marco corazza's research while affiliated with Università Ca' Foscari Venezia and other places

Publications (2)

Book
The interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance is producing numerous meaningful scientific results. This volume introduces new ideas, in the form of four-page papers, presented at the international conference Mathematical and Statistical Methods for Actuarial Sciences and Finance...
Book
This volume gathers selected peer-reviewed papers presented at the international conference "MAF 2016 – Mathematical and Statistical Methods for Actuarial Sciences and Finance”, held in Paris (France) at the Université Paris-Dauphine from March 30 to April 1, 2016. The contributions highlight new ideas on mathematical and statistical methods in act...

Citations

... Statistical models (Lai and Xing, 2008), (Perna and Sibillo, 2014), (Kroese and Chan, 2014), (Fabozzi, 2014) are preferred by scholars, mainly because of the accuracy and development of the mathematical apparatus. The small amount of data available (monthly quotations for metals, daily stocks and indices of the shares), as well as the statistical behavior of prices (which do not comply with normal distribution), makes statistics unable to provide the best practical results. ...