We analyzed «five phase» structure of Drosophila melanogaster annuity curves described earlier. It did not depend on the sample size and seemed to be stable. We argue that: 1. there must be strict determination of «five phase» structure; 2. variability of its duration, may be induced by weak unknown signals.
Download full-text PDF |
Source |
---|
Eur Actuar J
May 2021
NOVA IMS Universidade Nova Lisboa, Lisbon, Portugal.
Participating longevity-linked life annuities (PLLA) in which benefits are updated periodically based on the observed survival experience of a given underlying population and the performance of the investment portfolio are an alternative insurance product offering consumers individual longevity risk protection and the chance to profit from the upside potential of financial market developments. This paper builds on previous research on the design and pricing of PLLAs by considering a Bayesian Model Ensemble of single population generalised age-period-cohort stochastic mortality models in which individual forecasts are weighted by their posterior model probabilities. For the valuation, we adopt a longevity option decomposition approach with risk-neutral simulation and investigate the sensitivity of results to changes in the asset allocation by considering a more aggressive lifecycle strategy.
View Article and Find Full Text PDFAdv Gerontol
July 2018
D. O. Ott Institute of obstetrics and gynecology, 3 Mendeleevskaya line, St. Petersburg, 199034, Russian Federation.
We tested the effect of low temperature (18-20 °C) applied at the 13-22 days of imago life. We detected prolongation of individual life span. The effect is due to prolongation of the first phase of the annuity curve and thus to further delay of the next ones.
View Article and Find Full Text PDFHealth Econ
December 2017
HEC Montréal, Canada.
We compare individual survival curves constructed from objective (actual mortality) and elicited subjective information (probability of survival to a given target age). We develop a methodology to estimate jointly subjective and objective individual survival curves accounting for rounding on subjective reports of perceived survival. We make use of the long follow-up period in the Health and Retirement Study and the high quality of mortality data to estimate individual survival curves that feature both observed and unobserved heterogeneity.
View Article and Find Full Text PDFAdv Gerontol
February 2018
Saint-Petersburg State University, Saint-Petersburg, Russian
We confirm five-phased construction of Drosophila annuity curves established earlier. Annuity curves were composed of stable five-phase component and variable one. Variable component was due to differences in phase durations.
View Article and Find Full Text PDFAnalysis of male imago mortality in Drosophila melanogaster Canton-S strain demonstrated deviation from Gompertz law. Annuity curves were composed of five phases divided by sharp bends. All the phases seemed to be linear.
View Article and Find Full Text PDFEnter search terms and have AI summaries delivered each week - change queries or unsubscribe any time!