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Lindy Effect and Mortality Modeling by happyRthose is a document available to read on EtoBox.

This document discusses modeling the Lindy effect as the exit time of a stochastic process with drift approaching an absorbing barrier. It shows that a process with zero drift produces a Lindy survival function, but any negative drift causes it to deviate from this class. The force of mortality is derived and shown to decline over time for power law distributions, remain constant for borderline exponential distributions, and increase for thin-tailed distributions. Sample paths and distributions of stopping

Author

happyRthose

Language

EN