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

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allergy

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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博識

集中營

狂怒

figurine

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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Longitude

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