Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; eMAF2020 Marco Corazza,Manfred Gilli,Marilena Sibillo Conference p

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Gabriele Cantaluppi,Diego Zappae H.-Rezeptor-Antagonist Cimetidin weist noch eine große Ähnlichkeit in seiner chemischen Struktur zum Histamin auf. Cimetidin enthält wie das Histamin einen Imidazolring, der mit einer Methylgruppe und einer Cyanoguanidingruppe am Ende der Methylthioethyl-Seitenkette substituiert wurde. Diese Verän

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Method for Forecasting Mortality Based on Key Rates,ctors. These factors are identified with some mortality rates at specific ages. These key mortality rates and model parameters estimates are obtained by applying a maximum likelihood criteria under the hypothesis of a binomial distribution of the number of deaths. We develop the single factor versio

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,Resampling Methods to Assess the Forecasting Ability of Mortality Models, deaths. In this paper, we use the resampling methods to meet the mortality model that has a better forecasting ability. These techniques are a statistical tool that allows assessing the predictive performance of different models and which have not been used to compare mortality models. We employ fo

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Portfolio Optimization with Nonlinear Loss Aversion and Transaction Costs,for the real risks associated with large-scale investments. The portfolio problem is solved by a stochastic algorithm based on Particle Swarm Optimization, which permits the inclusion of transaction costs and other constraints faced by investors and fund managers. An empirical study compares the pro