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We pose an optimal control problem arising in a perhaps new model for retirement investing. Given a control function $f$ and our current net worth as $X(t)$ for any $t$, we invest an amount $f(X(t))$ in the market. We need a fortune of $M$…

Statistical Finance · Quantitative Finance 2016-05-04 Philip Ernst , Dean Foster , Larry Shepp

A bit-string model of biological life-histories is parallelized, with hundreds of millions of individuals. It gives the desired drastic decay of survival probabilities with increasing age for 32 age intervals.

Condensed Matter · Physics 2015-06-25 T. J. P. Penna , D. Stauffer

The principle of linearized stability and instability is established for a classical model describing the spatial movement of an age-structured population with nonlinear vital rates. It is shown that the real parts of the eigenvalues of the…

Analysis of PDEs · Mathematics 2023-12-21 Christoph Walker

This paper resolves Aaron's social insurance paradox, which suggests that introducing a pay-as-you-go (PAYG) pension system increases welfare when population growth plus average wage growth exceeds interest rates. Using a simplified…

Theoretical Economics · Economics 2025-04-02 Martin Drees

Mortality is an instrument of natural selection. Evolutionary motivated theories imply its irreversibility and life history dependence. This is inconsistent with mortality data for protected populations. Accurate analysis yields mortality…

Other Quantitative Biology · Quantitative Biology 2007-05-23 Mark Ya. Azbel'

We propose a probabilistic mortality forecasting model that can be applied to derive forecasts for populations with regular and irregular mortality developments. Our model (1) uses rates of mortality improvement to model dynamic age…

Applications · Statistics 2014-01-14 Christina Bohk , Roland Rau

The growth rate of real GDP per capita in the biggest OECD countries is represented as a sum of two components - a steadily decreasing trend and fluctuations related to the change in some specific age population. The long term trend in the…

General Finance · Quantitative Finance 2012-05-28 Ivan Kitov , Oleg Kitov

We determine the optimal amount of life insurance for a household of two wage earners. We consider the simple case of exponential utility, thereby removing wealth as a factor in buying life insurance, while retaining the relationship among…

Portfolio Management · Quantitative Finance 2013-06-28 Erhan Bayraktar , Virginia R. Young

We study optimal consumption and retirement using a Cobb-Douglas utility and a simple model in which an interesting bifurcation arises. With high wealth, individuals plan to retire. With low wealth they plan to never retire. At a critical…

Portfolio Management · Quantitative Finance 2025-06-04 Bushra Shehnam Ashraf , Thomas S. Salisbury

We study a dynamic model of ecosystems where immigration plays an essential role both in assembling the species community and in mantaining its biodiversity. This framework is particularly relevant for insular ecosystems. Population…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 U. Bastolla , M. Laessig , S. Manrubia , A. Valleriani

Following our previous works on the health state of a population and the related health state function we proceed in developing a method to estimate the Healthy Life Expectancy in connection to the relative impact of the Mortality Area in…

Populations and Evolution · Quantitative Biology 2012-05-15 Christos H. Skiadas , Charilaos Skiadas

Income inequality and redistribution policies are modeled with a minimal, endogenous model of a simple foraging economy. Significant income inequalities emerge from the model for populations of equally capable individuals presented with…

Physics and Society · Physics 2024-11-21 John C. Stevenson

Aging is a fundamental aspect of living systems that undergo a progressive deterioration of physiological function with age and an increase of vulnerability to disease and death. Living systems, known as complex systems, require complexity…

Populations and Evolution · Quantitative Biology 2010-11-15 Byung Mook Weon , Jung Ho Je

Analysis of the urban population fraction data for sixteen populous countries over the last fifty years reveals a universal increase in urbanization, exhibiting four qualitatively distinct temporal patterns: (i) continuously accelerating…

Physics and Society · Physics 2026-01-06 Neeraj Pandey , Abhineet Agarwal , Raju Roychowdhury , Karmeshu , Parth Pratim Pandey

The aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is built on the basis of model of Lee-Carter. The stochastic…

General Finance · Quantitative Finance 2010-01-13 Frédéric Planchet , Laurent Faucillon , Marc Juillard

In the past twenty years the number of elderly drivers has increased for two reasons. one is the higher proportion of elderly in the population, and the other is the rise in the share of the elderly who drive. This paper examines the…

Computers and Society · Computer Science 2018-06-11 Idit Sohlberg

The empirical literature provides mixed results on the relationship between inflation and unemployment, therefore, there is no consensus on validity and stability of the Phillips Curve. It also seems to be closely related with…

General Economics · Economics 2025-12-01 Yhlas Sovbetov , Muhittin Kaplan

Nowadays, in our globalized world,the local and intercountry movements of population have been increased. This situation makes it important for host countries to do right predictions for the future population of their native people as well…

Populations and Evolution · Quantitative Biology 2016-11-02 F. Buyukkılıç , Z. Ok Bayrakdar , D. Demirhan

The decision to annuitize wealth in retirement planning has become increasingly complex due to rising longevity risk and changing retirement patterns, including increased labor force participation at older ages. While an extensive…

Mathematical Finance · Quantitative Finance 2026-02-05 Criscent Birungi , Cody Hyndman

Quantifying the number of deaths caused by the COVID-19 crisis has been an ongoing challenge for scientists, and no golden standard to do so has yet been established. We propose a principled approach to calculate age-adjusted yearly excess…

Applications · Statistics 2023-12-20 Giacomo De Nicola , Göran Kauermann