New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance
Editor
- Michele La Rocca(University of Salerno, Department of Economics and Statistics)Massimiliano Menzietti(University of Salerno, Department of Economics and Statistics)Cira Perna(University of Salerno, Department of Economics and Statistics)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
- Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), 2025. "New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance," Springer Books, Springer, number 978-3-032-05551-4, March.
Handle: RePEc:spr:sprbok:978-3-032-05551-4
DOI: 10.1007/978-3-032-05551-4Download full text from publisher
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The following chapters of this book are listed in IDEAS- Luca Anzilli & Marta Cardin & Silvio Giove, 2025. "Towards Fairer Sanction Systems: Income-Based Models with Aggregation Functions," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 1-13, Springer.
- Luca Anzilli & Marta Cardin & Silvio Giove, 2025. "Multidimensional Inequality and Measurement of Social Well-Being," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 14-25, Springer.
- Giovanna Apicella & Michele La Rocca & Cira Perna & Marilena Sibillo, 2025. "A Neural Network Model Approach to Longevity Risk Management," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 26-37, Springer.
- Imma Lory Aprea & Francesca Perla & Raffaele Clemente Petrella & Mariafortuna Pietroluongo & Salvatore Scognamiglio, 2025. "Climate-Related Extensions of the Lee-Carter Model," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 38-49, Springer.
- Marta Biancardi & Antonio Di Bari & Giovanni Villani, 2025. "Quantification of Operational Flexibility in Wastewater Treatment Projects," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 50-60, Springer.
- Sergio Bianchi & Daniele Angelini, 2025. "Roughness in VIX Index and in Realized Volatility: Rolling Window Estimation by Randomized Kolmogorov-Smirnov Distribution," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 61-73, Springer.
- Roberto Casarin & Fausto Corradin & Antonio Peruzzi, 2025. "A Comparison of Data-Driven Synthetic Performance Indicators for Default Prediction," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 74-85, Springer.
- Mariarosaria Coppola & Maria Russolillo & Rosaria Simone, 2025. "Rethinking the Indexation of Retirement Age: Cohort vs. Period Life Expectancy," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 86-95, Springer.
- Stefania Corsaro & Vincenzo Di Sauro & Zelda Marino & Salvatore Scognamiglio, 2025. "Calibrating Temperature Models with Neural Networks for Weather Derivatives," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 96-107, Springer.
- Domenico De Giovanni & Massimiliano Menzietti & Marco Pirra & Fabio Viviano, 2025. "Modeling Health and Disability Trajectories in Later Life: A Multi-state Approach Using HRS Data," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 108-119, Springer.
- Giovanni De Luca & Anna Pia Di Iorio & Andrea Montanino, 2025. "Backtesting Expected Shortfall for Bitcoin: A Joint Combined LSTM-Based Approach," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 120-131, Springer.
- Emilia Di Lorenzo & Alba Roviello, 2025. "Understanding and Attitudes Toward Reverse Mortgage in Italy: Cognitive Dissonance and Future Concerns," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 132-143, Springer.
- Emilia Di Lorenzo & Giulia Magni & Marilena Sibillo, 2025. "Reverse Mortgages: Exploring the Impact of Risk Factors by Source," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 144-156, Springer.
- Lorenzo Frattarolo, 2025. "Climate Litigation Risk: Comparing Linear and Non Linear Losses of Insurances," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 157-168, Springer.
- Federico Giorgi & Stefano Herzel & Paolo Pigato, 2025. "Option Hedging Through Reinforcement Learning," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 169-178, Springer.
- Lorenzo Mercuri & Andrea Perchiazzo & Edit Rroji & Ilaria Stefani, 2025. "Parameter Stability in Yield Curve Fitting," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 179-189, Springer.
- Steven Mphaya & Marialuisa Restaino & Michele La Rocca, 2025. "Deep Learning for Tabular Data: Application to Credit Risk Modeling," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 190-203, Springer.
- Sabina Musto & Paola Paraggio, 2025. "Modeling Economic Recovery via Diffusion Processes with Multisigmoidal Logistic Mean Subject to Random Catastrophes," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 204-215, Springer.
- Antonio Naimoli & Ostap Okhrin & Giuseppe Storti, 2025. "Scaling the Tails: Intraday Quantiles for Forecasting Value-at-Risk and Expected Shortfall," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 216-225, Springer.
- Albina Orlando & Serena Pulcini, 2025. "High-Profile GDPR Fines and Their Financial Impact on Listed Firms: An Exploratory Analysis," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 226-237, Springer.
- Marco Pirra & Sofia Sarubbo & Fabio Viviano, 2025. "Delay-Adjusted Modeling of Cybersecurity Breaches Using INLA: Evidence from State Attorney General Data," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 238-248, Springer.
- Alberto Piscitelli, 2025. "Addressing Long-Term Care Risk Through Pension-Linked Insurance in the Italian Context: A Stochastic Approach Using Severance Pay Scheme," Springer Books, in: Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.), New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 249-260, Springer.
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