International Journal of Systems Science and Applied Mathematics

Volume 9, Issue 1, March 2024

  • Research Article

    Improving Risk Assessment and Pricing with Dividend Barriers and Dependence Modelling: An Extension of the Cramer-Lundberg Model with Spearman Copulas

    Kiswendsida Mahamoudou Ouedraogo, Delwendé Abdoul-Kabir Kafando*, Frédéric Bere, Pierre Clovis Nitiema

    Issue: Volume 9, Issue 1, April 2024
    Pages: 1-8
    Received: 7 December 2023
    Accepted: 28 December 2023
    Published: 11 January 2024
    Abstract: The compound Poisson risk model is a probabilistic model commonly used to evaluate the financial risk of an insurance company. This model assumes that claims arrive according to a Poisson process and that claim sizes follow an independent probability distribution. This paper presents an extension of this model, incorporating a dividend payment stra... Show More
  • Research Article

    Mathematical Modeling of COVID-19 with Chronic Patients and Sensitivity Analysis

    Windjiré Somé*, Germain Kaboré, Kassiénou Lamien, Ismaël Diallo, Ousséni So, Blaise Somé

    Issue: Volume 9, Issue 1, March 2024
    Pages: 9-19
    Received: 12 March 2024
    Accepted: 7 April 2024
    Published: 9 May 2024
    Abstract: Human health is constantly threatened by the appearance and resurgence of several diseases, as shown by recent epidemics. COVID-19 was one of the epidemics that left its mark on the world in terms of economic and human damages. In the search for solution to this pandemic, the scientific community is involved in all its diversity. Mathematicians are... Show More