It is probably possible to do this with Set Analysis, but I think it would be a very complex expression. Instead, I would prepare the data in the script. One way could be the following:
FROM [x.xlsx] (ooxml, embedded labels, table is Sheet1);
Round((BUSINESS_DATE - ORIGIN_DATE)*12/365.2425) as Age,
If( OPEN_INDICATOR, BUSINESS_DATE, If(Peek(AR_ID)=AR_ID,Peek(ORIGIN_DATE))) as ORIGIN_DATE
Order By AR_ID, BUSINESS_DATE;
Drop Table tmpMonthlyData;
Here you create the Age (in months) for each record, and then you can use the Age in a Set Analysis expression.