This dissertation deals with three problems in health care. In the first, we consider the incentives to change prices and capital levels at hospitals, using optimal control under the assumption that private payers charge higher prices if patients consume more hospital services. The main results...

We utilise several asset pricing models that allow for discontinuities in the returns and volatility time series in order toobtain estimates of Value-at-Risk (VaR). The first class of model that we use mixes a continuous diffusion processwith discrete jumps at random points in time (Poisson Jump...

Background: An important issue in prediction modeling of multivariate data is the measure of dependence structure. The use of Pearson's correlation as a dependence measure has several pitfalls and hence application of regression prediction models based on this correlation may not be an...

The simulation of promotional competitions in corporations described herein allows comparisons of suggested reasons for the paucity of women in the highest level of corporate management. Runs with small, medium and large-sized companies all give similar results. The strongest effect is evidenced...

EpiSimS is a massive simulation of the movements, activities, and social interactions of individuals in realistic synthetic populations, and of the dynamics of contagious disease spread on the resulting social contact network. This paper describes the assumptions and methodology in the EpiSimS...

The political blogosphere has recently been the focus of attention for social network analysis and applications of network and graph theory. In a recent paper, Adamic and Glance (2005) report differences between the linking behavior of politically conservative vs. politically liberal Web...

Problem: Engineering design decisions require the integration of information from multiple and disparate sources. However, this information is often independently created, limited to a single perspective, and not formally represented, thus making it difficult to formulate decisions. Hence, the...

Despite their success and widespread usage in industry and business, ES methods have received little attention from the statistical community. We investigate three types of statistical models that have been found to underpin ES methods. They are ARIMA models, state space models with multiple...

The use of computer modeling is fast increasing in almost everyscientific, engineering and business arena. This dissertationinvestigates some challenging issues in design, modeling andanalysis of computer experiments, which will consist of four majorparts. In the first part, a new approach is...