Mathematical and Statistical Methods for Actuarial Sciences and Finance
Editor
- Marco Corazza(Ca' Foscari University of Venice, Department of Economics)Frédéric Gannon(University of Le Havre, Department of Economics and Management)Florence Legros(ICN Business School Paris La Défense)Claudio Pizzi(Ca' Foscari University of Venice, Department of Economics)Vincent Touzé(Sciences Po, OFCE)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), 2024. "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Springer Books, Springer, number 978-3-031-64273-9, December.
Handle: RePEc:spr:sprbok:978-3-031-64273-9
DOI: 10.1007/978-3-031-64273-9Download full text from publisher
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The following chapters of this book are listed in IDEAS- Giovanna Apicella & Emilia Di Lorenzo & Giulia Magni & Marilena Sibillo, 2024. "The Cost of Retirement Income Provision: Some Quantitative Insights in Life Insurance," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 1-6, Springer.
- Luc Arrondel & André Masson, 2024. "Time Preference over the Life-Cycle: Expanding Saver’s Rationality," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 7-12, Springer.
- Anna Rita Bacinello & Rosario Maggistro & Mario Marino, 2024. "On a New Perspective in Longevity Risk Management: The Lifetime Shifting," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 13-18, Springer.
- Fabio Baione & Davide Biancalana & Paolo De Angelis, 2024. "An Application of Beta Binomial GAMLSS for the Estimate of Surrender Rates," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 19-24, Springer.
- Fabio Baione & Davide Biancalana & Andrea Santoro, 2024. "A Comparison of Beta Regression and Copula Regression for Partial Lapse Rate Estimate," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 25-30, Springer.
- Diana Barro & Luca Barzanti & Marco Corazza & Martina Nardon, 2024. "Input Relevance in Multi-Layer Perceptron for Fundraising," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 31-36, Springer.
- Diana Barro & Antonella Basso & Stefania Funari & Guglielmo Alessandro Visentin, 2024. "Art as a Financial Asset in Portfolio Allocation," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 37-42, Springer.
- Diana Barro & Marco Corazza & Gianni Filograsso, 2024. "A Robust Sustainability Assessment for SMEs Based on Multicriteria Decision Aiding," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 43-48, Springer.
- Alessia Benevento & Fabrizio Durante & Daniela Gallo & Aurora Gatto, 2024. "Hierarchical Clustering of Time Series with Wasserstein Distance," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 49-54, Springer.
- Marta Biancardi & Michele Bufalo & Antonio Di Bari & Giovanni Villani, 2024. "Wind Farm Evaluation Under Real Options Approach," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 55-60, Springer.
- Sergio Bianchi & Daniele Angelini & Massimiliano Frezza & Anna Maria Palazzo & Augusto Pianese, 2024. "Fair Volatility in the Fractional Stochastic Regularity Model," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 61-66, Springer.
- Matteo Buttarazzi & Gabriele Stabile, 2024. "The Market Value of Optimal Annuitization and Bequest Motives," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 67-73, Springer.
- Maria Carannante & Valeria D’Amato & Massimiliano Menzietti, 2024. "The Cost of Longevity Risk Transfer by Capital Solution De-risking Strategy," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 74-79, Springer.
- Maria Francesca Carfora & Albina Orlando, 2024. "Cyber Insurance and Risk Assessment: Some Insights on the Insurer Perspective," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 80-86, Springer.
- Rosella Castellano & Federico Cini & Annalisa Ferrari, 2024. "Machine Learning for ESG Rating Classification: An Integrated Replicable Model with Financial and Systemic Risk Parameters," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 87-92, Springer.
- Marco Corazza & Claudio Pizzi & Andrea Marchioni, 2024. "PSO for the Sharpe Ratio in a Financial Trading System Based on Technical Analysis," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 93-98, Springer.
- J. Iñaki De La Peña & Asier Garayeta, 2024. "Actuarial Gains in Life Annuities Due to Declining Health: LTC," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 99-105, Springer.
- Rita D’Ecclesia & Alessandro D’Orazio & Susanna Levantesi & Kevyn Stefanelli, 2024. "Solvency and Sustainability: Evidence from the Insurance Industry," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 106-111, Springer.
- Rita D’Ecclesia & Susanna Levantesi & Gabriella Piscopo & Kevyn Stefanelli, 2024. "The Environmental Score and the Financial Statement: A Machine Learning Analysis for Four European Stock Indexes," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 112-118, Springer.
- Antonio Di Bari & Luca Grilli & Domenico Santoro & Giovanni Villani, 2024. "A Combination of NLP and Monte Carlo Technique to Improve Wind Investment Decisions," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 119-123, Springer.
- Emilia Di Lorenzo & Francesco Rania & Marilena Sibillo & Annarita Trotta, 2024. "Meeting the Challenges of Longevity: Lifetime Income from Real Estate," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 124-129, Springer.
- Fabrizio Di Sciorio & Laura Molero González & Juan E. Trinidad Segovia, 2024. "Statistical Approach to Implied Market Inefficiency Estimation," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 130-135, Springer.
- Davide Di Vincenzo & Francesca Greselin & Fabio Piacenza & Ričardas Zitikis, 2024. "A Tweet Data Analysis for Detecting Emerging Operational Risks," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 136-142, Springer.
- Matteo Dimai, 2024. "Multipopulation Mortality Modeling with Economic, Environmental and Lifestyle Variables," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 143-148, Springer.
- Matteo Dimai & Marek Brabec, 2024. "Bayesian Modeling of Mortality in Italian Regions: A Three-Component Approach Incorporating Cohort Effects," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 149-153, Springer.
- Svitlana Drin & Nataliya Shchestyuk, 2024. "Forecast Model of the Price of a Product with a Cold Start," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 154-159, Springer.
- Giuseppe Feo & Francesco Giordano & Sara Milito & Marcella Niglio & Maria Lucia Parrella, 2024. "Clustering and Testing Financial Asset Returns Using the Spatial Dynamic Panel Data Model," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 160-166, Springer.
- Gianna Figà-Talamanca & Andrea Fronzetti Colladon & Barbara Guardabascio & Marco Patacca & Ludovica Segneri, 2024. "Assessing the Impact of Climate and Environmental News on Financial Markets," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 167-171, Springer.
- Alessandro Fulci & Sandra Paterlini & Emanuele Taufer, 2024. "The Sparsity-Constrained Graphical Lasso," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 172-178, Springer.
- Kué Gilles Gaba & Stéphane Loisel & Antoine Parent, 2024. "Cliometrics and Actuarial Science: New Avenues for Enriching Prospective Mortality Table Construction Models," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 179-185, Springer.
- Frédéric Gannon & Florence Legros & Vincent Touzé, 2024. "How Does Covid-19 Shock Financially Impact the US PAYG Pension Scheme? An Automatic Balance Mechanism Approach," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 186-191, Springer.
- Laurent Gauthier, 2024. "The Risk of War: An Analysis Combining Real Options and Games," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 192-197, Springer.
- Francesco Giordano & Michele La Rocca & Marcella Niglio & Marialuisa Restaino, 2024. "Variable Selection and Asymmetric Links to Predict Credit Card Fraud," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 198-204, Springer.
- Betty Guo & Alexander Melnikov, 2024. "Partial Hedging of Spread Options with a Given Probability," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 205-210, Springer.
- Dian Kusumaningrum & Hari Wijayanto & Anang Kurnia & Khairil Anwar Notodiputro & Muhlis Ardiansyah, 2024. "Four Parameter Beta Generalized Mixed Effect Tree and Random Forest for Area Yield Crop Insurance," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 211-217, Springer.
- Michele La Rocca & Cira Perna & Marilena Sibillo, 2024. "Evaluating Forecast Distributions in Neural Network Lee-Carter Type Model for Mortality Rate," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 218-223, Springer.
- Diego Attilio Mancuso, 2024. "Some Evidence Regarding Stock Markets and the Brexit," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 224-228, Springer.
- Andrea Mecchina & Enrico Regolin & Nicola Torelli & Luca Bortolussi, 2024. "Portfolio Volatility Contributions of Risk Factors in the Presence of Risk Factors Multi-collinearity," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 229-234, Springer.
- Martina Nardon, 2024. "Insurance Premium Implied by Rank Dependence and Probability Distortion," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 235-241, Springer.
- Annamaria Olivieri, 2024. "Disclosing the Reserving Process in Life Insurance Through Equivalent Periodic Fees," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 242-247, Springer.
- Daniel Jader Pellattiero & Antonio Candelieri, 2024. "Multi-model Forecasting for Finance," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 248-254, Springer.
- Peter Pflaumer, 2024. "Using the Gompertz Distribution to Explore the Impact of Increasing Life Expectancy on the Old-Age Dependency Ratio," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 255-260, Springer.
- Marco Pirra, 2024. "Challenges in Cyber Risk Insurance," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 261-266, Springer.
- Claudio Pizzi & Matteo Munini, 2024. "Identifying Graphical Configurations in Technical Analysis Using Machine Learning," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 267-273, Springer.
- Alejandro Rodriguez Dominguez, 2024. "A Portfolio’s Common Causal Conditional Risk-Neutral PDE," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 274-279, Springer.
- Bud Schiphorst & Michel Mandjes & Peter Spreij & Erik Winands, 2024. "A Structural Credit Risk Model with Default Contagion," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 280-285, Springer.
- Nataliya Shchestyuk & Svitlana Drin & Serhii Tyshchenko, 2024. "Risk Evaluating for Subdiffusive Option Price Model with Gamma Subordinator," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 286-291, Springer.
- Giannicola Simari, 2024. "A New Value-Based Investing Strategy for Portfolio Selection Which Outclasses the Benchmark," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 292-296, Springer.
- Rosaria Simone & Mariarosaria Coppola, 2024. "On the Effect of Pension Expectations and Financial Literacy on Pension Planning: A Preliminary Investigation for the Italian Population," Springer Books, in: Marco Corazza & Frédéric Gannon & Florence Legros & Claudio Pizzi & Vincent Touzé (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 297-302, Springer.
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