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Thirteenth MEMOTEF Research Day - Mathematical Methods of Economics, Finance and Actuarial Sciences Area

 

  • A. Cinfrignini, D. Petturiti, B. Vantaggi
    Title: Multiplicative binomial processes under ambiguity
    Slides
     
  • S. Bianchi, D. Angelini, M. Frezza, A. Pianese
    Title: Regularity of the Volatility Process Using the Lamperti Transform
    Slides
     
  • M.G. Bruno, R. De Marchis, A. Palestini, S. Patrì, M.R. Scarpitti
    Title: One-Dimensional Proof of the Gaussian Integral
    Slides
     
  • S. Marconi, B. Vantaggi, D. Vitulano, V. Bruni
    Title: Spectral Analysis of Highly Oscillating Signals
    Slides
     
  • R. Cerqueti, A. Palestini
    Title: The Shapley Value and the Banzhaf Value as Instruments for Portfolio Selection
    Slides
     
  • M. Brachetta, G. Callegaro, C. Ceci, C. Sgarra
    Title: Optimal reinsurance problems for jump-clusters models
    Slides
     
  • F. Ricca, A. Scozzari
    Title: Portfolio diversification through a network approach
    Slides
     
  • M. Di Giacinto, D. Mancinelli, M. Marino, I. Oliva
    Title: Pension fund with longevity risk: an optimal portfolio insurance approach
    Slides
     
  • M. Buttarazzi, T. De Angelis, G. Stabile
    Title: Optimal annuitization and bequest motives
    Slides
     
  • D. Angelini, S. Bianchi
    Title: A Fractional Stochastic Regularity Model
    Slides
     
  • M.G. Bruno, C. Colombaroni, C. Falaguasta, G. Fusco, S. Patrì, M.R. Scarpitti
    Title: Pay As You Drive Insurance and Chrono-Urbanism
    Slides