One Dimensional Reduction of a Renewal Equation for a Measure-Valued Function of Time Describing Population Dynamics

Despite their relevance in mathematical biology, there are, as yet, few general results about the asymptotic behaviour of measure valued solutions of renewal equations on the basis of assumptions concerning the kernel. We characterise, via their kernels, a class of renewal equations whose measure-valued solution can be expressed in terms of the solution of a scalar renewal equation. The asymptotic behaviour of the solution of the scalar renewal equation, is studied via Feller’s classical renewal theorem and, from it, the large time behaviour of the solution of the original renewal equation is derived.

Asymptotic expansions for Wiener–Hopf equations

Wiener–Hopf Equations are of the form [Formula: see text] These equations arise in many physical problems such as radiative transport theory, reflection of an electromagnetive plane wave, sound wave transmission from a tube, and in material science. They are also known as the renewal equations on the half-line in Probability Theory. In this paper, we present a method of deriving asymptotic expansions for the solutions to these equations. Our method makes use of the Wiener–Hopf technique as well as the asymptotic expansions of Stieltjes and Hilbert transforms.

Gerber–Shiu Function in a Class of Delayed and Perturbed Risk Model with Dependence

This paper considers the risk model perturbed by a diffusion process with a time delay in the arrival of the first two claims and takes into account dependence between claim amounts and the claim inter-occurrence times. Assuming that the time arrival of the first claim follows a generalized mixed equilibrium distribution, we derive the integro-differential Equations of the Gerber–Shiu function and its defective renewal equations. For the situation where claim amounts follow exponential distribution, we provide an explicit expression of the Gerber–Shiu function. Numerical examples are provided to illustrate the ruin probability.

Coupled Systems of Renewal Equations for Forces of Infection through a Contact Network

We formulate a coupled system of renewal equations for the forces of infections in interacting subgroups through a contact network. We use the theory of order-preserving and sub-homogeneous discrete dynamical systems to show the existence and uniqueness of the disease outbreak final sizes in the sub-populations. We illustrate the general theory through a simple SIR model with exponentially and non-exponentially distributed infectious period.