Mathematical and Statistical Methods for Actuarial Sciences and Finance
Editor
- Marco Corazza(Ca’ Foscari University of Venice, Dept. of Economics)María Durbán(Universidad Carlos III de Madrid, Dept. of Statistics)Aurea Grané(Universidad Carlos III de Madrid, Dept. of Statistics)Cira Perna(University of Salerno, Dept. of Economics and Statistics)Marilena Sibillo(University of Salerno, Dept. of Economics and Statistics)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), 2018. "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Springer Books, Springer, number 978-3-319-89824-7, March.
Handle: RePEc:spr:sprbok:978-3-319-89824-7
DOI: 10.1007/978-3-319-89824-7Download full text from publisher
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The following chapters of this book are listed in IDEAS- Pilar Abad & Antonio Díaz & Ana Escribano & M. Dolores Robles, 2018. "The Effect of Rating Contingent Guidelines and Regulation Around Credit Rating News," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 1-5, Springer.
- Niklas Ahlgren & Paul Catani, 2018. "Practical Problems with Tests of Cointegration Rank with Strong Persistence and Heavy-Tailed Errors," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 7-11, Springer.
- Giuseppina Albano & Virginia Giorno, 2018. "Inference in a Non-Homogeneous Vasicek Type Model," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 13-17, Springer.
- Giuseppina Albano & Michele La Rocca & Cira Perna, 2018. "Small Sample Analysis in Diffusion Processes: A Simulation Study," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 19-23, Springer.
- Irene Albarrán-Lozano & Pablo J. Alonso-González & Aurea Grané, 2018. "Using Deepest Dependency Paths to Enhance Life Expectancy Estimation," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 25-31, Springer.
- Sahar Albosaily & Serguei Pergamenshchikov, 2018. "The Optimal Investment and Consumption for Financial Markets Generated by the Spread of Risky Assets for the Power Utility," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 33-37, Springer.
- Alessandra Amendola & Manuela Braione & Vincenzo Candila & Giuseppe Storti, 2018. "Combining Multivariate Volatility Models," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 39-43, Springer.
- Ilaria Lucrezia Amerise, 2018. "Automatic Detection and Imputation of Outliers in Electricity Price Time Series," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 45-49, Springer.
- Pablo Angulo & Víctor Gallego & David Gómez-Ullate & Pablo Suárez-García, 2018. "Bayesian Factorization Machines for Risk Management and Robust Decision Making," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 51-55, Springer.
- Giovanna Apicella & Michel M. Dacorogna & Emilia Di Lorenzo & Marilena Sibillo, 2018. "Improving Lee-Carter Forecasting: Methodology and Some Results," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 57-61, Springer.
- Daniela Arzu & Marcella Lucchetta & Guido Massimiliano Mantovani, 2018. "The Bank Tailored Integrated Rating," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 63-67, Springer.
- David Atance & Eliseo Navarro, 2018. "A Single Factor Model for Constructing Dynamic Life Tables," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 69-73, Springer.
- Anna Rita Bacinello & Ivan Zoccolan, 2018. "Variable Annuities with State-Dependent Fees," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 75-80, Springer.
- Fabio Baione & Davide Biancalana & Paolo De Angelis & Ivan Granito, 2018. "Dynamic Policyholder Behavior and Surrender Option Evaluation for Life Insurance," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 81-85, Springer.
- Fabio Baione & Davide Biancalana & Paolo De Angelis & Ivan Granito, 2018. "Classification Ratemaking via Quantile Regression and a Comparison with Generalized Linear Models," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 87-91, Springer.
- Laura Ballester & Rebeca Fernández & Ana González-Urteaga, 2018. "An Empirical Analysis of the Lead Lag Relationship Between CDS and Stock Market," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 93-96, Springer.
- Diana Barro, 2018. "Integration of Non-financial Criteria in Equity Investment," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 97-100, Springer.
- Francesco Bartolucci & Alessandro Cardinali & Fulvia Pennoni, 2018. "A Generalized Moving Average Convergence/Divergence for Testing Semi-strong Market Efficiency," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 101-105, Springer.
- Francesco Battaglia & Domenico Cucina & Manuel Rizzo, 2018. "Periodic Autoregressive Models with Multiple Structural Changes by Genetic Algorithms," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 107-110, Springer.
- Andrés Gustavo Benchimol & Juan Miguel Marín Diazaraque & Irene Albarrán Lozano & Pablo Jesús Alonso-González, 2018. "Mortality Projection Using Bayesian Model Averaging," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 111-115, Springer.
- Mauro Bernardi & Paola Stolfi, 2018. "Robust Time-Varying Undirected Graphs," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 117-120, Springer.
- Alberto Bernardi & Mauro Bernardi, 2018. "Two-Sided Skew and Shape Dynamic Conditional Score Models," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 121-124, Springer.
- Mauro Bernardi & Michele Costola, 2018. "Sparse Networks Through Regularised Regressions," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 125-128, Springer.
- Mauro Bernardi & Paola Stolfi, 2018. "Approximate EM Algorithm for Sparse Estimation of Multivariate Location–Scale Mixture of Normals," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 129-132, Springer.
- Alessandro Berti & Nicola Loperfido, 2018. "An Extension of Multidimensional Scaling to Several Distance Matrices, and Its Application to the Italian Banking Sector," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 133-137, Springer.
- Monica Billio & Roberto Casarin & Michele Costola & Lorenzo Frattarolo, 2018. "Disagreement in Signed Financial Networks," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 139-142, Springer.
- Monica Billio & Roberto Casarin & Matteo Iacopini, 2018. "Bayesian Tensor Binary Regression," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 143-147, Springer.
- Monica Billio & Roberto Casarin & Matteo Iacopini, 2018. "Bayesian Tensor Regression Models," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 149-153, Springer.
- Monica Billio & Roberto Casarin & Luca Rossini, 2018. "Bayesian Nonparametric Sparse Vector Autoregressive Models," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 155-160, Springer.
- Eva Boj & Teresa Costa, 2018. "Logistic Classification for New Policyholders Taking into Account Prediction Error," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 161-165, Springer.
- Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018. "Conditional Quantile-Located VaR," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 167-171, Springer.
- Stefano Bonini & Giuliana Caivano, 2018. "Probability of Default Modeling: A Machine Learning Approach," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 173-177, Springer.
- Stefano Bonini & Giuliana Caivano, 2018. "Risk/Return Analysis on Credit Exposure: Do Small Banks Really Apply a Pricing Risk-Based on Their Loans?," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 179-184, Springer.
- Nicola Borri & Rosaria Cerrone & Rosa Cocozza & Domenico Curcio, 2018. "Life Insurers’ Asset-Liability Dependency and Low-Interest Rate Environment," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 185-189, Springer.
- Manuela Braione & Davide De Gaetano, 2018. "Modelling the Australian Electricity Spot Prices: A VAR-BEKK Approach," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 191-197, Springer.
- Maria Francesca Carfora & Fabio Martinelli & Francesco Mercaldo & Albina Orlando & Artsiom Yautsiukhin, 2018. "Cyber Risk Management: A New Challenge for Actuarial Mathematics," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 199-202, Springer.
- Leopoldo Catania & Stefano Grassi & Francesco Ravazzolo, 2018. "Predicting the Volatility of Cryptocurrency Time-Series," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 203-207, Springer.
- Roy Cerqueti & Massimiliano Giacalone & Demetrio Panarello, 2018. "A Generalized Error Distribution-Based Method for Conditional Value-at-Risk Evaluation," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 209-212, Springer.
- Riccardo Cesari & Vieri Mosco, 2018. "Risk-Return Optimization for Life Insurance Portfolios," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 213-218, Springer.
- Indradeb Chatterjee & Angus S. Macdonald & Pradip Tapadar & R. Guy Thomas, 2018. "When Is Utilitarian Welfare Higher Under Insurance Risk Pooling?," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 219-223, Springer.
- Katia Colaneri & Stefano Herzel & Marco Nicolosi, 2018. "The Value of Information for Optimal Portfolio Management," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 225-229, Springer.
- Mariarosaria Coppola & Maria Russolillo & Rosaria Simone, 2018. "Risk and Uncertainty for Flexible Retirement Schemes," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 231-235, Springer.
- Marco Corazza & Carla Nardelli, 2018. "Comparing Possibilistic Portfolios to Probabilistic Ones," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 237-241, Springer.
- Marco Corazza & Claudio Pizzi, 2018. "Some Critical Insights on the Unbiased Efficient Frontier à la Bodnar&Bodnar," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 243-247, Springer.
- Stefania Corsaro & Valentina De Simone & Zelda Marino & Francesca Perla, 2018. "Numerical Solution of the Regularized Portfolio Selection Problem," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 249-252, Springer.
- David Cortés-Sánchez & Pilar Soriano-Felipe, 2018. "Forecasting the Equity Risk Premium in the European Monetary Union," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 253-257, Springer.
- David Cortés-Sánchez & Pilar Soriano-Felipe, 2018. "Statistical Learning Algorithms to Forecast the Equity Risk Premium in the European Union," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 259-265, Springer.
- Massimo Costabile & Ivar Massabó & Emilio Russo, 2018. "Evaluating Variable Annuities with GMWB When Exogenous Factors Influence the Policy-Holder Withdrawals," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 267-271, Springer.
- Alessandra Cretarola & Gianna Figà-Talamanca & Marco Patacca, 2018. "A Continuous Time Model for Bitcoin Price Dynamics," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 273-277, Springer.
- Lisa Crosato & Luigi Grossi & Fany Nan, 2018. "Forecasting the Volatility of Electricity Prices by Robust Estimation: An Application to the Italian Market," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 279-283, Springer.
- Valeria D’Amato & Emilia Di Lorenzo & Marilena Sibillo & Roberto Tizzano, 2018. "“Money Purchase” Pensions: Contract Proposals and Risk Analysis," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 285-288, Springer.
- Valeria D’Amato & Antonio Díaz & Emilia Di Lorenzo & Eliseo Navarro & Marilena Sibillo, 2018. "What If Two Different Interest Rates Datasets Allow for Describing the Same Financial Product?," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 289-293, Springer.
- Maria Elena De Giuli & Marco Neffelli & Marina Resta, 2018. "An Integrated Approach to Explore the Complexity of Interest Rates Network Structure," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 295-299, Springer.
- Iván de la Fuente & Eliseo Navarro & Gregorio Serna, 2018. "Estimating Regulatory Capital Requirements for Reverse Mortgages: An International Comparison," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 301-304, Springer.
- Joseba Iñaki De La Peña & Noemí Peña-Miguel, 2018. "A Basic Social Pension for Everyone?," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 305-309, Springer.
- Giovanni De Luca & Giorgia Rivieccio & Stefania Corsaro, 2018. "A Copula-Based Quantile Model," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 311-315, Springer.
- Clemente De Rosa & Elisa Luciano & Luca Regis, 2018. "International Longevity Risk Pooling," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 317-321, Springer.
- Pierre Devolder & Inmaculada Domínguez-Fabián & Francisco del Olmo-García & José A. Herce, 2018. "A Two-Steps Mixed Pension System: An Aggregate Analysis," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 323-328, Springer.
- Antonio Díaz & Carlos Esparcia, 2018. "The Influence of Dynamic Risk Aversion in the Optimal Portfolio Context," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 329-333, Springer.
- Antonio Díaz & Gloria Garrido, 2018. "Socially Responsible Investment, Should You Bother?," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 335-339, Springer.
- Gema Fernández-Avilés & Jose-María Montero & Lidia Sanchis-Marco, 2018. "Measuring Financial Risk Co-movement in Commodity Markets," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 341-344, Springer.
- María Cristina Fernández-Ramos & Joseba Iñaki De La Peña & Ana Teresa Herrera & Iván Iturricastillo & Noemí Peña-Miguel, 2018. "Helping Long Term Care Coverage via Differential on Mortality?," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 345-349, Springer.
- Ugo Fiore & Zelda Marino & Luca Passalacqua & Francesca Perla & Salvatore Scognamiglio & Paolo Zanetti, 2018. "Tuning a Deep Learning Network for Solvency II: Preliminary Results," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 351-355, Springer.
- Cinzia Franceschini, 2018. "Exploratory Projection Pursuit for Multivariate Financial Data," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 357-361, Springer.
- Marcello Galeotti & Giovanni Rabitti & Emanuele Vannucci, 2018. "The Rearrangement Algorithm of Puccetti and Rüschendorf: Proving the Convergence," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 363-367, Springer.
- Frederic Gannon & Florence Legros & Vincent Touzé, 2018. "Automatic Balancing Mechanisms in Practice: What Lessons for Pension Policy Makers?," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 369-373, Springer.
- Giuseppe Giordano & Steven Haberman & Maria Russolillo, 2018. "Empirical Evidence from the Three-Way LC Model," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 375-379, Springer.
- Francesco Giordano & Marcella Niglio & Marialuisa Restaino, 2018. "Variable Selection in Estimating Bank Default," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 381-385, Springer.
- Francesco Giordano & Massimo Pacella & Maria Lucia Parrella, 2018. "Multiple Testing for Different Structures of Spatial Dynamic Panel Data Models," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 387-390, Springer.
- Erika Gomes-Gonçalves & Henryk Gzyl & Silvia Mayoral, 2018. "Loss Data Analysis with Maximum Entropy," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 391-395, Springer.
- Lourdes Gómez-Valle & Julia Martínez-Rodríguez, 2018. "Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate Model with Stochastic Volatility," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 397-401, Springer.
- María de la O González & Francisco Jareño, 2018. "Extensions of Fama and French Models," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 403-405, Springer.
- María de la O González & Francisco Jareño & Camalea El Haddouti, 2018. "The Islamic Financial Industry: Performance of Islamic vs. Conventional Sector Portfolios," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 407-411, Springer.
- Marcos González-Fernández & Carmen González-Velasco, 2018. "Do Google Trends Help to Forecast Sovereign Risk in Europe?," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 413-417, Springer.
- Montserrat Guillen & Ana M. Pérez-Marín, 2018. "The Contribution of Usage-Based Data Analytics to Benchmark Semi-autonomous Vehicle Insurance," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 419-423, Springer.
- Asmerilda Hitaj & Lorenzo Mercuri & Edit Rroji, 2018. "Some Empirical Evidence on the Need of More Advanced Approaches in Mortality Modeling," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 425-430, Springer.
- Lorenzo Invernizzi & Vittorio Magatti, 2018. "Could Machine Learning Predict the Conversion in Motor Business?," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 431-435, Springer.
- Francisco Jareño & Marta Tolentino & María de la O González & María Ángeles Medina, 2018. "European Insurers: Interest Rate Risk Management," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 437-441, Springer.
- Alicja Jokiel-Rokita & Ryszard Magiera, 2018. "Estimation and Prediction for the Modulated Power Law Process," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 443-447, Springer.
- Josep Lledó & Jose M. Pavía & Francisco G. Morillas, 2018. "The Level of Mortality in Insured Populations," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 449-454, Springer.
- Nicola Loperfido, 2018. "Kurtosis Maximization for Outlier Detection in GARCH Models," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 455-459, Springer.
- Mario Maggi & Pierpaolo Uberti, 2018. "Google Searches for Portfolio Management: A Risk and Return Analysis," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 461-465, Springer.
- André Masson, 2018. "The Challenges of Wealth and Its Intergenerational Transmission in an Aging Society," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 467-471, Springer.
- Jesús Moliner & Irene Epifanio, 2018. "Bivariate Functional Archetypoid Analysis: An Application to Financial Time Series," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 473-476, Springer.
- Martina Nardon & Paolo Pianca, 2018. "A Note on the Shape of the Probability Weighting Function," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 477-481, Springer.
- Patricia Peinado, 2018. "Disability Pensions in Spain: A Factor to Compensate Lifetime Losses," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 483-487, Springer.
- Noemí Peña-Miguel & María Cristina Fernández-Ramos & Joseba Iñaki De La Peña, 2018. "A Minimum Pension for Older People via Expenses Rate," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 489-493, Springer.
- Gabriella Piscopo, 2018. "A Comparative Analysis of Neuro Fuzzy Inference Systems for Mortality Prediction," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 495-499, Springer.
- Maria Carmela Schisani & Maria Prosperina Vitale & Giancarlo Ragozini, 2018. "Financial Networks and Mechanisms of Business Capture in Southern Italy over the First Global Wave (1812–1913): A Network Analysis Approach," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 501-505, Springer.
- Ali Caner Türkmen & Ali Taylan Cemgil, 2018. "Modeling High-Frequency Price Data with Bounded-Delay Hawkes Processes," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 507-511, Springer.
- José Luis Vilar-Zanón & Olivia Peraita-Ezcurra, 2018. "Pricing Illiquid Assets by Entropy Maximization Through Linear Goal Programming," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 513-518, Springer.
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