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Arsene Brice Zotsa Ngoufack

Publications and source records attributed to Arsene Brice Zotsa Ngoufack.

2 recordsLinked to original sources

Stochastic epidemic models with pulse vaccination, varying infectivity and waning immunity

We introduce a fully stochastic, non-Markovian SIRS-type epidemic model that incorporates varying infectivity, waning immunity and a pulse vaccination strategy that may not confer permanent immunity. The model is constructed at the individual level, where each person is characterized by random infectivity and susceptibility functions, and vaccination campaigns occur at the jump times of a Poisson random measure with arbitrary intensity. We rigorously derive the epidemic dynamics as the large-population limit of an interacting stochastic particle system, leading to a system of nonlinear Volterra-type integral equations governing the average susceptibility and total force of infection. We establish a functional law of large numbers(FLLN) for the empirical processes and provide explicit expressions for the limiting compartmental proportions. The long-term behavior of the system is analyzed: we prove that the infection-free solution is globally asymptotically stable when the basic reproduction number falls below a critical threshold, and that the disease persists when this threshold is exceeded. The threshold is given by the harmonic mean of the maximal susceptibility across individuals and generalizes previous results by incorporating vaccination and memory effects. Our framework provides a probabilistically grounded extension of classical deterministic pulse vaccination models and offers new insights into the control of epidemics through scheduled immunization policies.

math.PR↗

Insurance risk models in a heterogeneous time-dependent population: scaling limits and ruin probabilities

Epidemic dynamics introduce time-varying heterogeneity into insured populations, as individuals' risk profiles depend on their evolving health status, thereby challenging classical insurance models based on homogeneity. Motivated by this phenomenon, we develop in this paper actuarial risk models in which the claim process is directly linked to an underlying general stochastic population dynamics, resulting in interacting subpopulations with different claim frequencies and severities. We propose both collective and individual modeling frameworks that track the changing composition of the insured population and its impact on aggregate claims. For these models, we derive scaling limits and provide bounds and approximations for ruin probabilities, offering tractable tools for risk assessment. Applications in an SIS context are detailed for different classes of risk processes, thereby contributing to a better understanding of how contagion-driven changes in population structure affect insurer solvency and supporting more realistic modeling of insurance portfolios in the presence of epidemic risk.

math.PR↗