Debilitation's aftermath: stochastic process models of mortality.

نویسندگان

  • J W Vaupel
  • A I Yashin
  • K G Manton
چکیده

A stochastic differential equation model is developed to clarify the interaction of debilitation, recuperation, selection, and aging. The model yields various insights about the lingering mortality consequences of disasters such as wars, famines, and epidemics that may weaken the survivors. A key result is that debilitation and selection are interdependent: debilitation that increases population heterogeneity will result in subsequent selection; selection, by altering the distribution of population heterogeneity, will influence the impact of debilitating events.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An extension of stochastic differential models by using the Grunwald-Letnikov fractional derivative

Stochastic differential equations (SDEs) have been applied by engineers and economists because it can express the behavior of stochastic processes in compact expressions. In this paper, by using Grunwald-Letnikov fractional derivative, the stochastic differential model is improved. Two numerical examples are presented to show efficiency of the proposed model. A numerical optimization approach b...

متن کامل

Stochastic Portfolio Specific Mortality and the Quantification of Mortality Basis Risk

The last decennium a vast literature on stochastic mortality models has been developed. However, these models are often not directly applicable to insurance portfolios because: a) For insurers and pension funds it is more relevant to model mortality rates measured in insured amounts instead of measured in number of policies. b) Often there is not enough insurance portfolio specific mortality da...

متن کامل

ENTROPY FOR DTMC SIS EPIDEMIC MODEL

In this paper at rst, a history of mathematical models is given.Next, some basic information about random variables, stochastic processesand Markov chains is introduced. As follows, the entropy for a discrete timeMarkov process is mentioned. After that, the entropy for SIS stochastic modelsis computed, and it is proved that an epidemic will be disappeared after a longtime.

متن کامل

Computational Method for Fractional-Order Stochastic Delay Differential Equations

Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...

متن کامل

Testing for Stochastic Non- Linearity in the Rational Expectations Permanent Income Hypothesis

The Rational Expectations Permanent Income Hypothesis implies that consumption follows a martingale. However, most empirical tests have rejected the hypothesis. Those empirical tests are based on linear models. If the data generating process is non-linear, conventional tests may not assess some of the randomness properly. As a result, inference based on conventional tests of linear models can b...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • Mathematical population studies

دوره 1 1  شماره 

صفحات  -

تاریخ انتشار 1987