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001441329 001__ 1441329
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001441329 020__ $$a9783030789657$$q(electronic bk.)
001441329 020__ $$a3030789659$$q(electronic bk.)
001441329 020__ $$z9783030789640
001441329 020__ $$z3030789640
001441329 0247_ $$a10.1007/978-3-030-78965-7$$2doi
001441329 035__ $$aSP(OCoLC)1288635384
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001441329 050_4 $$aHG8781$$b.M34 2020
001441329 08204 $$a368.01$$223
001441329 1112_ $$aMAF (Conference)$$n(9th :$$d2020 :$$cOnline)
001441329 24510 $$aMathematical and statistical methods for actuarial sciences and finance :$$beMAF2020 /$$cMarco Corazza, Manfred Gilli, Cira Perna, Claudio Pizzi, Marilena Sibillo, editors.
001441329 24630 $$aEMAF2020
001441329 264_1 $$aCham :$$bSpringer,$$c[2021]
001441329 264_4 $$c©2021
001441329 300__ $$a1 online resource :$$billustrations (some color)
001441329 336__ $$atext$$btxt$$2rdacontent
001441329 337__ $$acomputer$$bc$$2rdamedia
001441329 338__ $$aonline resource$$bcr$$2rdacarrier
001441329 347__ $$atext file
001441329 347__ $$bPDF
001441329 500__ $$aInternational conference proceedings.
001441329 5050_ $$a1 Albano G. et al., A comparison among alternative parameters estimators in the Vasicek process: a small sample analysis -- 2 Amendola A. et al., On the use of mixed sampling in modelling realized volatility: The MEMMIDAS -- 3 Amerise I.L. and Tarsitano A., Simultaneous prediction intervals for forecasting EUR/USD exchange rate -- 4 Andria J. and di Tollo G., An empirical investigation of heavy tails in emerging markets and robust estimation of the Pareto tail index -- 5 Anisa R. et al., Potential of reducing crop insurance subsidy based on willingness to pay and Random Forest analysis -- 6 Arfan A. and Johnson P., A stochastic volatility model for optimal market-making -- 7 Atance D. et al., Method for forecasting mortality based on Key Rates -- 8 Atance D. et al., Resampling Methods to assess the forecasting ability of mortality models -- 9 Avellone A. et al., Portfolio optimization with nonlinear loss aversion and transaction costs -- 10 Bacinello A.R. et al., Monte Carlo valuation of future annuity contracts -- 11 Baione F. et al., A risk based approach for the Solvency Capital requirement for Health Plans -- 12 Baione F. et al., An application of Zero-One Inflated Beta regression models for predicting health insurance reimbursement -- 13 Baragona R. et al., Periodic autoregressive models for stochastic seasonality -- 14 Barro D. et al., Behavioral aspects in portfolio selection -- 15 Bianchi S. et al., Stochastic dominance in the outer distributions of the efficiency domain -- 16 Boccia M., Formal and informal microfinance in Nigeria. Which of them works? -- 17 Candila V. and Petrella L., Conditional quantile estimation for linear ARCH models with MIDAS components -- 18 Cantaluppi G. and Zappa D., Modelling topics of car accidents events: A Text Mining approach -- 19 Carallo G. et al., A Bayesian generalized Poisson model for cyber risk analysis -- 20 Carracedo P. and Debon A., Implementation in R and Matlab of econometric models applied to ages after retirement in Europe -- 21 Castellani G. et al., Machine Learning in nested simulations under actuarial uncertainty -- 22 Corazza M. et al., Comparing RL approaches for applications to financial trading systems -- 23 Corazza M. et al., MFG-based trading model with information costs -- 24 Corazza M. et al., Trading System mixed-integer optimization by PSO -- 25 Coretto P. et al., A GARCHtype model with cross-sectional volatility clusters -- 26 Costabile M. et al., A lattice approach to evaluate participating policies in a stochastic interest rate framework -- 27 De Giuli E. et al., Multidimensional visibility for describing the market dynamics around Brexit announcements -- 28 Di Lorenzo E. et al., Risk assessment in the Reverse Mortgage contract -- 29 di Tollo et al., Neural Networks to determine the relationships between business innovation and gender aspects -- 30 Donati R. and Corazza M., RobomanagementTM: Virtualizing the Asset Management Team through software objects -- 31 Fassino C. et al., Numerical stability of optimal Mean Variance portfolios -- 32 Flori A. and Regoli D., Pairs-trading strategies with Recurrent Neural Networks market predictions -- 33 Gannon F. et al., Automatic balancing mechanism and discount rate: towards an optimal transition to balance Pay-as-You-Go pension scheme without intertemporal dictatorship? -- 34 Garvey A.M. et al., The importance of reporting a pension systems income statement and budgeted variances in a fair and sustainable scheme -- 35 Giacomelli J. and Passalacqua L., Improved precision in calibrating CreditRisk+ model for Credit Insurance applications -- 36 Giordano F. et al., A model-free screening selection approach by local derivative estimation -- 37 Giordano F. and Niglio M., Markov Switching predictors under asymmetric loss functions -- 38 Giordano F. et al., Screening covariates in presence of unbalanced binary dependent variable -- 39 Grane A. et al., Health and wellbeing profiles across Europe -- 40 He P. et al., On modelling of crude oil futures in a bivariate State-Space framework -- 41 Jach A., A general comovement measure for time series -- 42 Kusumaningrum D. et al., Alternative area yield index based Crop Insurance policies in Indonesia -- 43 La Rocca M. and Vitale L., Clustering time series by nonlinear dependence -- 44 Laporta A.G. et al., Quantile Regression Neural Network for quantile claim amount estimation -- 45 Levantesi S. and Menzietti M., Modelling health transitions in Italy: a generalized linear model with disability duration -- 46 Lledo J. et al., Mid-year estimators in life table construction -- 47 Loperfido N., Representing Koziols kurtoses -- 48 Mancuso D.A. and Zappa D., Optimal portfolio for basic DAGs -- 49 Marino M. and Levantesi S., The Neural Network Lee-Carter model with parameter uncertainty: The case of Italy -- 50 Mercuri L. et al., Pricing of futures with a CARMA(p, q) model driven by a Time Changed Brownian motion -- 51 Merlo L. et al., Forecasting multiple VaR and ES using a dynamic joint quantile regression with an application to portfolio optimization -- 52 Molina J.-E. et al., Financial market crash prediction through analysis of Stable and Pareto distributions -- 53 Neffelli M. et al., Precision matrix estimation for the Global Minimum Variance portfolio -- 54 Ojea-Ferreiro J., Deconstructing systemic risk: A reverse stress testing approach -- 55 Oyenubi A., Stochastic dominance and portfolio performance under heuristic optimization -- 56 Santos A.A.F., Big-data for high-frequency volatility analysis with time-deformed observations -- 57 Ungolo F. et al., Parametric bootstrap estimation of standard errors in survival models when covariates are missing -- 58 Zedda S. et al., The role of correlation in systemic risk: Mechanisms, effects, and policy implications.
001441329 506__ $$aAccess limited to authorized users.
001441329 520__ $$aThe cooperation and contamination 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 presents new ideas, in the form of four- to six-page papers, presented at the International Conference eMAF2020 Mathematical and Statistical Methods for Actuarial Sciences and Finance. Due to the now sadly famous COVID-19 pandemic, the conference was held remotely through the Zoom platform offered by the Department of Economics of the Ca Foscari University of Venice on September 18, 22 and 25, 2020. eMAF2020 is the ninth edition of an international biennial series of scientific meetings, started in 2004 at the initiative of the Department of Economics and Statistics of the University of Salerno. The effectiveness of this idea has been proven by wide participation in all editions, which have been held in Salerno (2004, 2006, 2010 and 2014), Venice (2008, 2012 and 2020), Paris (2016) and Madrid (2018). This book covers a wide variety of subjects: artificial intelligence and machine learning in finance and insurance, behavioral finance, credit risk methods and models, dynamic optimization in finance, financial data analytics, forecasting dynamics of actuarial and financial phenomena, foreign exchange markets, insurance models, interest rate models, longevity risk, models and methods for financial time series analysis, multivariate techniques for financial markets analysis, pension systems, portfolio selection and management, real-world finance, risk analysis and management, trading systems, and others. This volume is a valuable resource for academics, PhD students, practitioners, professionals and researchers. Moreover, it is also of interest to other readers with quantitative background knowledge.
001441329 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed December 29, 2021).
001441329 650_0 $$aInsurance$$xMathematical models$$vCongresses.
001441329 650_0 $$aInsurance$$xStatistical methods$$vCongresses.
001441329 650_0 $$aFinance$$xMathematical models$$vCongresses.
001441329 650_0 $$aFinance$$xStatistical methods$$vCongresses.
001441329 650_6 $$aAssurance$$xModèles mathématiques$$vCongrès.
001441329 650_6 $$aAssurance$$xMéthodes statistiques$$vCongrès.
001441329 650_6 $$aFinances$$xModèles mathématiques$$vCongrès.
001441329 650_6 $$aFinances$$xMéthodes statistiques$$vCongrès.
001441329 655_7 $$aConference papers and proceedings.$$2fast$$0(OCoLC)fst01423772
001441329 655_7 $$aConference papers and proceedings.$$2lcgft
001441329 655_7 $$aActes de congrès.$$2rvmgf
001441329 655_0 $$aElectronic books.
001441329 7001_ $$aCorazza, Marco,$$d1962-$$eeditor.
001441329 7001_ $$aGilli, Manfred,$$d1942-$$eeditor.
001441329 7001_ $$aPerna, Cira,$$eeditor.
001441329 7001_ $$aPizzi, Claudio,$$d1944-$$eeditor.
001441329 7001_ $$aSibillo, Marilena,$$eeditor.
001441329 852__ $$bebk
001441329 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-030-78965-7$$zOnline Access$$91397441.1
001441329 909CO $$ooai:library.usi.edu:1441329$$pGLOBAL_SET
001441329 980__ $$aBIB
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