Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Closure Properties for Heavy-Tailed and Related Distributions : An Overview / / by Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides
| Closure Properties for Heavy-Tailed and Related Distributions : An Overview / / by Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides |
| Autore | Leipus Remigijus |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (99 pages) |
| Disciplina | 519.24 |
| Altri autori (Persone) |
SiaulysJonas
KonstantinidesDimitrios |
| Collana | SpringerBriefs in Statistics |
| Soggetto topico |
Probabilities
Distribution (Probability theory) Stochastic models Actuarial science Applied Probability Distribution Theory Probability Theory Stochastic Modelling in Statistics Actuarial Mathematics Distribució (Teoria de la probabilitat) |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-34553-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- Acronyms -- 1 Introduction -- 1.1 An Overview of the Book -- 1.2 Notations and Definitions -- 2 Heavy-Tailed and Related Classes of Distributions -- 2.1 Heavy-Tailed Distributions -- 2.2 Regularly Varying Distributions -- 2.3 Consistently Varying Distributions -- 2.4 Dominatedly Varying Distributions -- 2.5 Long-Tailed Distributions -- 2.6 Exponential-Like-Tailed Distributions -- 2.7 Generalized Long-Tailed Distributions -- 2.8 Subexponential Distributions -- 2.9 Strong Subexponential Distributions -- 2.10 Convolution Equivalent Distributions -- 2.11 Generalized Subexponential Distributions -- 2.12 Bibliographical Notes -- 3 Closure Properties Under Tail-Equivalence, Convolution, Finite Mixing, Maximum, and Minimum -- 3.1 Ruin Probability in the Cramér-Lundberg Risk Model in the Case of Heavy-Tailed Claims -- 3.2 Convolution Closure and Max-Sum Equivalence -- 3.3 Closure Properties for Heavy-Tailed Class of Distributions -- 3.4 Closure Properties for Regularly Varying Class of Distributions -- 3.5 Closure Properties for Consistently Varying Class of Distributions -- 3.6 Closure Properties for Dominatedly Varying Class of Distributions -- 3.7 Closure Properties for Long-Tailed Class of Distributions -- 3.8 Closure Properties for Exponential-Like-Tailed Class of Distributions -- 3.9 Closure Properties for Generalized Long-Tailed Class of Distributions -- 3.10 Closure Properties for Subexponential Class of Distributions -- 3.11 Closure Properties for Strong Subexponential Class of Distributions -- 3.12 Closure Properties for Convolution Equivalent Class of Distributions -- 3.13 Closure Properties for Generalized Subexponential Class of Distributions -- 3.14 Bibliographical Notes -- 4 Convolution-Root Closure -- 4.1 Distribution Classes Closed Under Convolution Roots.
4.2 Distribution Classes Not Closed Under Convolution Roots -- 4.3 Bibliographical Notes -- 5 Product-Convolution of Heavy-Tailed and Related Distributions -- 5.1 Product-Convolution -- 5.2 From Light Tails to Heavy Tails Through Product-Convolution -- 5.3 Product-Convolution Closure Properties for Heavy-Tailed Class of Distributions -- 5.4 Product-Convolution Closure Properties for Regularly Varying Class of Distributions -- 5.5 Product-Convolution Closure Properties for Consistently Varying Class of Distributions -- 5.6 Product-Convolution Closure Properties for Dominatedly Varying Class of Distributions -- 5.7 Product-Convolution Closure Properties for Exponential-Like-Tailed Distributions -- 5.8 Product-Convolution Closure Properties for Generalized Long-Tailed Class of Distributions -- 5.9 Product-Convolution Closure Properties for Convolution Equivalent Class of Distributions -- 5.10 Product-Convolution Closure Properties for Generalized Subexponential Class of Distributions -- 5.11 Some Extensions -- 5.12 Bibliographical Notes -- 6 Summary of Closure Properties -- References -- Index. |
| Record Nr. | UNINA-9910746099003321 |
Leipus Remigijus
|
||
| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Continuous Time Processes for Finance [[electronic resource] ] : Switching, Self-exciting, Fractional and other Recent Dynamics / / by Donatien Hainaut
| Continuous Time Processes for Finance [[electronic resource] ] : Switching, Self-exciting, Fractional and other Recent Dynamics / / by Donatien Hainaut |
| Autore | Hainaut Donatien |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (359 pages) |
| Disciplina | 332.015195 |
| Collana | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics |
| Soggetto topico |
Probabilities
Social sciences - Mathematics Econometrics Actuarial science Probability Theory Mathematics in Business, Economics and Finance Actuarial Mathematics Quantitative Economics Finances Models matemàtics Estadística matemàtica Processos estocàstics Anàlisi de sèries temporals |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031063619
9783031063602 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Acknowledgements -- Notations -- 1. Switching Models: Properties and Estimation -- 2. Estimation of Continuous Time Processes by Markov Chain Monte Carlo -- 3. Particle Filtering and Estimation -- 4. Modeling of Spillover Effects in Stock Markets -- 5. Non-Markov Models for Contagion and Spillover -- 6. Fractional Brownian Motion -- 7. Gaussian Fields for Asset Prices -- 8. Lévy Interest Rate Models With a Long Memory -- 9. Affine Volterra Processes and Rough Models -- 10. Sub-Diffusion for Illiquid Markets -- 11. A Fractional Dupire Equation for Jump-Diffusions -- References. |
| Record Nr. | UNISA-996485661303316 |
|
Hainaut Donatien
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics / / by Donatien Hainaut
| Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics / / by Donatien Hainaut |
| Autore | Hainaut Donatien |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (359 pages) |
| Disciplina | 332.015195 |
| Collana | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics |
| Soggetto topico |
Probabilities
Social sciences - Mathematics Econometrics Actuarial science Probability Theory Mathematics in Business, Economics and Finance Actuarial Mathematics Quantitative Economics Finances Models matemàtics Estadística matemàtica Processos estocàstics Anàlisi de sèries temporals |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031063619
9783031063602 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Acknowledgements -- Notations -- 1. Switching Models: Properties and Estimation -- 2. Estimation of Continuous Time Processes by Markov Chain Monte Carlo -- 3. Particle Filtering and Estimation -- 4. Modeling of Spillover Effects in Stock Markets -- 5. Non-Markov Models for Contagion and Spillover -- 6. Fractional Brownian Motion -- 7. Gaussian Fields for Asset Prices -- 8. Lévy Interest Rate Models With a Long Memory -- 9. Affine Volterra Processes and Rough Models -- 10. Sub-Diffusion for Illiquid Markets -- 11. A Fractional Dupire Equation for Jump-Diffusions -- References. |
| Record Nr. | UNINA-9910590077503321 |
|
Hainaut Donatien
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Contributions to Sampling Statistics / / edited by Fulvia Mecatti, Pier Luigi Conti, Maria Giovanna Ranalli
| Contributions to Sampling Statistics / / edited by Fulvia Mecatti, Pier Luigi Conti, Maria Giovanna Ranalli |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (236 p.) |
| Disciplina | 519.52 |
| Collana | Contributions to Statistics |
| Soggetto topico |
Actuarial science
Statistics Social sciences - Statistical methods Mathematics Social sciences Sociology - Methodology Computer science - Mathematics Mathematical statistics Actuarial Mathematics Statistical Theory and Methods Statistics in Social Sciences, Humanities, Law, Education, Behavorial Sciences, Public Policy Mathematics in the Humanities and Social Sciences Sociological Methods Probability and Statistics in Computer Science |
| ISBN | 3-319-05320-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 P.S. Kott: Calibration Weighting When Model and Calibration Variables Can Differ -- 2 M. Pratesi: M-quantile small area models for measuring poverty at a local level -- 3 A.C. Singh -- 4 J.F. Beaumont: The Analysis of Survey Data using the Bootstrap -- 5 Y.G. Berger, O. De La Riva Torres: Empirical likelihood confidence intervals: an application to the EU-SILC household surveys -- 6 A. Bianchi, S. Biffignandi: Responsive design for economic data in mixedmode panels -- 7 P.M. Chiodini, M.Zenga: Comparing the efficiency of sample plans for symmetric and non-symmetric distributions in auditing -- 8 C. De Vitiis, S.Falorsi, F. Inglese: Implementing the First ISTAT Survey of Homeless Population by Indirect Sampling and Weight Sharing Method -- 9 D. Marella, P.Vicard: Modelling measurement errors by object-oriented Bayesian Networks: an application to 2008 SHIW -- 10 G.E. Montanari, G. Cicchitelli: Sampling theory and Geostatistics: a way of Reconciliation -- 11 N. Nangsue, Y.G. Berger: Optimal regression estimator for stratified two-stage Sampling -- 12 F. Piersimoni, P. Postiglione, R. Benedetti: Spatial sampling for agricultural data -- 13 M. Polisicchio, F.Porro: A multi-proportion randomized response model using the inverse sampling -- 14 P. Righi, S. Falorsi, A. Fasulo: A modified Extended Delete a Group Jackknife variance estimator under random hot deck imputation in business surveys. |
| Record Nr. | UNINA-9910299967203321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
How to Build a Modern Tontine : Algorithms, Scripts and Tips / / by Moshe Arye Milevsky
| How to Build a Modern Tontine : Algorithms, Scripts and Tips / / by Moshe Arye Milevsky |
| Autore | Milevsky Moshe Arye |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (XXI, 156 p. 35 illus., 30 illus. in color.) |
| Disciplina | 300.727 |
| Collana | Future of Business and Finance |
| Soggetto topico |
Statistics
Financial risk management Actuarial science Social sciences - Mathematics Statistics in Business, Management, Economics, Finance, Insurance Risk Management Actuarial Mathematics Mathematics in Business, Economics and Finance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Why Tontines? Why Now? -- 2. Financial & Actuarial Background -- 3. Building a Tontine Simulation in R -- 4. Statistical Risk Management -- 5. Death Benefits, Refunds & Covenants -- 6. Goodbye LogNormal Distribution -- 7. Squeezing the Most from Mortality -- 8. Managing a Competitive Tontine Business -- 9. Solutions & Advanced Hints -- 10. Concluding Remarks: Tontine Thinking. |
| Record Nr. | UNINA-9910576868103321 |
|
Milevsky Moshe Arye
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Insurance, Biases, Discrimination and Fairness / / by Arthur Charpentier
| Insurance, Biases, Discrimination and Fairness / / by Arthur Charpentier |
| Autore | Charpentier Arthur |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (491 pages) |
| Disciplina | 368.01 |
| Collana | Springer Actuarial |
| Soggetto topico |
Actuarial science
Social sciences - Mathematics Mathematical statistics Statistics Sampling (Statistics) Actuarial Mathematics Mathematics in Business, Economics and Finance Mathematical Statistics Statistical Theory and Methods Methodology of Data Collection and Processing |
| ISBN | 3-031-49783-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Part I Insurance and Predictive Modeling -- Fundamentals of Actuarial Pricing -- Models: Overview on Predictive Models -- Models: Interpretability, Accuracy and Calibration -- Part II Data -- What Data? -- Some Examples of Discrimination -- Observations or Experiments: Data in Insurance -- Part III Fairness -- Group Fairness -- Individual Fairness -- Part IV Mitigation -- Pre-processing -- In-processing -- Post-processing. |
| Record Nr. | UNINA-9910857785903321 |
|
Charpentier Arthur
|
||
| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Mathematical and Statistical Methods for Actuarial Sciences and Finance : MAF2024 / / edited by Marco Corazza, Frédéric Gannon, Florence Legros, Claudio Pizzi, Vincent Touzé
| Mathematical and Statistical Methods for Actuarial Sciences and Finance : MAF2024 / / edited by Marco Corazza, Frédéric Gannon, Florence Legros, Claudio Pizzi, Vincent Touzé |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (315 pages) |
| Disciplina | 332 |
| Soggetto topico |
Actuarial science
Social sciences - Mathematics Statistics Actuarial Mathematics Mathematics in Business, Economics and Finance Statistics in Business, Management, Economics, Finance, Insurance |
| ISBN | 3-031-64273-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- The Cost of Retirement Income Provision: Some Quantitative Insights in Life Insurance -- 1 Introduction -- 2 Data and Methodology -- 3 Results -- 4 Conclusions -- References -- Time Preference over the Life-Cycle: Expanding Saver's Rationality -- 1 Introduction: The Problem of a Pure and Rational Time Preference -- 2 An Existential Approach to Time Preference -- 3 Empirical Analysis: An Ordinal Time Preference Score -- 4 Conclusions -- References -- On a New Perspective in Longevity Risk Management: The Lifetime Shifting -- 1 Introduction -- 2 Chronological Lifetime in a Gompertz Framework -- 3 Shifting the Chronological Lifetime -- 4 Conclusion -- References -- An Application of Beta Binomial GAMLSS for the Estimate of Surrender Rates -- 1 Introduction -- 2 Beta Binomial Random Variable -- 3 A Brief Introduction to GAMLSS -- 4 Some Numerical Results -- References -- A Comparison of Beta Regression and Copula Regression for Partial Lapse Rate Estimate -- 1 Introduction -- 2 Methodological Approach -- 3 Numerical Application -- References -- Input Relevance in Multi-Layer Perceptron for Fundraising -- 1 Introduction -- 2 Data Collection and the FR Process -- 3 Basics on MLP and Input Relevance -- 4 Applications and Results -- 5 Concluding Remarks -- References -- Art as a Financial Asset in Portfolio Allocation -- 1 Introduction -- 2 Data and Methodology -- 3 Empirical Results -- 4 Conclusions -- References -- A Robust Sustainability Assessment for SMEs Based on Multicriteria Decision Aiding -- 1 Introduction -- 2 A Multicriteria Ranking Method for Sustainability Assessment -- 3 Application and Discussion of Results -- 4 Conclusions -- References -- Hierarchical Clustering of Time Series with Wasserstein Distance -- 1 Introduction -- 2 The Wasserstein Distance -- 3 The Methodology.
4 Illustration: Analysis of the Components of the FTSE MIB -- References -- Wind Farm Evaluation Under Real Options Approach -- 1 Introduction -- 2 Stochastic Modelling -- 2.1 Power Curve -- 3 Real Options Application on Wind Farm Projects -- 4 Numerical Example -- 5 Conclusions -- References -- Fair Volatility in the Fractional Stochastic Regularity Model -- 1 Introduction -- 2 Background and Model -- 3 Meaning and Financial Interpretation of the Relationship Between Volatility and Regularity -- References -- The Market Value of Optimal Annuitization and Bequest Motives -- 1 Introduction -- 2 Problem Formulation -- 3 Analysis of the Optimal Stopping Problem -- 4 Numerical Application -- References -- The Cost of Longevity Risk Transfer by Capital Solution De-risking Strategy -- 1 Introduction -- 2 De-risking Strategies -- 3 Numerical Application -- 4 Conclusions -- References -- Cyber Insurance and Risk Assessment: Some Insights on the Insurer Perspective -- 1 Introduction -- 2 Pricing Cyber Risk -- 3 An Illustrative Example -- 4 Results and Conclusive Remarks -- References -- Machine Learning for ESG Rating Classification: An Integrated Replicable Model with Financial and Systemic Risk Parameters -- 1 Introduction -- 2 Materials and Methods -- 3 Results and Conclusions -- References -- PSO for the Sharpe Ratio in a Financial Trading System Based on Technical Analysis -- 1 Introduction -- 2 Methodology -- 2.1 Parametrization of the Trading System -- 2.2 Constrained Optimization of the Sharpe Ratio -- 2.3 Particle Swarm Optimization -- 3 Applications -- 4 Concluding Remarks -- References -- Actuarial Gains in Life Annuities Due to Declining Health: LTC -- 1 Introduction -- 2 Measuring Economic Impact -- 3 Methodology: Actuarial Gain/Loss -- 4 Dependent Mortality Versus Overall Mortality: Discussion -- 5 Conclusion -- References. Solvency and Sustainability: Evidence from the Insurance Industry -- 1 Introduction -- 2 The Model -- 3 Numerical Application -- 4 Concluding Remarks -- References -- The Environmental Score and the Financial Statement: A Machine Learning Analysis for Four European Stock Indexes -- 1 Introduction -- 2 The Model -- 3 Numerical Application and Concluding Remarks -- References -- A Combination of NLP and Monte Carlo Technique to Improve Wind Investment Decisions -- 1 Introduction -- 2 NLP and Sentiment Analysis -- 3 Monte Carlo Option Pricing Model -- 4 Conclusions -- References -- Meeting the Challenges of Longevity: Lifetime Income from Real Estate -- 1 The Reverse Mortgage: The New Way to View Your Home as an Asset -- 2 The Contractual Model -- 3 The Main Risk Driver in a Reverse Mortgage -- 4 RM Risk Sources and Related Indexes -- 5 Conclusions -- References -- Statistical Approach to Implied Market Inefficiency Estimation -- 1 Introduction -- 2 Statistical Models -- 2.1 ADL -- 2.2 Polynomial Regression -- 2.3 Support Vector Regression (SVR) -- 2.4 Decision Tree Regression, Bagging and Boosting -- 2.5 Ensemble Stacking Method -- 3 Models Results -- 4 Conclusions and Further Directions -- References -- A Tweet Data Analysis for Detecting Emerging Operational Risks -- 1 Introduction -- 2 Tweets Data -- 3 Workflow for Tweet Data Analysis -- 3.1 Tweet Cleaning -- 3.2 Tweet Vectorization and Semantic Adjustment -- 3.3 Dimensionality Reduction, Cluster Selection, Topic Analysis, and Emerging Topics Detection -- 4 Application to Tweet Data -- 5 Conclusion -- References -- Multipopulation Mortality Modeling with Economic, Environmental and Lifestyle Variables -- 1 Introduction -- 1.1 Literature Review -- 2 Methodology -- 3 Results -- 3.1 Goodness of Fit -- 3.2 Stationarity and Cointegration -- 4 Discussion -- References. Bayesian Modeling of Mortality in Italian Regions: A Three-Component Approach Incorporating Cohort Effects -- 1 Introduction -- 1.1 Literature Review -- 2 Model and Data -- 3 Results -- 3.1 Goodness of Fit -- 3.2 Convergence -- 4 Discussion -- References -- Forecast Model of the Price of a Product with a Cold Start -- 1 Introduction -- 2 Preliminary Theoretical Base -- 2.1 LightGBM -- 3 Practical Implementation -- 3.1 EDA and Pre-processing -- 3.2 Model Training -- 3.3 Evaluation -- 4 Conclusion -- References -- Clustering and Testing Financial Asset Returns Using the Spatial Dynamic Panel Data Model -- 1 The Clusterized SDPD Model -- 2 A Simulation Study to Investigate the Performance of the Testing Procedure for the Cluster Partition -- 3 Application of the Method to Test the Cluster Partition of Financial Asset Returns -- References -- Assessing the Impact of Climate and Environmental News on Financial Markets -- 1 Climate and Environmental News Semantic Importance -- 2 Model Specification -- 3 Empirical Results -- References -- The Sparsity-Constrained Graphical Lasso -- 1 Introduction -- 2 Sparisity-Constrained Glasso - SCGlasso -- 3 Simulations -- 3.1 Simulation Results -- 4 Conclusion -- References -- Cliometrics and Actuarial Science: New Avenues for Enriching Prospective Mortality Table Construction Models -- 1 Introduction -- 2 Issues and Methodological Contributions -- 3 Empirical Results and Sensitivity Tests -- 4 Conclusion -- References -- How Does Covid-19 Shock Financially Impact the US PAYG Pension Scheme? An Automatic Balance Mechanism Approach -- 1 Introduction -- 2 Financial Impact of COVID 19: Modelling the Deviation from a Benchmark Scenario -- 3 COVID 19 Impact: Deviation from the Benchmark Scenario -- 4 Sensitivity to Deviation Parameters -- 5 Conclusion -- References. The Risk of War: An Analysis Combining Real Options and Games -- 1 Introduction -- 2 A Real Option Model for Resource Appropriation -- 3 The Option of War in a Strategic Setting -- 3.1 Impact of Conflict -- 3.2 Game-Theoretical Equilibrium -- References -- Variable Selection and Asymmetric Links to Predict Credit Card Fraud -- 1 Introduction -- 2 Imbalanced Data -- 3 Variable Selection -- 4 Credit Card Fraud Detection -- References -- Partial Hedging of Spread Options with a Given Probability -- 1 Partial Hedging Problem -- 1.1 Financial Setting -- 1.2 Construction of Hedge for General Models on European Options -- 1.3 Extend to Two-Factor Diffusion Model -- 2 Application to Life Insurance -- References -- Four Parameter Beta Generalized Mixed Effect Tree and Random Forest for Area Yield Crop Insurance -- 1 Introduction -- 2 Developing B4P-GMET and B4P-GMET for Area Yield Index Policy -- 3 Result and Discussion -- 4 Conclusion -- References -- Evaluating Forecast Distributions in Neural Network Lee-Carter Type Model for Mortality Rate -- 1 Introduction -- 2 The Lee Carter Model: Recalls and Remarks -- 3 Feed-Forward Neural Networks -- 4 Application to Real Data and Concluding Remarks -- References -- Some Evidence Regarding Stock Markets and the Brexit -- 1 Introduction -- 2 Time Series Analysis -- 2.1 Volatility -- 2.2 Stock Market Correlations -- 3 Conclusions -- Portfolio Volatility Contributions of Risk Factors in the Presence of Risk Factors Multi-collinearity -- 1 Motivation -- 2 Methodology -- 2.1 Risk Factors Volatility Contributions -- 2.2 Orthogonalisation Procedure -- 3 Case Study -- 3.1 Data Retrieval -- 3.2 Empirical Results -- 3.3 Results Interpretability -- 4 Conclusions -- References -- Insurance Premium Implied by Rank Dependence and Probability Distortion -- 1 Introduction -- 2 Behavioral Premium Principles. 2.1 Premium Principle Implied by CPT. |
| Record Nr. | UNINA-9910878992503321 |
| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Religious Roots of Longevity Risk Sharing : The Genesis of Annuity Funds in the Scottish Enlightenment and the Path to Modern Pension Management / / by Moshe A. Milevsky
| The Religious Roots of Longevity Risk Sharing : The Genesis of Annuity Funds in the Scottish Enlightenment and the Path to Modern Pension Management / / by Moshe A. Milevsky |
| Autore | Milevsky Moshe A |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Palgrave Macmillan, , 2024 |
| Descrizione fisica | 1 online resource (275 pages) |
| Disciplina | 368.3094110903 |
| Soggetto topico |
Finance
History Economics - History Actuarial science Social history Financial History History of Economic Thought and Methodology Actuarial Mathematics Social History |
| ISBN |
9783031624032
9783031624025 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | PART ONE: A BLESSED OLD AGE -- Chapter 1: DO YOU BELIEVE IN PENSIONS? -- Chapter 2: LONGEVITY RISK AND RELIGION -- Chapter 3: THE BENEFITS OF POOLING -- PART TWO: CHURCH & UNIVERSITY -- Chapter 4: AN ENLIGHTENED FINANCIAL INNOVATION -- Chapter 5: A PRESBYTERIAN SCHEME FOR MINISTERS -- Chapter 6: ALEXANDER WEBSTER AND THE ARCHIVES -- Chapter 7: ANNUITY MANAGEMENT IN THE EIGHTEENTH CENTURY -- Chapter 8: FROM CHURCH PAYGO TO FULLY FUNDED -- Chapter 9: SCIENTIFIC MODELS VERSUS RELIGIOUS BELIEFS -- Chapter 10: THE FIRST BIBLICAL ANNUITY -- PART THREE: FROM RETIREMENT TO DECUMULATION -- Chapter 11: PENSION RESISTANCE IN THE NINETEENTH CENTURY -- Chapter 12: LONGEVITY HETEROGENEITY IN THE 21ST CENTURY. |
| Record Nr. | UNINA-9910872196003321 |
|
Milevsky Moshe A
|
||
| Cham : , : Springer Nature Switzerland : , : Imprint : Palgrave Macmillan, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk and Insurance : A Graduate Text / / by Søren Asmussen, Mogens Steffensen
| Risk and Insurance : A Graduate Text / / by Søren Asmussen, Mogens Steffensen |
| Autore | Asmussen Søren |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XV, 505 p. 42 illus., 32 illus. in color.) |
| Disciplina | 368.01 |
| Collana | Probability Theory and Stochastic Modelling |
| Soggetto topico |
Probabilities
Social sciences - Mathematics Financial risk management Actuarial science Probability Theory Mathematics in Business, Economics and Finance Risk Management Actuarial Mathematics |
| ISBN | 3-030-35176-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Basics -- Experience Rating -- Sums and Aggregate Claims -- Ruin Theory -- Markov Models in Life Insurance -- Financial Mathematics in Life Insurance -- Special Studies in Life Insurance -- Orderings and Comparisons -- Extreme Value Theory -- Dependence and Further Topics in Risk Management -- Stochastic Control in Non-Life Insurance -- Stochastic Control in Life Insurance -- Selected Further Topics. |
| Record Nr. | UNINA-9910483718103321 |
|
Asmussen Søren
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Solvency II in the Insurance Industry : Application of a Non-Life Data Model / / edited by Maria Heep-Altiner, Martin Mullins, Torsten Rohlfs
| Solvency II in the Insurance Industry : Application of a Non-Life Data Model / / edited by Maria Heep-Altiner, Martin Mullins, Torsten Rohlfs |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (236 pages) |
| Disciplina | 368 |
| Collana | Contributions to Management Science |
| Soggetto topico |
Financial services industry
Business enterprises - Finance Actuarial science Financial risk management Statistics Corporate governance Financial Services Corporate Finance Actuarial Mathematics Risk Management Statistics in Business, Management, Economics, Finance, Insurance Corporate Governance |
| ISBN | 3-319-77060-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Introduction -- Chapter 2. Application of the Data Model – Pillar One -- Chapter 3. Application of the Data Model – Pillar Two -- Chapter 4. Application of the Data Model – Pillar Three. |
| Record Nr. | UNINA-9910311938203321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
