Results 131 to 140 of about 17,223 (255)
Optimal income drawdown and investment with longevity basis risk
We investigate a utility maximisation problem for a pension scheme which offers an income drawdown policy. Apart from market risk, we specifically focus on longevity basis risk which arises when the forces of mortality of the scheme's target population ...
Ewald, Christian Oliver +2 more
core +1 more source
Advanced Science, EarlyView.A physics‐based framework resolving graphite phase‐separation dynamics establishes a predictive, degradation‐aware fast‐charging methodology for commercial Li‐ion batteries. The resulting model‐informed protocol achieves 20%–80% state‐of‐charge in 14 min while matching the long‐term degradation of a commercial 25‐minute EV strategy.
Marco Lagnoni +10 more
wiley +1 more source
The role of longevity bonds in optimal portfolios
, 2008 We study the optimal consumption and portfolio for an agent maximizing the expected utility of his intertemporal consumption in a financial market with: (i) a riskless asset, (ii) a stock, (iii) a bond as a derivative on the stochastic interest rate, and
MENONCIN, Francesco
core
Advanced Science, EarlyView.A rational etching‐induced reconstruction strategy is demonstrated to fabricate one‐dimensional RuIrTe ternary nanotubes with a unique amorphous‐crystalline heterostructure. This hierarchical architecture synergistically optimizes mass transport and electronic configurations, delivering record‐breaking performance in proton exchange membrane water ...
Zhi Liang Zhao +4 more
wiley +1 more source
Hedging strategy for longevity risk by financial engineering
, 2020 研究成果の概要 (和文) : 年金制度の長寿リスクに対して、２種類の長寿派生証券を研究した。長寿債券と長寿スワップである。長寿債券は初期に資金を必要とする欠点があるが、長期割引によって小さくなる初期費用から、年金ポートフォリオ組み込み可能である。年金基金では一般の生存率より変動リスクが大きい。その削減のための長寿債券を含めた費用最小化問題の数値解析を行った。長寿スワップは変動する生存率に対する保険料と固定保険料を交換する契約であり、それを用いて管理された年金ポートフォリオ・リスクに対して ...
浦谷 規
core
A Dual‐Channel Synergistic Ultrasensitive Biosensor for Tumor Liquid Biopsy
Advanced Science, EarlyView.ABSTRACT Liquid biopsy technology, which detects circulating tumor DNA (ctDNA) in cerebrospinal fluid, plays a crucial role in the early diagnosis and precision treatment of gliomas. However, the intrinsically low abundance and rapid clearance of ctDNA pose substantial challenges for conventional analytical techniques, such as droplet digital PCR and ...
Yu Sun +12 more
wiley +1 more source
Advanced Science, EarlyView.This study reveals the dual role of celecoxib in intervertebral disc degeneration. While low concentrations are protective, high concentrations induce toxicity by upregulating HSP90, which synergizes with USP15 to deubiquitinate and stabilize RBX1. This leads to degradation of COMMD1/ATP7B, copper dyshomeostasis, and ultimately, cuproptosis.
Youfeng Guo +11 more
wiley +1 more source
Delta and Gamma hedging of mortality and interest rate risk [PDF]
This paper studies the hedging problem of life insurance policies, when the mortality and interest rates are stochastic. We focus primar- ily on stochastic mortality. We represent death arrival as the rst jump time of a doubly stochastic process, i.e.
Elisa Luciano, Luca Regis, Elena Vigna
core
Advanced Science, EarlyView.An atomically dispersed Co–N4 single‐atom catalyst rapidly activates peroxymonosulfate to remove the antibiotic sulfamethoxazole from water. Common ions have little impact, but chloride dramatically speeds degradation by promoting a high‐valent Co(IV) = O oxidant via in situ HOCl–catalyst electron transfer.
Anting Ding +6 more
wiley +1 more source
Advanced Science, EarlyView.The weakly‐solvating TFMSPyr electrolyte tailors the Li+ solvation structure by suppressing solvent coordination and promoting anion‐dominated solvation. This unique solvation environment induces preferential anion decomposition at electrode interfaces, forming robust inorganic rich S/CEI.
Bishnu P. Thapaliya +11 more
wiley +1 more source