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Ruin Probabilities for Risk Processes in Stochastic Networks
No full text31 pagesInternational audienceWe study multidimensional Cram\'er-Lundberg risk processes where agents, located on a large sparse network, receive losses form their neighbors. To reduce the dimensionality of the problem, we introduce classification of agents according to an arbitrary countable set of types. The ruin of any agent triggers losses for all of its neighbours. We consider the case when the loss arrival process induced by the ensemble of ruined agents follows a Poisson process with general intensity function that scales with the network size. When the size of the network goes to infinity, we provide explicit ruin probabilities at the end of the loss propagation process for agents of any type. These limiting probabilities depend, in addition to the agents' types and the network structure, on the loss distribution and the loss arrival process. For a more complex risk processes on open networks, when in addition to the internal networked risk processes the agents receive losses from external users, we provide bounds on ruin probabilities
Le potentiel d'une taxe sur le capital pour traiter la triple crise climatique
No full textInternational audienceThe triple climate inequality crisis, or in contributions, impacts and capacity to act within and between countries,is a central issue in addressing climate change. This Comment advocates for progressive wealth taxation as a viable solution to the finance gap
Out-of-core Attribute Algorithms for Binary Partition Hierarchies
No full textInternational audienceBinary Partition Hierarchies (BPHs) and Minimum Spanning Trees are key structures in hierarchical image analysis. However, the explosion in the size of image data poses a new challenge, as the memory available in conventional workstations becomes insufficient to execute classical algorithms. To address this problem, specific algorithms have been proposed for out-of-core computation of BPHs, where a BPH is actually represented by a collection of smaller trees, called a distribution, thus reducing the memory footprint of the algorithms. In this article, we address the problem of designing efficient out-of-core algorithms for computing classical attributes in distributions of BPHs, which is a necessary step towards a complete out-of-core hierarchical analysis workflow that includes tasks such as connected filtering and the generation of other representations such as hierarchical watersheds. The proposed algorithms are based on generic operations designed to propagate information through the distribution of trees, enabling the computation of attributes such as area, volume, height, minima and number of minima
Fast Exact Joint S&P 500/VIX Smile Calibration in Discrete and Continuous Time
No full textInternational audienceWe introduce the Newton--Sinkhorn and implied Newton algorithms which significantly speed up the Sinkhorn algorithm that [Guyon, The joint S&P 500/VIX smile calibration puzzle solved, Risk, April 2020] used to build the first arbitrage-free model exactly consistent with S&P 500 and VIX market data. Using a purely forward Markov functional model, we show how to build a continuous-time extension of the previous discrete-time model. We also compute model-free bounds on S&P 500 options that show the importance of taking VIX smile information into account. Extensive numerical tests are conducted
Distributed fiber optic systems – application to strain measurement of post-tensioned concrete structures
No full textInternational audienceThis paper aims to showcase recent advances on Optical Fiber distributed strain measurement sys-tems applied to concrete monitoring. It focuses on their ability to accurately quantify concrete strain in post-tensioned containment buildings of nuclear power plants under various conditions, including instantaneous concrete strain due to pressure tests, delayed concrete strain due to creep/shrinkage, and instantaneous concrete strain due to tendon rupture.To achieve this, the study considers several mockups including the VeRCoRs building, a 1/3 scale prestressed concrete containment mockup equipped with a large number of monitoring systems. This mockup facilitates the testing and qualification of distributed measurement systems within con-crete structures during both operational phases (for prestressing monitoring) and pressure tests (for measuring instantaneous strain/displacement under pressure). Additionally, a post-tensioned beam was specifically designed and fabricated to examine tendon re-anchorage after cutting. Another objective is to assess various Optical Fiber Cables (OFC) from different suppliers to ensure reliable measurements. The study also aims to test different installation methods, such as embed-ding the OFC into concrete or attaching them to the external surface using various adhesives
Funding the social transformation of housing estates. Environmental ambitions as catalysers of the regeneration of Corviale
No full textInternational audienceThis study aims to unravel the dynamic interplay between new environmental considerations and the lifespan of housing estates within urban regeneration programs. Through a case study, the following contribution paper examines how the funding of urban regeneration projects has evolved and is today mobilised under the umbrella of just transition initiatives in the European context. This holds particular significance in the context of Southern European nations, which are key beneficiaries of the comprehensive recovery funding provided by the EU through initiatives such as the Next Generation EU funds. The study adopts sociotechnical methods to analyse the case of Corviale, a housing estate built for 8,500 residents in the outskirts of Rome, along with two main regeneration programs: the Contratto de Quartiere II and the Piano Urbano Integrato (PUI - PNRR).
Optimisation de l'utilisation de l'acide performique en traitement des eaux résiduaires urbaines : vers une élimination des molécules pharmaceutiques
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Lagrangian and Eulerian modelling of <sup>106</sup>Ru atmospheric transport in 2017 over northern hemisphere
No full textInternational audienceIn September 2017, numerous measurement stations recorded large surface concentrations of 106Ru in Europe. This event was well recorded by various monitoring stations worldwide and offer a valuable framework to compare the modelling strategies deployed to quickly evaluate where the plume goes and with what concentrations. In general, the source and its intensity are not known and hypotheses have to be done. Models have to be fast and accurate: Lagrangian and Eulerian are often used but rarely compared. In this study, the FLEXPART Lagrangian model and the WRF-CHIMERE Eulerian models are used to simulate the emissions, transport and deposition of this source of 106Ru. First, it is shown that the hypothesis of location, timing and intensity of the source is realistic, by comparison to surface measurements. Second, sensitivity analysis performed with the Eulerian model and several transport scheme showed that this model may provide better results than the Lagrangian one. It opens the door to further development, including chemistry and mixing with other pollutants during these specific events