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Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; MAF 2022 Marco Corazza,Cira Perna,Marilena Sibillo Conference proc

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書目名稱Mathematical and Statistical Methods for Actuarial Sciences and Finance
副標(biāo)題MAF 2022
編輯Marco Corazza,Cira Perna,Marilena Sibillo
視頻videohttp://file.papertrans.cn/627/626714/626714.mp4
概述Enhancing the interaction among mathematicians, statisticians and econometricians.Proposing new ideas in the agile formula of short papers that can stimulate the scientific growth.Offering new scienti
圖書封面Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; MAF 2022 Marco Corazza,Cira Perna,Marilena Sibillo Conference proc
描述.The cooperation and contamination among mathematicians, statisticians and econometricians working in actuarial sciences and finance are 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 MAF2022 – Mathematical and Statistical Methods for Actuarial Sciences and Finance. Due to the COVID-19 pandemic, the conference, to which this book is related, was organized in a hybrid form by the Department of Economics and Statistics of the University of Salerno, with the partnership of the Department of Economics of Cà Foscari University of Venice, and was held from 20 to 22 April 2022 in Salerno (Italy)?..MAF2022. is the tenth edition of an international biennial series of scientific meetings, started in 2004 on the initiative of the Department of Economics and Statistics of the University of Salerno. It has establisheditself internationally with gradual and continuous growth and scientific enrichment. The effectiveness of this idea has been proven by the wide participation in all the editions, which have been held in Salerno (2004, 2006, 2
出版日期Conference proceedings 2022
關(guān)鍵詞Insurance; Statistics; Quantitative finance; Mathematical Models; Time Series
版次1
doihttps://doi.org/10.1007/978-3-030-99638-3
isbn_softcover978-3-030-99640-6
isbn_ebook978-3-030-99638-3
copyrightThe Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl
The information of publication is updating

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,Pricing Rainfall Derivatives by?Genetic Programming: A Case Study,In this contribution we consider a genetic programming approach to price rainfall derivatives and we test it on a case study based on data collected from a meteorological station in a city in the northeast region of Friuli Venezia Giulia (Italy), characterized by a fairly abundant rainfall.
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Reference Dependence in Behavioral Portfolio Selection,ch a framework, an investor selects the portfolio weights in order to maximize her prospect value, where portfolio returns are measured as deviations from a certain reference point. The location of this reference point affects actual investment decisions. We consider alternative hypothesis and perform an application to the European equity market.
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