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In order to understand the phenomenon of longevity in biological world, the relationship between the potential of longevity and the structural complexity of an organism is analyzed. I. The potential of longevity is the maximum lifespan of…
We propose a method to quantify uncertainty around individual survival distribution estimates using right-censored data, compatible with any survival model. Unlike classical confidence intervals, the survival bands produced by this method…
We consider a market model where there are two levels of information. The public information generated by the financial assets, and a larger flow of information that contains additional knowledge about a random time. This random time can…
Recent advances in causal mediation analysis have formalized conditions for estimating direct and indirect effects in various contexts. These approaches have been extended to a number of models for survival outcomes including accelerated…
We investigate the impact of available information on the estimation of the default probability within a generalized structural model for credit risk. The traditional structural model where default is triggered when the value of the firm's…
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…
We investigate models of the life annuity insurance when the company invests its reserve into a risky asset with price following a geometric Brownian motion. Our main result is an exact asymptotic of the ruin probabilities for the case of…
When longitudinal outcomes are evaluated in mortal populations, their non-existence after death complicates the analysis and its causal interpretation. Where popular methods often merge longitudinal outcome and survival into one scale or…
We calculate the survival probability of an immobile target surrounded by a sea of uncorrelated diffusive or subdiffusive evanescent traps, i.e., traps that disappear in the course of their motion. Our calculation is based on a fractional…
Lifetime distributions of social entities, such as enterprises, products, and media contents, are one of the fundamental statistics characterizing the social dynamics. To investigate the lifetime distribution of mutually interacting…
We present a detailed methodological study of the application of the modified profile likelihood method for the calibration of nonlinear financial models characterised by a large number of parameters. We apply the general approach to the…
We derive a novel variational expectation maximization approach based on truncated posterior distributions. Truncated distributions are proportional to exact posteriors within subsets of a discrete state space and equal zero otherwise. The…
We investigate in detail the model of a trophic web proposed by Amaral and Meyer [Phys. Rev. Lett. 82, 652 (1999)]. We focused on small-size systems that are relevant for real biological food webs and for which the fluctuations are playing…
In this work, we explore constraints on the emergence and longevity of technologically intelligent civilizations in our Galaxy, considering the Fermi paradox. We argue that under optimistic assumptions about the probability of life and…
There is empirical evidence that recovery rates tend to go down just when the number of defaults goes up in economic downturns. This has to be taken into account in estimation of the capital against credit risk required by Basel II to cover…
In a system, there are identical replaceable components working for a given task and a failed component is replaced by a functioning one in the corresponding position, which characterizes a repairable system. Assuming that a replaced…
By equipping a previously reported dynamic causal model of COVID-19 with an isolation state, we modelled the effects of self-isolation consequent on tracking and tracing. Specifically, we included a quarantine or isolation state occupied by…
Recent work has emphasized the diversification benefits of combining trend signals across multiple horizons, with the medium-term window-typically six months to one year-long viewed as the "sweet spot" of trend-following. This paper…
The proposed approach extends the confidence posterior distribution to the semi-parametric empirical Bayes setting. Whereas the Bayesian posterior is defined in terms of a prior distribution conditional on the observed data, the confidence…
In this pedagogical study, carried out by adopting standard mathematical methods of nonlinear dynamics, we have presented some simple analytical models to understand terminal behaviour in industrial growth. This issue has also been…