Estimation of Technical Reserves using Stochastic Methods

Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and ManagementInsurance companies need to have proper technical reserves in order to stay solvent, due to the liabilities that they take responsibility for. The notion of what are proper reserves is a subject studied by insurers and academics. For the non-life insurance the claim reserves, amongst other types of reserves, have great significance. Hence the existence of many kinds of reserving methods, either stochastic or deterministic. This work aims to compare the estimates of claim reserves using the Thomas Mack and the Bootstrap methods for the workers compensation insurance.Companhias de seguros precisam de ter provisões técnicas apropriadas de forma a se manterem solventes, dados os riscos que estas tomam responsabilidade. A noção de o que é uma provisão adequada é um tema estudado pelas seguradoras. Para o ramo Não-Vida a provisões de sinistros, de entre outros tipos de provisões, têm grande significância. Consequentemente, existem vários métodos para a sua determinação, quer estocásticos, quer determinísticos. O propósito deste trabalho é a comparação das estimativas das provisões de sinistros no ramo de acidentes de trabalho usando os métodos de Thomas Mack e de Bootstrap

Managing talent through developmental job experiences (DJE): the mediating role of DJE between HPWS and employees' outcomes

In the competitive landscape of the 21st century, effectively managing human capital in firms is considered to be a potential source of sustainable performance. Therefore, in this study, we tested the influence of high-performance work systems, as a talent management tool, on employees’ experience of developmental jobs. Then, we tested the mediating effect of such experiences on employees’ engagement, exhaustion, performance and turnover intention. With a sample of 254 employees of a diversity of companies and sectors of activity, our findings demonstrated that high-performance practices increase engagement, via the promotion of developmental experiences of fit, which improves performance and decreases turnover intention. Besides, those practices do not control for the pressure dimension of the developmental job experiences that increases exhaustion and turnover intention despite not worsening performance

Constructing fading histograms from data streams

The ability to collect data is changing drastically. Nowadays, data are gathered in the form of transient and finite data streams. Memory restrictions preclude keeping all received data in memory. When dealing with massive data streams, it is mandatory to create compact representations of data, also known as synopses structures or summaries. Reducing memory occupancy is of utmost importance when handling a huge amount of data. This paper addresses the problem of constructing histograms from data streams under error constraints. When constructing online histograms from data streams there are two main characteristics to embrace: the updating facility and the error of the histogram. Moreover, in dynamic environments, besides the need of compact summaries to capture the most important properties of data, it is also essential to forget old data. Therefore, this paper presents sliding histograms and fading histograms, an abrupt and a smooth strategies to forget outdated data

A CONTRIBUIÇÃO DO CURSO DE GESTÃO PÚBLICA DA UNIVERSIDADE FEDERAL DO PAMPA - UNIPAMPA PARA A MODERNIZAÇÃO DA ADMINISTRAÇÃO PÚBLICA EM SANTANA DO LIVRAMENTO/RS

Este estudo teve como objetivo identificar a contribuição do Curso de Gestão Pública da Universidade Federal do Pampa - UNIPAMPA para a modernização da Administração Pública em Santana do Livramento. Para o desenvolvimento desta pesquisa utilizou-se o método de estudo de caso que foi desenvolvido na UNIPAMPA. A coleta de dados foi realizada por meio de entrevistas semiestruturadas, e as análises foram desenvolvidas sob o viés qualitativo. Como resultado, identificou-se que, hoje a contribuição do curso de Gestão Pública da UNIPAMPA tem sido essencial para a busca de melhorias na prestação de serviços da Prefeitura Municipal de Santana do Livramento, sendo esta instituição a mais beneficiada tanto com a produção acadêmica do Curso de Gestão Pública, quanto com o aproveitamento de egressos. A urgente necessidade de qualificar e capacitar os administradores públicos locais fez surgir o interesse por formação continuada dos gestores públicos locais, sendo atualmente ofertado também o Cursos de Pós-graduação Lato Sensu

Classification of critical levels of CO exposure of firefigthers through monitored heart rate

Smoke inhalation poses a serious health threat to firefighters (FFs), with potential effects including respiratory and cardiac disorders. In this work, environmental and physiological data were collected from FFs, during experimental fires performed in 2015 and 2019. Extending a previous work, which allowed us to conclude that changes in heart rate (HR) were associated with alterations in the inhalation of carbon monoxide (CO), we performed a HR analysis according to different levels of CO exposure during firefighting based on data collected from three FFs. Based on HR collected and on CO occupational exposure standards (OES), we propose a classifier to identify CO exposure levels through the HR measured values. An ensemble of 100 bagged classification trees was used and the classification of CO levels obtained an overall accuracy of 91.9%. The classification can be performed in real-time and can be embedded in a decision fire-fighting support system. This classification of FF’ exposure to critical CO levels, through minimally-invasive monitored HR, opens the possibility to identify hazardous situations, preventing and avoiding possible severe problems in FF’ health due to inhaled pollutants. The obtained results also show the importance of future studies on the relevance and influence of the exposure and inhalation of pollutants on the FF’ health, especially in what refers to hazardous levels of toxic air pollutants.publishe

Comparing data distribution using fading histograms

The emergence of real temporal applications under non-stationary scenarios has drastically altered the ability to generate and gather information. Nowadays, under dynamic scenarios, potentially unbounded and massive amounts of information are generated at high-speed rate, known as data streams. Dealing with evolving data streams imposes the online monitoring of data in order to detect changes. The contribution of this paper is to present the advantage of using fading histograms to compare data distribution for change detection purposes. In an windowing scheme, data distributions provided by the fading histograms are compared using the Kullback-Leibler divergence. The experimental results support that the detection delay time is smaller when using fading histograms to represent data instead of standard histograms

Autenticação de faces a partir da aquisição de sequências de imagens

Tese de mestrado. Métodos Computacionais em Ciências e Engenharia. 2006. Faculdade de Engenharia. Universidade do Port

Characterisation of physiological responses to odours in autism spectrum disorders: a preliminary study

Abnormal sensory perception is among the earliest symptoms of autism spectrum disorders (ASD). Despite mixed findings, olfactory perception seems to be altered in ASD. There is also evidence that automatic responses to odours can serve as biomarkers of ASD. However, this potential use of odour-based biomarkers for ASD is still underexplored. In this study, we aimed to investigate whether physiological responses to social and non-social odours, measured with electrocardiography (ECG) and facial electromyography (EMG), can be used to characterise and predict ASD in adults. For that, we extracted 32 signal features from a previously collected database of 11 adults with ASD and 48 adults with typical development (TD). Firstly, non-parametric tests were performed, showing significant differences between the ASD and the TD groups in 10 features. Secondly, a k-nearest-neighbour classifier with a leave-one-out strategy was employed, obtaining an F1-score of 67%. Although caution is needed due to the small sample size, this study provides preliminary evidence supporting the use of physiological responses to social and non-social odours as a potential diagnostic tool for ASD in adults.This work is also funded by national funds, European Regional Development Fund, FSE through COMPETE2020, through FCT, in the scope of the framework contract foreseen in the numbers 4, 5, and 6 of the article 23, of the Decree-Law 57/2016, of August 29, changed by Law 57/2017, of July 19.publishe