相关论文: Infectious Default Model with Recovery and Continu…
Our study is based on an epidemiological compartmental model, the SIRS model. In the SIRS model, each individual is in one of the states susceptible (S), infected(I) or recovered (R), depending on its state of health. In compartment R, an…
In general, the rates of infection and removal (whether through recovery or death) are nonlinear functions of the number of infected and susceptible individuals. One of the simplest models for the spread of infectious diseases is the SIR…
We introduce a stochastic SIR-type partial differential equation model incorporating random diffusion, reinfection, vital dynamics, and a randomly varying transmission rate. For the associated random dynamical system, we prove the existence…
Compartmental transmission models have become an invaluable tool to study the dynamics of infectious diseases. The Susceptible-Infectious-Recovered (SIR) model is known to have an exact semi-analytical solution. In the current study, the…
We show that a certain model for the spread of an infection has a phase transition in the recuperation rate. The model is as follows: There are particles or individuals of type A and type B, interpreted as healthy and infected,…
In this paper we study a nonlinear reaction-diffusion system which models an infectious disease caused by bacteria such as those for cholera. One of the significant features in this model is that a certain portion of the recovered human…
What role do asymptomatically infected individuals play in the transmission dynamics? There are many diseases, such as norovirus and influenza, where some infected hosts show symptoms of the disease while others are asymptomatically…
We propose a multivariate framework for modeling dependent default times that extends the classical Cox process by incorporating both common and idiosyncratic shocks. Our construction uses c\`adl\`ag, increasing processes to model…
We obtain conditions for eradication and permanence of infection for a nonautonomous SIQR model with time-dependent parameters, that are not assumed to be periodic. The incidence is given by functions of all compartments and the threshold…
In this work we review a class of deterministic nonlinear models for the propagation of infectious diseases over contact networks with strongly-connected topologies. We consider network models for susceptible-infected (SI),…
We present a model of contagion that unifies and generalizes existing models of the spread of social influences and micro-organismal infections. Our model incorporates individual memory of exposure to a contagious entity (e.g., a rumor or…
The Susceptible-Infected-Susceptible model is a canonical model for emerging disease outbreaks. Such outbreaks are naturally modeled as taking place on networks. A theoretical challenge in network epidemiology is the dynamic correlations…
We investigate infectious disease spreading on scale-free networks using a heterogeneous mean-field approach applied to the susceptible-infected-susceptible model, incorporating a mitigation factor. Individual heterogeneity is incorporated…
We consider the Susceptible-Infected-Recovered (SIR) epidemic model on a Euclidean network in one dimension in which nodes at a distance $l$ are connected with probability $P(l) \propto l^{-\delta}$ in addition to nearest neighbors. The…
The present paper introduces a structural framework to model dependent defaults, with a particular interest in their contagion.
In this paper, we study a multidimensional risk model with a common renewal process and in the presence of a constant interest force. The claim sizes are independent and identically distributed random vectors, with the distribution of…
We study finite-sample inference for the trade-off function of two unknown probability distributions, the function that traces the optimal type I/type II error frontier in binary testing. Given samples from distributions $P$ and $Q$, we…
Many disease models focus on characterizing the underlying transmission mechanism but make simple, possibly naive assumptions about how infections are reported. In this note, we use a simple deterministic Susceptible-Infected-Removed (SIR)…
We provide analytical pricing formula of corporate defaultable bond with both expected and unexpected default in the case with stochastic default intensity. In the case with constant short rate and exogenous default recovery using PDE…
The structural default model of Lipton and Sepp, 2009 is generalized for a set of banks with mutual interbank liabilities whose assets are driven by correlated Levy processes with idiosyncratic and common components. The multi-dimensional…