Articles

1. On the unfairness of actuarial fair annuities

   • An Chen
   • Steven Vanduffel

   OriginalPaper Open access 24 May 2023

2. On statistical indistinguishability of complete and incomplete discrete time market models

   • Nikolai Dokuchaev

   OriginalPaper 12 May 2023 Pages: 461 - 475

3. Hedging and the regret theory of the firm

   • Udo Broll
   • Peter Welzel
   • Kit Pong Wong

   OriginalPaper Open access 11 May 2023

4. Implied higher order moments in the Heston model: a case study of S &P500 index

   • Farshid Mehrdoust
   • Idin Noorani

   OriginalPaper 10 May 2023 Pages: 477 - 504

   

5. Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business

   • Maria-Laura Torrente

   OriginalPaper Open access 08 May 2023 Pages: 611 - 633

   

6. Correction: Revisiting the 1/N-strategy: a neural network framework for optimal strategies

   • Marcos Escobar-Anel
   • Lorenz Theilacker
   • Rudi Zagst

   Correction 20 April 2023 Pages: 543 - 543

7. Construction of voting situations concordant with ranking patterns

   • Emilio De Santis
   • Fabio Spizzichino

   OriginalPaper Open access 07 April 2023 Pages: 129 - 156

8. Multivariate Wold decompositions: a Hilbert A-module approach

   • Simone Cerreia-Vioglio
   • Fulvio Ortu
   • Claudio Tebaldi

   OriginalPaper 04 April 2023 Pages: 45 - 96

   

9. Modelplasticity and abductive decision making

   • Subhadeep Mukhopadhyay

   OriginalPaper 30 March 2023 Pages: 255 - 276

   

10. Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models

    • Meitner Cadena
    • Michel Denuit

    OriginalPaper 25 March 2023 Pages: 569 - 582

    

11. Differentiated goods in a dynamic Cournot duopoly with emission charges on output

    • Ahmad Naimzada
    • Marina Pireddu

    OriginalPaper Open access 01 March 2023 Pages: 305 - 318

12. Revisiting the 1/N-strategy: a neural network framework for optimal strategies

    • Marcos Escobar-Anel
    • Lorenz Theilacker
    • Rudi Zagst

    OriginalPaper 25 February 2023 Pages: 505 - 542

    

13. On game value of a differential game problem with Grönwall-type constraints on players control functions

    • Jewaidu Rilwan
    • Pasquale Fotia
    • Massimiliano Ferrara

    OriginalPaper 22 February 2023 Pages: 319 - 333

14. Risk-sharing and optimal contracts with large exogenous risks

    • Jessica Martin
    • Stéphane Villeneuve

    OriginalPaper 10 February 2023 Pages: 1 - 43

    

15. Quasivariational inequalities for dynamic competitive economic equilibrium problems in discrete time

    • Shapour Heidarkhani
    • David Barilla
    • Giuseppe Caristi

    OriginalPaper 24 January 2023 Pages: 277 - 304

16. Heterogeneity-adjusted management of pension funds using adaptive representative agents

    • Thepdanai Danswasvong
    • Sira Suchintabandid

    OriginalPaper 07 January 2023 Pages: 545 - 567

    

17. Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods

    • Antonio L. Martire
    • Emilio Russo
    • Alessandro Staino

    OriginalPaper 02 January 2023 Pages: 177 - 220

    

18. Locally-coherent multi-population mortality modelling via neural networks

    • Francesca Perla
    • Salvatore Scognamiglio

    OriginalPaper 29 December 2022 Pages: 157 - 176

    

19. Inverse data envelopment analysis without convexity: double frontiers

    • Farzaneh Asadi
    • Sohrab Kordrostami
    • Morteza Bazrafshan

    OriginalPaper 25 November 2022 Pages: 335 - 354

20. Introduction to the Milestones series

    • Marco LiCalzi

    Editorial 18 November 2022 Pages: 549 - 549

21. Bipartite choices

    • Marco LiCalzi

    OriginalPaper 16 November 2022 Pages: 551 - 568

22. Optimality and duality in nonsmooth semi-infinite optimization, using a weak constraint qualification

    • David Barilla
    • Giuseppe Caristi
    • Nader Kanzi

    OriginalPaper 09 November 2022 Pages: 503 - 519

23. Two representations of information structures and their comparisons

    • Jerry R. Green
    • Nancy L. Stokey

    OriginalPaper 02 November 2022 Pages: 541 - 547

24. The robustness of the generalized Gini index

    • S. Settepanella
    • A. Terni
    • L. Li

    OriginalPaper Open access 25 October 2022 Pages: 521 - 539

    

25. Cognitive limits and preferences for information

    • Áron Tóbiás

    OriginalPaper 14 October 2022 Pages: 221 - 253

26. Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach

    • Yumo Zhang

    OriginalPaper 20 September 2022 Pages: 97 - 128

    

27. Equalizing solutions for bankruptcy problems revisited

    • José Alcalde
    • Josep E. Peris

    OriginalPaper Open access 02 September 2022 Pages: 481 - 502

    

28. Dangerous tangents: an application of \(\Gamma \)-convergence to the control of dynamical systems

    • Rosario Maggistro
    • Paolo Pellizzari
    • Marco Tolotti

    OriginalPaper 02 July 2022 Pages: 451 - 480

    

29. A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders

    • Paolo De Angelis
    • Roberto De Marchis
    • Emilio Russo

    OriginalPaper Open access 27 May 2022 Pages: 415 - 446

    

30. Ramsey rule with forward/backward utility for long-term yield curves modeling

    • Nicole El Karoui
    • Caroline Hillairet
    • Mohamed Mrad

    OriginalPaper 19 May 2022 Pages: 375 - 414

    

31. Performance measurement with expectiles

    • Damiano Rossello

    OriginalPaper Open access 19 May 2022 Pages: 343 - 374

32. Grey Verhulst model and its chaotic behaviour with application to Bitcoin adoption

    • P. Gatabazi
    • J. C. Mba
    • E. Pindza

    OriginalPaper 04 May 2022 Pages: 327 - 341

    

33. Responsible investments reduce market risks

    • Giacomo Morelli
    • Rita D’Ecclesia

    OriginalPaper 20 November 2021 Pages: 1211 - 1233

    

34. A deep learning model for gas storage optimization

    • Nicolas Curin
    • Michael Kettler
    • Hanna Wutte

    OriginalPaper Open access 19 November 2021 Pages: 1021 - 1037

    

35. A machine learning-based price state prediction model for agricultural commodities using external factors

    • Prilly Oktoviany
    • Robert Knobloch
    • Ralf Korn

    OriginalPaper Open access 18 November 2021 Pages: 1063 - 1085

    

36. Introduction to Special Issue on Energy Finance

    • Loretta Mastroeni
    • Ralf Wunderlich

    Editorial 13 November 2021 Pages: 1015 - 1020

37. Blockchain and cryptocurrencies: economic and financial research

    • Alessandra Cretarola
    • Gianna Figà-Talamanca
    • Cyril Grunspan

    Editorial 13 November 2021 Pages: 781 - 787

38. Fundamental ratios as predictors of ESG scores: a machine learning approach

    • Valeria D’Amato
    • Rita D’Ecclesia
    • Susanna Levantesi

    OriginalPaper 12 November 2021 Pages: 1087 - 1110

    

39. Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies

    • Nikolaos A. Kyriazis

    OriginalPaper 12 November 2021 Pages: 845 - 861

    

40. Beating the market? A mathematical puzzle for market efficiency

    • Michael Heinrich Baumann

    OriginalPaper Open access 12 November 2021 Pages: 279 - 325

    

41. Optimal installation of renewable electricity sources: the case of Italy

    • Almendra Awerkin
    • Tiziano Vargiolu

    OriginalPaper 11 November 2021 Pages: 1179 - 1209

    

42. Optimal switch from a fossil-fueled to an electric vehicle

    • Paolo Falbo
    • Giorgio Ferrari
    • Maren Diane Schmeck

    OriginalPaper 09 November 2021 Pages: 1147 - 1178

    

43. Long versus short time scales: the rough dilemma and beyond

    • Matthieu Garcin
    • Martino Grasselli

    OriginalPaper 08 November 2021 Pages: 257 - 278

    

44. Production and hedging under correlated price and background risks

    • Kit Pong Wong

    OriginalPaper 28 October 2021 Pages: 241 - 256

45. Correction to: Semi-analytical prices for lookback and barrier options under the Heston model

    • Luca De Gennaro Aquino
    • Carole Bernard

    Correction 27 October 2021 Pages: 447 - 449

46. Nonlinear dynamics in economic modelling

    • Laura Gardini
    • Fabio Lamantia
    • Fabio Tramontana

    Editorial 18 October 2021 Pages: 485 - 487

47. The impact of Clean Spark Spread expectations on storage hydropower generation

    • Claudia Condemi
    • Loretta Mastroeni
    • Pierluigi Vellucci

    OriginalPaper Open access 13 October 2021 Pages: 1111 - 1146

    

48. A new class of multidimensional Wishart-based hybrid models

    • Gaetano La Bua
    • Daniele Marazzina

    OriginalPaper Open access 11 October 2021 Pages: 209 - 239

    

49. Correlating Lévy processes with self-decomposability: applications to energy markets

    • Matteo Gardini
    • Piergiacomo Sabino
    • Emanuela Sasso

    OriginalPaper Open access 08 October 2021 Pages: 1253 - 1280

    

50. A new approach to wind power futures pricing

    • Markus Hess

    OriginalPaper 01 October 2021 Pages: 1235 - 1252