Results 71 to 80 of about 1,952,749 (256)
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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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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Evidence for adaptive explanations of semelparity in animals
Biological Reviews, EarlyView.ABSTRACT Semelparity, the reproductive strategy of reproducing once, is widespread but uncommon in animals. Classes of models to explain the evolution of semelparity are based either on age structure and mortality schedules – demographic models in which high post‐reproductive mortality risk favours high reproductive effort and semelparity results from ...
Diana O. Fisher +1 more
wiley +1 more source
Stochastic mortality forecasts for Bangladesh. [PDF]
PLoS One, 2022 Fazle Rabbi AM, Khan HTA.
europepmc +1 more source
Individual Welfare Gains from Deferred Life-Annuities under Stochastic Lee-Carter Mortality [PDF]
A deferred annuity typically includes an option-like right for the policyholder. At the end of the deferment period, he may either choose to receive annuity payouts, calculated based on a mortality table agreed to at contract inception, or receive the ...
Thomas Post
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Model‐Informed Evaluation of Hydroxyurea Exposure During Lactation
Clinical Pharmacology &Therapeutics, EarlyView.Hydroxyurea is a cornerstone therapy for sickle cell anemia; however, evidence guiding its use during lactation remains limited. This study aimed to develop a population pharmacokinetic (PK) model to characterize hydroxyurea disposition in maternal plasma and breast milk, and to quantify infant exposure under clinically relevant breastfeeding scenarios.
Anhar Hosawi +5 more
wiley +1 more source
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
doaj +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
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International Journal of Eating Disorders, EarlyView.ABSTRACT Objective To identify data‐driven body composition phenotypes in patients with moderate‐to‐extreme anorexia nervosa (AN) using machine learning (ML) clustering of bioelectrical impedance analysis (BIA) parameters, and to test whether these phenotypes have specific psychopathological and childhood trauma profiles while correlating with early ...
Emanuele Cassioli +12 more
wiley +1 more source
Stochastic population forecasts using functional data models for mortality, fertility and migration [PDF]
Age-sex-specific population forecasts are derived through stochastic population renewal using forecasts of mortality, fertility and net migration. Functional data models with time series coefficients are used to model age-specific mortality and fertility
Heather Booth, Rob J Hyndman
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