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

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Actuarial Fairness in Pension Systems: An Empirical Evaluation for Italy Using an OLG Model,ned contribution (NDC) rules. Automatic adjustments of benefits and eligibility age, in reaction to changes in life expectancy, were introduced to reduce political risk. In this paper, we evaluate the actuarial features of the Italian pension system using an overlapping generation (OLG) model that a

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Forecasting VIX with Hurst Exponent, U.S. and global financial markets. Hence, forecasting the VIX is essential for both portfolio managers and policy makers. By modeling the S&P 500 Index as a multifractional Brownian motion, we exploit the relationship between its Hurst exponent and the volatility to predict the VIX by a Distributed

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,Shapley Value in Partition Function Form Games: New Research Perspectives for Features Selection,Function assigned to the characteristic representation. Various generalisations or extensions of the Shapley value have been developed in the literature. The Shapley value for games in Partition Function Form can be interpreted as the ex ante value of a process of successive bilateral mergers. Game-

CAB

,Nonparametric Estimation of Range Value at Risk,n two values of VaR, for levels . and ., where .. We describe some of the nonparametric estimators of RVaR. Using Monte Carlo simulations, we compare the accuracy of these estimators under certain conditions. Our simulations provide insight into the effect of varying . and . with . on the performanc

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A Fixed Career Length Versus a Fixed Retirement Age: An Analysis per Socio-Economic Groups,t damage individuals from lower socio-economic groups who, on average, have shorter life expectancy. This paper aims to analyse to what extent a fixed reference career duration instead of a reference retirement age acts as an automatic balancing mechanism that contributes to strength the actuarial f

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Anna Rita Bacinello,Pietro Millossovich,Fabio Vivianoazole, was available for toxicity and pharmacokinetic studies. It was soon discovered that misonidazole when given in multiple dose schedules reaching total dose of 11–12 g/m., in addition to acute G.I. toxicity, peripheral neuropathies, ototoxicity and CNS symptomatology were the limitations for an

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Fabio Baione,Davide Biancalana,Paolo De Angelislated, it was logical to plan the Conference as part of the overall Course. Bringing together specialists from quite different and apparently unrelated fields of research, but all with an interest in the study and application of one single group of drugs, is a novel idea with intriguing possibilitie