VictorJuiz/thesis huggingface dataset:
Pricing and Hedging of Variable Annuities on Mixed Funds under Levy Processes
Keywords: Fourier transform
Levy process
Local risk minimization
Mix funds
Variable annuities

Variable annuities (VAs) are deferred annuities whose future benefits are linked to the performance of a portfolio of securities during the deferment period. The VA policyholders can benefit from favorable movements in financial markets and are simultaneously protected against adverse events. As a result, variable annuities have options and option-like features embedded in their contracts. In this thesis, we consider pricing and hedging of such embedded options when the underlying reference portfolio is a mixed fund consisting of a bond index and a stock index. The bond index and the stock index are both assumed to follow exponential Levy processes while the risk-free interest rate is modeled by an Ornstein-Uhlenbeck process. As a key mathematical result, we solve the valuation partial-integro differential equation in semi-analytic closed-form using Fourier transform method. In our numerical illustrations, variance gamma processes are considered and calibrated to financial data and their parameters are estimated under the real world and risk neutral probability measures. The formulae are then used to value the minimal rate of return guarantee when the underlying Levy drivers are variance gamma processes. Our numerical results indicate that the method is fast, accurate and relatively straight-forward to implement. The sensitivities of the fair management fee with respect to different model parameters are also examined. In addition to determining the fair management fee, effective hedging strategies are crucial for insurance companies to prevent potentially large losses. Here, since jump risk and mortality risk result in an incomplete market, the usual dynamic hedging strategies are not applicable. We propose instead to resort to mean variance and local risk minimization hedging. By applying this technique, we are able to obtain semi-analytical closed-form hedging positions when using the mixed fund and an option on the mixed fund to hedge. Our numerical results show the advantage of local risk minimization over delta and delta-gamma hedging methods. Finally three common types of unit-linked life insurance: (i) pure endowment; (ii) term insurance; and (iii) endowment insurance; are used to demonstrate the efficiency of local risk minimization trading strategies.
Anthropogenic Impacts on Multihabitat Species and Applications for Conservation
Keywords: aquatic
Climate Change
Conservation
Dragonfly
Ecology
Odonata

Anthropogenic impacts are apparent in all ecosystems, threatening the persistence of biodiversity everywhere on Earth. Species' responses to these impacts depend largely on their biology and ecology, and therefore all species are not equally impacted. Species with particular life histories, such as long generation times, specific habitat requirements, small geographic ranges, or poor dispersal potential, are more at risk because they are unable to respond positively in the face of anthropogenic threats. With respect to habitat preferences, the more specific a species' needs, the higher the threat because even a small loss of habitat can lead to local extinctions, meaning that species requiring multiple habitats that are spatially adjacent might be even more at risk of extinction than those that do not. This need for multiple, adjacent habitats, is a common life history strategy, yet how anthropogenic impacts affect these species is currently understudied. Furthermore, the adjacency requirements of these species' habitats are rarely incorporated into conservation tools intended to inform conservation practitioners. To address these gaps in conservation science, in this thesis, I focus on a common group of species that require multiple habitats, Odonata, and investigate the influence of anthropogenic recreation, landuse change, and climate change on their diversity and community composition as larvae and as adults. I then incorporate adjacent habitat requirements into species distribution models and migration simulations. Overall, I find that: (1) anthropogenic impacts from recreation, landuse change, and climate change do affect the diversity and community composition of odonata, generally resulting in reduced diversity of specialist species; (2) adults and larvae respond differently to anthropogenic pressures, likely because they utilize distinct habitats, or the same habitats in different manners; and (3) incorporating adjacent habitats into species distribution models and migration simulations leads to more restrictive, but potentially more realistic, range expansion predictions of one species of Odonata in a fragmented landscape in southern Ontario.
Mathematical Explanation in Science
Keywords: Explanation
Indispensability
Inference to the best explanation
Mathematical Explanation
Naturalism
Realism

Inspired by indispensability arguments originating from Quine, mathematical realists such as Alan Baker argue that since mathematics plays a key explanatory role in our best scientific theories, then the very same reasons which convince us to be scientific realists should lead us to be mathematical realists as well. Baker's enhanced indispensability arguments (EIA) makes use of inference to the best explanation (IBE) to deliver the realist conclusion. Mathematical nominalists have resisted this argument by asserting that there is no such thing as a genuine mathematical explanation (GME) where the mathematics is playing an indispensable explanatory role. In this dissertation I will argue that the nominalist is incorrect and that GMEs do, in fact, exist. My methodology will be to develop a set of criteria that clearly defines a GME which the nominalist would gladly accept. From there, a new example of a GME will be advanced that satisfies all of the criteria. To solidify this result, I will show that Strevens' kairetic account of scientific explanation clearly points to mathematics playing an indispensable explanatory role in our supposed examples of GME. While this all bodes well for mathematical realism, I will further argue that the EIA still does not lead to mathematical realism. Baker assumes that using IBE to infer the existence of mathematical objects is unproblematic. I will challenge this assumption, and without IBE the EIA does not deliver. By no means does this result block the realist project. Ultimately, I believe that freeing ourselves from the yoke of traditional indispensability arguments and focussing on how it is that mathematics can explain physical facts explain will advance the realist position even further.
Geologic Record of Intraplate Seismicity in Southern Ontario
Keywords: co-seismic deformation
Intraplate Earthquakes
lake sediments
Precambrian Structures
Seismites
sub bottom profiling

This thesis contributes to an understanding of intracratonic seismicity in eastern North America by presenting geological evidence for past earthquake activity within disturbed rocks and sediments (`seismites') in Southern Ontario. A major impediment to understanding modern day earthquake risk is the limited historic record of earthquake activity (early seventeenth century) and an instrumental record of short duration (typically
An Ultrasound Contrast Agent Microbubble in a Microvessel: A Numerical Approach
Keywords: Acoustic Emissions
Blood-Brain Barrier
Finite-Element Analysis
Focused Ultrasound
Ultrasound Contrast Agent
Vessel Wall Stresses

The blood brain barrier (BBB), a selective barrier separating blood from the parenchyma of the central nervous system, restricts more than 98% of neurotherapeutics from traveling into the brain. Focused ultrasound (FUS) exposure combined with circulating microbubbles is an emerging technique capable of safely opening the BBB locally, transiently, and non-invasively, enabling targeted drug delivery in the brain. However, the mechanisms of the microbubble-vessel interactions central to this process are not fully understood. In this thesis, a comprehensive numerical model of a microbubble within a microvessel was developed aiming to shed light on bubble-vessel interactions, vessel wall mechanical stresses and acoustic emissions during FUS-induced BBB opening. An upward shift in the bubble's resonance frequency relative to unbound bubbles was calculated, whose magnitude was dependent on the vessel elasticity. The synergistic effects of acoustic frequency and vessel elasticity on wall stresses were investigated. Vessel wall stresses were found to be maximal when the bubble was driven above resonance. The numerical model was validated with ex vivo high-speed optical imaging experiments. Resultant amplitudes of bubble oscillation were within 15% of corresponding experimental measurements. Vessel wall stresses calculated during bubble compression (and vascular invagination) were larger than those during bubble expansion, implying that vascular damage could occur during this phase. The acoustic emissions from the ultrasound-stimulated microbubble were calculated, and their correlation with the vessel wall stresses was investigated. The normalized second harmonic decreased as a function of pressure until reaching a minimum, "transition point", after which point it was found to increase. The second and fourth harmonics of confined bubbles at this point were larger than those of unbound bubbles. Above the transition point, stresses induced by larger bubbles increased with a steeper slope. The results presented in this thesis could help in enhancing contrast imaging strategies, understanding bubble-vessel interactions, and optimizing ultrasound pulse parameters to maximize vessel wall stresses to improve drug delivery efficacy. Furthermore, the calculated acoustic emissions could provide feedback to online monitoring techniques and enable calibration of in vivo pressures.
COST-EFFECTIVENESS OF PRESSURE ULCER PREVENTION AND CALIBRATION ANALYSIS OF DECISION-ANALYTIC MODELS
Keywords: calibration
cost-effectiveness
decision analytic model
pressure ulcer
prevention
validation

Pressure ulcers are common in the very ill, the elderly, and immobile or neurologically compromised individuals. In Ontario, the estimated prevalence is approximately 15% among hospital patients. Affected patients experience pain and reduced quality of life. The burden of pressure ulcers in Canada is estimated to exceed $1 billion annually, or approximately one-eighth the total health care cost of cardiovascular diseases in Canada. Current guidelines recommend early prevention to reduce the burden of pressure ulcers but the economic evidence supporting these recommendations is limited. This thesis reports on studies evaluating the cost effectiveness of strategies to prevent pressure ulcers in targeted high-risk patients. In order to conduct the cost-effectiveness analysis, it was necessary to resolve calibration issues in the decision-analytic model that simulates the natural history of pressure ulcers. Model calibration is the practice of comparing projected data from a decision model with corresponding observed data in order to determine unknown model parameters. A literature review was conducted to provide an inventory of methods for the calibration of decision models and categorize these methods according to their methodological approaches. The first study describes the development of a two-stage random search algorithm for model calibration. The second study reports on the cost-effectiveness analysis of strategies to prevent pressure ulcers in elderly patients seeking help in the emergency departments. The third study describes the cost-effectiveness analysis of strategies to prevent pressure ulcers originating intra-operatively in surgical patients. Results from the first study show that the proposed two-stage random search algorithm is suitable for routine calibration of moderately complex decision models. Results from the cost-effectiveness studies show that the evaluated prevention strategies are more cost-effective than current practice. The economic evidence supports the implementation of these early prevention strategies to reduce the burden of pressure ulcers in high-risk patients.
High Resolution Quantitative MRI in a Non-Surgical Model of Spinal Cord Injury
Keywords: Diffusion
Focused Ultrasound
MRI
qT2
Spinal Cord Injury

Magnetic resonance imaging (MRI) is very sensitive to the presence of damage resulting from injury or disease, but often lacks specificity. Quantitative MRI can significantly increase the specificity in the presence of pathology but must be validated, often using an animal model, for each type of injury or disease. In the case of spinal cord injury (SCI) most models are difficult to image, either due to the location of the injury, or as a result of damage to surrounding tissues resulting from invasive surgical procedures. This thesis describes a non-surgical model of rat SCI which uses MR guided focused ultrasound and microbubbles to create an injury the cervical spinal cord which is optimal for performing quantitative MRI, and compares it with other models of SCI using MRI, histology, and immunohistochemistry. It also describes the difficulties encountered when implementing the quantitative T2 (qT2) MR sequence at the very high resolution required to image the rat spinal cord, the limitations on the qT2 sequence due to the presence of diffusion, and how the effects of diffusion were minimized. Using the new SCI model and qT2 sequence, qT2 and diffusion data were acquired at 24 hours, 1 week, and 2 weeks following SCI, and the quantitative MRI parameters were correlated with histology. The increased specificity gained using quantitative MRI will increase the information available at each timepoint, reducing both the variability and cost of longitudinal studies aimed at developing treatments for SCI.
Palaeoecology and taphonomy of the Early Permian cave system near Richards Spur, Oklahoma, and its parareptilian fauna
Keywords: Palaeoecology
Palaeozoic
Parareptilia
Permian
Richards Spur
Taphonomy

The Early Permian Richards Spur locality, located at the Dolese Brothers limestone quarry in Oklahoma, USA, is one of the most unique and important terrestrial tetrapod faunas of the Palaeozoic. As one of the few upland localities known from this period, it offers a view of the Early Permian that is distinct from those available at the more common and well-studied lowland deltaic/fluvial assemblages. The locality is represented by a vast cave system that possesses a highly fossiliferous infill. Well over 30 tetrapod taxa have been described from Richards Spur, many of which are endemic, making it the most taxonomically diverse terrestrial Palaeozoic locality currently known. However, aside from alpha taxonomy, there has been little to no work done looking at other aspects of the locality, such as taphonomy and palaeoecology. This thesis represents the first large scale study of the unique Richards Spur locality. I further add to the immense tetrapod diversity of the site through the description of several new parareptiles, as well as new parareptile material, which also grants a much better understanding of the early evolution and diversification of the clade. Furthermore, I reconstruct the distinct preservational environment associated with the cave system at Richards Spur, as well as use taxonomic and relative abundance data to interpret details of the locality's paleoecology, allowing for better comparisons with other Early Permian localities to be made.
Singing for Two: Experiencing Pregnancy as a Classical Singer
Keywords: Classical
Pregnancy
Pregnant
Qualitative
Singers
Singing

The purpose of this study was to understand more fully the experience of pregnancy for the classical singer. Though research has uncovered the physical implications of pregnancy for the non-singer, aspects which can impact the classical singer, such as breath mechanics, hormonal fluctuations, and the many other physical changes brought on by pregnancy, have not been fully investigated. My first objective was to find out how the physical aspects of pregnancy impact singers as they continue to perform through these changes. My second objective was to discover what the emotional implications of pregnancy for the classical singer. Did emotional changes instigated by pregnancy occur that influenced the singerâ s performance anxiety, routine and sense of self as a performer? My final objective was to investigate the social implications of pregnancy for the classical singer. How are pregnant classical singers viewed and treated within the performance realm? Is there support for singers who become pregnant? What are the implications for career trajectory and timing? This study uses mixed methods to enhance and expand the range of information gathered. In-depth interviews were conducted on two pregnant and one recently pregnant classical singers. An exploratory survey was conducted with 444 participants from around the world. Extensive data was collected from both groups, including a large amount of qualitative data from the survey group in the form of additional comments made online. After analyzing the data sets separately, the survey and interview results were merged to provide deeper meaning to the findings. This resulted in additional questions which were posed to the interviewees through written conversations, and which further illuminated the subject. This study provides insight into the experience of pregnancy for the classical singer, explores factors which contribute to positive learning and growth for the singers involved and uncovers numerous questions for future research.
The Pleiotropic Roles of Yorkie in Planarian Homeostasis and Regeneration
Keywords: Adult Homeostasis
Hippo Signaling
Planarian
Regeneration
Stem Cells
Yorkie

The freshwater flatwormâ Schmidtea mediterranea, commonly known as the planarianâ displays remarkable feats of regeneration. Planarians amputated into fragments are capable replacing all their missing tissues and restore proper proportion and scale within a two weeks. Previous work has provided foundational understanding into the regulators of planarian stem cells and the molecules that are required for repatterning and scaling; however, it remains unknown how these two seemingly disparate processes are integrated. My aim was to understand how Hippo signaling, a universal regulator of growth control across metazoans, may be integral in planarian homeostasis and regeneration by regulating stem cell maintenance, differentiation, and patterning. Prior to my work, no one had characterized this pathway in planarians. I found that Yorkie (vertebrate homolog YAP and paralog TAZ), the effector of the Hippo signaling cascade, has roles in patterning the excretory system and anterior-posterior axis, and restricting stem cell proliferation. My results also demonstrate that Yorkie is a crucial node in the integration of the injury responses of proliferation, apoptosis, injury-induced transcription, and patterning to coordinate regeneration and proper scaling of tissues.
Family Literacy and Colonial Logics
Keywords: adult literacy
decolonization
deficit thinking
family literacy
settler colonialism
whiteness

This thesis is located in my relationship to Treaty 4 land, the traditional land of the Cree, Saulteaux, Lakota, Nakota, Dakota and Métis people. It starts with me, a 5th generation white settler, learning to see myself as a treaty person. Intertwined with this awareness is my developing understanding of the way that the “myth of the fort” and “colonial frontier logics” (Donald 2009b, 2009c, 2012a) shape educational practice in Saskatchewan. The focus of my research is family literacy programs, policy and research, and the assumption of deficit that I argue pervades this area of literacy education practice. As a community-based family literacy practitioner, working for many years mostly with New Canadians, I have wondered about a tension between the rhetorical commitment to strengths-based practice in the field and the ongoing presence/tenacity of deficit thinking in literacy practice. In exploring deficit thinking I have come to see how it is racialized and racializing (Valencia, 1997, 2010). As I explored in my study deficit thinking and race in family literacy work in Saskatchewan, I further came to recognize the significance of settler colonialism in shaping literacy practice. Eventually I understood, in a new way, that all family literacy programs in Saskatchewan take place on treaty land, and that the people in the programs, practitioners and families alike, are “all treaty people.” This analysis has been shaped by literature on race, whiteness and colonialism (Ahmed, 2007b; Donald, 2009c; Leonardo Porter, 2010). I have been informed by the ways in which feminist poststructuralists (Ahmed 2002, 2006, 2007a; Pillow, 2000, 2003, 2004, 2015; St. Pierre, 2000) talk about power, subjectivity and discourse. Feminist genealogical approaches (Pillow, 2003, 2004; Tamboukou 2003b; Tamboukou Ball, 2003) have directed me to explore the history of family literacy. The methods of Métissage (Hasebe-Ludt, Chambers, Leggo, 2009) and Indigenous Métissage (Donald, 2009b, 2012b) have informed how I have made sense of my research journey. Observing community programs in Aboriginal settings has led me to focus on how a robust understanding of respect might enable movement away from a racializing deficit thinking and towards ‘better’ relationships (Ahmed, 2002) or towards what Donald (2009c) calls “ethical relationality” in education practice and policy.
Redefining Social Comparisons: Self-Other Overlap and Social Comparisons of Close Others
Keywords: Close Relationships
Self-Other Overlap
Social Comparisons

For more than 60 years, researchers have assumed that social comparisons (i.e., comparisons that occur between the self and another person) must involve the self directly. The self, however, can also include close others. In the present research, I examine whether individuals respond to comparisons involving close others as they would to comparisons involving the self. Four studies (N = 2210) using recalled (Studies 1-3) and actual (Study 4) comparisons about attractiveness (Study 1) and relationship skills (Studies 2-4) demonstrated that individuals high in self-other overlap decrease domain relevance following upward (i.e., the close other is outperformed by another person) but not downward comparisons (i.e., the close other outperforms another person) to protect their positive partner perceptions. This strategy was absent among those low in self-other overlap. Study 2 demonstrated that this effect extends to best friends, but not casual friends, due to the degree of self-other overlap. Furthermore, when reminded of their partner’s inferiority in a domain, high overlap participants maintained positive global partner perceptions, whereas low overlap participants’ global perceptions were negatively affected (Study 3). Studies 5-8 (N = 884) examined whether this effect extends to children and parents, who are also included in the self (Study 5), using recalled comparisons about parents (Study 6) and children (Studies 7-8). Study 6 demonstrates that this effect extends to mothers but not fathers. Parents, however, decreased domain relevance when their child was inferior regardless of overlap (Studies 7 8). Moreover, parents and high overlap children demonstrated an attributional bias for their family member’s comparison outcomes: They protected family members by attributing less responsibility to them after upward comparisons and enhanced them by attributing more responsibility to them after downward comparisons. Finally, I examined the causal attributions individuals make following these comparisons to test whether they engage in these strategies to protect themselves, rather than the close other, because they feel personally responsible for the close other’s comparison outcomes. These results suggest that individuals do experience comparisons involving a close other and another person as if they were directly involved, but only if their close other is incorporated into their self-identity.