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Full Description
The scientific exchange 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 includes a selection of papers presented at the Workshop New perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance.
The workshop was a two-day study activity aimed at presenting new ideas and innovative lines of research in mathematical and statistical methods for insurance and finance, both from a theoretical and applied point of view. It was organized by the Department of Economics and Statistics of the University of Salerno and was held from 27 to 28 June 2025 in Salerno (Italy).
This book covers a wide variety of subjects, among others: Social well-being, Artificial intelligence and Machine learning in Insurance and Finance, Silver Economy and Insurance, Climate-related Risks and Insurance, Insurtech and Fintech, Catastrophe Risks, Cyber Risk.
This volume is a valuable resource for academics, PhD students, practitioners, professional and researchers. Moreover, it is also of interest to other readers with quantitative background knowledge.
Contents
Towards Fairer Sanction Systems: Income-Based Models with Aggregation Functions.- Multidimensional inequality and measurement of Social Well-Being.- A neural network model approach to longevity risk management.- Climate-related Extensions of the Lee-Carter Model.- Quantification of Operational Flexibility in Wastewater Treatment Projects.- Roughness in VIX Index and in Realized Volatility: Rolling Window Estimation by Randomized Kolmogorov-Smirnov Distribution.- A Comparison of Data-driven Synthetic Performance Indicators for Default Prediction.- Rethinking the Indexation of Retirement Age: Cohort vs. Period Life Expectancy.- Temperature forecast for weather derivatives with Neural Network.- Modeling Health and Disability Trajectories in Later Life: A Multi-State Approach Using HRS Data.- Backtesting Expected Shortfall for Bitcoin: A Joint Combined LSTM-Based Approach.- Reverse mortgages: Exploring the impact of risk factors by source.- Understanding and attitudes toward Reverse Mortgage in Italy: cognitive dissonance and future concerns.- Climate Litigation Risk: Comparing Linear and Non Linear Losses of Insurances.- Option Hedging Through Reinforcement Learning.- Parameter Stability in Yield Curve Fitting.- Deep Learning for Tabular Data: Application to Credit Risk Modeling.- Modeling economic recovery via diffusion processes with multisigmoidal logistic mean subject to random catastrophes.- Scaling the Tails: Intraday Quantiles for forecasting Value-at-Risk and Expected Shortfall.- High-Profile GDPR Fines and their financial impact on listed firms: an exploratory analysis.- Delay-Adjusted Modeling of Cybersecurity Breaches Using INLA: Evidence from State Attorney General Data.- Addressing Long-Term Care Risk through Pension-Linked Insurance: A Stochastic Approach Using Severance Pay Scheme.
