Mathematical and Statistical Methods for Actuarial Sciences and Finance

Corazza, Marco; Gannon, Frédéric; Legros, Florence; Pizzi, Claudio; Touzé, Vincent

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Edited by Marco Corazza (), Frédéric Gannon (), Florence Legros (), Claudio Pizzi () and Vincent Touzé

in Springer Books from Springer

Date: 2024
ISBN: 978-3-031-64273-9
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Chapters in this book:

The Cost of Retirement Income Provision: Some Quantitative Insights in Life Insurance: Giovanna Apicella, Emilia Di Lorenzo, Giulia Magni and Marilena Sibillo
Time Preference over the Life-Cycle: Expanding Saver’s Rationality: Luc Arrondel and André Masson
On a New Perspective in Longevity Risk Management: The Lifetime Shifting: Anna Rita Bacinello, Rosario Maggistro and Mario Marino
An Application of Beta Binomial GAMLSS for the Estimate of Surrender Rates: Fabio Baione, Davide Biancalana and Paolo De Angelis
A Comparison of Beta Regression and Copula Regression for Partial Lapse Rate Estimate: Fabio Baione, Davide Biancalana and Andrea Santoro
Input Relevance in Multi-Layer Perceptron for Fundraising: Diana Barro, Luca Barzanti, Marco Corazza and Martina Nardon
Art as a Financial Asset in Portfolio Allocation: Diana Barro, Antonella Basso, Stefania Funari and Guglielmo Alessandro Visentin
A Robust Sustainability Assessment for SMEs Based on Multicriteria Decision Aiding: Diana Barro, Marco Corazza and Gianni Filograsso
Hierarchical Clustering of Time Series with Wasserstein Distance: Alessia Benevento, Fabrizio Durante, Daniela Gallo and Aurora Gatto
Wind Farm Evaluation Under Real Options Approach: Marta Biancardi, Michele Bufalo, Antonio Di Bari and Giovanni Villani
Fair Volatility in the Fractional Stochastic Regularity Model: Sergio Bianchi, Daniele Angelini, Massimiliano Frezza, Anna Maria Palazzo and Augusto Pianese
The Market Value of Optimal Annuitization and Bequest Motives: Matteo Buttarazzi and Gabriele Stabile
The Cost of Longevity Risk Transfer by Capital Solution De-risking Strategy: Maria Carannante, Valeria D’Amato and Massimiliano Menzietti
Cyber Insurance and Risk Assessment: Some Insights on the Insurer Perspective: Maria Francesca Carfora and Albina Orlando
Machine Learning for ESG Rating Classification: An Integrated Replicable Model with Financial and Systemic Risk Parameters: Rosella Castellano, Federico Cini and Annalisa Ferrari
PSO for the Sharpe Ratio in a Financial Trading System Based on Technical Analysis: Marco Corazza, Claudio Pizzi and Andrea Marchioni
Actuarial Gains in Life Annuities Due to Declining Health: LTC: J. Iñaki De La Peña and Asier Garayeta
Solvency and Sustainability: Evidence from the Insurance Industry: Rita D’Ecclesia, Alessandro D’Orazio, Susanna Levantesi and Kevyn Stefanelli
The Environmental Score and the Financial Statement: A Machine Learning Analysis for Four European Stock Indexes: Rita D’Ecclesia, Susanna Levantesi, Gabriella Piscopo and Kevyn Stefanelli
A Combination of NLP and Monte Carlo Technique to Improve Wind Investment Decisions: Antonio Di Bari, Luca Grilli, Domenico Santoro and Giovanni Villani
Meeting the Challenges of Longevity: Lifetime Income from Real Estate: Emilia Di Lorenzo, Francesco Rania, Marilena Sibillo and Annarita Trotta
Statistical Approach to Implied Market Inefficiency Estimation: Fabrizio Di Sciorio, Laura Molero González and Juan E. Trinidad Segovia
A Tweet Data Analysis for Detecting Emerging Operational Risks: Davide Di Vincenzo, Francesca Greselin, Fabio Piacenza and Ričardas Zitikis
Multipopulation Mortality Modeling with Economic, Environmental and Lifestyle Variables: Matteo Dimai
Bayesian Modeling of Mortality in Italian Regions: A Three-Component Approach Incorporating Cohort Effects: Matteo Dimai and Marek Brabec
Forecast Model of the Price of a Product with a Cold Start: Svitlana Drin and Nataliya Shchestyuk
Clustering and Testing Financial Asset Returns Using the Spatial Dynamic Panel Data Model: Giuseppe Feo, Francesco Giordano, Sara Milito, Marcella Niglio and Maria Lucia Parrella
Assessing the Impact of Climate and Environmental News on Financial Markets: Gianna Figà-Talamanca, Andrea Fronzetti Colladon, Barbara Guardabascio, Marco Patacca and Ludovica Segneri
The Sparsity-Constrained Graphical Lasso: Alessandro Fulci, Sandra Paterlini and Emanuele Taufer
Cliometrics and Actuarial Science: New Avenues for Enriching Prospective Mortality Table Construction Models: Kué Gilles Gaba, Stéphane Loisel and Antoine Parent
How Does Covid-19 Shock Financially Impact the US PAYG Pension Scheme? An Automatic Balance Mechanism Approach: Frédéric Gannon, Florence Legros and Vincent Touzé
The Risk of War: An Analysis Combining Real Options and Games: Laurent Gauthier
Variable Selection and Asymmetric Links to Predict Credit Card Fraud: Francesco Giordano, Michele La Rocca, Marcella Niglio and Marialuisa Restaino
Partial Hedging of Spread Options with a Given Probability: Betty Guo and Alexander Melnikov
Four Parameter Beta Generalized Mixed Effect Tree and Random Forest for Area Yield Crop Insurance: Dian Kusumaningrum, Hari Wijayanto, Anang Kurnia, Khairil Anwar Notodiputro and Muhlis Ardiansyah
Evaluating Forecast Distributions in Neural Network Lee-Carter Type Model for Mortality Rate: Michele La Rocca, Cira Perna and Marilena Sibillo
Some Evidence Regarding Stock Markets and the Brexit: Diego Attilio Mancuso
Portfolio Volatility Contributions of Risk Factors in the Presence of Risk Factors Multi-collinearity: Andrea Mecchina, Enrico Regolin, Nicola Torelli and Luca Bortolussi
Insurance Premium Implied by Rank Dependence and Probability Distortion: Martina Nardon
Disclosing the Reserving Process in Life Insurance Through Equivalent Periodic Fees: Annamaria Olivieri
Multi-model Forecasting for Finance: Daniel Jader Pellattiero and Antonio Candelieri
Using the Gompertz Distribution to Explore the Impact of Increasing Life Expectancy on the Old-Age Dependency Ratio: Peter Pflaumer
Challenges in Cyber Risk Insurance: Marco Pirra
Identifying Graphical Configurations in Technical Analysis Using Machine Learning: Claudio Pizzi and Matteo Munini
A Portfolio’s Common Causal Conditional Risk-Neutral PDE: Alejandro Rodriguez Dominguez
A Structural Credit Risk Model with Default Contagion: Bud Schiphorst, Michel Mandjes, Peter Spreij and Erik Winands
Risk Evaluating for Subdiffusive Option Price Model with Gamma Subordinator: Nataliya Shchestyuk, Svitlana Drin and Serhii Tyshchenko
A New Value-Based Investing Strategy for Portfolio Selection Which Outclasses the Benchmark: Giannicola Simari
On the Effect of Pension Expectations and Financial Literacy on Pension Planning: A Preliminary Investigation for the Italian Population: Rosaria Simone and Mariarosaria Coppola

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DOI: 10.1007/978-3-031-64273-9

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