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Decisions in Economics and Finance OnlineFirst articles

26.05.2020 Open Access

Asian options with zero cost-of-carry: EEX options on freight and iron ore futures

The Turnbull–Wakeman (J Financ Quant Anal 26:377, 2003) formula is a well-known formula for continuous arithmetic average rate options. However, the Turnbull–Wakeman formula was originally only developed for Asian options when the cost-of-carry is …

25.05.2020

Existence, multiplicity and policy prescriptions for debt sustainability in an OLG model with fiscal policy and debt

We consider the overlapping generation model formulated in Dioikitopoulos (J Econ Dyn Control 93:260–276, 2018). Its innovative approach involves endogenous adaptations of the deficit/surplus to debt and income levels through an empirically …

22.05.2020

Modelling dynamic lapse with survival analysis and machine learning in CPI

In this paper, we will focus our attention on describing and predicting policyholder behaviour dynamically within the specific context of credit protection insurance (CPI). Banks, in fact, purchase this type of insurance to cover the risk that …

20.05.2020

Shapley and superShapley aggregation emerging from consensus dynamics in the multicriteria Choquet framework

We investigate a negotiation model for the progressive aggregation of interacting multicriteria evaluations. The model is based on a network of interacting criteria and combines the Choquet aggregation framework with the classical DeGroot’s model …

11.05.2020

Predictive distributions that mimic frequencies over a restricted subdomain

A predictive distribution over a sequence of $$N+1$$N+1 events is said to be “frequency mimicking” whenever the probability for the final event conditioned on the outcome of the first N events equals the relative frequency of successes among them.

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Decisions in Economics and Finance is the official publication of the Association for Mathematics Applied to Social and Economic Sciences (AMASES). The journal provides a specialized forum for the publication of research in all areas of mathematics as applied to economics, finance, insurance, management, and social sciences. Primary emphasis is placed on original research exploring topics in mathematics or computational techniques that are explicitly motivated by or contribute to the analysis of economic or financial problems.

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