Related papers: Infectious Default Model with Recovery and Continu…
In this paper, we study emergent irreducible information in populations of randomly generated computable systems that are networked and follow a "Susceptible-Infected-Susceptible" contagion model of imitation of the fittest neighbor. We…
Testing symptomatic individuals for a disease can deliver treatment resources, if tests' results turn positive, which speeds up their treatment and might also decrease individuals' contacts to other ones. An imperfect test, however, might…
During an infectious disease outbreak, providing accurate answers to policy questions about transmission requires a detailed model of the natural history of infectiousness. Unfortunately, direct measures of infectiousness are generally…
Competing risks model time to first event and type of first event. An example from hospital epidemiology is the incidence of hospital-acquired infection, which has to account for hospital discharge of non-infected patients as a competing…
We investigate the information-theoretical limits of inference tasks in epidemic spreading on graphs in the thermodynamic limit. The typical inference tasks consist in computing observables of the posterior distribution of the epidemic…
Inspired by the double-debt problem in Japan where the mortgagor has to pay the remaining loan even if their house was destroyed by a catastrophic event, we model the lender's cash flow, by an exponential functional of a renewal-reward…
In this paper, we first propose a diffusive pathogen infection model with general incidence rate which incorporates cell-to-cell transmission. By applying the theory of monotone dynamical systems, we prove that the model admits the global…
Let $X_1,...,X_n$ be i.i.d. observations, where $X_i=Y_i+\sigma Z_i$ and $Y_i$ and $Z_i$ are independent. Assume that unobservable $Y$'s are distributed as a random variable $UV,$ where $U$ and $V$ are independent, $U$ has a Bernoulli…
This article extends the autoregressive count time series model class by allowing for a model with regimes, that is, some of the parameters in the model depend on the state of an unobserved Markov chain. We develop a quasi-maximum…
\noindent We formulate an age-structured three-staged nonlinear partial differential equation model that features {\it nonlinear} recidivism to the infected ({\it infectious}) class from the {\it temporarily} recovered class. Equilibria are…
This paper describes an estimator of the additive components of a nonparametric additive model with a known link function. When the additive components are twice continuously differentiable, the estimator is asymptotically normally…
Understanding models which represent the invasion of network-based systems by infectious agents can give important insights into many real-world situations, including the prevention and control of infectious diseases and computer viruses.…
We investigate under which conditions a single simulation of joint default times at a final time horizon can be decomposed into a set of simulations of joint defaults on subsequent adjacent sub-periods leading to that final horizon. Besides…
We propose a definition for the average indirect effect of a binary treatment in the potential outcomes model for causal inference under cross-unit interference. Our definition is analogous to the standard definition of the average direct…
Time varying susceptibility of host at individual level due to waning and boosting immunity is known to induce rich long-term behavior of disease transmission dynamics. Meanwhile, the impact of the time varying heterogeneity of host…
We consider an epidemiological SIR model with an infection rate depending on the recovered population. We establish sufficient conditions for existence, uniqueness, and stability (local and global) of endemic equilibria and consider also…
We develop a structural default model for interconnected financial institutions in a probabilistic framework. For all possible network structures we characterize the joint default distribution of the system using Bayesian network…
The classical reduced-form and filtration expansion framework in credit risk is extended to the case of multiple, non-ordered defaults, assuming that conditional densities of the default times exist. Intensities and pricing formulas are…
In this paper we propose a new nonparametric approach to interacting failing systems (FS), that is systems whose probability of failure is not negligible in a fixed time horizon, a typical example being firms and financial bonds. The main…
Exact solution of the Susceptible-Infectious-Recovered (SIR) epidemic model is derived, and various properties of solution are obtained directly from the exact solution. It is shown that there exists an exact solution of an initial value…