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20142025
most citedOn a Transform Method for the Efficient Computation of Conditional VaR (and VaR) with Application to Loss Models with Jumps and Stochastic Volatility

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math.OC2022

The economic cost of social distancing during a pandemic: an optimal control approach in the SVIR model

Alessandro Ramponi, Maria Elisabetta Tessitore

We devise a theoretical model for the optimal dynamical control of an infectious disease whose diffusion is described by the SVIR compartmental model. The control is realized throu…