Results 61 to 70 of about 38,865 (202)
On the Stochastic Dynamics of a Social Epidemics Model
Discrete Dynamics in Nature and Society, 2017 Alcohol abuse is a major social problem, which has caused a lot of damages or hidden dangers to the individual and the society. In this paper, with random factors of alcoholism considered in mortality rate of compartment populations, we formulate a ...
Xun-Yang Wang +2 more
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Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection
Entropy, 2018 We propose a definition of entropy for stochastic processes. We provide a reproducing kernel Hilbert space model to estimate entropy from a random sample of realizations of a stochastic process, namely functional data, and introduce two approaches to ...
Gabriel Martos +3 more
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Stochastic approximations in CBD mortality projection models
Journal of Computational and Applied Mathematics, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Samuel Gbari, Michel Denuit
openaire +2 more sources
Microbiology SpectrumMicroorganisms are vital for the health of marine invertebrates, and their assembly is driven by both deterministic and stochastic factors that regulate residents (innate to the host) and transients (from ambient water).
Mingkun Liu +7 more
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Shaping human mortality patterns through intrinsic and extrinsic vitality processes
Demographic Research, 2013 BACKGROUND While historical declines in human mortality are clearly shaped by lifestyle and environmental improvements, modeling patterns is difficult because intrinsic and extrinsic processes shape mortality through complex stochastic interactions ...
Ting Li, James Anderson
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Estimation of Uncertainty in Mortality Projections Using State-Space Lee-Carter Model
Mathematics, 2020 The study develops alternatives of the classical Lee-Carter stochastic mortality model in assessment of uncertainty of mortality rates forecasts. We use the Lee-Carter model expressed as linear Gaussian state-space model or state-space model with ...
Rokas Gylys, Jonas Šiaulys
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A new approach to dynamic stochastic mortality modelling for managing mortality-longevity risk
, 2022 Η συνεχής αύξηση του προσδόκιμου ζωής που παρατηρείται τα τελευταία χρόνια, ιδιαίτερα στις ανεπτυγμένες χώρες, καθώς και οι αναλογιστικοί κίνδυνοι που εγείρονται λόγω της γήρανσης του πληθυσμού έχουν ωθήσει την επιστημονική κοινότητα και τους αναλογιστές
Σαγιάνου, Αλίκη +1 more
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Optimal Investment Considerations for a Single Cohort Life Insurance Portfolio
RisksThis study examines the portfolio optimization problem of an insurance company that issues an annuity, receives the associated premiums as a lump sum, and invests in a financial market.
Sari Cahyaningtias +3 more
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Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior [PDF]
Theoretical studies suggest that unexpected changes in future mortality and survival probabilities (stochastic mortality) are important determinants of individuals’ decisions about consumption, saving, asset allocation, and retirement timing.
Katja Hanewald, Thomas Post
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Non mean reverting affine processes for stochastic mortality. [PDF]
In this paper we use doubly stochastic processes (or Cox processes) in order to model the random evolution of mortality of an individual. These processes have been widely used in the credit risk literature in modelling default arrival, and in this ...
Elisa Luciano, Elena Vigna
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