Volume 44, Issue 1

Search all Decisions in Economics and Finance articles

June 2021

Special Issue: Innovating Actuarial Research on Financial Risk and Enterprise Risk Management

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23 articles in this issue

Introduction to Special Issue on “Innovating Actuarial Research on Financial Risk and Enterprise Risk Management”
Marcello Galeotti
Editorial 03 June 2021 Pages: 1 - 4
An application of Sigmoid and Double-Sigmoid functions for dynamic policyholder behaviour
Fabio Baione
Davide Biancalana
Paolo De Angelis
OriginalPaper 16 April 2020 Pages: 5 - 22
Reverse mortgages through artificial intelligence: new opportunities for the actuaries
Emilia di Lorenzo
Gabriella Piscopo
Roberto Tizzano
OriginalPaper 22 February 2020 Pages: 23 - 35
Modelling dynamic lapse with survival analysis and machine learning in CPI
Marco Aleandri
Alessia Eletti
OriginalPaper 22 May 2020 Pages: 37 - 56
Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate
Ludovic Goudenège
Andrea Molent
Antonino Zanette
OriginalPaper 11 June 2020 Pages: 57 - 72
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents
Michele Mininni
Giuseppe Orlando
Giovanni Taglialatela
OriginalPaper Open access 13 September 2020 Pages: 73 - 100
Longevity risk and economic growth in sub-populations: evidence from Italy
Giuseppina Bozzo
Susanna Levantesi
Massimiliano Menzietti
OriginalPaper 29 February 2020 Pages: 101 - 115
Heterogeneity and uncertainty in a multistate framework
D. Tabakova
E. Pitacco
OriginalPaper Open access 09 September 2020 Pages: 117 - 139
On the determinants of data breaches: A cointegration analysis
Domenico De Giovanni
Arturo Leccadito
Marco Pirra
OriginalPaper Open access 05 September 2020 Pages: 141 - 160
Optimal annuitisation in a deterministic financial environment
Griselda Deelstra
Pierre Devolder
Roberta Melis
OriginalPaper 25 February 2021 Pages: 161 - 175
Climate change management: a resilience strategy for flood risk using Blockchain tools
Emanuele Vannucci
Andrea Jonathan Pagano
Francesco Romagnoli
OriginalPaper Open access 01 March 2021 Pages: 177 - 190
Asian options with zero cost-of-carry: EEX options on freight and iron ore futures
Espen Gaarder Haug
OriginalPaper Open access 26 May 2020 Pages: 191 - 195
Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate
Tahereh Khodamoradi
Maziar Salahi
Ali Reza Najafi
OriginalPaper 26 July 2020 Pages: 197 - 214
Managing liquidity with portfolio staleness
Giuseppe Buccheri
Davide Pirino
Luca Trapin
OriginalPaper Open access 05 August 2020 Pages: 215 - 239
Pricing basket default swaps using quasi-analytic techniques
Nneka Umeorah
Phillip Mashele
Matthias Ehrhardt
OriginalPaper 02 January 2021 Pages: 241 - 267
Portfolio optimization under solvency II: a multi-objective approach incorporating market views and real-world constraints
Marco Di Francesco
OriginalPaper 08 February 2021 Pages: 269 - 294
MURAME parameter setting for creditworthiness evaluation: data-driven optimization
Marco Corazza
Giovanni Fasano
Riccardo Gusso
OriginalPaper Open access 03 May 2021 Pages: 295 - 339
Delay two-sector economic growth model with a Cobb–Douglas production function
Akio Matsumoto
Ferenc Szidarovszky
OriginalPaper 17 February 2021 Pages: 341 - 358
Wage bargaining as an optimal control problem: a dynamic version of the efficient bargaining model
Marco Guerrazzi
OriginalPaper Open access 29 March 2021 Pages: 359 - 374
Nonlinear optimal control of coupled time-delayed models of economic growth
G. Rigatos
P. Siano
T. Ghosh
OriginalPaper 03 May 2021 Pages: 375 - 399
Stochastic dominance efficient sets and stochastic spanning
Stelios Arvanitis
OriginalPaper 11 March 2021 Pages: 401 - 409
Breaking ties in collective decision-making
Daniela Bubboloni
Michele Gori
OriginalPaper Open access 26 August 2020 Pages: 411 - 457
Non-compliant behaviour in public procurement: an evolutionary model with endogenous monitoring
Raffaella Coppier
Francesca Grassetti
Elisabetta Michetti
OriginalPaper Open access 23 January 2021 Pages: 459 - 483

Volume 44, Issue 1

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