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Optimal investment strategies of an individual worker during the accumulation phase in the defined contribution pension scheme have been well studied in the literature. Most of them adopted the classical backward model and approach, but any…

投资组合管理 · 定量金融 2023-09-19 Kenneth Tsz Hin Ng , Wing Fung Chong

This article is a presentation of specific recent results describing scaling limits of individual-based models. Thanks to them, we wish to relate the time-scales typical of demographic dynamics and natural selection to the parameters of the…

概率论 · 数学 2023-08-01 Aurélien Velleret

'Evolutionary rescue' is the potential for evolution to enable population persistence in a changing environment. Even with eventual rescue, evolutionary time lags can cause the population size to temporarily fall below a threshold…

种群与进化 · 定量生物学 2019-03-07 Jaime Ashander , Lisa C. Thompson , James N. Sanchirico , Marissa L. Baskett

We study the large population limit of a stochastic individual-based model which describes the time evolution of a diploid hermaphroditic population reproducing according to Mendelian rules. In [Neukirch, Bovier, 2016] it is proved that…

概率论 · 数学 2018-01-23 Anton Bovier , Loren Coquille , Rebecca Neukirch

The transition from defined benefit to defined contribution pension plans shifts the responsibility for saving toward retirement from governments and institutions to the individuals. Determining optimal saving and investment strategy for…

投资组合管理 · 定量金融 2022-06-14 Fatih Ozhamaratli , Paolo Barucca

Dormancy is a widespread adaptive strategy that enables populations to persist in fluctuating environments, yet how its benefits depend on the temporal structure of environmental variability remains unclear. We examine how dormancy…

种群与进化 · 定量生物学 2025-12-08 Jorge Hidalgo , Lorenzo Fant , Rafael Rubio de Casas , Miguel A. Muñoz

Emerging empirical and theoretical thinking about human aging places considerable value upon the role of the environment as a major factor which can promote prolonged healthy longevity. Our contemporary, information-rich environment is…

其他定量生物学 · 定量生物学 2014-07-24 Marios Kyriazis

We study the optimal investment problem for a homogeneous collective of $n$ individuals investing in a Black-Scholes model subject to longevity risk with Epstein--Zin preferences. %and with preferences given by power utility. We compute…

数理金融 · 定量金融 2024-09-25 John Armstrong , Cristin Buescu , James Dalby

Mitochondrial and nuclear genomes must be co-adapted to ensure proper cellular respiration and energy production. Mito-nuclear incompatibility reduces individual fitness and induces hybrid infertility, suggesting a possible role in…

种群与进化 · 定量生物学 2022-10-12 Débora Princepe , Marcus A. M. de Aguiar , Joshua B. Plotkin

Aggregated health data such as claims data from health insurances become more and more available for research purposes. Estimates of excess mortality from prevalence and incidence of a chronic condition have only been possible for ages 50…

种群与进化 · 定量生物学 2019-08-13 Ralph Brinks

We generalize the standard Penna bit-string model of biological ageing by assuming that each deleterious mutation diminishes the survival probability in every time interval by a small percentage. This effect is added to the usual lethal but…

统计力学 · 物理学 2015-06-24 J. S. Sá Martins , D. Stauffer

Who {\em values} life annuities more? Is it the healthy retiree who expects to live long and might become a centenarian, or is the unhealthy retiree with a short life expectancy more likely to appreciate the pooling of longevity risk? What…

风险管理 · 定量金融 2018-11-29 Moshe A. Milevsky

An essential input of annuity pricing is the future retiree mortality. From observed age-specific mortality data, modeling and forecasting can be taken place in two routes. On the one hand, we can first truncate the available data to…

应用统计 · 统计学 2020-09-21 Han Lin Shang , Steven Haberman

The evolution of preferences that account for other agents' fitness, or other-regarding preferences, has been modeled with the "indirect approach" to evolutionary game theory. Under the indirect evolutionary approach, agents make decisions…

计算机科学与博弈论 · 计算机科学 2023-01-20 Anthony DiGiovanni , Nicolas Macé , Jesse Clifton

Risk prediction is central to both clinical medicine and public health. While many machine learning models have been developed to predict mortality, they are rarely applied in the clinical literature, where classification tasks typically…

机器学习 · 统计学 2017-12-05 Maggie Makar , Marzyeh Ghassemi , David Cutler , Ziad Obermeyer

There is sustained and widespread interest in understanding the limit, if any, to the human lifespan. Apart from its intrinsic and biological interest, changes in survival in old age have implications for the sustainability of social…

应用统计 · 统计学 2021-04-19 Léo R. Belzile , Anthony C. Davison , Jutta Gampe , Holger Rootzén , Dmitrii Zholud

Survival analysis concerns the task of predicting the time until an event occurs. Often used in the medical field, survival analysis deals with incomplete (i.e., censored) data, for instance, from patients who did not experience the event…

机器学习 · 计算机科学 2026-05-29 Thalea Schlender , Peter A. N. Bosman , Tanja Alderliesten

In this paper, we develop a deep neural network approach to solve a lifetime expected mortality-weighted utility-based model for optimal consumption in the decumulation phase of a defined contribution pension system. We formulate this…

综合金融 · 定量金融 2020-07-28 Wen Chen , Nicolas Langrené

Modifying the Redfield model of sexual reproduction and the Penna model of biological aging, we compare reproduction with and without recombination in age-structured populations. In contrast to Redfield and in agreement with Bernardes we…

Demographic data and recent experiments verify earlier predictions that mortality has short (few percent of the life span) memory of the previous life history, may be significantly decreased, reset to its value at a much younger age, and…

定量方法 · 定量生物学 2007-05-23 Mark Ya. Azbel'