A note on a discrete time MAP risk model

Dynamics of a discrete-time plant-herbivore model

On a discrete-time risk model with claim correlated premiums

This paper proposes a discrete-time risk model that has a centain type of correlation between premiums and claim amounts. It is motivated by the well-known No Claims Discount system or bonus-malus system in the car insurance industry. Such a system penalises policyholders at fault in accidents by surcharges, and rewards claim-free years by discounts. For simplicity, only two levels of premium a...

On a discrete-time two level NCD risk model

This paper proposes a discrete-time NCD risk model that incorporates the well-known No Claims Discount (NCD) system (or bonus-malus system (BMS)) in the car insurance industry. Such a system penalises policyholders at fault in accidents by surcharges, and rewards claim-free years by discounts. For simplicity, only two levels of premium are considered in the given model and recursive formulae ar...

A note on the use of optimal control on a discrete time model of influenza dynamics.

A discrete time Susceptible - Asymptomatic - Infectious - Treated - Recovered (SAITR) model is introduced in the context of influenza transmission. We evaluate the potential effect of control measures such as social distancing and antiviral treatment on the dynamics of a single outbreak. Optimal control theory is applied to identify the best way of reducing morbidity and mortality at a minimal ...

A note on prediction for discrete time series

Let {Xn} be a stationary and ergodic time series taking values from a finite or countably infinite set X and that f(X) is a function of the process with finite second moment. Assume that the distribution of the process is otherwise unknown. We construct a sequence of stopping times λn along which we will be able to estimate the conditional expectation E(f(Xλn+1)|X0, . . . , Xλn) from the observ...