Mathematical and Statistical Methods for Insurance and Finance

Least Squares Predictors for Threshold Models: Properties and Forecast Evaluation.- Estimating Portfolio Conditional Returns Distribution Through Style Analysis Models.- A Full Monte Carlo Approach to the Valuation of the Surrender Option Embedded in Life Insurance Contracts.- Spatial Aggregation in Scenario Tree Reduction.- Scaling Laws in Stock Markets. An Analysis of Prices and Volumes.- Bounds for Concave Distortion Risk Measures for Sums of Risks.- Characterization of Convex Premium Principles.- FFT, Extreme Value Theory and Simulation to Model Non-Life Insurance Claims Dependences.- Dynamics of Financial Time Series in an Inhomogeneous Aggregation Framework.- A Liability Adequacy Test for Mathematical Provision.- Iterated Function Systems, Iterated Multifunction Systems, and Applications.- Remarks on Insured Loan Valuations.- Exploring the Copula Approach for the Analysis of Financial Durations.- Analysis of Economic Fluctuations: A Contribution from Chaos Theory.- Generalized Influence Functions and Robustness Analysis.- Neural Networks for Bandwidth Selection in Non-Parametric Derivative Estimation.- Comparing Mortality Trends via Lee-Carter Method in the Framework of Multidimensional Data Analysis.- Decision Making in Financial Markets Through Multivariate Ordering Procedure.- A Biometric Risks Analysis in Long Term Care Insurance.- Clustering Financial Data for Mutual Fund Management.- Modeling Ultra-High-Frequency Data: The S&P 500 Index Future.- Simulating a Generalized Gaussian Noise with Shape Parameter 1/2.- Further Remarks on Risk Profiles for Life Insurance Participating Policies.- Classifying Italian Pension Funds via GARCH Distance.- The Analysis of Extreme Events — Some Forecasting Approaches.