相关论文: Infectious Default Model with Recovery and Continu…

The SIR model is used extensively in the field of epidemiology, in particular, for the analysis of communal diseases. One problem with SIR and other existing models is that they are tailored to random or Erdos type networks since they do…

The growing number of infectious disease outbreaks, like the one caused by the SARS-CoV-2 virus, underscores the necessity of actuarial models that can adapt to epidemic-driven risks. Traditional life insurance frameworks often rely on…

Knowledge on the dynamics of standard epidemic models and their variants over complex networks has been well-established primarily in the stationary regime, with relatively little light shed on their transient behavior. In this paper, we…

We study the extinction of epidemics in a simplicial susceptible-infected-susceptible model, where each susceptible individual becomes infected either by two-body interactions ($S+I \to 2I$) with a rate $\beta$ or by three-body interactions…

We discuss the parameter estimation of the probability of default (PD), the correlation between the obligors, and a phase transition. In our previous work, we studied the problem using the beta-binomial distribution. A non-equilibrium phase…

In this paper we describe the dynamics of a vector-borne relapsing disease, such as tick-borne relapsing fever, using the methods of compartmental models. After some motivation, model description, and a brief overview of the theory of…

We study a discrete Susceptible-Infected-Recovered (SIR) model for the spread of infectious disease on a homogeneous tree and the limit behavior of the model in the case when the tree vertex degree tends to infinity. We obtain the…

Can contagion be inferred from aggregated default data? We study this as a problem of identifiability, asking whether contagion generates components in default count distributions that remain distinct from those induced by macroeconomic…

We analyze the dynamics of a population of independent random walkers on a graph and develop a simple model of epidemic spreading. We assume that each walker visits independently the nodes of a finite ergodic graph in a discrete-time…

In this paper we are concerned with $N$-urn susceptible-infected-removed epidemics, where each urn is in one of three states, namely `susceptible', `infected' and `removed'. We assume that recovery rates of infected urns and infection rates…

We study an epidemic model for a constant population by taking into account four compartments of the individuals characterizing their states of health. Each individual is in one of the compartments susceptible (S); incubated - infected yet…

The aim of this article is to analyze data from multiple repairable systems under the presence of dependent competing risks. In order to model this dependence structure, we adopted the well-known shared frailty model. This model provides a…

We adapt the article of Forien, Pang, Pardoux and Zotsa: Arxiv preprint Arxiv2210.04667(2022), on epidemic models with varying infectivity and waning immunity, to incorporate the memory of the last infection. To this end, we introduce a…

The Markovian approach, which assumes exponentially distributed interinfection times, is dominant in epidemic modeling. However, this assumption is unrealistic as an individual's infectiousness depends on its viral load and varies over…

We propose an epidemic compartment model, which includes mortality caused by the disease, but excludes demographic birth and death processes. Individuals are represented by random walkers, which are in one of the following states…

The primary tool for predicting infectious disease spread and intervention effectiveness is the mass action Susceptible-Infected-Recovered model of Kermack and McKendrick. Its usefulness derives largely from its conceptual and mathematical…

We model the default contagion process in a large heterogeneous financial network under the interventions of a regulator (a central bank) with only partial information which is a more realistic setting than most current literature. We…

It is essential to understand the dynamics of epidemics in the presence of coexisting pathogens. There are various phenomenon that can effect the dynamics. In this paper, we formulate a mathematical model using different assumptions to…

We model the term structure of the forward default intensity and the default density by using L\'evy random fields, which allow us to consider the credit derivatives with an after-default recovery payment. As applications, we study the…

We study epidemic arrival times in meta-population disease models through the lens of front propagation into unstable states. We demonstrate that several features of invasion fronts in the PDE context are also relevant to the network case.…