A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
The Lee Carter modelling framework is widely used because of its simplicity and robustness despite its inability to model specific cohort effects. A large number of extensions have been proposed that model cohort effects but there is no consensus. It is difficult to simultaneously account for cohort effects and age-adj…
For a stable marginally outer trapped surface (MOTS) in an axially symmetric spacetime with cosmological constant Λ>0 and with matter satisfying the dominant energy condition, we prove that the area A and the angular momentum J satisfy the inequality 8π∣J∣≤A(1−ΛA/4π)(1−ΛA/12π) which is saturated pre…
We present a marked analogue of Carter and Saito's movie theorem. Our definition of marking was chosen to coincide with the markings that arise in link Floer homology. In order to deal with complications arising from certain isotopies, we define three equivalence relations for marked surfaces and work over an equivalen…
The aim of this paper is to study the construction of prospective mortality tables from a low number of persons subjected to risk. The presented models are the Lee-Carter and log-Poisson methods respectively. The low number of people subjected to risk, particularly noticed for the persons who are getting on, implies th…
The study examines how different interpolation methods affect the decomposition of life insurance surplus.
problem The impact of different interpolation methods on the decomposition of life insurance surplus.
method The study uses the IASU decomposition method to analyze the effects of different interpolation methods (Lee-Carter and linear) on the surplus decomposition.
result Lee-Carter and linear interpolation yield almost identical decompositions, while constant approximations result in different decompositions.
We introduce a new cohomology-theoretic method for classifying generic immersed curves in closed compact surfaces by using Gauss codes. This subsumes a result of J.S. Carter on classifying immersed curves in oriented compact surfaces, and provides a criterion for when an immersion is two-colorable. We note an applicati…
We introduce a new homology theory of quandles, called simplicial quandle homology, which is quite different from quandle homology developed by Carter et al. We construct a homomorphism from a quandle homology group to a simplicial quandle homology group. As an application, we obtain a method for computing the complex …
A new classification theorem for links by the authors and Roger Fenn leads to computable link invariants. As an illustration we distinguish the left and right trefoils and recover the result of Carter et al that the 2-twist-spun trefoil is not isotopic to its orientation reverse. We sketch the proof the classification …
New definitions of rack and quandle modules are introduced, and shown to generalise the definitions previously studied by Andruskiewitsch, Etingof and Grana. This new construct is shown to coincide with Beck's general definition of a module in an arbitrary category. A theory of Abelian extensions of racks and quandles …
Study finds actuarial unfairness in China's pension system, proposing income-dependent annuitization rules.
problem Actuarial fairness in China's NDC pension system when mortality differs across income groups.
method Developed a mortality-differentiated Lee-Carter framework with group-specific baseline mortality schedules and a common period effect, estimated using national and subgroup data.
result Substantial actuarial unfairness in the current age-only divisor, with a reverse transfer from poorer to richer retirees.
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 prospective tables thus built make it possible to project the evolution of the rand…
For proper subsets U of {1,2,...,31} we define and construct U-regular isotopy invariants of the Carter-Rieger-Saito movies (representing knotted surfaces) and use these to show that there are ambient isotopic knotted surfaces represented by movies M1 and M2 for which movie-moves of type 31 are required to get from M1 …
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 prospective tables thus built make it possible to project the evolution of the rand…
We introduce the notion of a quandle with a good involution and its homology groups. Carter et al. defined quandle cocycle invariants for oriented links and oriented surface-links. By use of good involutions, quandle cocyle invariants can be defined for links and surface-links which are not necessarily oriented or orie…
We prove that Morrison and Nieh's categorification of the su(3) quantum knot invariant is functorial with respect to tangle cobordisms. This is in contrast to the categorified su(2) theory, which was not functorial as originally defined. We use methods of Bar-Natan to construct explicit chain maps for each variation of…
We consider (flat) Cauchy-complete GH spacetimes, i.e., globally hyperbolic flat lorentzian manifolds admitting some Cauchy hypersurface on which the ambient lorentzian metric restricts as a complete riemannian metric. We define a family of such spacetimes - model spacetimes - including four subfamilies: translation sp…
In the present paper, we construct a simple invariant which provides a sliceness obstruction for {\em free knots}. This obstruction provides a new point of view to the problem of studying cobordisms of curves immersed in 2-surfaces, a problem previously studied by Carter, Turaev, Orr, and others. The obstruction to sli…
The paper introduces and analyzes pseudo generalized Ricci-recurrent spacetimes in modified gravity.
problem Characterizing and analyzing pseudo generalized Ricci-recurrent spacetimes in modified gravity.
method Introducing and characterizing pseudo generalized Ricci-recurrent spacetimes, proving their properties, and studying their impact under modified gravity scenarios.
result Pseudo generalized Ricci-recurrent spacetimes represent specific spacetime types under modified gravity scenarios.
We present a grid diagram analogue of Carter, Rieger and Saito's smooth movie theorem. Specifically, we give definitions for grid movies, grid movie isotopies and present a definition of grid planar isotopy as a particular subset of the grid diagram moves: stabilization, destabilization and commutation. We show that gr…
The article introduces pseudo generalized Ricci-recurrent spacetimes and their applications in modified gravity.
problem Characterizing and understanding pseudo generalized Ricci-recurrent spacetimes.
method Introduced and characterized pseudo generalized Ricci-recurrent spacetimes, provided examples, and studied their implications in modified gravity.
result Pseudo generalized Ricci-recurrent spacetimes represent perfect fluid spacetimes and can model dark energy epochs or static spacetimes.
The paper examines the initial geometry of vacuum cosmological spacetimes and introduces new methods to characterize their behavior.
problem Characterizing the initial geometry of vacuum cosmological spacetimes.
method Analyzes Gowdy and non-Gowdy spacetimes with TN-actions, introduces a monotonic quantity for Kasner spacetimes, and uses curvature and volume bounds.
result Evidence of AVTD behavior in Gowdy spacetimes and sufficient conditions for nonGowdy spacetimes.