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Should households buy their homes? Contrary to popular expert advice, our block-bootstrap lifecycle simulation provides an affirmative answer. Homeownership generates wealth and welfare gains relative to rent-for-life benchmarks that invest…

General Economics · Economics 2026-05-19 Yang Bai , Shize Li , Jialu Shen

This study explores the link between the capital share and income inequality over the past four decades across 56 countries. Calculating the capital share from national accounts alongside top income share data from the World Inequality…

General Economics · Economics 2025-01-07 Oğuzhan Akgün , Ezgi Özsöğüt

The issue of longevity has been long time recognized as one of key concepts in demography. A particular aspect of longevity addressed in this paper is the difference in average observed duration of life for female and male population,…

Physics and Society · Physics 2019-05-09 Toni Cosic , Roko Misetic , Hrvoje Stefancic

In this work, we address the optimal retirement problem in the presence of a stochastic wage, formulated as a free boundary problem. Specifically, we explore an incomplete market setting where the wage cannot be perfectly hedged through…

Mathematical Finance · Quantitative Finance 2025-03-04 Daniele Marazzina

We build on the empirical finding that a human being's mental age is normally distributed around the chronological age. This opposes the frequent societal assumption "mental = chronological" which is known to be false in general but…

Applications · Statistics 2021-07-30 Patrick A. Haas

Widespread population aging has made it critical to understand death rates at old ages. However, studying mortality at old ages is challenging because the data are sparse: numbers of survivors and deaths get smaller and smaller with age. We…

Applications · Statistics 2018-03-29 Dennis M. Feehan

Economic growth is measured as the rate of relative change in gross domestic product (GDP) per capita. Yet, when incomes follow random multiplicative growth, the ensemble-average (GDP per capita) growth rate is higher than the time-average…

General Economics · Economics 2020-09-23 Alexander Adamou , Yonatan Berman , Ole Peters

Currently, pension providers are running into trouble mainly due to the ultra-low interest rates and the guarantees associated to some pension benefits. With the aim of reducing the pension volatility and providing adequate pension levels…

Risk Management · Quantitative Finance 2020-08-07 M. Carmen Boado-Penas , Julia Eisenberg , Paul Krühner

Many countries around the world have had to carry out radical reforms periodically in their pension systems. Global experience shows that it is important to optimize the costs of pension and social security systems in order to ensure a…

General Finance · Quantitative Finance 2022-02-28 Marika Khozrevanidze

This paper presents a quantitative framework for forecasting immigrant integration using immigrant density as the single driver. By comparing forecasted integration estimates based on data collected up to specific periods in time, with…

Physics and Society · Physics 2015-09-21 Pierluigi Contucci , Rickard Sandell , Seyedalireza Seyedi

Japan's population is shrinking, the share of working-age people is falling, and the number of elderly is growing fast. These trends squeeze public finances from both sides--fewer people paying taxes and more people drawing on pensions and…

Physics and Society · Physics 2026-02-13 Goshi Aoki

We use life annuity prices to extract information about human longevity using a framework that links the term structure of mortality and interest rates. We invert the model and perform nonlinear least squares to obtain implied longevity…

Mathematical Finance · Quantitative Finance 2018-11-27 Moshe A. Milevsky , Thomas S. Salisbury , Alexander Chigodaev

We consider linear age-structured population equations with diffusion. Supposing maximal regularity of the diffusion operator, we characterize the generator and its spectral properties of the associated strongly continuous semigroup. In…

Analysis of PDEs · Mathematics 2012-01-13 Christoph Walker

Caring for the elderly, aging-in-place, and enabling the elderly to maintain a good life continue to be topics of increasing importance, especially in countries with a higher percentage of older people, as people live longer, and…

Computers and Society · Computer Science 2024-08-06 Seng W. Loke

This is an article submitted to the Ten Simple Rules series of professional development articles published by PLOS Computational Biology.

Other Quantitative Biology · Quantitative Biology 2018-11-21 Philip E. Bourne

For those concerned with the long-term value of their accounts, it can be a challenge to plan in the present for inflation-adjusted economic growth over coming decades. Here, I argue that there exists an economic constant that carries…

General Finance · Quantitative Finance 2012-11-14 Timothy J. Garrett

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…

Applications · Statistics 2026-04-10 Jens Robben , Torsten Kleinow

A continuous variable changing between 0 and 1 is introduced to characterise contentment, or satisfaction with life, of an individual and an equation governing its evolution is postulated from analysis of several factors likely to affect…

General Economics · Economics 2021-09-01 Alexey A. Burluka

Many life-history traits, like the age at maturity or adult longevity, are important determinants of the generation time. For instance, semelparous species whose adults reproduce once and die have shorter generation times than iteroparous…

Populations and Evolution · Quantitative Biology 2016-04-22 Mélissa Verin , Salomé Bourg , Frédéric Menu , Etienne Rajon

The present review deals with the computer simulation of biological ageing as well as its demographic consequences for industrialized societies.

Statistical Mechanics · Physics 2016-11-23 Dietrich Stauffer
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