Displaying similar documents to “Models for stochastic mortality”

Numerical solution of a stochastic model of a ball-type vibration absorber

Fischer, Cyril, Náprstek, Jiří

Similarity:

The mathematical model of a ball-type vibration absorber represents a non-linear differential system which includes non-holonomic constraints. When a random ambient excitation is taken into account, the system has to be treated as a stochastic deferential equation. Depending on the level of simplification, an analytical solution is not practicable and numerical solution procedures have to be applied. The contribution presents a simple stochastic analysis of a particular resonance effect...

General proportional mean residual life model

Mohamed Kayid, Salman Izadkhah, Dalal ALmufarrej (2016)

Applications of Mathematics

Similarity:

By considering a covariate random variable in the ordinary proportional mean residual life (PMRL) model, we introduce and study a general model, taking more situations into account with respect to the ordinary PMRL model. We investigate how stochastic structures of the proposed model are affected by the stochastic properties of the baseline and the mixing variables in the model. Several characterizations and preservation properties of the new model under different stochastic orders and...

On a stochastic SIR model

Elisabetta Tornatore, Stefania Maria Buccellato (2007)

Applicationes Mathematicae

Similarity:

We consider a stochastic SIR system and we prove the existence, uniqueness and positivity of solution. Moreover the existence of an invariant measure under a suitable condition on the coefficients is studied.

Scaling of Stochasticity in Dengue Hemorrhagic Fever Epidemics

M. Aguiar, B.W. Kooi, J. Martins, N. Stollenwerk (2012)

Mathematical Modelling of Natural Phenomena

Similarity:

In this paper we analyze the stochastic version of a minimalistic multi-strain model, which captures essential differences between primary and secondary infections in dengue fever epidemiology, and investigate the interplay between stochasticity, seasonality and import. The introduction of stochasticity is needed to explain the fluctuations observed in some of the available data sets, revealing a scenario where noise and complex deterministic...

Stochastic performance measurement in two-stage network processes: A data envelopment analysis approach

Alireza Amirteimoori, Saber Mehdizadeh, Sohrab Kordrostami (2022)

Kybernetika

Similarity:

In classic data envelopment analysis models, two-stage network structures are studied in cases in which the input/output data set are deterministic. In many real applications, however, we face uncertainty. This paper proposes a two-stage network DEA model when the input/output data are stochastic. A stochastic two-stage network DEA model is formulated based on the chance-constrained programming. Linearization techniques and the assumption of single underlying factor of the data are used...

Stochastic differential inclusions

Michał Kisielewicz (1997)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

Similarity:

The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.