Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; MAF2024 Marco Corazza,Frédéric Gannon,Vincent Touzé Conference pro

cacophony

,On a New Perspective in Longevity Risk Management: The Lifetime Shifting,aging. Then, the present work proposes an analytical approach to characterizing the human lifetime based on the concept of non-chronological age. Starting from a chronological Gompertz mortality framework, we define the non-chronological lifespan and characterize it probabilistically by deriving, in

Pulmonary-Veins

,An Application of Beta Binomial GAMLSS for the Estimate of Surrender Rates,where the response variable is assumed Beta Binomial. In actuarial practice and literature, the Binomial Generalized Linear Model is frequently used to get an estimate of surrender rates per policy count conditional to policy and policyholder features. We suggest a regressive model based on a Beta B

个阿姨勾引你

,A Comparison of Beta Regression and Copula Regression for Partial Lapse Rate Estimate, conditioned to other explanatory variables. For this kind of variables, considering the presence of bounds, in general in (0,1), the estimate of the conditional mean and/or conditional quantiles is more trivial than other continuous or discrete variables. This work aims to show the application of a

grovel

警告

Phonophobia

,A Robust Sustainability Assessment for SMEs Based on Multicriteria Decision Aiding,ns, the promotion of equality and transparency in business processes, is key to achieve transition towards a greener economy. In light of the challenges in implementing and embedding sustainability practices in small firms, we consider the problem of evaluating the environmental, social, and governa

Humble

Wind Farm Evaluation Under Real Options Approach,nd energy conversion. This aspect makes the wind projects valuation quite difficult. The Real Options Approach (ROA) represents an adequate methodology to assess wind energy projects. This work applies the ROA by considering a specific stochastic process that would fit for the wind speed modelling,

crescendo

,Fair Volatility in the Fractional Stochastic Regularity Model,ting risk is the volatility of log-returns, under the assumption that higher variability indicates greater associated risk. The theoretical foundation of this claim stems from the characterization of the path regularity of price process through the Lévy characterization theorem of Brownian motion. S

placebo-effect

,The Market Value of Optimal Annuitization and Bequest Motives,uities, a number of papers have analysed the annuitization decision under the so-called . institutional arrangement, where immediate lifetime annuities are purchased just at a one point in time. In this paper, we investigate the effect of linear bequest motives on the annuitization decision for a re

Oafishness

,The Cost of Longevity Risk Transfer by Capital Solution De-risking Strategy,g individuals are going to live. In order to ensure the development of an effi-cient capital market for longevity risk transfers, the longevity hedge would allow longevity risk to be shared efficiently and fairly between the parties. Our results show that the fixed proportional risk premium that the