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Taming the spread of an epidemic by lockdown policies
Federico, Salvatore; Ferrari, Giorgio - 2020
We study the problem of a policymaker who aims at taming the spread of an epidemic while minimizing its associated … characterized by three distinct periods: the epidemic is first let freely evolve, then vigorously tamed, and finally a less …
Persistent link: https://www.econbiz.de/10012269704
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Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad; Inani, Sarveshwar Kumar - In: Applied economics letters 30 (2023) 19, pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
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An investigation of safe and near-optimal strategies for prevention of Covid-19 exposure using stochastic hybrid models and machine learning
Bilgram, Alexander; Jensen, Peter G.; Jørgensen, … - In: Decision analytics journal 5 (2022), pp. 1-11
In this work investigate the use of stochastic hybrid models, statistical model checking and machine learning to analyze, predict and control the rapid spreading of Covid-19. During the pandemic numerous studies using stochastic models have been produced. Most of these studies are used to...
Persistent link: https://www.econbiz.de/10014336925
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Implications of Stochastic Transmission Rates for Managing Pandemic Risks
Hong, Harrison G. - 2020
epidemic model and link valuations to infections via an asset-pricing framework with vaccines. Infections lower earnings growth …
Persistent link: https://www.econbiz.de/10012833123
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Implications of Stochastic Transmission Rates for Managing Pandemic Risks
Hong, Harrison G. - 2020
epidemic model and link valuations to infections by using an asset-pricing framework that accounts for vaccines. Infections …
Persistent link: https://www.econbiz.de/10012834259
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Stochastic Modelling of the COVID-19 Epidemic
Platen, Eckhard - 2020
The need for the management of risks related to the COVID-19 epidemic in health, economics, finance and insurance became … an epidemic via a four-dimensional stochastic differential equation. Crucial time dependent input parameters include the … dynamics of an epidemic can be deduced from the proposed model. These form a basis for managing successfully an epidemic and …
Persistent link: https://www.econbiz.de/10012835745
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ICU Capacity Management During the COVID-19 Pandemic Using a Stochastic Process Simulation
Alban, Andres - 2020
Introduction: The current COVID-19 pandemic leads to a massive influx of patients to the ICU. Epidemic models focus on …
Persistent link: https://www.econbiz.de/10012837634
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Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model
Robben, Jens; Antonio, Katrien; Devriendt, Sander - In: Risks : open access journal 10 (2022) 2, pp. 1-33
We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality projection model and its resulting projections for future mortality rates. Throughout the paper, we put focus on the Li and Lee mortality model, which has become a standard for...
Persistent link: https://www.econbiz.de/10012805929
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Lockdowns as options
Wijnbergen, Sweder van - 2021
I show that the irreversibility of dying coupled with gradual information acquisition over time on the likely arrival and eventual effectiveness of vaccines confers a real option value to lockdown strategies that delay the incidence of a pandemic.The case for lockdown strategies becomes stronger...
Persistent link: https://www.econbiz.de/10012510750
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A multi-stage stochastic programming approach to epidemic resource allocation with equity considerations
Yin, Xuecheng; Büyüktahtakın, İ. Esra - In: Health care management science : a new journal serving … 24 (2021) 3, pp. 597-622
Persistent link: https://www.econbiz.de/10012616319