Mathematical and Statistical Methods for Actuarial Sciences and Finance
Editor
- Marco Corazza(Ca' Foscari University of Venice, Department of Economics)Cira Perna(University of Salerno, Department of Economics and Statistics)Claudio Pizzi(Ca' Foscari University of Venice, Department of Economics)Marilena Sibillo(University of Salerno, Department of Economics and Statistics)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), 2022. "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Springer Books, Springer, number 978-3-030-99638-3, December.
Handle: RePEc:spr:sprbok:978-3-030-99638-3
DOI: 10.1007/978-3-030-99638-3Download full text from publisher
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The following chapters of this book are listed in IDEAS- Antonio Abatemarco & Maria Russolillo, 2022. "Absolute and Relative Gender Gap in Pensions: The Impact of the Transition from DB to NDC in Italy," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 1-6, Springer.
- Alessandra Amendola & Walter Distaso & Alessandro Grimaldi, 2022. "TPPI: Textual Political Polarity Indices. The Case of Italian GDP," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 7-12, Springer.
- Mila Andreani & Vincenzo Candila & Lea Petrella, 2022. "Quantile Regression Forest for Value-at-Risk Forecasting Via Mixed-Frequency Data," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 13-18, Springer.
- Giovanna Apicella & Enrico De Giorgi, 2022. "Gender Attitudes Toward Longevity and Retirement Planning: Theory and Evidence," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 19-24, Springer.
- Axel A. Araneda & Marcelo J. Villena, 2022. "Semiclassical Pricing of Variance Swaps in the CEV Model," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 25-30, Springer.
- Mercedes Ayuso & Jorge Miguel Bravo, 2022. "Indexing Pensions to Life Expectancy: Keeping the System Fair Across Generations," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 31-37, Springer.
- Anna Rita Bacinello & Rosario Maggistro & Ivan Zoccolan, 2022. "Dynamic Withdrawals and Stochastic Mortality in GLWB Variable Annuities," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 38-43, Springer.
- Anna Rita Bacinello & Pietro Millossovich & Fabio Viviano, 2022. "A Regression Based Approach for Valuing Longevity Measures," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 44-49, Springer.
- Fabio Baione & Davide Biancalana & Paolo De Angelis, 2022. "On the Assessment of the Payment Limitation for an Health Plan," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 50-56, Springer.
- Diana Barro & Marco Corazza & Martina Nardon, 2022. "Reference Dependence in Behavioral Portfolio Selection," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 57-63, Springer.
- Diana Barro & Francesca Parpinel & Claudio Pizzi, 2022. "Pricing Rainfall Derivatives by Genetic Programming: A Case Study," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 64-69, Springer.
- Luca Barzanti & Martina Nardon, 2022. "Estimation of the Gift Probability in Fund Raising Management," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 70-75, Springer.
- Roberto Baviera, 2022. "The Estimation Risk in Credit Regulatory Capital," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 76-82, Springer.
- Michele Belloni & Magdalena Zachlod-Jelec, 2022. "Actuarial Fairness in Pension Systems: An Empirical Evaluation for Italy Using an OLG Model," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 83-89, Springer.
- Sergio Bianchi & Fabrizio Di Sciorio & Raffaele Mattera, 2022. "Forecasting VIX with Hurst Exponent," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 90-95, Springer.
- Sergio Bianchi & Massimiliano Frezza & Augusto Pianese & Anna Maria Palazzo, 2022. "Modelling H-Volatility with Fractional Brownian Bridge," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 96-102, Springer.
- Giovanna Bimonte & Luigi Senatore, 2022. "Shapley Value in Partition Function Form Games: New Research Perspectives for Features Selection," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 103-108, Springer.
- Suparna Biswas & Rituparna Sen, 2022. "Nonparametric Estimation of Range Value at Risk," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 109-114, Springer.
- M. Carmen Boado-Penas & Pierre Devolver & Şule Şahin & Carlos Sunyer, 2022. "A Fixed Career Length Versus a Fixed Retirement Age: An Analysis per Socio-Economic Groups," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 115-120, Springer.
- Stefano Bonnini & Michela Borghesi, 2022. "Nonparametric Test for Financial Time Series Comparisons," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 121-126, Springer.
- Maria Carannante & Valeria D’Amato & Paola Fersini & Salvatore Forte, 2022. "Innovative Parametric Weather Insurance on Satellite Data in Agribusiness," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 127-133, Springer.
- Giovanni Cardillo & Paolo Giordani & Susanna Levantesi & Andrea Nigri, 2022. "An Application of the Tensor-Based Approach to Mortality Modeling," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 134-139, Springer.
- Maria Francesca Carfora & Albina Orlando, 2022. "Cyber Risk: Estimates for Malicious and Negligent Breaches Distributions," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 140-145, Springer.
- Oleksandr Castello & Marina Resta, 2022. "Modeling and Forecasting Natural Gas Futures Prices Dynamics: An Integrated Approach," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 146-150, Springer.
- Leonardo Cefalo & Susanna Levantesi & Andrea Nigri, 2022. "Modelling Life Expectancy Gender Gap in a Multi-population Framework," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 151-155, Springer.
- Tiziana Ciano & Massimiliano Ferrara, 2022. "Decision Making in Portfolio Optimization by Using a Tri-Objective Model and Decision Parameters," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 156-161, Springer.
- Marco Corazza & Giovanni Fasano, 2022. "Bitcoin Price Prediction: Mixed Integer Quadratic Programming Versus Machine Learning Approaches," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 162-167, Springer.
- Marco Corazza & Elisa Scalco & Claudio Pizzi, 2022. "Verifying the Rényi Dependence Axioms for a Non-linear Bivariate Comovement Index," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 168-174, Springer.
- Marcella Corduas & Domenico Piccolo, 2022. "Inflation Perceptions and Expectations During the Pandemic: A Model Based Approach," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 175-180, Springer.
- Iván de la Fuente & Eliseo Navarro & Gregorio Serna, 2022. "A Proposal to Calculate the Regulatory Capital Requirements for Reverse Mortgages," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 181-187, Springer.
- J. Iñaki De La Peña & M. Cristina Fernández-Ramos & Asier Garayeta & Iratxe D. Martín, 2022. "LTC of a Defined Benefit Employee Pension Scheme," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 188-194, Springer.
- Emilia Di Lorenzo & Elisabetta Scognamiglio & Marilena Sibillo & Roberto Tizzano, 2022. "Socio-Economic Challenges at the Time of COVID-19: The Proactive Role of the Insurance Industry," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 195-201, Springer.
- Luca Di Persio & Matteo Garbelli & Adrian Zalinescu, 2022. "Feynman-Kac Formula for BSDEs with Jumps and Time Delayed Generators Associated to Path-Dependent Nonlinear Kolmogorov Equations," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 202-208, Springer.
- Antonio Díaz & Carlos Esparcia & Diego Huélamo, 2022. "The Role of Stablecoins: Cryptocurrencies Sought Stability and Found Gold and Dollars," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 209-215, Springer.
- Marina Dolfin & Leone Leonida & Eleonora Muzzupappa, 2022. "Interbank Networks and Liquidity Risk," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 216-221, Springer.
- Fabrizio Durante & Aurora Gatto & Elisa Perrone, 2022. "Kendall Conditional Value-at-Risk," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 222-227, Springer.
- David Edelman & David Mannion, 2022. "Daily Trading of the FTSE Index Using LSTM with Principal Component Analysis," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 228-234, Springer.
- Lorella Fatone & Francesca Mariani & Francesco Zirilli, 2022. "A Hybrid Model Based on Stochastic Volatility and Machine Learning to Forecast Log Returns of a Risky Asset," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 235-240, Springer.
- Giuseppe Feo & Francesco Giordano & Marcella Niglio & Maria Lucia Parrella, 2022. "Financial Time Series Classification by Nonparametric Trend Estimation," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 241-246, Springer.
- Massimiliano Ferrara & Gafurjan Ibragimov & Bruno Antonio Pansera, 2022. "Differential Pursuit-Evasion Games and Space Economy: New Research Perspectives," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 247-252, Springer.
- Beatrice Foroni & Luca Merlo & Lea Petrella, 2022. "Graphical Models for Commodities: A Quantile Approach," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 253-259, Springer.
- Cinzia Franceschini & Nicola Loperfido, 2022. "The Mardia’s Kurtosis of a Multivariate GARCH Model," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 260-265, Springer.
- Lorenzo Fratoni & Susanna Levantesi & Massimiliano Menzietti, 2022. "Automatic Balance Mechanisms in an NDC Pension System with Disability Benefits," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 266-271, Springer.
- Rüdiger Frey & Verena Köck, 2022. "Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 272-277, Springer.
- Hedvig Gál & Attila Lovas, 2022. "Ergodic Behavior of Returns in a Buy Low and Sell High Type Trading Strategy," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 278-283, Springer.
- Anne M. Garvey & Juan Manuel Pérez-Salamero González & Manuel Ventura-Marco & Carlos Vidal-Meliá, 2022. "Improving Decision Making Information: “Table 29” to an Actuarial Balance Sheet," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 284-290, Springer.
- Angelica Gianfreda & Giacomo Scandolo, 2022. "Revisiting Risk Premia in Electricity Markets," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 291-296, Springer.
- Javier Giner & Valeriy Zakamulin, 2022. "A Semi-Markov Model for Stock Returns with Momentum and Mean-Reversion," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 297-302, Springer.
- Francesco Giordano & Sara Milito & Marialuisa Restaino, 2022. "A Variable Selection Method for High-Dimensional Survival Data," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 303-308, Springer.
- Francesco Giordano & Marcella Niglio & Marialuisa Restaino, 2022. "Ranking-Based Variable Selection for the Default Risk of Bank Loan Holders," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 309-314, Springer.
- Michele La Rocca & Cira Perna, 2022. "Exploring Non Linear Structures in Range-Based Volatility Time Series," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 315-320, Springer.
- Josep Lledó & Jose M. Pavía, 2022. "Mortality Risk. Incorporating the New Seasonal-Ageing Index (SAI) into a Pricing Strategy," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 321-326, Springer.
- Federico Maglione, 2022. "Credit Spreads, Leverage and Volatility: A Cointegration Approach," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 327-332, Springer.
- Valentina Mallamaci & Massimiliano Ferrara, 2022. "Business Intelligence Modelling for Studying Science Parks Externalities," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 333-339, Springer.
- Antonio L. Martire & Emilio Russo & Alessandro Staino, 2022. "Surrender and Path-Dependent Guarantees in Variable Annuities: Integral Equation Solutions and Benchmark Methods," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 340-346, Springer.
- Massimiliano Menzietti & Marco Pirra, 2022. "Weather Index-Based Insurance in Agricultural Risk Management," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 347-352, Springer.
- Domenica Stefania Merenda & Massimiliano Ferrara, 2022. "Lattice Cryptalization and Cybersecurity: New Findings in Analyzing Cryptovalues Dynamics," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 353-358, Springer.
- Antonio Naimoli & Giuseppe Storti, 2022. "The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 359-364, Springer.
- Selin Özen & Şule Şahin, 2022. "The Impact of Collateralization on Longevity Swap Transactions," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 365-370, Springer.
- Antonio Peruzzi & Roberto Casarin, 2022. "Time-Varying Assets Clustering via Identity-Link Latent-Space Infinite Mixture: An Application on DAX Components," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 371-376, Springer.
- Peter Pflaumer, 2022. "Demographic Risks Associated with a Tontine Investment," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 377-382, Springer.
- Francesco Porro, 2022. "A Geographical Analysis of the Systemic Risk by a Compositional Data (CoDa) Approach," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 383-389, Springer.
- Nikita Ratanov, 2022. "Jump-Telegraph Market Model: Barrier Binary Options," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 390-396, Springer.
- Roberto Rocci & Alessandra Carleo & Maria Sole Staffa, 2022. "Estimating Recovery Curve for NPLs," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 397-403, Springer.
- Mariagrazia Rositano & Fabio Baione, 2022. "An Application of the Pair-Copula Construction to a Non-life Dataset," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 404-409, Springer.
- Aida Salko & Rita D’Ecclesia, 2022. "New Insights on Loss Given Default for Shipping Finance: Parametric and Non-parametric Estimations," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 410-416, Springer.
- Domenico Santoro & Giovanni Villani, 2022. "Real R&D Options Under Sentimental Information Analysis," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 417-422, Springer.
- Salvatore Scognamiglio, 2022. "A Multi-population Locally-Coherent Mortality Model," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 423-428, Springer.
- Ilia Vasilev & Alexander Melnikov, 2022. "RVaR Hedging and Market Completions," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 429-434, Springer.
- Xenxo Vidal-Llana & Jorge M. Uribe & Montserrat Guillen, 2022. "External Spillover Index and Its Relation with GDP per Capita on European Countries," Springer Books, in: Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 435-440, Springer.
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