Volume 42, Issue 1

Search all Decisions in Economics and Finance articles

June 2019

Mathematical and statistical methods for actuarial sciences and finance

Issue Editors:

Irene Albarran,
Aurea Grane,
Cira PERNA,
Marilena Sibillo

15 articles in this issue

Foreword special issue Deaf 2019–Maf 2018
Aurea Grane
Marilena Sibillo
EDITORIAL 17 June 2019 Pages: 1 - 2
Correction to: Foreword special issue Deaf 2019–Maf 2018
Aurea Grane
Marilena Sibillo
Correction 22 July 2019 Pages: 3 - 3
Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment
Giuseppina Albano
Michele La Rocca
Cira Perna
OriginalPaper 19 February 2019 Pages: 5 - 19
Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis
Anna Rita Bacinello
Ivan Zoccolan
OriginalPaper 04 June 2019 Pages: 21 - 49
Possibilistic mean–variance portfolios versus probabilistic ones: the winner is...
Marco Corazza
Carla Nardelli
OriginalPaper 02 March 2019 Pages: 51 - 75
Kyle equilibrium under random price pressure
José Manuel Corcuera
Giulia Di Nunno
José Fajardo
OriginalPaper 01 February 2019 Pages: 77 - 101
A stochastic model to evaluate pricing distortions in indemnity insurance methods for MTPL insurance
Paola Fersini
Salvatore Forte
Gennaro Olivieri
OriginalPaper Open access 27 March 2019 Pages: 103 - 133
Does market attention affect Bitcoin returns and volatility?
Gianna Figá-Talamanca
Marco Patacca
OriginalPaper 22 June 2019 Pages: 135 - 155
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II
Anna Maria Gambaro
Riccardo Casalini
Alessandro Ghilarducci
OriginalPaper 20 March 2019 Pages: 157 - 187
Coherent modeling of mortality patterns for age-specific subgroups
Giuseppe Giordano
Steven Haberman
Maria Russolillo
OriginalPaper 02 April 2019 Pages: 189 - 204
Lévy CARMA models for shocks in mortality
Asmerilda Hitaj
Lorenzo Mercuri
Edit Rroji
OriginalPaper 23 April 2019 Pages: 205 - 227
Behavioral premium principles
Martina Nardon
Paolo Pianca
OriginalPaper 24 April 2019 Pages: 229 - 257
A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy
José L. Vilar-Zanón
Olivia Peraita-Ezcurra
OriginalPaper 14 February 2019 Pages: 259 - 276
On the extension of binary relations in economic and game theories
Athanasios Andrikopoulos
OriginalPaper 26 September 2018 Pages: 277 - 285
Time-consistency of risk measures: how strong is such a property?
Elisa Mastrogiacomo
Emanuela Rosazza Gianin
OriginalPaper 07 February 2019 Pages: 287 - 317

Volume 42, Issue 1

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