Mathematical and Statistical Methods for Actuarial Sciences and Finance

Table of Contents

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   Book Overview
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   Chapter 1 The Cost of Retirement Income Provision: Some Quantitative Insights in Life Insurance
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   Chapter 2 Time Preference over the Life-Cycle: Expanding Saver’s Rationality
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   Chapter 3 On a New Perspective in Longevity Risk Management: The Lifetime Shifting
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   Chapter 4 An Application of Beta Binomial GAMLSS for the Estimate of Surrender Rates
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   Chapter 5 A Comparison of Beta Regression and Copula Regression for Partial Lapse Rate Estimate
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   Chapter 6 Input Relevance in Multi-Layer Perceptron for Fundraising
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   Chapter 7 Art as a Financial Asset in Portfolio Allocation
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   Chapter 8 A Robust Sustainability Assessment for SMEs Based on Multicriteria Decision Aiding
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    Chapter 9 Hierarchical Clustering of Time Series with Wasserstein Distance
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    Chapter 10 Wind Farm Evaluation Under Real Options Approach
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    Chapter 11 Fair Volatility in the Fractional Stochastic Regularity Model
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    Chapter 12 The Market Value of Optimal Annuitization and Bequest Motives
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    Chapter 13 The Cost of Longevity Risk Transfer by Capital Solution De-risking Strategy
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    Chapter 14 Cyber Insurance and Risk Assessment: Some Insights on the Insurer Perspective
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    Chapter 15 Machine Learning for ESG Rating Classification: An Integrated Replicable Model with Financial and Systemic Risk Parameters
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    Chapter 16 PSO for the Sharpe Ratio in a Financial Trading System Based on Technical Analysis
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    Chapter 17 Actuarial Gains in Life Annuities Due to Declining Health: LTC
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    Chapter 18 Solvency and Sustainability: Evidence from the Insurance Industry
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    Chapter 19 The Environmental Score and the Financial Statement: A Machine Learning Analysis for Four European Stock Indexes
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    Chapter 20 A Combination of NLP and Monte Carlo Technique to Improve Wind Investment Decisions
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    Chapter 21 Meeting the Challenges of Longevity: Lifetime Income from Real Estate
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    Chapter 22 Statistical Approach to Implied Market Inefficiency Estimation
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    Chapter 23 A Tweet Data Analysis for Detecting Emerging Operational Risks
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    Chapter 24 Multipopulation Mortality Modeling with Economic, Environmental and Lifestyle Variables
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    Chapter 25 Bayesian Modeling of Mortality in Italian Regions: A Three-Component Approach Incorporating Cohort Effects
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    Chapter 26 Forecast Model of the Price of a Product with a Cold Start
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    Chapter 27 Clustering and Testing Financial Asset Returns Using the Spatial Dynamic Panel Data Model
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    Chapter 28 Assessing the Impact of Climate and Environmental News on Financial Markets
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    Chapter 29 The Sparsity-Constrained Graphical Lasso
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    Chapter 30 Cliometrics and Actuarial Science: New Avenues for Enriching Prospective Mortality Table Construction Models
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    Chapter 31 How Does Covid-19 Shock Financially Impact the US PAYG Pension Scheme? An Automatic Balance Mechanism Approach
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    Chapter 32 The Risk of War: An Analysis Combining Real Options and Games
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    Chapter 33 Variable Selection and Asymmetric Links to Predict Credit Card Fraud
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    Chapter 34 Partial Hedging of Spread Options with a Given Probability
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    Chapter 35 Four Parameter Beta Generalized Mixed Effect Tree and Random Forest for Area Yield Crop Insurance
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    Chapter 36 Evaluating Forecast Distributions in Neural Network Lee-Carter Type Model for Mortality Rate
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    Chapter 37 Some Evidence Regarding Stock Markets and the Brexit
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    Chapter 38 Portfolio Volatility Contributions of Risk Factors in the Presence of Risk Factors Multi-collinearity
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    Chapter 39 Insurance Premium Implied by Rank Dependence and Probability Distortion
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    Chapter 40 Disclosing the Reserving Process in Life Insurance Through Equivalent Periodic Fees
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    Chapter 41 Multi-model Forecasting for Finance
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    Chapter 42 Using the Gompertz Distribution to Explore the Impact of Increasing Life Expectancy on the Old-Age Dependency Ratio
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    Chapter 43 Challenges in Cyber Risk Insurance
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    Chapter 44 Identifying Graphical Configurations in Technical Analysis Using Machine Learning
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    Chapter 45 A Portfolio’s Common Causal Conditional Risk-Neutral PDE
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    Chapter 46 A Structural Credit Risk Model with Default Contagion
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    Chapter 47 Risk Evaluating for Subdiffusive Option Price Model with Gamma Subordinator
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    Chapter 48 A New Value-Based Investing Strategy for Portfolio Selection Which Outclasses the Benchmark
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    Chapter 49 On the Effect of Pension Expectations and Financial Literacy on Pension Planning: A Preliminary Investigation for the Italian Population