Results 51 to 60 of about 38,865 (202)
Consumption-Investment Problems with Stochastic Mortality Risk [PDF]
SSRN Electronic Journal, 2014 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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Stochastic Mortality Models and Pandemic Shocks [PDF]
, 2021 AbstractAfter decades of worldwide steady improvements in life expectancy, the COVID-19 pandemic produced a shock that had an extraordinary immediate impact on mortality rates globally. This shock had largely heterogeneous effects across cohorts, socio-economic groups, and nations.
Luca Regis, Petar Jevtić
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Effects of mortality on stochastic search processes with resetting
Physical Review E, 2023 We study the first-passage time to the origin of a mortal Brownian particle, with mortality rate $ μ$, diffusing in one dimension. The particle starts its motion from $ x>0 $ and it is subject to stochastic resetting with constant rate $ r $. We first unveil the relation between the probability of reaching the target and the mean first-passage time ...
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Forecasting mortality rates with a general stochastic mortality trend model
Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics, 2020 Summary: This paper presents a model, which can closely estimate the future mortality rates whose efficiency is performed through the comparisons with respect to Lee-Carter and mortality trend models. This general model estimates the logit function of death rate in terms of general tendency of the mortality evolution independent of age, the mortality ...
Etkin, Hasgül +2 more
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A linear algebraic method for pricing temporary life annuities and insurance policies
, 2010 We recast the valuation of annuities and life insurance contracts under mortality and interest rates, both of which are stochastic, as a problem of solving a system of linear equations with random perturbations.
Mamon, R, Date, P, Wang, IC, Jalen, L
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On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach
Risks, 2023 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
Mathematics, 2018 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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Ecology and Evolution, 2020 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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Optimal Annuitization with Stochastic Mortality Probabilities [PDF]
, 2013 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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Cost estimation for rearing dairy young stock in Sabah, Malaysia: a stochastic model accounting for calf mortality uncertainty [PDF]
The rearing of young stock in tropical countries is considered a substantial investment for dairy farmers due to non-productivity and the higher risk of mortality in the first 2 to 3 years of youngstock life.
Mohd Nor, Norhariani +6 more
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