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In biomedical studies, longitudinal processes are collected till time-to-event, sometimes on nested timescales (example, days within months). Most of the literature in joint modeling of longitudinal and time-to-event data has focused on…

Methodology · Statistics 2023-07-19 Abhisek Saha , Ling Ma , Animikh Biswas , Rajeshwari Sundaram

Retirement prediction helps individuals and institutions make informed financial, lifestyle, and workforce decisions based on estimated retirement portfolios. This paper attempts to predict retirement using Monte Carlo simulations, allowing…

Portfolio Management · Quantitative Finance 2023-11-22 Aditya Gupta , Vijay K. Tayal

The Gini coefficient of the life table is a concentration index that provides information on lifespan variation. Originally proposed by economists to measure income and wealth inequalities, it has been widely used in population studies to…

Populations and Evolution · Quantitative Biology 2022-09-28 José Manuel Aburto , Ugofilippo Basellini , Annette Baudisch , Francisco Villavicencio

Author's early work on aging is developed to yield a relationship between life spans and the velocity of aging. The mathematical analysis shows that the mean extent of the advancement of aging throughout one's life is conserved, or…

Populations and Evolution · Quantitative Biology 2007-05-23 Kazumi Suematsu

In this paper, we develop an expected utility model for the retirement behavior in the decumulation phase of Australian retirees with sequential family status subject to consumption, housing, investment, bequest and government provided…

Economics · Quantitative Finance 2016-06-30 Johan G. Andreasson , Pavel V. Shevchenko , Alex Novikov

This paper presents and derives the interrelations between survival analysis and master equation. Survival analysis deals with modeling the transitions between succeeding states of a system in terms of hazard rates. Questions related with…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing

In medical studies, it is common the presence of a fraction of patients who do not experience the event of interest. These patients are people who are not at risk of the event or are patients who were cured during the research. The…

Two of Peter Schmidt's many contributions to econometrics have been to introduce a simultaneous logit model for bivariate binary outcomes and to study estimation of dynamic linear fixed effects panel data models using short panels. In this…

Econometrics · Economics 2023-03-20 Bo E. Honoré , Luojia Hu , Ekaterini Kyriazidou , Martin Weidner

\noindent The modal age at death is an increasingly used measure for understanding longevity and mortality patterns. However, existing estimation methods focus on point estimates, overlooking the inherent variability and uncertainty in…

Applications · Statistics 2025-10-07 Silvio C. Patricio , Paola Vazquez-Castillo

Human mortality is in part a function of multiple socioeconomic factors that differ both spatially and temporally. Adjusting for other covariates, the human lifespan is positively associated with household wealth. However, the extent to…

This paper studies the optimal investment problem for a hybrid pension plan under model uncertainty, where both the contribution and the benefit are adjusted depending on the performance of the plan. Furthermore, an age and time-dependent…

Optimization and Control · Mathematics 2023-02-07 Ke Fu , Ximin Rong , Hui Zhao

We propose a model of multiagent systems whose agents have a tendency to balance their decisions in time. We find phase transitions to oscillatory behavior, explainable by the aggregation of agents into two groups. On a longer time scale,…

Physics and Society · Physics 2009-11-11 C. H. Yeung , K. Y. Michael Wong

This paper sets out a forecasting method that employs a mixture of parametric functions to capture the pattern of fertility with respect to age. The overall level of cohort fertility is decomposed over the range of fertile ages using a…

Applications · Statistics 2019-09-23 Jason Hilton , Erengul Dodd , Jonathan J. Forster , Peter W. F. Smith , Jakub Bijak

The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…

Methodology · Statistics 2016-08-03 T. Martinussen , S. Vansteelandt , E. J. Tchetgen Tchetgen , D. M. Zucker

In this doctoral thesis, we investigate the complex interplay between temporal dynamics associated with aging and memory and their effects on social and economic systems. To do so, we combine theoretical modeling, to explore the aging…

Physics and Society · Physics 2024-10-25 David Abella

We construct a pathwise formulation for a multi-type age-structured population dynamics, which involves an age-dependent cell replication and transition of gene- or phenotypes. By employing the formulation, we derive a variational…

Statistical Mechanics · Physics 2019-01-16 Yuki Sughiyama , So Nakashima , Tetsuya J. Kobayashi

We investigate a marriage divorces problem via agent - based modeling. Current value of socio-economic pressure p (main model parameter) drives the dynamic of first marriage, remarriage or spontaneously marriage breaks up. Model reflects…

Physics and Society · Physics 2018-05-09 Andrzej Jarynowski , Piotr Nyczka

Probability modelling for DNA sequence evolution is well established and provides a rich framework for understanding genetic variation between samples of individuals from one or more populations. We show that both classical and more recent…

Populations and Evolution · Quantitative Biology 2018-06-07 Asger Hobolth , Arno Siri-Jégousse , Mogens Bladt

Relevant events in a three state illness-death model (IDM) of a chronic disease are the diagnosis of the disease and death with or without the disease. In this article a simulation framework for populations moving in the IDM is presented.…

Populations and Evolution · Quantitative Biology 2013-01-01 Ralph Brinks

Several gene-based association tests for time-to-event traits have been proposed recently, to detect whether a gene region (containing multiple variants), as a set, is associated with the survival outcome. However, for bivariate survival…

Applications · Statistics 2019-04-03 Yue Wei , Yi Liu , Wei Chen , Ying Ding