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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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發(fā)表于 2025-3-25 05:03:55 | 只看該作者
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發(fā)表于 2025-3-25 08:08:28 | 只看該作者
TPPI: Textual Political Polarity Indices. The Case of Italian GDP, procedure allows us to build a set of polarity indices reflecting the impact of political debate and (dis)agreement within parties’ groups on a chosen economic variable - the Italian GDP growth rate - over time. Results point to a nontrivial predictive power of the proposed indices, which (importan
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發(fā)表于 2025-3-26 11:41:20 | 只看該作者
A Regression Based Approach for Valuing Longevity Measures,nd/or the cost of longevity risk is a major task for both demographers and actuaries. In contrast to the usual period-based evaluation, we consider the problem of approximating the distribution of future life expectancy with a cohort-based perspective. In particular, we suggest an application of the
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發(fā)表于 2025-3-26 15:19:36 | 只看該作者
30#
發(fā)表于 2025-3-26 16:53:45 | 只看該作者
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 perfo
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