Results 41 to 50 of about 33,316 (165)
Mortality, Redundancy, and Diversity in Stochastic Search
We investigate a stochastic search process in one dimension under the competing roles of mortality, redundancy, and diversity of the searchers. This picture represents a toy model for the fertilization of an oocyte by sperm. A population of $N$ independent and mortal diffusing searchers all start at $x=L$ and attempt to reach the target at $x=0$.
Meerson, Baruch, Redner, S.
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Optimal Annuitization with Stochastic Mortality Probabilities [PDF]
The conventional wisdom dating back to Yaari (1965) is that households without a bequest motive should fully annuitize their investments. Numerous market frictions do not break this sharp result. We modify the Yaari framework by allowing a household's mortality risk itself to be stochastic. Annuities still help to hedge longevity risk, but they are now
Felix Reichling, Kent Smetters
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The Investigation of a Forward-Rate Mortality Framework
Stochastic mortality models have been developed for a range of applications from demographic projections to financial management. Financial risk based models built on methods used for interest rates and apply these to mortality rates.
Daniel H. Alai +2 more
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Aboveground and belowground arthropods experience different relative influences of stochastic versus deterministic community assembly processes following disturbance [PDF]
Background Understanding patterns of biodiversity is a longstanding challenge in ecology. Similar to other biotic groups, arthropod community structure can be shaped by deterministic and stochastic processes, with limited understanding of what moderates ...
Scott Ferrenberg +2 more
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Consumption-Investment Problems with Stochastic Mortality Risk [PDF]
I numerically solve realistically calibrated life cycle consumption-investment problems in continuous time featuring stochastic mortality risk driven by jumps, unspanned labor income as well as short-sale and liquidity constraints and a simple insurance.
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Age distribution dynamics with stochastic jumps in mortality [PDF]
While deterministic age distribution models have been extensively studied and applied in various disciplines, little work has been devoted to understanding the role of stochasticity in birth and mortality terms. In this paper, we analyse a stochastic M’Kendrick–von Foerster equation in which jumps in mortality represent intense losses of population due
Calabrese, Salvatore +4 more
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On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach
In the insurance industry, life insurers are required by regulators to meet capital requirements to avoid insolvency caused by, for example, sudden mortality changes due to the COVID-19 pandemic.
Shuai Yang, Kenneth Q. Zhou
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A Within-Host Stochastic Model for Nematode Infection
We propose a stochastic model for the development of gastrointestinal nematode infection in growing lambs under the assumption that nonhomogeneous Poisson processes govern the acquisition of parasites, the parasite-induced host mortality, the natural (no
Antonio Gómez-Corral +1 more
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The consequences of bird mortality caused by collisions with wind turbines are increasingly receiving attention. So‐called acceptable mortality limits of populations, that is, those that assume that 1%–5% of additional mortality and the potential ...
Peter Schippers +5 more
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This study aims to estimate the economic loss due to vibriosis in the production of Asian seabass in floating net-cages on the east coast of Peninsular Malaysia.
Siti Hajar Mohd Yazid +8 more
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