Wyniki wyszukiwania - BazTech

1

Założenia teorii CPTED w uodpornieniu infrastruktury krytycznej portu lotniczego

Tyburska A.

Przegląd Komunikacyjny

|

2018

|

R. 73, nr 1

2--7

PL

Akty terrorystyczne są typowymi zagrożeniami, które prowokują sytuacje kryzysowe o znacznych rozmiarach nie tylko w skali kraju, ale również państw czy regionów. Szczególne zainteresowanie terrorystów zawsze wzbudzać będą elementy infrastruktury państwa, które określane są jako kluczowe dla codziennego funkcjonowania ludzi i administracji publicznej. Porty lotnicze obsługujące ludzi oraz zapewniające szybki przewóz towarów są w szczególnym zainteresowaniu współczesnych terrorystów. Ataki terrorystyczne skierowane na elementy infrastruktury portu lotniczego spowodować mogą zarówno ich zniszczenie, uszkodzenia, jak również zainicjować awarie skutkujące nie tylko olbrzymimi stratami materialnymi, ale co istotne, śmiercią oraz uszkodzeniem ciała znacznej liczby osób. W konsekwencji wywołać mogą poczucie braku bezpieczeństwa, panikę oraz rezygnację z korzystania z usług gwarantowanych przez przewoźników i porty lotnicze. Opracowanie realnych, a zarazem skutecznych planów ochrony, opartych na wynikach badań i analiz naukowych oraz dobrych praktykach - pozwala na skuteczną ochronę kluczowego obszaru portu lotniczego, a w sytuacji kryzysowej - na zminimalizowanie kosztów będących następstwem przeprowadzonego ataku. Koncepcja Crime Prevention Trough Environmental Design (CPTED) zapobiegania przestępczości przez kształtowanie przestrzeni koncentruje się na przestrzeni fizycznej jako istotnym czynniku wpływającym na zachowania przestępcze. Przestrzeń ta w różny sposób powiązana jest z aktem przestępczym. Teoria kształtowania bezpiecznych przestrzeni zakłada, że przestępcy w sposób racjonalny dokonują wyboru celu, a ich decyzje poparte są analizą warunków istniejących w danej przestrzeni (szacowanie ryzyka). Ich wybór dotyczy zarówno miejsc, które preferują jako miejsca popełnienia przestępstw, jak również obszarów, których unikają. Celem artykułu jest przedstawienie elementów koncepcji CPTED, które zostały zaadoptowane w ochronie infrastruktury portów lotniczych.

EN

Terrorist acts are typical threats that provoke a crisis or considerable size not only in the country but also in the countries or regions. Terrorist interest will always be aroused by elements of state infrastructure, which are defined as essential for the daily functioning of people and public administration. Airports serving people and providing fast transport of goods are of particular interest to modern terrorists. Terrorist attacks targeting the airport infrastructure can cause both their destruction and damage, as well as initiate breakdowns that result in not only huge material losses, but significant deaths and damage to a substantial number of people. As a consequence, they may cause insecurity, panic and abandon the use of services guaranteed by carriers and airports. Developing real and effective protection plans, based on the results of research and analysis and good practice - allows for effecive protection of a key airport area and, in a crisis situation, to minimize costs resulting from an attack. The Crime Prevention Trough Environmental Design (CPTED) concept of prevention of crime by shaping space focuses on physical space as an important factor influencing criminal behavior. This space is connected in various ways with the criminal act. The theory of shaping safe spaces assumes that criminals make a rational choice of purpose, and their decisions are supported by an analysis of the conditions existing in a given space (risk analysis). Their choice applies to both the places they prefer as the crime scene and the areas they avoid. The aim of the article is to present elements of the CPTED concept, which may be adopted in the protection of airport infrastructure.

2

Preventive vaccination of foxes against rabies – economic and environmental aspects

Flis M.

Ekonomia i Środowisko

|

2018

|

nr 1

220--230

EN

The thesis presents the analysis of the oral immunization effectiveness, taking cognizance of wild foxes. The preventive measures conducted 15 years ago have significantly contributed to the substantial decline in the number of verified cases of rabies among wild and domestic animals. Despite the fact, that aforementioned measures have been generating high costs covered by the state’s founds, they dramatically reduced the risk of epizootic danger, thus epidemiological risks. Undertaken actions also led to the dynamic growth of population of foxes, which resulted in a kind of disruption of natural ecological system concerning the ‘predator – prey’ relation, therefore they have indirectly contributed to the deepening of the already ongoing contraction of the basic small animals.

3

Portfolio immunization under cone restrictions

Gajek L., Krajewska E.

Journal of Applied Analysis

|

2017

|

Vol. 23, nr 2

127--135

EN

Interest rate risk for portfolios with random cash flows is mitigated via minimizing its L2-measure. A link between monotonicity of linear operators and immunization under cone restrictions is examined. The results are based on the Hilbert space methods applied to incomplete markets.

4

Immunization Effect of Sodium Aluminate on Wool

Sirvaityte J., Beleska K., Alaburdaite R., Komiciute I., Valeika V.

Fibres & Textiles in Eastern Europe

|

2017

|

Vol. 25, no. 5 (125)

42--46

EN

Since the environmental requirements for leather manufacture as well as for other industry branches are becoming stricter, investigations of unhairing have been directed towards conditions of the process which allow the saving of hair: enzymatic unhairing or unhairing with hair immunization conventionally achieved by using lime and sodium sulphide. The problem is that lime forms a big quantity of liquid waste which contains lime sludge polluted by sulphides and protein degradation products. The research is devoted to the replacement of Ca(OH)2 as hair immunization material with some other soluble non-hazardous material with a similar immunization effect. The preliminary tests showed that alkaline sodium aluminate suits this purpose very well. Its immunisation efficiency increases with prolonged treatment duration and increased concentration of the treatment solution. Treatment with 20 g/l of sodium silicate solution for 3 h allows to reach a high immunization ability almost the same as that of calcium hydroxide under the same conditions. The immunisation effect lasts when the pH is approx. 13.

PL

Ponieważ normy dotyczące ochrony środowiska w przemyśle skórzanym, jak również w innych gałęziach przemysłu stają się coraz bardziej restrykcyjne, badano immunizację wełny wodorotlenkami wapnia i potasu oraz metaglinianem sodu, badając poziom degradacji wełny po obróbce. Efekt immunizacji został oszacowany na podstawie zmian utraty masy wełny i zawartości azotu w roztworze. Potwierdzono, że metaglinian sodu jest skutecznym środkiem immunizującym. Skuteczność immunizacji metaglinianem sodu zwiększa się wraz z wydłużeniem czasu obróbki i zwiększeniem stężenia roztworu.

5

Determination of continuous shifts in the term structure of interest rates against which a bond portfolio is immunized

Zaremba L. S., Rządkowski G.

Control and Cybernetics

|

2016

|

Vol. 45, no. 4

525--537

EN

In this paper we identify those shifts (continuous functions) of the term structure of interest rates, against which a given bond portfolio (BP) is immunized. The set of such shifts (IMMU) happens to be an (m − 1)-dimensional linear subspace in an m-dimensional linear space of all admissible shifts. In the proof we use triangular (Lagrange) functions, by means of which we build a base for IMMU. How this IMMU space varies in response to changes in the cash ﬂow generated by bond portfolio, BP, is also discussed in the last section of the paper.

6

Immunization and convex interest rate shifts

Barber J. R.

Control and Cybernetics

|

2013

|

Vol. 42, no. 1

259--266

EN

An important issue in immunization theory is the form of the interest rate process under which immunization is feasible. This paper generalizes Fisher and Weil immunization result to convex interest rate shifts, and examines the practical significance of this generalization. We examine the features of a linear factor model that are consistent with a convex shift. In particular, we show that a specific two factor linear model is sufficient and necessary for a convex shift. This two factor specification allows parallel and damped yield curve shifts, which in combination can twist the yield curie.

7

Shifts of the term structure of interest rates against which a given portfolio is preimmunized

Rzadkowski G., Zaremba L. S.

Control and Cybernetics

|

2010

|

Vol. 39, no 3

857-865

EN

In this paper we formulate an immunization problem, which is rarely stated. Instead of reconstructing an existing bond portfolio B with the aim of securing a desired amount of, say L dollars, q years from now, against uncertain future interest rates shifts (under various, sometimes strong assumptions), we identify the shifts of the current term structure of interest rates against which portfolio B is already preimmunized. We state this problem in two different mathematical settings, and solve it with the help of Proposition 2 from Barber (1999), or, equivalently, Theorem 1 from Rzadkowski and Zaremba (2000). In the first part of this paper shifts are supposed to be polynomials of degree less than a certain number n, while in the second part, where we employ a Hilbert space approach, the shifts are allowed to be continuous functions.

8

On new immunization strategies under random shocks on the term structure of interest rates

Kondratiuk-Janyska A., Kaluszka M.

Badania Operacyjne i Decyzje

|

2009

|

nr 1

91-101

EN

We introduce new measures of immunization such as exponential duration referring, in particular, to Fong and Vasi.ek [7], Nawalkha and Chambers [14], Balbas and Ibanez [2], and Balbas et al. [3], but under the assumption of multiple shocks in the term structure of interest rates. These shocks are given by a random field. The cases of a single and multiple liabilities are discussed separately.

PL

Przedstawiamy nowe strategie immunizacji portfela przy założeniu wielokrotnych zaburzeń struktury terminowej stóp procentowych, gdzie zaburzenie jest opisane za pomocą sumy pewnego wielomianu i pola losowego [13]. Sformułowano twierdzenia dla ogólnej postaci pola losowego, a w przykładzie analizuje się przypadek płachty Browna. Przy kilku rodzajach zaburzeń struktury terminowej stóp procentowych rozważono zarówno przypadek jednego, jak i wielu zobowiązań [11]. Ponieważ rozważono różne postaci zaburzeń, otrzymano różne dolne oszacowania na wartości strumienia pieniężnego (jako różnica aktywów i pasywów) w chwili H (horyzont inwestycyjny), gdy pojawią się zaburzenia. W konsekwencji strategie uodpornienia zawierają nowe miary ryzyka jak np. wykładniczy czas trwania.

9

Assets/liabilities portfolio immunization as an optimization problem

Kondratiuk-Janyska A., Kałuszka M.

Control and Cybernetics

|

2006

|

Vol. 35, no 2

335-349

EN

The aim of this paper is to present bond portfolio immunization strategies in the case of multiple liabilities, based on single-risk or multiple-risk measure models under the assumption of multiple shocks in the term structure of interest rates referring, in particular, to Fong and Vasicek (1984), Nawalkha and Chambers (1996), Balbas and Ibanez (1998) and Hurlimann (2002). Immunization problem is formulated as a constrained optimization problem under a fixed open loop strategy. New risk measures associated with changes of the term structure are also defined.

10

Vaccination programs against mumps in the United Kingdom

Greenhalgh D., Sfikas N.

Journal of Medical Informatics & Technologies

|

2003

|

Vol. 5

MI13--22

EN

This paper deals with minimum elimination vaccination programs for mumps in the UK. A partial differential equation compartmental model is used to describe the spread of the disease. Pre-vaccination age-structured serological data is used to estimate the force of infection in the absence of immunization. Homogeneous, proportional and symmetric mixing are considered. Using the equilibrium equations, for each mixing assumption estimates of the basic reproduction number R0 and the minimum elimination immunization proportions for single age and two age vaccination programs are presented.

11

How to find a bond portfolio with the highest convexityin a class of fixed duration portfolios

Zaremba L.S., Smoleński W.H.

Bulletin of the Polish Academy of Sciences. Technical Sciences

|

2000

|

Vol. 48, nr 2

279-286

EN

The paper extends the main result of [1], that is, the construction of a K-immunization strategy with the highest convexity to a more general setting by dropping the key assumption of [1] stating that interest rate shocks ht to occur in a near future are proportional to the values of spot rates Yt plus 1, e.g. the condition (4) holds. Here, the interest rate shifts ht are allowed to be of the more general type (1) with known (to an investor) coefficients gt'S (usually estimated empirically based on historical data). The optimal portfolio Z* is found here by means of the K - T conditions. If the convexity of Z* exceeds that of any single payment at time when the liability has to be discharged, then Z* appears to be also the best K-immunization strategy yielding the maximal unanticipated rate of return due to shocks in spot rates.

12

Construction of a k-immunization strategy with the highest convexity

Zaremba L.

Control and Cybernetics

|

1998

|

Vol. 27, no 1

135-144

EN

Assuming that interest rate shocks are proportional to their values plus one, we prove in Theorem 1 the existence of and construct a portfolio Z[sup *] with the highest convexity in the class of portfolios that solve the immunization problem to meet the liability to pay C dollars K years from now. Z[sup *] appears to be a barbell strategy with two zero-coupon bonds with the shorest and the longest maturities. This intuitively clear result has been obtained here in a rigorous way by means of the K-T conditions. In addition, we show that our result is stricly related to the problem of maximization of the unanticipated rate of return on a portfolio solving the above immunization problem (Theorem 2). Two more results concerning the unanticipated return after K years are provided with proofs. An example illustrating the role of convexity in maximization of the unanticipated return is included. Despite the fact that there exists a pretty vast literature on bond portfolio strategies, the present paper offers a new methodological approach to this area (see Ingersoll, Skelton, Weil, 1978).