovadores estudados por permitir a quantificação do impacto dos riscos, apoiando a tomada de decisão no planejamento de resposta aos mesmos. Apesar de cada projeto possuir natureza inovativa diferente, no geral foi identificado que o fator de risco relacionado às questões financeiras esteve presente em todos os projetos, ora em primeiro ora em segundo plano. Outro elemento pertinente verificado foi aquele relacionado ao planejamento e estimação dos benefícios que podem ser gerados pelo projeto, revelando a importância do processo de planejamento da inovação. Isto é, no momento de seleção de ideias e na verificação da viabilidade inicial do projeto, sobretudo, naqueles com maior grau de inovação. Enquanto o atendimento ao cronograma teve maior impacto no projeto de inovação incremental, riscos associados às questões técnicas não se mostraram expressivas nos projetos. Sob o ponto de vista do controle gerencial exercido foram identificados gaps demonstrando que se faz necessário repensar sobre como os projetos são conduzidos sob o ponto de vista de gestão e estabelecer novas estratégias de mitigação ou prevenção. Foi identificado também que os projetos A2 e A3 eram viáveis quando analisados apenas sob a ótica tradicional do seu VPL, mas quando são inseridos os fatores de risco relacionados ao planejamento, financeiro e cronograma, os projetos deixaram de ser viáveis, já que os seu valores presente líquidos agregados mostraram-se negativos. Isso revela a pertinência e a sensibilidade da análise multicritério na análise de investimentos complexos como aqueles estudados.<br>One of the first steps of project’s success is the correct identification and classification of risk factors with substantial financial impact. Since at this stage still allowed the creation of more adaptive risks management models and the creation of strategies to mitigate underlying financial losses. Therefore, the aim of this study is to create an evaluation of financial risks present proposal on innovative projects performed by software development companies at Porto Digital. This place of study was chosen because includes the most innovative companies in essence, by flourish in environments filled with research and development activities and make use of information technology on the process of creation of new products and processes. Searching for the creation of a quantitative diagnosis that integrates the seven risk factors identified on literature was used a methodology that follows this three steps: (1) using the NonTraditional Capital Investment Criteria method (NCIC) to identify critical risk factors on projects based on financial loss provided; (2) risks classification based on risk matrixes; and (3) the present liquid value simulation aggregated to the project, ending with the post-simulation analysis. The methodology proved itself adequate to innovative projects analysis by allowing to quantify the risks impacts on them, supporting the decision making process on planning the response to it. Although each project possess a different innovative nature, in general, it was identified that the risk factor related to financial issues was present in all of the projects, both on first or second plan. Another relevant element verified was the one related to planning and the estimation of benefits that can be generated by the project, revealing the importance of the innovative planning process. That is, the moment of the ideas selection and initial viability verification, especially on a higher degree of innovation projects. While the compliance schedule has higher impact on incremental innovative projects. Risks associated with the technical issues were not effective. From the point of view of management control, were identified gaps demonstrating that it is necessary rethink about the conduction of projects from the management angle and establish new strategies for mitigation or prevention. It has also been identified that projects A2 and A3 was viable only when analyzed under the traditional optical of theirs NPV, however when the risk factors are inserted, related to planning, financial and schedule, the projects are no longer viable with the aggregated NPV to become negative. This shows the relevance and sensitivity of the multi-criteria analysis on complexes investments analysis as studied here.

The past decade's globalisation has become an increasingly important topic in international business. Firms, therefore, search for business opportunities in new markets, where the aim is to increase revenue. However, many of the world’s developed economies are becoming more saturated, which leads to firms looking for opportunities in emerging countries. Recent studies and statistics indicate that the West-African region is developing thus leading to increased buying power and population growth. The purpose of this thesis is to research how firms can exploit opportunities which derive from the development in the West-African market, and sub-sequentially how the risks are managed. This study is conducted with a qualitative research method with an abductive approach based on eight MNC’s with experience from Ghana and Nigeria. Due to the lack of previous research on especially how firms exploit opportunities, it was key for the authors to go back and forth between empirical findings and the literature review to achieve a holistic view of the topic and find gaps in the existing literature. The authors further have created a conceptual framework based on previous literature which provided themes combined with the operationalisation to answer the research questions. The analysis discusses the existing literature combined with the empirical findings and the authors’ thoughts in the context of West-Africa. Lastly, a concluding chapter with results, theoretical- and practical implications, limitations, societal contribution and suggestion for further research is presented. The result of the thesis has provided further knowledge of how firms exploit opportunities and manage risks as well as how important the network is for firms entering West-Africa. The most significant finding shows that a firm needs to access the correct network upon entering Ghana and Nigeria in order to exploit any opportunity. The authors suggest that managers need to access the correct network via an agent providing them with local specific knowledge to overcome a lack of knowledge and initial risks. Further building upon the initial agents’ network will enable them to explore further opportunities within the West-African region.

Aquesta tesi tracta sobre tècniques d'anàlisi de supervivència en situacions amb múltiples esdeveniments i patrons complexes de censura. Proposem una nova metodologia per tractar la situació de riscos semi-competitius quan les dades estan censurades en un interval. La motivació del treball neix de la nostra col·laboració amb l'Estudi Espanyol del Càncer de Bufeta (SBC/EPICURO), el més gran estudi sobre càncer de bufeta realitzat fins ara a l'Estat Espanyol. La nostra contribució en el projecte es centra en la modelització i identificació de factors pronòstics de l'evolució de la malaltia.<br/>L'evolució de malalties complexes, com el càncer o la infecció VIH, es caracteritza per la ocurrència de múltiples esdeveniments en el mateix pacient: per exemple, la recaiguda de la malaltia o la mort. Aquests esdeveniments poden ser finals, quan el seguiment del pacient s'atura després de l'esdeveniment, o bé intermedis, quan l'individu continua sota observació. La presència d'esdeveniments finals complica l'anàlisi dels intermedis ja que n'impedeix la seva completa observació, induint una possible censura depenent.<br/>En aquest context, es requereixen metodologies apropiades. Els següents mètodes són emprats: riscos competitius, models multiestat i riscos semi-competitius. A resultes de l'aplicació de mètodes per riscos competitius i models multi-estat, proposem dues aportacions rellevants al coneixement de la malaltia: (1) la caracterització dels pacients amb un alt risc de progressió com a primer esdeveniment després de la diagnosi, i (2) la construcció d'un model pronòstic dinàmic per al risc de progressió.<br/>La situació de riscos competitius es dóna quan volem descriure el temps fins al primer entre K possibles esdeveniments, juntament amb un indicador del tipus d'esdeveniment observat. En l'estudi EPICURO, és rellevant estudiar el temps fins al primer entre recidiva, progressió o mort. La caracterització d'aquest primer esdeveniment permetria seleccionar el millor tractament d'acord amb el perfil de risc basal del pacient.<br/>Els models multi-estat descriuen les diferents evolucions que la malaltia pot seguir, establint relacions entre els esdeveniments d'interès: per exemple, un pacient pot experimentar una recidiva del tumor primari, i després morir, o bé pot morir sense haver tingut cap recaiguda de la malaltia. Una característica interessant d'aquests models és que permeten fer prediccions del risc de futurs esdeveniments per a un pacient, d'acord amb la història que hagi pogut tenir fins aquell moment. En el cas de càncer de bufeta podrem avaluar la influència que té en el risc de progressar haver patit o no una recidiva prèvia.<br/>Un cas especial de model multi-estat és aquell que conté un esdeveniment intermedi E1, i un esdeveniment final, E2. Siguin T1 i T2 els temps fins aquests esdeveniments, respectivament. Ni l'anàlisi de riscos competitius ni els models multi-estat permeten adreçar l'estudi de la distribució marginal de T1. En efecte, l'anàlisi de riscos competitius tracta amb la distribució del mínim entre els dos<br/>temps, T=min(T1,T2), mentre que els models multi-estat es centren en la distribució condicional de T2|T1, és a dir, en com la ocurrència de E1 modifica el risc de E2. En aquest cas, la distribució de T1 no és identificable a partir de les dades observades. La situació abans descrita, on la ocurrència d'un esdeveniment final impedeix l'observació de l'esdeveniment intermedi és coneguda com a riscos semi-competitius (Fine et al., 2001). L'estratègia d'aquests autors passà per assumir un model per a la distribució conjunta (T1, T2), i aleshores recuperar la distribució marginal de T1 derivada d'aquest model.<br/>Proposem una nova metodologia per tractar amb riscos semi-competitius quan el temps fins l'esdeveniment intermedi, T1, està censurat en un interval. En molts estudis mèdics longitudinals, la ocurrència de l'esdeveniment d'interès s'avalua en visites periòdiques del pacient, i per tant, T1 és desconegut, però es sap que pertany al interval comprès entre els temps de dues visites consecutives. Els mètodes per riscos semi-competitius en el context usual de censura per la dreta no són vàlids en aquest cas i és necessària una nova aproximació. En aquest treball ampliem la metodología semi-paramètrica proposada per Fine et al. (2001), que assumeix un model de còpula de Clayton (1978) per a descriure la dependència entre T1 i T2. Assumint el mateix model, desenvolupem un algoritme iteratiu que estima conjuntament el paràmetre d'associació del model de còpula, així com la funció de supervivència del temps intermedi T1.<br/>Fine, J. P.; Jiang, H. & Chappell, R. (2001), 'On Semi-Competing Risks Data', Biometrika 88(4), 907--919.<br/>Clayton, D. G. (1978), 'A Model for Association in Bivariate Life Tables and Its Application in Epidemiological Studies of Familial. Tendency in Chronic Disease Incidence', Biometrika 65(1), 141--151.<br>La presente tesis trata sobre técnicas de análisis de supervivencia en situaciones con múltiples eventos y patrones complejos de censura. Proponemos una nueva metodología para tratar el problema de riesgos semi-competitivos cuando los datos están censurados en un intervalo. La motivación de este trabajo nace de nuestra colaboración con el estudio Español de Cáncer de Vejiga (SBC/EPICURO), el más grande estudio sobre cáncer de vejiga realizado en España hasta el momento. Nuestra participación en el mismo se centra en la modelización e identificación de factores pronósticos en el curso de la enfermedad.<br/>El curso de enfermedades complejas tales como el cáncer o la infección por VIH, se caracteriza por la ocurrencia de múltiples eventos en el mismo paciente, como por ejemplo la recaída o la muerte. Estos eventos pueden ser finales, cuando el seguimiento del paciente termina con el evento, o bien intermedios, cuando el individuo sigue bajo observación. La presencia de eventos finales complica el análisis de los eventos intermedios, ya que impiden su completa observación, induciendo una posible censura dependiente.<br/>En este contexto, se requieren metodologías apropiadas. Se utilizan los siguientes métodos: riesgos competitivos, modelos multiestado y riesgos semi-competitivos. De la aplicación de métodos para riesgos competitivos y modelos multi-estado resultan dos aportaciones relevantes sobre el conocimiento de la enfermedad: (1) la caracterización de los pacientes con un alto riesgo de progresión como primer evento después del diagnóstico, y (2) la construcción de un modelo pronóstico y dinámico para el riesgo de progresión.<br/>El problema de riesgos competitivos aparece cuando queremos describir el tiempo hasta el primero de K posibles eventos, junto con un indicador del tipo de evento observado. En el estudio SBC/EPICURO es relevante estudiar el tiempo hasta el primero entre recidiva, progresión o muerte. La caracterización de este primer evento permitiría seleccionar el tratamiento más adecuado de acuerdo con el perfil de riesgo basal del paciente.<br/>Los modelos multi-estado describen las diferentes tipologías que el curso de la enfermedad puede seguir, estableciendo relaciones entre los eventos de interés. Por ejemplo, un paciente puede experimentar una recidiva y después morir, o bien puede morir sin haber tenido recaída alguna. El potencial interesante de los modelos multi-estado es que permiten realizar predicciones sobre el riesgo de futuros eventos dada la historia del paciente hasta ese momento. En el caso del cáncer de vejiga, podremos evaluar la influencia que tiene en el riesgo de progresar el haber tenido o no una recidiva previa.<br/>Un caso especial de modelo multi-estado es el que contiene un evento intermedio E1 y uno final, E2. Sean T1 y T2 los tiempos hasta tales eventos, respectivamente. Ni el análisis de riesgos competitivos ni los modelos multi-estado permiten estudiar la distribución marginal de T1. En efecto, el análisis de riesgos competitivos trata con la distribución del mínimo entre los dos tiempos, T=min(T1,T2), mientras que los modelos multi-estado se centran en la distribución condicional de T2 dado T1, T2|T1, en cómo la ocurrencia de E1 modifica el riesgo de E2. En ambos casos, la distribución de T1 no es identificable a partir de los datos observados.<br/>La situación anteriormente descrita donde un evento final impide la observación de un evento intermedio se conoce como riesgos semi-competitivos (Fine et al. 2001). La estrategia de estos autores asume un modelo para la distribución conjunta (T1,T2) para así recuperar la distribución de T1 derivada de ese modelo.<br/>Proponemos una nueva metodología para tratar con riesgos semi-competitivos cuando el tiempo hasta el evento intermedio, T1, esta censurado en un intervalo. En muchos estudios médicos longitudinales, la ocurrencia del evento de interés se evalúa en visitas periódicas al paciente, por lo que T1 es desconocido, aunque se conoce que pertenece al intervalo comprendido entre los tiempos de dos visitas consecutivas. Los métodos para riesgos semi-competitivos en el contexto usual de censura por la derecha no son válidos en este caso y se requiere una nueva aproximación. En este trabajo ampliamos la metodología semi-paramétrica propuesta por Fine et al. (2001), que asume una cópula de Clayton (1978) para describir la dependencia entre T1 y T2. Bajo el mismo modelo de asociación, desarrollamos un algoritmo iterativo que estima conjuntamente el parámetro de asociación del modelo de cópula, así como la función de supervivencia del tiempo al evento intermedio T1.<br/>Fine, J. P.; Jiang, H. & Chappell, R. (2001), 'On Semi-Competing Risks Data', Biometrika 88(4), 907--919. <br/>Clayton, D. G. (1978), 'A Model for Association in Bivariate Life Tables and Its Application in Epidemiological Studies of Familial. Tendency in Chronic Disease Incidence', Biometrika 65(1), 141--151.

La ville de Toliara qui se trouve à l’exutoire du bassin de Fiherenana (Madagascar) est soumise chaque année aux aléas inondations. Les enjeux sont donc d'une importance majeure dans cette région. Cette étude débute par l’analyse de l’aléa avec les données hydro climatiques existantes. On cherche alors à déterminer les tendances en utilisant des modèles statistiques basés sur les séries temporelles. Une méthode de reconstitution des données manquantes est alors proposée. Ensuite, deux approches sont menées afin d’évaluer la vulnérabilité de la ville de Toliara et des villages alentours : une approche statique, à partir de relevés de terrain et de l’utilisation d’un système d’information géographique (SIG) ; et une autre avec l'utilisation d'un modèle multi-agents (SMA). La première étape est la cartographie d’un indicateur de vulnérabilité qui est l’agencement de plusieurs critères statiques propre à chaque maison comme la hauteur d’eau potentielle ou la typologie architecturale. La deuxième partie mettra en scène des agents afin de simuler un évènement catastrophique (montée des eaux et évacuation en simultanée). On cherche à savoir quelles sont les chances pour que les occupants d’une habitation puissent sortir indemne d’une inondation, en comparant divers paramètres et scénarios afin d’évaluer le degré de vulnérabilité de chaque ménage. Certains scénarios prennent en compte l’effet de certaines prises de décisions (Informations, sensibilisations etc.). Les indicateurs et les simulations permettent alors de mieux appréhender les risques inondations afin d’être une aide à la gestion des crises<br>Hydrological risks are recurrent on the Fiherenana watershed - Madagascar. The city of Toliara, which is located at the outlet of the river basin, is subject each year to hurricane hazards and floods. The stakes are of major importance in this part of the island. This study begins with the analysis of hazard by collecting all existing hydro-climatic data on the catchment. It then seeks to determine trends, despite the significant lack of data, using statistical models (time series). Then, two approaches are used to assess the vulnerability of the city of Toliara and its surrounding villages. First, a static approach, from surveys of land and the use of GIS are conducted. Then, the second method is based on a multi-agent model. The first step is the mapping of a microscale vulnerability index which is an arrangement of several static criteria. For each House, there are several criteria of vulnerability such as potential water depth or architectural typology. As for the second part, scenes of agents are simulated in order to evaluate the degree of housing vulnerability to flooding. The model aims to estimate the chances of the occupants to escape from a catastrophic flood. For this purpose, we compare various settings and scenarios, some of which are conducted to take into account the effect of various decisions made by the responsible entities (awareness campaign etc.). The simulation consists of two essential parts: the simulation of the rise of water and the simulation of the behaviour of the people facing the occurence of hazard. Indicators and simulations allow to better understand the risks in order to help crisis management. Key Words: Hy

La mise en place de Solvabilité II conduit les actuaires à s'interroger sur la bonne adéquation entre modèles et données. Aussi, cette thèse a pour objectif d'étudier plusieurs approches statistiques, souvent méconnues des praticiens, permettant l'utilisation de méthodes multi états pour modéliser et gérer les risques individuels en assurance. Le Chapitre 1 présente le contexte général de cette thèse et permet de faire positionner ses principales contributions. Nous abordons les concepts de base liés à l'utilisation de modèles multi-états en assurance et décrivons les techniques d'inférence classiques adaptées aux données rencontrées, qu'ils soient markoviens ou non-markoviens. Pour finir, nous présentons comment il est possible d'utiliser ces modèles pour la gestion des risques de crédit. Le Chapitre 2 se concentre sur l'utilisation de méthodes d'inférence non-paramétriques pour la construction de lois d'incidence en assurance dépendance. Puisque plusieurs causes d'entrée sont susceptibles d'intervenir et d'intéresser les actuaires, nous nous concentrons sur une méthode utilisée pour l'estimation de modèles multi-états markoviens en temps continu. Nous comparons, dans un second temps, ces estimateurs à ceux utilisés classiquement par les praticiens tires de l'analyse de survie. Cette seconde approche peut comporter des biais non négligeables car ne permettant pas d'appréhender correctement l'interaction possible entre les causes. En particulier, elle comprend une hypothèse d'indépendance ne pouvant être testée dans le cadre de modèles à risques concurrents. Notre approche consiste alors à mesurer l'erreur commise par les praticiens lors de la construction de lois d'incidence. Une application numérique est alors considérée sur la base des données d'un assureur dépendance<br>With the implementation of the Solvency II framework, actuaries should examine the good adequacy between models and data. This thesis aims to study several statistical approaches, often ignored by practitioners, enabling the use of multi-state methods to model and manage individual risks in insurance. Chapter 1 presents the general context of this thesis and positions its main contributions. The basic tools to use multi-state models in insurance are introduced and classical inference techniques, adapted to insurance data with and without the Markov assumption, are presented. Finally, a development of these models for credit risk is outlined. Chapter 2 focuses on using nonparametric inference methods to build incidence tables for long term care insurance contracts. Since there are several entry-causes in disability states which are useful for actuaries, an inference method for competing risks data, seen as a Markov multi-state model in continuous time, is used. In a second step, I compare these estimators to those conventionally used by practitioners, based on survival analysis methods. This second approach may involve significant bias because the interaction between entry-causes cannot be appropriately captured. In particular, these approaches assume that latent failure times are independent, while this hypothesis cannot be tested for competing risks data. Our approach allows to measure the error done by practitioners when they build incidence tables. Finally, a numerical application is considered on a long term care insurance dataset

Afin de mieux connaitre puis d'optimiser les trajectoires suivies par les patients arrivés au stade terminal de leur insuffisance rénale chronique, il a été nécessaire de mettre au point des outils permettant de modéliser ces trajectoires complexes. Les différentes modalités de traitement n'ont pas été comparées une à une mais une approche globale a été privilégiée tenant compte d'une vision intégrée où les modalités de traitement sont considérées comme complémentaires et non concurrentielles. Ce travail de modélisation a utilisé des modèles à compartiments avec prise en compte de risque concurrents et un modèle de mélange pour données de survie avec fraction non à risque. Les paramètres des modèles ont été estimés à partir des données du registre du Réseau Épidémiologie et Information en Néphrologie (REIN). L'outil de prédiction développé a également pu être alimenté par les données de remboursement de l'assurance maladie (SNIIRAM) sur l'année 2009. Cette première version de l'outil a permis d'évaluer les conséquences en termes d'espérance de vie restreinte à 15 ans et de coût moyen par mois de différentes stratégies simulées de prise en charge des patients en IRCT dans le cadre d'une analyse médico-économique, en partenariat avec la Haute Autorité de Santé. L'objectif final de ce travail sera de proposer des outils d'aide à la décision reposant sur des stratégies de prise en charge les mieux adaptées aux besoins des patients. A terme, les outils développés lors de ce travail pourraient également servir de base à une plateforme de simulation afin d'accompagner les décideurs publics lors de la réflexion sur les schémas d'organisation sanitaire<br>In order to better understand and then optimize the trajectories followed by end-stage renal disease patients, it was necessary to develop tools to model these complex trajectories. The different treatment modalities were not compared but a comprehensive approach was preferred taking into account an integrated vision where treatment modalities are considered complementary and non-competitive. We used compartments models which took into account competitive risk and a mixture model for survival with fraction not at risk. The model parameters were estimated from the data from the Renal Epidemiology and Information Network registry. Reimbursement data from the national health insurance (SNIIRAM) were also used. The prediction tool developed was used to evaluate the consequences in terms of expected 15- years restricted lifetime and average cost per month for different strategies in a medicoeconomic analysis, in partnership with the Haute Autorité de Santé. The final aim of this work is to offer decision support tools based on strategies best adapted to patients’ needs. The tools developed in this work could also serve as a basis for a simulation platform to accompany public decision-makers in their reflection on health organization

Le phénomène global d’érosion côtière, notamment sur les rivages d’accumulation, tend à accroître les risques côtiers (érosion et submersion) dans les secteurs à enjeux. Dans ce contexte, les stratégies visant à la gestion des stocks sableux côtiers au sein même des cellules hydro-sédimentaires apparaissent comme une réponse potentielle à la gestion locale de l’érosion des accumulations littorales, et au-delà à la gestion de ces risques. Ces perspectives se heurtent encore à une insuffisance de connaissance des dynamiques géomorphologiques des avant-plages (partie immergée de la cellule). Pour autant, la connaissance des échanges au sein de la cellule et avec le large sont au coeur de la compréhension du fonctionnement des systèmes littoraux sableux. Les objectifs de cette thèse sont de renforcer les connaissances géomorphologiques des stocks sableux et de leur mobilité au sein des cellules littorales et, par l’amélioration de cette connaissance, de contribuer à l’élaboration de stratégies de gestion des risques côtiers.La comparaison de levés bathymétriques multi-temporels sur le temps long (séculaire) et court (annuel) à une échelle régionale et locale met en évidence les évolutions des avant-plages sur les côtes bretonnes du début du XXème siècle à nos jours. Ainsi, un des résultats majeurs est une inversion des tendances d’évolutions au milieu du XXème siècle. Une situation d’accrétion ou de stabilité relative laisse place à une érosion généralisée des avant-plages sur les côtes bretonnes. L’interprétation et la discussion de ces résultats permettent d’avancer des facteurs explicatifs de ces évolutions tels que les forçages météo-marins et anthropiques et les contraintes structurales<br>The global phenomenon of coastal erosion, occurring especially on sandy coasts, tends to increase coastal risks in areas with key issues and concerns. In this context, stocks management strategies within sandy hydro-sedimentary coastal cells have appeared to be potential solutions to the local management of coastal erosion and their associated risks. However, despite their importance to determine management strategies, the dynamics of nearshore (submerged part of the cell) geomorphology remain poorly studied and partially understood. This PhD thesis aims to provide a better understanding of nearshore geomorphology in some specific sites and to contribute to the development of coastal risk management strategies.The study of multi-temporal bathymetric surveys at century-scale and annual-scale highlights significant evolution of the Brittany nearshore morphology from the beginning of the 20th century until today.In particular, a striking result is the reversal of the morphological evolution tendency in the mid-20th century. During the first half-century, the situation is steady, though nearshore morphology has a slight tendency toward accumulation. During the second half-century, we measured a net erosion tendency for all the survey sites. Interpretation and discussion of these results allow to determine the forcing of the nearshore morphodynamics, among which are climatic (coupled ocean-atmosphere) events, anthropogenic impacts and structural constraints

De grandes transformations écologiques et climatiques sont aujourd'hui à l’œuvre. Elles sont sources d’instabilité environnementale, à l’image d’évènements climatiques extrêmes devenus plus fréquents, plus intenses, et touchant de nouvelles régions du globe. A défaut de pouvoir empêcher ces changements, comment les sociétés humaines pourraient-elles s'y adapter ? Pour beaucoup de chercheurs et de décideurs, c’est par la résilience qu’elles y parviendront. Ce concept semble renfermer des solutions nouvelles, adaptées à un monde turbulent et incertain. Par définition, les systèmes résilients sont capables de rebondir face à des chocs inattendus, d’apprendre rapidement et de s'adapter à des conditions inédites. Malgré l’intérêt suscité par cette notion, les processus qui permettent à une société d’être résiliente restent encore mal connus. Cette thèse développe un cadre conceptuel nouveau permettant, via la modélisation mathématique, d'explorer les liens théoriques entre mécanismes économiques et résilience. Ce cadre repose sur une analyse critique de la résilience en écologie — domaine d’origine du concept — et en économie — notre champ d’application. Nous l’appliquons aux systèmes de production économique, modélisés comme des réseaux de firmes et analysés à travers la théorie des systèmes dynamiques. Cette thèse évalue l’aptitude de tels modèles, dits multi-agents, à générer des profils de bifurcations, étape incontournable de l’analyse mathématique de la résilience. Nous étudions pour cela une dynamique proie–prédateur très générale en écologie et en économie. Ensuite, cette thèse s'attaque à un facteur majeur qui entrave la résilience : les fortes interdépendances entre activités économiques, par lesquelles les retards et interruptions de production se propagent d’une entreprise à l’autre. En utilisant des réseaux de production réalistes, nous montrons comment les délais d'approvisionnement, lorsque intégrés dans des topologies particulières, démultiplient ces phénomènes de propagation. Ensuite, grâce à un modèle évolutionnaire, nous mettons en lumière l’existence d’un risque systémique : les cascades d’incidents ont lieu alors même que tous les agents possèdent des inventaires adaptés au niveau de risque. Ce phénomène s’amplifie lorsque les chaînes d'approvisionnement se spécialisent et se fragmentent. Ces résultats théoriques ont une valeur générale, et pourront servir à orienter de futures recherches empiriques. Cette thèse fait en outre avancer les connaissances sur des méthodes et objets mathématiques très récents, comme les équations booléennes à retard formant un réseau complexe, et les dynamiques évolutionnaires sur les graphes. Les modèles et le cadre conceptuel proposés ouvrent de nouvelles perspectives de recherche sur la résilience, en particulier sur l’impact des rétroactions environnementales sur l'évolution structurelle des réseaux de production<br>A wide range of climatic and ecological changes are unfolding around us. These changes notably manifest themselves through an increased environmental variability, such as shifts in the frequency, intensity, and spatial distribution of weather-related extreme events. If human societies cannot mitigate these transformations, to which conditions should they adapt? To many researchers and stakeholders, the answer is resilience. This concept seems to subsume a variety of solutions for dealing with a turbulent and uncertain world. Resilient systems bounce back after unexpected events, learn novel conditions and adapt to them. Theoretical models, however, to explore the links between socioeconomic mechanisms and resilience are still in their infancy. To advance such models, the present dissertation proposes a novel conceptual framework. This framework relies on an interdisciplinary and critical review of ecological and economic studies, and it is based on the theory of dynamical systems and on the paradigm of complex adaptive systems. We identify agent-based models as crucial for socioeconomic modeling. To assess their applicability to the study of resilience, we test at first whether such models can reproduce the bifurcation patterns of predator–prey interactions, which are a very important factor in both ecological and economic systems. The dissertation then tackles one of the main challenges for the design of resilient economic system: the large interconnectedness of production processes, whereby disruption may propagate and amplify. We next investigate the role of delays in production and supply on realistic economic networks, and show that the interplay between time delays and topology may greatly affect a network’s resilience. Finally, we investigate a model that encompasses adaptive responses of agents to shocks, and describes how disruptions propagate even though all firms do their best to mitigate risks. In particular, systemic amplification gets more pronounced when supply chains are fragmented. These theoretical findings are fairly general in character and may thus help the design of novel empirical studies. Through the application of several recent ideas and methods, this dissertation advances knowledge on innovative mathematical objects, such as Boolean delay equations on complex networks and evolutionary dynamics on graphs. Finally, the conceptual models herein open wide perspectives for further theoretical research on economic resilience, especially the study of environmental feedbacks and their impacts on the structural evolution of production networks

Cybersecurity risk management consists of several steps including the selection of appropriate controls to minimize risks. This is a difficult task that requires searching through all possible subsets of a set of available controls and identifying those that minimize the risks of all stakeholders. Since stakeholders may have different perceptions of the risks (especially when considering the impact of threats), conflicting goals may arise that require finding the best possible trade-offs among the various needs such as costs and expertise needed to deploy controls. The ability to tackle this kind of problem is particularly relevant when considering privacy provisions deriving from national or international regulations (such as the General Data Protection Regulation, GDPR) whereby the organization offering a data processing activity should reduce the user’s risk to an acceptable level while controlling costs and other business goals. In this context, being able to compute the subsets of controls that minimize the risks of both the organization of the system and its users is a necessary prerequisite to identify the most appropriate configuration of the controls that offer the best possible trade-off among the various objectives. The thesis proposes a quantitative and (semi)-automated approach to solve this problem based on the well-known notion of Pareto optimality. First, we describe a methodology to semi-automatically assist stakeholders in defining their objectives that measures how much risks are reduced by adopting a certain configuration of mitigation controls. Second, we define a decidable multi-objective optimization problem (based on the objectives previously identified)|called Multi-Stakeholder Risk Minimization Problem (MSRMP)|whose Pareto optimal solutions are the subsets of the controls for which no stakeholder’s risk can be further reduced without increasing the risk of at least one of the other stakeholders. Third, we validate our approach by showing how a prototype tool based on it can assist in the Data Protection Impact Assessment mandated by the General Data Protection Regulation on different use case scenarios. Lastly, we evaluate the scalability of the approach by conducting an experimental evaluation.

De grandes transformations écologiques et climatiques sont aujourd'hui à l’œuvre. Elles sont sources d’instabilité environnementale, à l’image d’évènements climatiques extrêmes devenus plus fréquents, plus intenses, et touchant de nouvelles régions du globe. A défaut de pouvoir empêcher ces changements, comment les sociétés humaines pourraient-elles s'y adapter ? Pour beaucoup de chercheurs et de décideurs, c’est par la résilience qu’elles y parviendront. Ce concept semble renfermer des solutions nouvelles, adaptées à un monde turbulent et incertain. Par définition, les systèmes résilients sont capables de rebondir face à des chocs inattendus, d’apprendre rapidement et de s'adapter à des conditions inédites. Malgré l’intérêt suscité par cette notion, les processus qui permettent à une société d’être résiliente restent encore mal connus. Cette thèse développe un cadre conceptuel nouveau permettant, via la modélisation mathématique, d'explorer les liens théoriques entre mécanismes économiques et résilience. Ce cadre repose sur une analyse critique de la résilience en écologie — domaine d’origine du concept — et en économie — notre champ d’application. Nous l’appliquons aux systèmes de production économique, modélisés comme des réseaux de firmes et analysés à travers la théorie des systèmes dynamiques. Cette thèse évalue l’aptitude de tels modèles, dits multi-agents, à générer des profils de bifurcations, étape incontournable de l’analyse mathématique de la résilience. Nous étudions pour cela une dynamique proie–prédateur très générale en écologie et en économie. Ensuite, cette thèse s'attaque à un facteur majeur qui entrave la résilience : les fortes interdépendances entre activités économiques, par lesquelles les retards et interruptions de production se propagent d’une entreprise à l’autre. En utilisant des réseaux de production réalistes, nous montrons comment les délais d'approvisionnement, lorsque intégrés dans des topologies particulières, démultiplient ces phénomènes de propagation. Ensuite, grâce à un modèle évolutionnaire, nous mettons en lumière l’existence d’un risque systémique : les cascades d’incidents ont lieu alors même que tous les agents possèdent des inventaires adaptés au niveau de risque. Ce phénomène s’amplifie lorsque les chaînes d'approvisionnement se spécialisent et se fragmentent. Ces résultats théoriques ont une valeur générale, et pourront servir à orienter de futures recherches empiriques. Cette thèse fait en outre avancer les connaissances sur des méthodes et objets mathématiques très récents, comme les équations booléennes à retard formant un réseau complexe, et les dynamiques évolutionnaires sur les graphes. Les modèles et le cadre conceptuel proposés ouvrent de nouvelles perspectives de recherche sur la résilience, en particulier sur l’impact des rétroactions environnementales sur l'évolution structurelle des réseaux de production<br>A wide range of climatic and ecological changes are unfolding around us. These changes notably manifest themselves through an increased environmental variability, such as shifts in the frequency, intensity, and spatial distribution of weather-related extreme events. If human societies cannot mitigate these transformations, to which conditions should they adapt? To many researchers and stakeholders, the answer is resilience. This concept seems to subsume a variety of solutions for dealing with a turbulent and uncertain world. Resilient systems bounce back after unexpected events, learn novel conditions and adapt to them. Theoretical models, however, to explore the links between socioeconomic mechanisms and resilience are still in their infancy. To advance such models, the present dissertation proposes a novel conceptual framework. This framework relies on an interdisciplinary and critical review of ecological and economic studies, and it is based on the theory of dynamical systems and on the paradigm of complex adaptive systems. We identify agent-based models as crucial for socioeconomic modeling. To assess their applicability to the study of resilience, we test at first whether such models can reproduce the bifurcation patterns of predator–prey interactions, which are a very important factor in both ecological and economic systems. The dissertation then tackles one of the main challenges for the design of resilient economic system: the large interconnectedness of production processes, whereby disruption may propagate and amplify. We next investigate the role of delays in production and supply on realistic economic networks, and show that the interplay between time delays and topology may greatly affect a network’s resilience. Finally, we investigate a model that encompasses adaptive responses of agents to shocks, and describes how disruptions propagate even though all firms do their best to mitigate risks. In particular, systemic amplification gets more pronounced when supply chains are fragmented. These theoretical findings are fairly general in character and may thus help the design of novel empirical studies. Through the application of several recent ideas and methods, this dissertation advances knowledge on innovative mathematical objects, such as Boolean delay equations on complex networks and evolutionary dynamics on graphs. Finally, the conceptual models herein open wide perspectives for further theoretical research on economic resilience, especially the study of environmental feedbacks and their impacts on the structural evolution of production networks

Dissertação para obtenção do Grau de Mestre em Engenharia e Gestão Industrial<br>The world and the information technology in general has in recent years undergone a major transformation due to rapid technological innovations that became universally available to all. These innovations that are constantly being introduced bring an increasing ease of access, use, mobility and other gains which in turn are also facilitators to illegal activities, allowing for the acquisition of products that are identical to the original without there being any loss of quality in the copy process. This led to technologies that were created in order to prevent such practices of digital piracy and give more control to those who own the intellectual property rights, known as Digital Rights Management (DRM) technologies. The application of these technologies has brought new problems, such as excessive restrictions that do not satisfy consumers and may harm society in general by restricting the freedom of use and exchange of ideas. Although there is scientific work on this issue, there has never been applied a multi-criteria analysis to assist in the decision making of what could be the best solution to reduce digital piracy. By developing an analytical network process (ANP) model with analysis of benefits, opportunities, costs and risks (BOCR), this dissertation seeks to fill the gap in the scientific community with the implementation of a multi-criteria decision making process to determine the best alternative for this problem. Finally, in this dissertation there is also a practical application of the developed model in the national digital books area.

To increase disaster preparedness in immigrants, risk communication and management need to be tailored to their needs and concerns. To this end, research needs to uncover how immigrants construe natural disaster risks and issues in the context of the receiving community’s social environment, and how their experiences compared to the general population. The goal of this thesis was to understand how risk perception and the social environment relate to immigrants and Canadian-born individuals’ disaster preparedness. The relationship between risk perception and disaster preparedness was investigated in the first study. Analyses of the data from a national survey revealed that both groups shared three core risk perception dimensions: external responsibility for disaster management, self-preparedness responsibility, and illusiveness of preparedness. However, they differed in the salience of five risk perception beliefs. For both groups, external responsibility for disaster management and self-preparedness responsibility were positively associated with preparedness behaviours, whereas illusiveness of preparedness was negatively related to preparedness behaviours. In the second study, the relationship between community social capital and individuals’ preparedness behaviours was investigated. Analyses of two conceptually-linked national surveys revealed that neighbourhood contact and societal trust predicted during-disaster preparedness behaviours in both groups. Interestingly, societal trust positively predicted emergency planning in Canadian-born individuals but the reverse was true for immigrants. To provide a comprehensive social-ecological perspective, twenty-two individual interviews were conducted to explore immigrants and Canadian-born individuals’ lived experiences of natural disaster risks and issues. A unifying thread across five emergent themes showed that individuals did not perceive natural disaster risks as a valid threat and disaster preparedness as relevant to their daily lives because they believed that the positive social environment in Canada would mitigate the risks. For immigrants, the immigrant condition and culture shaped how they construed natural disaster risks and issues. Overall, findings suggest that risk communication and management need to focus on building human capital and social capital, use an all-of-society engagement approach, and reframe all-hazards preparedness as relevant for daily stressors. Specific for immigrants, disaster initiatives need to be tailored to the timeline of experience of being an immigrant within the context of their receiving communities.

Awareness of sexual exploitation has increased over the past decade. However, physical and psychological health needs, risks, health seeking behaviour and use of health services by sexually exploited young people have been inadequately explored. Methodology/method Phase 1: descriptive, phenomenological, approach to encourage young people involved in or vulnerable to sexual exploitation to describe their personal accounts of health, risks, health seeking and support. Phase 2: quantitative methodology consisting of a questionnaire survey with professionals supporting young people involved in or vulnerable to sexual exploitation. Data analysis Phase 1: phenomenological approach to data analysis (Giorgi, 1985). Phase 2: questionnaire data were analysed using software S.P.S.S. and thematic content analysis (Burnard, 2006). Results/findings Intentional self harm and substance misuse were concordant themes from phase 1 and 2. Novel themes that emerged from this study included a taxonomy of risk behaviours related to health, and the use of youth offending teams for health support Conclusion A significant range of physical and psychological health problems were reported alongside risks to health and barriers to health support for sexually exploited young people. Psycho-social vulnerability factors undermine health and impact on health seeking behaviour.<br>University of Bradford

Awareness of sexual exploitation has increased over the past decade. However, physical and psychological health needs, risks, health seeking behaviour and use of health services by sexually exploited young people have been inadequately explored. Methodology/method Phase 1: descriptive, phenomenological, approach to encourage young people involved in or vulnerable to sexual exploitation to describe their personal accounts of health, risks, health seeking and support. Phase 2: quantitative methodology consisting of a questionnaire survey with professionals supporting young people involved in or vulnerable to sexual exploitation. Data analysis Phase 1: phenomenological approach to data analysis (Giorgi, 1985). Phase 2: questionnaire data were analysed using software S.P.S.S. and thematic content analysis (Burnard, 2006). Results/findings Intentional self harm and substance misuse were concordant themes from phase 1 and 2. Novel themes that emerged from this study included a taxonomy of risk behaviours related to health, and the use of youth offending teams for health support Conclusion A significant range of physical and psychological health problems were reported alongside risks to health and barriers to health support for sexually exploited young people. Psycho-social vulnerability factors undermine health and impact on health seeking behaviour.

Main concern of this thesis is to help design a secure and reliable network system which keeps growing in complexity due to the interfaces with multiple logging sub-systems and to ensure the safety of the network environment for everyone involved. The parties somewhat involved in network systems are always in need of developing new solutions to security problems and striving to have a secure access into a network so as to fulfil their job in safe computing environments. Implementation and use of SSO (Single Sign-On) offering secure and reliable network in complex systems has been specifically defined for the overall security aspects of enterprises. The information to be used within and out of organization was structured layer by layer according to the organizational needs to define the sub-systems. The users in the enterprise were defined according to their role based profiles. Structuring the information layer by layer was shown to improve the level of security by providing multiple authentication mechanisms. Before implementing SSO system necessary requirements are identified. Thereafter, user identity management and different authentication mechanisms were defined together with the network protocols and standards to insure a safe exchange of information within and outside the organization. A marketing research was conducted in line of the SSO solutions. Threat and risk analysis was conducted according to ISO/IEC 27003:2010 standard. The degree of threat and risk were evaluated by considering their consequences and possibilities. These evaluations were processed by risk treatments. MoDAF (Ministry of Defence Architecture Framework) used to show what kind of resources, applications and the other system related information are needed and exchanged in the network. In essence some suggestions were made concerning the ideas of implementing SSO solutions presented in the discussion and analysis chapter.

Disposant d'un jeu de données sur des infections nosocomiales, nous utilisons des techniques de vraisemblance empirique pour construire des bandes de confiance pour certaines quantité d'intérêt. Cette étude nous amène à renforcer les outils déjà existants afin qu'ils s'adaptent à notre cadre. Nous présentons dans une première partie les outils mathématiques issus de la littérature que nous utilisons dans ce travail de thèse. Nous les appliquons ensuite à diverses situations et donnons de nouvelles démonstrations lorsque cela est nécessaire. Nous conduisons aussi des simulations et obtenons des résultats concrets concernant notre jeu de données. Enfin, nous détaillons les algorithmes utilisés.

The spread of healthcare-associated infections (HAIs) and multi-drug resistance in healthcare networks is a major public health issue. Evaluating the role of inter-facility patient transfers that form the structure of these networks may provide insights on novel infection control measures. Identifying novel infection control strategies is especially important for multi-drug resistant pathogens such as Carbapenemase-producing Enterobacteriaceae (CPE) due to limited treatment options. The increasing use of inter-individual contact and inter-facility transfer network data in mathematical modelling of HAI spread has helped these models become more realistic; however, they remain limited to a few settings and pathogens. The main objectives of this thesis were two-fold: 1) to better understand the structure of the healthcare networks of France and their impact on HAI spread dynamics; and 2) to assess the role of transfers on the spread of CPE in France during the 2012 to 2015 period. The French healthcare networks are characterized by centralized patient flows towards hubs hospitals and a two-tier community clustering structure. We also found that networks of patients with HAIs form the same underlying structure as that of the general patient population. The number of CPE episodes have increased over time in France and projections estimate that the number of monthly episodes could continue to increase with seasonal peaks in October. The general patient network was used to show that, since 2012, patient transfers have played an increasingly important role over time in the spread of CPE in France. Multiple spreading events of CPE linked to patient transfers were also observed. Despite subtle differences in the flows of patients with an HAI and the general patient population, the general patient network may best inform novel infection control measures for pathogen spread. The structure of healthcare networks may help serve as a basis for novel infection control strategies to tackle HAIs in general but also CPE in particular. Key healthcare hubs in large metropoles and key patient flows connecting hospital communities at the local and regional level should be considered in the development of coordinated regional strategies to control pathogen spread in healthcare systems<br>La propagation des infections nosocomiales (IN), notamment liées aux bactéries multi-résistantes, au sein du réseau des hôpitaux, est un grand enjeu de santé publique. L’évaluation du rôle joué par les transferts inter-établissements des patients sur cette propagation pourrait permettre l’élaboration de nouvelles mesures de contrôle. L’identification de nouvelles mesures de contrôle est particulièrement importante pour les bactéries résistantes aux antibiotiques comme les entérobactéries productrices de carbapenemase (EPC) pour lesquelles les possibilités de traitement sont très limitées. L’utilisation des données de réseaux de contact inter-individus et de transferts inter-établissement dans la modélisation mathématique ont rendu ces modèles plus proches de la réalité. Toutefois, ces derniers restent limités à quelques milieux hospitaliers et quelques pathogènes. La thèse a eu pour objectifs de 1) mieux comprendre la structure des réseaux hospitaliers français et leur impact sur la propagation des IN ; et 2) évaluer le rôle des transferts sur la propagation des EPC.Les réseaux hospitaliers français sont caractérisés par des flux de patients vers des hubs et par deux niveaux de communautés des hôpitaux. La structure du réseau de transfert des patients présentant une IN n’est pas différente de celle du réseau général de transfert des patients. Au cours des dernières années, le nombre d’épisode d’EPC a augmenté en France et les prédictions prévoient une poursuite de cette augmentation, avec des pics de saisonnalité en octobre. Ce travail a également montré que, depuis 2012, les transferts de patients jouent avec les années un rôle de plus en plus important sur la diffusion des EPC en France. Des évènements de propagation multiple liée aux transferts sont également de plus en plus souvent observés.En conséquence, la structure du réseau des hôpitaux pourrait servir de base pour la proposition des nouvelles stratégies de contrôles des IN en général, et des EPC en particulier. Les hôpitaux très connectés des grandes métropoles et les flux des patients entre les communautés locale et régionale doivent être considérés pour le développement de mesures de contrôle coordonnées entre établissements de santé

La plupart des études en gestion sur la performance des entreprises sont centréessur l'explication de la relation entre les facteurs internes ou des caractéristiquesintrinsèques de l'entreprise (niveau d'endettement, diversification des produits, lastratégie concurrentielle, etc.) et son performance. Cette thèse vise à déterminerquels sont les facteurs de risque exogènes qui ont un impact sur la performance desentreprises en République Dominicaine? Ces facteurs, affectent-ils différemment lesmicro, petites et moyennes entreprises en fonction de leur secteur d'activité. Quelest le risque pour chacun des plus représentatifs sous-secteurs des entreprisesDominicaines? Nous avons constaté que les facteurs de risque les plusstatistiquement significatifs sont les dépenses de consommation des ménages, letaux d'intérêt des banques commerciales, l'investissement total, le taux de changede DOP à USD et le déficit de la balance commerciale. La composition etl'importance des facteurs varient considérablement en fonction de la taille desentreprises et le sous-secteur auquel ils appartiennent. Les grandes entreprises sonten moyenne moins risqué que des moyennes, petites et micro entreprises, n’importequel que soit le sous-secteur auquel ils appartiennent<br>Many of the management studies on the performance of the company are focusedon explaining the relationship between the internal factors or intrinsic characteristicsof the firm (debt level, diversification of products, competitive strategy, etc.) and itsperformance. This thesis seeks to determine, what are the exogenous risk factorsthat impact the performance of all companies in the Dominican Republic? Thesefactors differentially affect the micro, small and medium enterprises according to theirbusiness sector. What is the risk on each of the most representative sub-sectors ofthe Dominican companies? We found that the most statistically significant riskfactors are the household consumption expenditure, the interest rate of commercialbanks, the total investment, the DOP to USD exchange rate and the deficit on thetrade balance. The composition and importance of the factors significantly variesdepending on the size of the company and the sub-sector to which it belongs. Also,large firms are on average less risky than medium, small and micro regardless of thesub-sector they belong<br>Muchos de los estudios de gestión sobre el performance de la empresa se enfocanen explicar la relación que existe entre los factores o características intrínsecas de laempresa (nivel de endeudamiento, diversificación de productos, estrategiacompetitiva, etc.) y el performance de la misma. Esta tesis busca determinar¿cuáles son los factores exógenos de riesgo que impactan el performance de lasempresas de la República Dominicana? Si estos factores afectan de forma diferentea la micro, pequeña y mediana empresa según su actividad empresarial. ¿Cuál es elriesgo que tiene cada uno de los sub-sectores más representativos de las empresasdominicanas? Encontramos que los factores de riesgo estadísticamente mássignificativos son el consumo de los hogares, la tasa de interés de los bancoscomerciales, la inversión total, la tasa de cambio de DOP a USD y el déficit en labalanza comercial. La importancia y composición de los factores varíasignificativamente según el tamaño de la empresa y el sub-sector al que pertenece.También, en promedio, las empresas grandes tienen menos riesgos que lasmedianas, pequeñas y micro sin importar al sub-sector que pertenezcan

碩士<br>國立政治大學<br>風險管理與保險研究所<br>98<br>Life insurance company try to meet the demand of the elder who has been retired by designing new products. The mortgage instruments to enable elderly homeowners to borrow by using the equity in their home as collateral, called “reverse mortgage”. With the launch this kind of product, life insurance company exposures in the threat of longevity and involves in others financial risks. However, the features of reverse mortgage may create the different effects of diversification for life insurance company to catch the better effects of hedging. We propose the Multi-Factors Immunization Approach to calculate the optimal product portfolio which attain the best hedging effects for life insurer by adjusting the number of units sold and recognizing the risks they want to hedge. We discover that the product portfolios which include reverse mortgage have the better hedging effects than these don’t include by numerical analysis. It is obviously that life insurer can acquire the effect of diversification and better hedging effects. Key words: Longevity risk, Financial risk, Reverse mortgage, Multi-factors immunization approach.

The objective of this thesis is to investigate the potential of multi channel distribution in the sweets industry and derive specific recommendations. The aim is to identify what are chances and risks, and how to make chances more probable while avoiding risks. An empirical study is carried out which utilizes the perspectives of customers and sales persons as well (triangulation). The main results are that the benefits of multi channel marketing do not materialize for customers for low valued sweets, but that multi channel marketing is valuable in the sweets industry only for highly valued products, like precious pralines. Here multi channel marketing may generate new customers, or it may contribute to sales in existing channels. This kind of synergy may arise if channels do not compete but are closely interlinked. This is the most important chance since this kind of synergy adds to the convenience of customers (thereby raising sales) and reduces the risks of channel conflicts, cannibalization, and conflicts with retailers.

Yes<br>We provide a generalized analytical methodology for evaluating a real sequential investment opportunity, which does not rely on a multivariate distribution function, but which allows for stage-specific risks and drifts. This model may be a useful capital budgeting and valuation tool for exploration and development projects, where risks change over the stages. We construct a stage threshold pattern whereby the final stage threshold exceeds the early stage threshold due to drift differentials between the project values at the various stages, value volatility differences, and correlation differentials, implying a rich menu of parameter values that may be suitable for a variety of projects. Governments seeking to motivate early final stage investments might lower final stage project volatility or specify project value decline over time, unless prospective owners are willing to pay the real option value (ROV) for concessions. In contrast, concession owners, more interested in ROV than thresholds that motivate early investments, may welcome final stage value escalation, or guarantees that reduce the correlation between project value and construction cost.

碩士<br>國立臺灣大學<br>流行病學與預防醫學研究所<br>102<br>Background An increasing trend of incidence of and mortality from oral cancer called for a nationwide secondary prevention through oral cancer screening with dental inspection in Taiwan. It is therefore of great interest to examine the survival of oral cancer while more proportion of early-detected oral cancer was noted. However, statistical analysis of early stage of oral cancer is subject to competing risks of death. In spite of wide applications of statistical competing risks model, very few studies were conducted to apply these statistical models to population-based cancer screening data. Moreover, it is also very rare to develop a multi-state illness-death model with the incorporation of competing risks of death as one of absorbing states. How to integrate the concept of cumulative incidence and subdistribution hazard into the illness-death competing risks model has been barely addressed. Aims The main purposes of this thesis were to develop a multi-state illness-death competing risks model so as to apply the proposed model to estimate cumulative incidence for occurrence of and death from oral cancer and also to estimate case-specific hazard (CSH) ratio and subdistribution hazard (SDH) ratio for the effect of betel quids on oral cancer death taking competing risks into account. Data Data on 2,332,430 Taiwanese residents aged 18 years or older attending the population-based screening for oral cancer with dental inspection from which 8009 oral cancer, and 2223 oral cancer deaths, together with 75582 and 667 deaths from competing causes among subjects free of oral cancer and patients of oral cancer, respectively, were ascertained. These data were exploited to estimate cumulative risk of occurrence of oral cancer and death from oral cancer. Information on betel quids chewing and smoking was also collected for assessing the CSH and SDH ratios for the effect of betel quids chewing. Model Specification A four-state illness-death model was proposed, including free of oral cancer (FOC) (State 1), oral cancer (State 2), oral cancer death (State 3), and competing risks of death (State 4). Both homogeneous (exponential) Markov model and non-homogeneous Weibull-based stochastic process were applied to estimating the parameters corresponding to each transition from state i to state j (i&;#8804;j, i, j=1, 2, 3, 4). Cumulative risks for each transition were estimated by using the corresponding transition probabilities. The effect of betel quids on occurrence of oral cancer was assessed by cause-specific hazard (CSH) ratio and subdistribution hazard (SDH) ratio based on Gray and Fine idea. Results Cumulative risks with adjustment for competing risks of death for oral cancer and oral cancer death were slightly lower than those without considering competing risks of death. By using the proposed multi-state illness-death competing risks model, we predicted 10-year cumulative risks for occurrence of oral cancer were 0.20% and 0.27% with and without adjustment for competing risks of death, respectively. Both 10-year cumulative risk figures for oral cancer death were 67.4% and 81.98% for oral cancer patients, and 0.33% and 0.39% for the underlying screened population, respectively. Using SDH ratio as opposed to cause-specific hazard (CSH) shows the effect of betel quids chewing varied with time of follow-up. Conclusion The proposed multi-state illness-death competing risks model permits one to predict long-term risk of multi-state outcome subject to presence of competing risks of death. Information provided from the results after the application of this model make contribution to the concern about overdiagnosis in population-based screen.

The nature and value of knowledge is well documented throughout history, including within organisations. The preservation of knowledge is an acknowledged although neglected area within the evolving field of knowledge management, particularly with pressures for improved organisational performance on organisations both within private and public sectors in dynamic, competitive global environments. Organisations are facing increasing challenges due to industry disruption and faster-paced or high-velocity work environments and the need for agility. Additionally, increasing casualised labour, skills shortages, ageing workforces and increasing migration of employees and other effectscombine to impact organisations’ capacity to manage and retain knowledge. Failed projects, due to neglect of knowledge practices within organisations, have raised recognition of knowledge risk, conceptualised as knowledge erosion and knowledge degradation. This contextualist study initially considers western philosophical roots of knowledge and contrasting paradigms with implications for how critical knowledge may be at risk of erosion or degradation; the study also explored societal, modernist and neo-liberalist forces influencing knowledge. Societal and neo-liberalist perspectives raise questions about how knowledge is sourced, produced and dispersed. Technological changes (e.g. internet, artificial intelligence, social media and digitalisation) are also considered, in terms of the value of human versus machine knowledge. Knowledge in its various forms has become one of the most important commodities, globally. While globalisation, digitalisation and associated changes have greatly facilitated knowledge creation and management, they have also created challenges for accessibility and preservation of some forms of traditional knowledge and have recently resulted in the recognition of knowledge erosion, degradation or loss; however, to understand these latter concepts it is necessary to understand the nature of knowledge and contextual influences. Reviewing the origins and evolution of knowledge from a Western perspective, it is clear that: knowledge is multi-dimensional; a number of types of knowledge are recognised in several major philosophies; knowledge is valued in different ways; major contextual influences on knowledge include social status, political system, community literacy and accessibility; and there are many potential direct and indirect forms of erosion or degradation. To address the question of whether a complex multi-function organisation (wholesale and retail operations), understands and experiences risks of key knowledge being eroded and degraded, a quasi phenomenological cross-sectional study was undertaken using purposive sampling methods. Semi-structured collaborative interviews, with a small sample of managerial participants, focused on thoughts, perceptions, and experiences of knowledge erosion and degradation, as well as the extent to which knowledge erosion and degradation risks impact work areas and organisational effectiveness or performance. Responses reveal that while participants from varying functional areas were aware of the value of knowledge and acknowledged the need for long-serving individuals to be allocated time to impart knowledge, that the organisation was hierarchical leading to the perception of decision–making by a small senior managerial group – resulting in disadvantage where knowledge transfer was not adequate or timely. Other issues raised included overreliance on technology that could result in information erosion and degradation with varied impacts on operations, including organisational and financial performance. These investigations demonstrate that, in this organisation: the risk of knowledge erosion degradation and loss is recognised; increased knowledge exchange and expanded participation in decision-making would be beneficial; and a need is confirmed for a comprehensive, integrated knowledge management system – including strategies to preserve knowledge. Despite limitations due to the small sample size, this study is useful for Management and Human Resource Management personnel and practitioners in crafting strategies to optimise knowledge practices including knowledge preservation. The broader implication is that in a world where knowledge is one of the most important and expensive commodities, the multiple risks of knowledge erosion, degradation or loss as well as preservation techniques will become increasingly significant.

碩士<br>中臺科技大學<br>環境與安全衛生工程系碩士班<br>106<br>This research focuses on the potential risks induced by liquid nitrogen leakage, the initial event caused by the broken pipeline of single tank due to external forces especially earthquake. Possible chain reactions and the multi-risk overlapped impact derived from the leakage were not only analyzed, but also explored the potential explosion hazards. According preliminary hazard analysis result, the vacuum layer of the tank would be destroyed by contact extremely low temperature of liquid nitrogen, which could produce mischance of boiling liquid expanding vapor explosion(BLEVE). Nevertheless, liquid nitrogen and nitrogen were not available in the chemical database of ALOHA, the most widely utilized leakage simulation software in Taiwan. Therefore, carbon monoxide, with same molecular weight of nitrogen gas, was used to conduct dispersion simulations of nitrogen leaking. Besides; Bernoulli’s Principle, Adiabatic Expansion Theory, and Hopkinson-Scaled Distance model would be introduced to estimate the BLEVE’s consequences. The overpressure of 0.21 bar of BLEVE, the steel structure of the building would be distorted and detached from the base, the hazard radius of plant A and plant B were 43.09 m and 34.80 m. It would severely damage near-by tanks, manufacturing facilities, and public area, as well as business operation. Base on previous results; we could find the way, such as changing the position of inlet and outlet pipelines; to avoid BLEVE. This model could not only successfully take BLEVE simulation of chemicals which were not exiting in ALOHA, but also could thoroughly process the multi-risk overlap impact from leaking liquid nitrogen.

Research Doctorate - Doctor of Philosophy (PhD)<br>Disasters caused by natural hazards impact on people, the environment, buildings and infrastructure and are becoming more frequent and threatening worldwide. The disasters caused by hazards, <i>inter alia</i>, floods, earthquakes and bushfires, bring about significant human suffering and substantial physical and economic loss. Internationally, many strategies consider land use planning (LUP) as a key approach in ameliorating risk of natural hazards and creating resilient communities. Therefore, LUP affords an opportunity to identify land for urban settlement and consider density or new urban locations to reduce exposure of a community to the risk of natural hazards. However, even with LUP controls, disasters from natural hazards continue to negatively impact upon local communities. Consideration of decision-making within the context of LUP and risk of natural hazards can be used to explore the disparity between strategy and adoption. Developing an understanding of the context of LUP decision-making considering risk of natural hazards is yet to be realised: particularly within the scope of the different tiers of the government hierarchy and integration with the private sector. The conceptual framework was underpinned by considering the two concepts: Community Impact Evaluation (developed by Lichfield) and Multi Criteria Decision-Making (MCDM). A phenomenological qualitative research approach was employed to explore the conceptual framework; a multiple case study strategy was adopted. Three regional areas with differing geographical contexts. Document analysis involved evaluation of regional plans for criteria specifically related to consideration of risk of natural hazards within LUP decision-making. In addition, interviews were conducted with government and private sector stakeholders to fully understand and describe the phenomenon of LUP decision-making. Results identified differing perspectives across tiers of government, policy focus leading decision-making, a dearth of evidence and consultation directing decision-making and political influences that direct targets and enforce pressure upon decision-makers. Ultimately, there is a lack of consistent decision-making technique coupled with a range of additional variables that significantly influence practice: political influence, numerical targets and ongoing growth of centres that all contribute to an amorphous decision-making environment. The research makes two key contributions. First, it developed a framework to explore consideration of natural hazards in LUP decision-making through an extension of multi-criteria decision-making with the Community Impact Evaluation. Second, the findings identified a number of themes that need to be considered in LUP decision-making to reduce hazard risk and the devastating impacts of disasters, including location of urban settlement, construction standards, risk, density and demographics of the population.