Publications (459)
ARTICLE
FINITE TIME RUIN PROBABILITY USING HAWKES VARIABLE MEMORY COUNTING PROCESS WITH EXPONENTIAL DISTRIBUTION CLAIMS
Frédéric Béré, Souleymane Badini, Abdoul Karim Drabo, Delwendé Abdoul-Kabir Kafando
The finite time ruin probability in actuarial science and in companies throughout their operating lives remains a major and very complex concern for the latter. Given the complexity of the occurrence of natural risk phenomena, the mathematical determination of this probability can prove particularly complex. This mathematical complexity repres(...)
risk models, hawkes process
ARTICLE
OPTIMAL CONTROL OF A DYNAMIC SEIRDS MODEL FOR THE SPREAD OF INFECTIOUS DISEASES
SIAKAKAMBELE ; SAFIMBA SOMA AND ABOUDRAMANE GUIRO
Thisarticleisdevotedtotheproblemofoptimalcontrolofareaction-diffusionsystemforan
SEIRDS-typeepidemiologicalmodel,wherethedynamicsevolveinaspatiallyheterogeneousenvironment.
Thecontrolvariablesarethetransmissionratesβe, β1,andβ2,correspondingrespectively tothe contagion
resultingfromcontactwithasymptomaticandsymptomaticindividuals. Theaimisto(...)
reaction-diffusion;SEIRDSmodel;optimalcontrol;first-ordernecessaryoptimality conditions;adjoint system.
ARTICLE
COPULAS AND EVALUATION OF RISK MEASUREMENT AND -BASED CAPITAL ALLOCATION IN A CONTEXT OF TAIL DEPENDENCY
Kiswendsida Mahamoudou Ouedraogo, Abdoul Karim Drabo, Delwendé Abdoul-Kabir Kafando, Lassané Sawadogo, S. P. C. Nitiema
In this paper, we construct an extension of Spearman’s copula and evaluate the risk measure TVaR (Tail Value at Risk) and the TVaR-based capital allocation for an insurance portfolio whose risks maintain a tail-dependency relationship via this new copula. Assuming that the portfolio comprises two lines of business whose risks are identically d(...)
copula, tail dependency, TVaR risk measure, capital allocation
ARTICLE
Stepanov-like-cn-pseudo almost periodic solutions of class r under the light of measure theory
MOHAMADO KIEMA, MICAILOU NAPO AND ISSA ZABSONRE
The aim of this work is to present new concept of Stepanov-Like -Cn-pseudo almost periodic of class r using the measure theory. We use the (μ, ν)-ergodic functions to define the spaces of (μ, ν) Stepanov-Like-Cn-pseudo almost periodic functions of class r. We present many interesting results on those spaces like completeness and composition th(...)
Measure theory, (μ, ν)-pseudo almost periodic function, partial functional differential equations.
ARTICLE
On the Dynamics of a SEIHR Model With Delays in Diagnosis and a Class of General Incidence Functions
Ali TRAORE, F. Victorien KONANE
The susceptible, exposed, infectious, hospitalized, and recovered (SEIHR) model with delays in diagnosis is investigated. A class of general incidence functions is considered. The threshold for the model is determined, and the stabilities of the equilibrium points are examined. The effects of the delay in diagnosis on the spread of the disease(...)
Modélisation, stabilité, diagnostic
ARTICLE
MULTIPLICITY OF SOLUTIONS FOR THE DISCRETE ROBIN PROBLEM INVOLVING THE p(k)-LAPLACE KIRCHHOFF TYPE EQUATIONS
BRAHIM MOUSSA, ISMAEL NYANQUINI, AND STANISLAS OUARO
Inthispaper,weestablishresultsontheexistenceandmultiplicityofsolutionsforadiscrete Robin boundary value problem involving the variable exponent p(k)-Laplacian of Kirchhoff type in a finite-dimensional Banach space. Our approach relies on variational techniques combined with tools from critical point theory
Kirchhoff type equation, Discrete Robin problem, Multiple solutions, Variational methods, Critical point theory
ARTICLE
ON UNIQUENESS OF LOCAL ENTROPY SOLUTION OF A CONVECTION-DIFFUSION TYPE INTEGRO-DIFFERENTIAL EQUATION
MOHAMED BANCE and SAFIMBA SOMA
We study the uniqueness of entropy solution for a class of triply
nonlinear parabolic integro-differential equations of the form
∂t k ∗(j(v)−j(v0)) −∇· a(x, ∇ϕ(v)) + F (ϕ(v)) = f
in a bounded domain with homogeneous Dirichlet boundary conditions. The
source term f belongs to L1 and the memory term k ∗(j(v)−j(v0)) introduces
a nonlocal depe(...)
Fractional time derivative; Nonlinear Volterra equation; triply non- linear; Entropy solution.
ARTICLE
SOLVING THE STANDARD TELEGRAPH EQUATION WITH A FRACTIONAL-ORDER DERIVATIVE TERM USING THE LAPLACE-ADOMIAN METHOD
MINOUNGOU Youssouf, BAGAYOGO Moussa, NEBIE Abdoul Wassiha, PARE Youssouf
In this article, we study the solution of the standard telegraph equation with a fractional derivative term by the Laplace-Adomian method. For this purpose, we establish the convergence of the Laplace-Adomian algorithm applied to the solution of the standard telegraph equation with a fractional-order derivative term, and propose the solution o(...)
telegraph equation, Laplace transform, Mittag Leffler function, Laplace-Adomian method.
ARTICLE
COPULAS AND EVALUATION OF TVaR RISK MEASUREMENT AND TVaR-BASED CAPITAL ALLOCATION IN A CONTEXT OF TAIL DEPENDENCY
Kiswendsida Mahamoudou OUEDRAOGO, Abdoul Karim DRABO, Delwendé Abdoul-Kabir KAFANDO and S. Pierre Clovis NITIEMA
In this paper, we construct an extension of Spearman’s copula and
evaluate the risk measure TVaR (Tail Value at Risk) and the TVaRbased capital allocation for an insurance portfolio whose risks
maintain a tail-dependency relationship via this new copula. Assuming
that the portfolio comprises two lines of business whose risks are
identicall(...)
copula, tail dependency, TVaR risk measure, capital allocation.
ARTICLE
Applications of stable cellular automata on Sturmian words
Moussa Barro, K. Ernest Bognini and Boucaré Kientéga
In this paper, we generalize the study of some class of cellular automata (CA) preserving stability, called stable cellular automata (SCA) on Sturmian words. After establishing the classic complexity of obtained words by these SCA, their special factors are also specified. Next, we prove that their palindromic complexity is 1 or 2. Finally, we(...)
Stable Cellular Automata(SCA), Strumian words, Complexity, special factor
ARTICLE
Optimal Control Approaches for a Fourth-Order Parabolic Operator: Least-Regrets Strategies
OUEDRAOGO Élie; Bylli André Guel; Sadou Tao.
This paper deals with the control of a nonlinear ill-posed fourth-order parabolic system. To do this, we approach the
initial system by a regularize one, which requires the introduction of a pollution term, since the initial problem is with
missing data. An approach that naturally calls for the use of the notions of least-regret control. Mor(...)
Adapted Least-regrets Control, Nonlinear Analysis, Optimal Control, Singular Optimality System, No-regret Control
ARTICLE
Implementation of the New Metric Procedure of Multidecisions Makers Choice for Use in Large-scale Voting Cases
Zoïnabo Savadogo & Rasmané Pagbelguem
Abstract:
The problem of aggregating group preferences into a collective or consensual
preference has been tackled since the 18th century by Borda and Condorcet. Since
then, several authors have proposed aggregation methods based on social choice
theory and metric procedures. However, the use of these metric procedures in
decision-ma(...)
Social choice theory, Social choice function, Algorithm, Implementation
ARTICLE
Square-Mean Pseudo Almost Periodic Solutions of Infinite Class in the α -Norm under the Light of Measure Theory
Djendode Mbainadji, Teubé Cyrille Mbainaissem, Issa Zabsonre
This work concerns the existence and uniqueness of square-mean pseudo almost periodic solutions of infinite class in the α -norm. The results are obtained using analytic semigroup, fractional α -power theory and by making use of Banach fixed point theory. As result, we obtain a generalization of the work of Zabsonre et al. [Partial Differenti(...)
measure theory; ergodicity; (μ, ν)-pseudo almost automorphic function; evolution equations; partial functional differential equations; Stochastic processes; stochastic evolution equations.
ARTICLE
Numerical Resolution of the Hepatitis C Model Using the SOME Blaise ABBO Numerical Method
Bamogo Hamadou, Kamaté Adama, Traoré André a and Francis Bassono
We have described a model of hepatitis C (HCV). It is a system of nonlinear fractional differential equations. We studied
convergence and then used the SOME Blaise ABBO (SBA) method to successfully apply to this system
Fractional equation system; SBA method; EDO
ARTICLE
NONLOCAL DISCRETE PROBLEM INVOLVING THE ANISOTROPIC p(k)-CAPILLARITY DIFFERENTIAL OPERATOR
Ismaël Nyanquini, Brahim Moussa, Stanislas Ouaro
In this paper, we investigate the existence and multiplicity of so- lutions for a class of nonlocal discrete problems governed by a p(k)-capillarity differential operator in a T -dimensional Banach space. Our technical approach is based on a minimization method combined with adequate variational tech- niques, particularly the mountain pass the(...)
Kirchhoff type equation, nonlocal discrete problem, p(k)-capillarity differential operator, boundary value problem, multiple solutions, mountain pass theorem, (S+) mapping theory