Results 61 to 70 of about 8,249,197 (148)
ESTIMATION OF SALMON ESCAPEMENT: MODELS WITH ENTRY, MORTALITY AND STOCHASTICITY
Understanding the dynamics of Prince William Sound pink salmon requires knowledge of the size of the spawning population in a stream over time. Periodic aerial surveys provide observations on the number of spawners, but the lack of daily observations requires a model to fill in the gaps.
Quinn, Terrance J. II., Gates, Richard
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Predicting evolution in response to climate change: the example of sprouting probability in three dormancy-prone orchid species [PDF]
Although many ecological properties of species respond to climate change, their evolutionary responses are poorly understood. Here, we use data from long-term demographic studies to predict evolutionary responses of three herbaceous perennial orchid ...
Richard P. Shefferson +2 more
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Proposition of a hybrid stochastic Lee-Carter mortality model
In the paper, a stochastic hybrid mortality model (EHLC) treated as a solution of stochastic differential equations is introduced. The model is defined analogously to the well-known Lee-Carter mortality model (LC). A parameter estimation procedure including a switching rule are proposed. A comparison of the predictive accuracy of the LC and EHLC models
Rossa, Agnieszka, Socha, Lesław
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On the stochastic approach to marine population dynamics
The purpose of this article is to deepen and structure the statistical basis of marine population dynamics. The starting point is the correspondence between the concepts of mortality, survival and lifetime distribution.
Eduardo Ferrandis
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An Estimable Dynamic Stochastic Model of Fertility and Child Mortality [PDF]
This paper develops a finite-horizon dynamic stochastic model of discrete choice with respect to life-cycle fertility within an environment where infant survival is uncertain. The model yields implications for the number, timing, and spacing of children. A tractable estimation method is developed for the linear constraint-quadratic utility case that is
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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
core
The paper provides conditions for the fractional Laplacian and its spectral representation on stationary Gaussian random fields to be well-defined. In addition, we study existence and uniqueness of the weak solution for a stochastic fractional elliptic ...
Porcu, Emilio +2 more
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Catastrophe risk in a stochastic multi‐population mortality model
AbstractThis paper incorporates mortality shocks in the scenarios for future mortality rates produced by a stochastic multi‐population mortality model. Hereto, the proposed model combines a decreasing stochastic mortality trend with a mechanism that switches between regimes of low and high volatility.
Robben, Jens, Antonio, Katrien
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Non mean reverting affne 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
core
Unifying pricing formula for several stochastic volatility models with jumps
In this paper, we introduce a unifying approach to option pricing under continuous-time stochastic volatility models with jumps. For European style options, a new semi-closed pricing formula is derived using the generalized complex Fourier transform of ...
Jan Pospíšil +7 more
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