Related papers: Equitable Longevity Risk Sharing or, the raison d'…
We investigate the salience of extinction risk as a source of impatience. Our framework distinguishes between human extinction risk and individual mortality risk while allowing for various degrees of intergenerational altruism.…
We report in this paper on the potential interest of real-time queueing models to optimize organ allocation policies. We especially focus on building organ shortage resilient policies in terms of equity, as we experienced differential…
Ageing populations in developing countries have spurred the introduction of public pension programs to preserve the standard of living for the elderly. The often-overlooked mechanism of intergenerational transfers, however, can dampen these…
Traditional multi-population models, such as the Li-Lee framework, rely on the assumption of mean-reverting country-specific deviations. However, recent data from high-longevity clusters suggest a systemic break in this paradigm. We…
In this paper, we consider a risk process with deterministic growth and multiplicative jumps to model the capital of a low-income household. Reflecting the high-risk nature of the low-income environment, capital losses are assumed to be…
This paper studies an optimal investment and consumption problem with heterogeneous consumption of basic and luxury goods, together with the choice of time for retirement. The utility for luxury goods is not necessarily a concave function.…
The existence of an upper limit to the human lifespan has been widely debated, with studies offering both supporting and opposing evidence. Using unique individual-level death and population records for individuals aged 90 and older in…
This paper investigates the causal relationship between income shocks during the first years of life and adulthood mortality due to specific causes of death. Using all death records in the United States during 1968-2004 for individuals who…
In many cohorts (such as the UK Biobank) on which Mendelian Randomization studies are routinely performed, data on participants' longevity is inadequate as the majority of participants are still living. To nevertheless estimate effects on…
In this paper we explore the life expectancy limits by based on the stochastic modeling of mortality and applying the first exit or hitting time theory of a stochastic process. The main assumption is that the health state or the "vitality",…
Correlations between high life expectancy and low lifespan inequality are frequently observed. A recent article seeks to explain this phenomenon by proposing that a mortality improvement maps to life expectancy and relative lifespan…
We study methods for improving fairness to subgroups in settings with overlapping populations and sequential predictions. Classical notions of fairness focus on the balance of some property across different populations. However, in many…
Justification bias, wherein retirees may report poorer health to rationalize their retirement, poses a major concern to the widely-used measure of self-assessed health in retirement studies. This paper introduces a novel method for testing…
Despite the growing numbers of forcibly displaced persons worldwide, many people living under conflict choose not to flee. Individuals face two lotteries - staying or leaving - characterized by two distributions of potential outcomes. This…
Machine learning models that aim to predict dementia onset usually follow the classification methodology ignoring the time until an event happens. This study presents an alternative, using survival analysis within the context of machine…
Despite the general acknowledgment of the role of niche and fitness differences in community dynamics, species abundance has been coined as a relevant feature not just regarding niche perspectives, but also according to neutral…
There have been significant efforts devoted to solving the longevity risk given that a continuous growth in population ageing has become a severe issue for many developed countries over the past few decades. The Cairns-Blake-Dowd (CBD)…
The economic equities maximization criterion (MFPE) leads to the choice of financial portfolio, which maximizes the ratio of the expected value of the insurance company on the capital. This criterion is presented in the framework of a…
As machine learning models become increasingly integrated into healthcare, structural inequities and social biases embedded in clinical data can be perpetuated or even amplified by data-driven models. In survival analysis, censoring and…
This paper studies an optimal investing problem for a retiree facing longevity risk and living standard risk. We formulate the investing problem as a portfolio choice problem under a time-varying risk capacity constraint. We derive the…