Results 41 to 50 of about 38,865 (202)
Variance and Interest Rate Risk in Unit-Linked Insurance Policies
Risks, 2020 One of the risks derived from selling long-term policies that any insurance company has arises from interest rates. In this paper, we consider a general class of stochastic volatility models written in forward variance form.
David Baños +2 more
doaj +1 more source
Journal of Mathematics, 2022 In view of a time lag between the time that the prey perceive predator signals and make some changes or behavior responses, we establish a predator–prey system with direct and indirect predation in this paper.
Weili Kong, Yuanfu Shao
doaj +1 more source
Risks, 2022 We construct a new age-specific mortality framework and implement an exemplar (DLGC) that provides an excellent fit to data from various countries and across long time periods while also providing accurate mortality forecasts by projecting parameters ...
Wanying Fu +3 more
doaj +1 more source
Identifying Structural Breaks in Stochastic Mortality Models [PDF]
ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems Part B: Mechanical Engineering, 2012 In recent years, the issue of life expectancy has become of utmost importance to pension providers, insurance companies, and government bodies in the developed world. Significant and consistent improvements in mortality rates and hence life expectancy have led to unprecedented increases in the cost of providing for older ages.
O’Hare, Colin, Li, Youwei
openaire +2 more sources
A Unified Longevity–Financial Risk Framework for Evaluating Pension Funding Ratios
RisksDefined-benefit pension funds face simultaneous exposure to longevity risk and financial market volatility, yet most regulatory frameworks assess these risks in isolation using deterministic methods. This paper examines how their joint occurrence affects
Francesco Rania
doaj +1 more source
Long-Term Conservation Effects of Protected Areas in Stochastic Population Dynamics
Frontiers in Ecology and Evolution, 2021 Terrestrial and marine protected areas are essential tools in mitigating anthropogenic impacts and promoting population persistence and resource sustainability.
Nao Takashina
doaj +1 more source
Demographic winter: declining fertility and increasing life expectancy in South American countries
Frontiers in Human DynamicsThis study examines the demographic winter process in ten South American countries during 1990-2100, focusing on the combined effects of declining fertility and increasing life expectancy.
Jhonatan Hinojosa Mamani +5 more
doaj +1 more source
Stability of positive equilibrium of a Nicholson blowflies model with stochastic perturbations
Electronic Journal of Qualitative Theory of Differential Equations, 2020 This paper is concerned with the stability problem of the positive equilibrium of a Nicholson's blowflies model with nonlinear density-dependent mortality rate subject to stochastic perturbations.
Le Van Hien, Nguyen Thi Lan-Huong
doaj +1 more source
The Investigation of a Forward-Rate Mortality Framework
Risks, 2019 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
doaj +1 more source
Aboveground and belowground arthropods experience different relative influences of stochastic versus deterministic community assembly processes following disturbance [PDF]
PeerJ, 2016 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
doaj +2 more sources