New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance
The scientific exchange between mathematicians, statisticians and econometricians working in actuarial sciences and finance is improving the research on these topics and producing numerous meaningful scientific results. This volume includes a selection of papers presented at the Workshop New perspec...
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| Diğer Yazarlar: | , , , |
| Materyal Türü: | Elektronik Ekitap |
| Dil: | İngilizce |
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Springer Nature Switzerland : Imprint: Springer,
2025.
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| Edisyon: | 1st ed. 2025. |
| Konular: | |
| Online Erişim: | https://doi.org/10.1007/978-3-032-05551-4 |
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İçindekiler:
- Towards Fairer Sanction Systems: Income-Based Models with Aggregation Functions
- Multidimensional inequality and measurement of Social Well-Being
- A neural network model approach to longevity risk management
- Climate-related Extensions of the Lee-Carter Model
- Quantification of Operational Flexibility in Wastewater Treatment Projects
- Roughness in VIX Index and in Realized Volatility: Rolling Window Estimation by Randomized Kolmogorov-Smirnov Distribution
- A Comparison of Data-driven Synthetic Performance Indicators for Default Prediction
- Rethinking the Indexation of Retirement Age: Cohort vs. Period Life Expectancy
- Temperature forecast for weather derivatives with Neural Network
- Modeling Health and Disability Trajectories in Later Life: A Multi-State Approach Using HRS Data
- Backtesting Expected Shortfall for Bitcoin: A Joint Combined LSTM-Based Approach
- Reverse mortgages: Exploring the impact of risk factors by source
- Understanding and attitudes toward Reverse Mortgage in Italy: cognitive dissonance and future concerns
- Climate Litigation Risk: Comparing Linear and Non Linear Losses of Insurances
- Option Hedging Through Reinforcement Learning
- Parameter Stability in Yield Curve Fitting
- Deep Learning for Tabular Data: Application to Credit Risk Modeling
- Modeling economic recovery via diffusion processes with multisigmoidal logistic mean subject to random catastrophes
- Scaling the Tails: Intraday Quantiles for forecasting Value-at-Risk and Expected Shortfall
- High-Profile GDPR Fines and their financial impact on listed firms: an exploratory analysis
- Delay-Adjusted Modeling of Cybersecurity Breaches Using INLA: Evidence from State Attorney General Data
- Addressing Long-Term Care Risk through Pension-Linked Insurance: A Stochastic Approach Using Severance Pay Scheme.