New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance

Edited by Michele La Rocca (), Massimiliano Menzietti (), Cira Perna and Marilena Sibillo ()

in Springer Books from Springer

Date: 2025
ISBN: 978-3-032-05551-4
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Chapters in this book:

Towards Fairer Sanction Systems: Income-Based Models with Aggregation Functions

Luca Anzilli, Marta Cardin and Silvio Giove

Multidimensional Inequality and Measurement of Social Well-Being

Luca Anzilli, Marta Cardin and Silvio Giove

A Neural Network Model Approach to Longevity Risk Management

Giovanna Apicella, Michele La Rocca, Cira Perna and Marilena Sibillo

Climate-Related Extensions of the Lee-Carter Model

Imma Lory Aprea, Francesca Perla, Raffaele Clemente Petrella, Mariafortuna Pietroluongo and Salvatore Scognamiglio

Quantification of Operational Flexibility in Wastewater Treatment Projects

Marta Biancardi, Antonio Di Bari and Giovanni Villani

Roughness in VIX Index and in Realized Volatility: Rolling Window Estimation by Randomized Kolmogorov-Smirnov Distribution

Sergio Bianchi and Daniele Angelini

A Comparison of Data-Driven Synthetic Performance Indicators for Default Prediction

Roberto Casarin, Fausto Corradin and Antonio Peruzzi

Rethinking the Indexation of Retirement Age: Cohort vs. Period Life Expectancy

Mariarosaria Coppola, Maria Russolillo and Rosaria Simone

Calibrating Temperature Models with Neural Networks for Weather Derivatives

Stefania Corsaro, Vincenzo Di Sauro, Zelda Marino and Salvatore Scognamiglio

Modeling Health and Disability Trajectories in Later Life: A Multi-state Approach Using HRS Data

Domenico De Giovanni, Massimiliano Menzietti, Marco Pirra and Fabio Viviano

Backtesting Expected Shortfall for Bitcoin: A Joint Combined LSTM-Based Approach

Giovanni De Luca, Anna Pia Di Iorio and Andrea Montanino

Understanding and Attitudes Toward Reverse Mortgage in Italy: Cognitive Dissonance and Future Concerns

Emilia Di Lorenzo and Alba Roviello

Reverse Mortgages: Exploring the Impact of Risk Factors by Source

Emilia Di Lorenzo, Giulia Magni and Marilena Sibillo

Climate Litigation Risk: Comparing Linear and Non Linear Losses of Insurances

Lorenzo Frattarolo

Option Hedging Through Reinforcement Learning

Federico Giorgi, Stefano Herzel and Paolo Pigato

Parameter Stability in Yield Curve Fitting

Lorenzo Mercuri, Andrea Perchiazzo, Edit Rroji and Ilaria Stefani

Deep Learning for Tabular Data: Application to Credit Risk Modeling

Steven Mphaya, Marialuisa Restaino and Michele La Rocca

Modeling Economic Recovery via Diffusion Processes with Multisigmoidal Logistic Mean Subject to Random Catastrophes

Sabina Musto and Paola Paraggio

Scaling the Tails: Intraday Quantiles for Forecasting Value-at-Risk and Expected Shortfall

Antonio Naimoli, Ostap Okhrin and Giuseppe Storti

High-Profile GDPR Fines and Their Financial Impact on Listed Firms: An Exploratory Analysis

Albina Orlando and Serena Pulcini

Delay-Adjusted Modeling of Cybersecurity Breaches Using INLA: Evidence from State Attorney General Data

Marco Pirra, Sofia Sarubbo and Fabio Viviano

Addressing Long-Term Care Risk Through Pension-Linked Insurance in the Italian Context: A Stochastic Approach Using Severance Pay Scheme

Alberto Piscitelli

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DOI: 10.1007/978-3-032-05551-4

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