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We develop a model for the evolution of economic entities within a geographical type of framework. On a square symmetry lattice made of three (economic) regions, firms, described by a scalar fitness, are allowed to move, adapt, merge or…
The importance of renewable power production is a set goal in terms of the energy turnaround. Developing short-term wind speed forecasting improvements might increase the profitability of wind power. This article compares two novel…
This paper considers general term structure models like the ones appearing in portfolio credit risk modelling or life insurance. We give a general model starting from families of forward rates driven by infinitely many Brownian motions and…
In this paper we explore the life expectancy at birth in the Netherlands by based on a recent theory and a new methodology but also a classical theory of fitting and forecasting. We use the data from 1850 to 2006 provided by the Human…
Most of the research concerting crack propagation in discrete media is concerned with specific types of external loading: displacements on the boundaries, or constant energy fluxes or feeding waves originating from infinity. In this paper…
We propose a new class of semiparametric regression models of mean residual life for censored outcome data. The models, which enable us to estimate the expected remaining survival time and generalize commonly used mean residual life models,…
Survival analysis is a statistical technique used to estimate the time until an event occurs. Although it is applied across a wide range of fields, adjusting for reporting delays under practical constraints remains a significant challenge…
I develop a novel macroeconomic epidemiological agent-based model to study the impact of the COVID-19 pandemic under varying policy scenarios. Agents differ with regard to their profession, family status and age and interact with other…
How long a technological civilization remains active, and what determines whether it collapses or persists, is a central question for both projecting humanity's future and assessing the prevalence of detectable intelligence in the galaxy.…
Under the International Financial Reporting Standards (IFRS) 9, credit losses ought to be recognised timeously and accurately. This requirement belies a certain degree of dynamicity when estimating the constituent parts of a credit loss…
The technologically important problem of predicting Auger recombination lifetimes in semiconductors is addressed by means of a fully first--principles formalism. The calculations employ highly precise energy bands and wave functions…
The distribution of firms' growth and firms' sizes is a topic under intense scrutiny. In this paper we show that a thermodynamic model based on the Maximum Entropy Principle, with dynamical prior information, can be constructed that…
The lifetime behaviour of loans is notoriously difficult to model, which can compromise a bank's financial reserves against future losses, if modelled poorly. Therefore, we present a data-driven comparative study amongst three techniques in…
A microscopic approach to macroeconomic features is intended. A model for macroeconomic behavior under heterogeneous spatial economic conditions is reviewed. A birth-death lattice gas model taking into account the influence of an economic…
Interval censoring occurs when event times are only known to fall between scheduled assessments, a common design in clinical trials, epidemiology, and reliability studies. Standard right-censoring methods, such as Kaplan-Meier and Cox…
Standard micro-economics concentrate on the description of markets but is seldom interested in production. Several economists discussed the concept of a firm, as opposed to an open labour market where entrepreneurs would recrute workers on…
We study an infection-age structured epidemic model in which both the infectivity and the rate of loss of immunity depend on the time-since-infection. The model can be equivalently viewed as a nonlinear renewal equation for the incidence of…
For a unified analysis on the phase estimation, we focus on the limiting distribution. It is shown that the limiting distribution can be given by the absolute square of the Fourier transform of $L^2$ function whose support belongs to…
The limitations resulting from the dichtomisation of continuous outcomes have been extensively described. But the need to present results based on binary outcomes in particular in health science remains. Alternatives based on the…
I study linear panel data models with predetermined regressors (such as lagged dependent variables) where coefficients are individual-specific, allowing for heterogeneity in the effects of the regressors on the dependent variable. I show…