In this paper, we present a binary-linear optimization model to prevent the spread of an infectious disease in a community. The model is based on the remotion of some connections in a contact network in order to separate infected nodes from the others. By using this model we nd an exact optimal solution and determine not only the minimum number of deleted links but also their exact positions. T...

In this paper; survival (non-ruin) probability after a definite time period of an insurance company is studied in a discrete time model based on nonhomogenous claim occurrences. Furthermore, distributions of the minimum and maximum levels of surplus in compound binomial risk model with nonhomogeneous claim occurrences are obtained and some of its characteristics are given.

Dengue, a reemerging disease, is one of the most important viral diseases transmitted by mosquitoes. Climate is considered an important factor in the temporal and spatial distribution of vector-transmitted diseases. This study examined the effect of seasonal factors and the relationship between climatic variables and dengue risk in the city of Rio de Janeiro, Brazil, from 2001 to 2009. Generali...

This note examines the role of accelerated sequential sampling in the case of general linear and AR(p) models. In a general linear model, under independent normal errors, both minimum risk point estimation and xed-accuracy conndence set estimation of the regression parameters are included. Then, the point estimation problem is revisited when the errors are independent, but nonnormal. In the end...

accurate and effective electricity price forecasting is critical to market participants in order to make an appropriate risk management in competitive electricity markets. market participants rely on price forecasts to decide on their bidding strategies, allocate assets and plan facility investments. however, due to its time variant behavior and non-linear and non-stationary nature, electricity...

In this research, we proposed a new metaheuristic technique for stock portfolio multi-objective optimization employing the combination of Strength Pareto Evolutionary Algorithm (SPEA), Adaptive Neuro-Fuzzy Inference System (ANFIS) and Arbitrage Pricing Theory (APT). To generate the more precise model, ANFIS has implemented to envisage long-term movement values of the Tehran Stock Exchange (TSE)...

Traditionally, risk assessment consists of evaluating the probability of "feared events", corresponding to known threats and attacks, as well as these events' severity, corresponding to their impact on one or more stakeholders. Assessing risks of cloud-based processes is particularly difficult due to lack of historical data on attacks, which has prevented frequency-based identification...

assessment of agricultural drought risk at critical times before and during the growing season can provide sufficient time to policy makers and farmers to implement appropriate strategies to reduce the potential of risk. the purpose followed in the present study is to develop a statistical model to estimate the quality of agricultural drought risk for rainfed barley crop (prior to planting and ...