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The life care annuity: enhancing product features and refining pricing methods
The state-of-the-art proposes life care annuities, that have been recently designed as variable annuity contracts with Long-Term Care payouts and...
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A Classical Requiem for Robert Solow
We prove an alternative and much simpler proof of the key results of the celebrated Solow growth model (Solow
1956 ), without the neo-classical... -
Accrual Quality, Cost of Debt, and Credit Spread and Loss
Our study presents a method to dissect bond excess returns into components influenced by credit spreads and credit losses. Analyzing data spanning...
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Exploring the agency cost of debt: risk, information flow, and CEO social ties
Contrary to the findings of prior research that focuses on private loans and bank debt, we find that greater CEO social capital is positively...
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Macroprudential Policies and Global Banking
This paper examines the ability of macroprudential policies to dampen the pro-cyclicality of credit market cycles and to enhance the macroeconomic...
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Economic Development, Energy Consumption, and Environmental Deterioration: A Non-Linear Evidence from India
This study examines whether hydropower consumption, fossil fuel consumption, and economic growth had symmetric or asymmetric impacts on India’s...
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A novel approach to forecast surgery durations using machine learning techniques
This study presents a methodology for predicting the duration of surgical procedures using Machine Learning (ML). The methodology incorporates a new...
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The impact of health-promoting efforts by older individuals on the design of long-term care insurance: the application of IoT technology
‘Internet of Things’ (IoT) devices provide insurance companies with real-time data about insured assets or individuals for more precise risk...
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State’s Role in Income Inequality: Social Preferences and Life Satisfaction
This study analyzes the determinants of life satisfaction in two social identity profiles according to whether the individual favors or is against...
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Simulating the industrial revolution: a history-friendly model
In this paper, we present a first modelization of Allen’s argument on the British industrial revolution with a history-friendly model heuristic. To...
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Effects of international tourism on environmental quality and renewable energy use in Africa: a study of the moderating role of governance institutions
This study investigated how international tourism is impacting on environmental quality and renewable energy use in Africa, and how governance...
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The tontine and the public sphere: Ireland and Scotland compared, 1772–1850
Recently, there has been a surge of interest in tontines, including their history and potential modern applications. While scholarly work has...
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Implementation of deep learning models in predicting ESG index volatility
The consideration of environmental, social, and governance (ESG) aspects has become an integral part of investment decisions for individual and...
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The power of news data in forecasting tail risk: evidence from China
This study investigates whether the inclusion of news information can help predict tail risk in the Chinese market. To quantify information from...
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Improved robust price bounds for multi-asset derivatives under market-implied dependence information
We show how inter-asset dependence information derived from market prices of options can lead to improved model-free price bounds for multi-asset...
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Small-scale family famers’ perceptions of food security in their respective communities in la macarena meta, Columbia
The municipality of La Macarena, Meta, due to its biodiversity, has the natural conditions to guarantee food security to its inhabitants. However, a...
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A spatio-temporal model for binary data and its application in analyzing the direction of COVID-19 spread
It is often of primary interest to analyze and forecast the levels of a continuous phenomenon as a categorical variable. In this paper, we propose a...
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Assessing the impact of social media influencers on purchase intention of male cosmetics: mediating role of desire to mimic
As men become more conscious of their looks and grooming requirements, the Indian cosmetics market is growing to include items for men’s skincare....
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Epidemiological modeling of Romanization and Christianization in Ancient Greece
The spread of culture has been often paralleled with epidemic contagion. We propose to use models of this type to analyze Romanization and...
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Can an actuarially unfair tontine be optimal?
A one-period tontine is a collective investment fund in which every participant enters with an initial contribution, but only those participants who...