An immuno-epidemiological model with waning immunity after infection or vaccination.

In epidemics, waning immunity is common after infection or vaccination of individuals. Immunity levels are highly heterogeneous and dynamic. This work presents an immuno-epidemiological model that captures the fundamental dynamic features of immunity acquisition and wane after infection or vaccination and analyzes mathematically its dynamical properties. The model consists of a system of first order partial differential equations, involving nonlinear integral terms and different transfer velocities. Structurally, the equation may be interpreted as a Fokker-Planck equation for a piecewise deterministic process. However, unlike the usual models, our equation involves nonlocal effects, representing the infectivity of the whole environment. This, together with the presence of different transfer velocities, makes the proved existence of a solution novel and nontrivial. In addition, the asymptotic behavior of the model is analyzed based on the obtained qualitative properties of the solution. An optimal control problem with objective function including the total number of deaths and costs of vaccination is explored. Numerical results describe the dynamic relationship between contact rates and optimal solutions. The approach can contribute to the understanding of the dynamics of immune responses at population level and may guide public health policies.

Optimal vaccination strategies using a distributed model applied to COVID-19.

Optimal distribution of vaccines to achieve high population immunity levels is a desirable aim in infectious disease epidemiology. A distributed optimal control epidemiological model that accounts for vaccination was developed and applied to the case of the COVID-19 pandemic. The model proposed here is nonstandard and takes into account the heterogeneity of the infected sub-population with respect to the time since infection, which is essential in the case of COVID-19. Based on the epidemiological characteristics of COVID-19 we analyze several vaccination scenarios and an optimal vaccination policy. In particular we consider random vaccination over the whole population and the prioritization of age groups such as the elderly and compare the effects with the optimal solution. Numerical results of the model show that random vaccination is efficient in reducing the overall number of infected individuals. Prioritization of the elderly leads to lower mortality though. The optimal strategy in terms of total deaths is early prioritization of those groups having the highest contact rates.

Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment.

In this paper we analyze two stochastic versions of one of the simplest classes of contagion models, namely so-called SIS models. Several formulations of such models, based on stochastic differential equations, have been recently discussed in literature, mainly with a focus on the existence and uniqueness of stationary distributions. With applicability in view, the present paper uses the Fokker-Planck equations related to SIS stochastic differential equations, not only in order to derive basic facts, but also to derive explicit expressions for stationary densities and further characteristics related to the asymptotic behaviour. Two types of models are analyzed here: The first one is a version of the SIS model with external parameter noise and saturated incidence. The second one is based on the Kramers-Moyal approximation of the simple SIS Markov chain model, which leads to a model with scaled additive noise. In both cases we analyze the asymptotic behaviour, which leads to limiting stationary distributions in the first case and limiting quasistationary distributions in the second case. Finally, we use the derived properties for analyzing the decision problem of choosing the cost-optimal level of treatment intensity.

Multiperiod Maximum Loss is time unit invariant.

Time unit invariance is introduced as an additional requirement for multiperiod risk measures: for a constant portfolio under an i.i.d. risk factor process, the multiperiod risk should equal the one period risk of the aggregated loss, for an appropriate choice of parameters and independent of the portfolio and its distribution. Multiperiod Maximum Loss over a sequence of Kullback-Leibler balls is time unit invariant. This is also the case for the entropic risk measure. On the other hand, multiperiod Value at Risk and multiperiod Expected Shortfall are not time unit invariant.