Mathematical and Statistical Methods for Actuarial Sciences and Finance
Editor
- Marco Corazza(Ca' Foscari University of Venice)Manfred Gilli(University of Geneva)Cira Perna(University of Salerno)Claudio Pizzi(Ca' Foscari University of Venice)Marilena Sibillo(University of Salerno)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), 2021. "Mathematical and Statistical Methods for Actuarial Sciences and Finance," Springer Books, Springer, number 978-3-030-78965-7, March.
Handle: RePEc:spr:sprbok:978-3-030-78965-7
DOI: 10.1007/978-3-030-78965-7Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.Book Chapters
The following chapters of this book are listed in IDEAS- Giuseppina Albano & Michele La Rocca & Cira Perna, 2021. "A Comparison Among Alternative Parameters Estimators in the Vasicek Process: A Small Sample Analysis," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 1-6, Springer.
- Alessandra Amendola & Vincenzo Candila & Fabrizio Cipollini & Giampiero M. Gallo, 2021. "On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 7-13, Springer.
- Ilaria Lucrezia Amerise & Agostino Tarsitano, 2021. "Simultaneous Prediction Intervals for Forecasting EUR/USD Exchange Rate," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 15-20, Springer.
- Joseph Andria & Giacomo di Tollo, 2021. "An Empirical Investigation of Heavy Tails in Emerging Markets and Robust Estimation of the Pareto Tail Index," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 21-26, Springer.
- Rahma Anisa & Dian Kusumaningrum & Valantino Agus Sutomo & Ken Seng Tan, 2021. "Potential of Reducing Crop Insurance Subsidy Based on Willingness to Pay and Random Forest Analysis," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 27-32, Springer.
- Zubier Arfan & Paul Johnson, 2021. "A Stochastic Volatility Model for Optimal Market-Making," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 33-38, Springer.
- David Atancd & Alejandro Balbas & Eliseo Navarro, 2021. "Method for Forecasting Mortality Based on Key Rates," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 39-43, Springer.
- David Atance & Ana Debón & Eliseo Navarro, 2021. "Resampling Methods to Assess the Forecasting Ability of Mortality Models," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 45-50, Springer.
- Alessandro Avellone & Anna Maria Fiori & Ilaria Foroni, 2021. "Portfolio Optimization with Nonlinear Loss Aversion and Transaction Costs," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 51-56, Springer.
- Anna Rita Bacinello & Pietro Millossovich & Fabio Viviano, 2021. "Monte Carlo Valuation of Future Annuity Contracts," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 57-62, Springer.
- Fabio Baione & Davide Biancalana & Paolo De Angelis, 2021. "A Risk Based Approach for the Solvency Capital Requirement for Health Plans," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 63-69, Springer.
- Fabio Baione & Davide Biancalana & Paolo De Angelis, 2021. "An Application of Zero-One Inflated Beta Regression Models for Predicting Health Insurance Reimbursement," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 71-77, Springer.
- Roberto Baragona & Francesco Battaglia & Domenico Cucina, 2021. "Periodic Autoregressive Models for Stochastic Seasonality," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 79-85, Springer.
- Diana Barro & Marco Corazza & Martina Nardon, 2021. "Behavioral Aspects in Portfolio Selection," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 87-93, Springer.
- Sergio Bianchi & Augusto Pianese & Massimiliano Frezza & Anna Maria Palazzo, 2021. "Stochastic Dominance in the Outer Distributions of the $$\alpha $$ α -Efficiency Domain," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 95-101, Springer.
- Marinella Boccia, 2021. "Formal and Informal Microfinance in Nigeria. Which of Them Works?," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 103-108, Springer.
- Vincenzo Candila & Lea Petrella, 2021. "Conditional Quantile Estimation for Linear ARCH Models with MIDAS Components," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 109-115, Springer.
- Gabriele Cantaluppi & Diego Zappa, 2021. "Modelling Topics of Car Accidents Events: A Text Mining Approach," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 117-122, Springer.
- Giulia Carallo & Roberto Casarin & Christian P. Robert, 2021. "A Bayesian Generalized Poisson Model for Cyber Risk Analysis," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 123-128, Springer.
- Patricia Carracedo & Ana Debón, 2021. "Implementation in R and Matlab of Econometric Models Applied to Ages After Retirement in Europe," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 129-135, Springer.
- Gilberto Castellani & Ugo Fiore & Zelda Marino & Luca Passalacqua & Francesca Perla & Salvatore Scognamiglio & Paolo Zanetti, 2021. "Machine Learning in Nested Simulations Under Actuarial Uncertainty," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 137-143, Springer.
- Marco Corazza & Giovanni Fasano & Riccardo Gusso & Raffaele Pesenti, 2021. "Comparing RL Approaches for Applications to Financial Trading Systems," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 145-151, Springer.
- Marco Corazza & Rosario Maggistro & Raffaele Pesenti, 2021. "MFG-Based Trading Model with Information Costs," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 153-159, Springer.
- Marco Corazza & Francesca Parpinel & Claudio Pizzi, 2021. "Trading System Mixed-Integer Optimization by PSO," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 161-167, Springer.
- Pietro Coretto & Michele La Rocca & Giuseppe Storti, 2021. "A GARCH-Type Model with Cross-Sectional Volatility Clusters," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 169-174, Springer.
- Massimo Costabile & Ivar Massabó & Emilio Russo & Alessandro Staino, 2021. "A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 175-182, Springer.
- Elena Giuli & Andrea Flori & Daniela Lazzari & Alessandro Spelta, 2021. "Multidimensional Visibility for Describing the Market Dynamics Around Brexit Announcements," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 183-188, Springer.
- Emilia Lorenzo & Gabriella Piscopo & Marilena Sibillo & Roberto Tizzano, 2021. "Risk Assessment in the Reverse Mortgage Contract," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 189-192, Springer.
- Giacomo Tollo & Joseph Andria & Stoyan Tanev, 2021. "Neural Networks to Determine the Relationships Between Business Innovation and Gender Aspects," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 193-199, Springer.
- Riccardo Donati & Marco Corazza, 2021. "Robomanagement $$^\mathrm{{TM}}$$ TM : Virtualizing the Asset Management Team Through Software Objects," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 201-207, Springer.
- Claudia Fassino & Maria-Laura Torrente & Pierpaolo Uberti, 2021. "Numerical Stability of Optimal Mean Variance Portfolios," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 209-215, Springer.
- Andrea Flori & Daniele Regoli, 2021. "Pairs-Trading Strategies with Recurrent Neural Networks Market Predictions," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 217-222, Springer.
- Frédéric Gannon & Florence Legros & Vincent Touzé, 2021. "Automatic Balancing Mechanism and Discount Rate: Towards an Optimal Transition to Balance Pay-As-You-Go Pension Scheme Without Intertemporal Dictatorship?," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 223-228, Springer.
- Anne Marie Garvey & Manuel Ventura-Marco & Carlos Vidal-Meliá, 2021. "The Importance of Reporting a Pension System’s Income Statement and Budgeted Variances in a Fair and Sustainable Scheme," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 229-234, Springer.
- J. Giacomelli & L. Passalacqua, 2021. "Improved Precision in Calibrating CreditRisk $${^+}$$ + Model for Credit Insurance Applications," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 235-241, Springer.
- Francesco Giordano & Sara Milito & Maria Lucia Parrella, 2021. "A Model-Free Screening Selection Approach by Local Derivative Estimation," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 243-250, Springer.
- Francesco Giordano & Marcella Niglio, 2021. "Markov Switching Predictors Under Asymmetric Loss Functions," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 251-256, Springer.
- Francesco Giordano & Marcella Niglio & Marialuisa Restaino, 2021. "Screening Covariates in Presence of Unbalanced Binary Dependent Variable," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 257-263, Springer.
- Aurea Grané & Irene Albarrán & Roger Lumley, 2021. "Health and Wellbeing Profiles Across Europe," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 265-271, Springer.
- Peilun He & Karol Binkowski & Nino Kordzakhia & Pavel Shevchenko, 2021. "On Modelling of Crude Oil Futures in a Bivariate State-Space Framework," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 273-278, Springer.
- Agnieszka Jach, 2021. "A General Comovement Measure for Time Series," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 279-284, Springer.
- Dian Kusumaningrum & Rahma Anisa & Valantino Agus Sutomo & Ken Seng Tan, 2021. "Alternative Area Yield Index Based Crop Insurance Policies in Indonesia," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 285-290, Springer.
- Michele La Rocca & Luca Vitale, 2021. "Clustering Time Series by Nonlinear Dependence," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 291-297, Springer.
- Alessandro G. Laporta & Susanna Levantesi & Lea Petrella, 2021. "Quantile Regression Neural Network for Quantile Claim Amount Estimation," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 299-305, Springer.
- Susanna Levantesi & Massimiliano Menzietti, 2021. "Modelling Health Transitions in Italy: A Generalized Linear Model with Disability Duration," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 307-313, Springer.
- Josep Lledó & Jose M. Pavía & Natalia Salazar, 2021. "Mid-Year Estimators in Life Table Construction," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 315-322, Springer.
- Nicola Loperfido, 2021. "Representing Koziol’s Kurtoses," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 323-328, Springer.
- Diego Attilio Mancuso & Diego Zappa, 2021. "Optimal Portfolio for Basic DAGs," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 329-335, Springer.
- Mario Marino & Susanna Levantesi, 2021. "The Neural Network Lee–Carter Model with Parameter Uncertainty: The Case of Italy," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 337-342, Springer.
- Lorenzo Mercuri & Andrea Perchiazzo & Edit Rroji, 2021. "Pricing of Futures with a CARMA(p, q) Model Driven by a Time Changed Brownian Motion," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 343-348, Springer.
- Merlo Luca & Petrella Lea & Raponi Valentina, 2021. "Forecasting Multiple VaR and ES Using a Dynamic Joint Quantile Regression with an Application to Portfolio Optimization," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 349-354, Springer.
- Jesus-Enrique Molina & Andres Mora-Valencia & Javier Perote, 2021. "Financial Market Crash Prediction Through Analysis of Stable and Pareto Distributions," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 355-360, Springer.
- Marco Neffelli & Maria Elena Giuli & Marina Resta, 2021. "Precision Matrix Estimation for the Global Minimum Variance Portfolio," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 361-367, Springer.
- Javier Ojea-Ferreiro, 2021. "Deconstructing Systemic Risk: A Reverse Stress Testing Approach," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 369-375, Springer.
- Adeola Oyenubi, 2021. "Stochastic Dominance and Portfolio Performance Under Heuristic Optimization," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 377-382, Springer.
- António A. F. Santos, 2021. "Big-Data for High-Frequency Volatility Analysis with Time-Deformed Observations," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 383-388, Springer.
- Francesco Ungolo & Torsten Kleinow & Angus S. Macdonald, 2021. "Parametric Bootstrap Estimation of Standard Errors in Survival Models When Covariates are Missing," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 389-394, Springer.
- Stefano Zedda & Michele Patanè & Luana Miggiano, 2021. "The Role of Correlation in Systemic Risk: Mechanisms, Effects, and Policy Implications," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 395-401, Springer.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprbok:978-3-030-78965-7. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.