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Table of Contents
1 Cover
4 Preface
5 PART 1: Financial and Demographic Modeling Techniques 1 Data Mining Application Issues in the Taxpayer Selection Process 1.1. Introduction 1.2. Materials and methods 1.3. Results 1.4. Discussion 1.5. Conclusion 1.6. References 2 Asymptotics of Implied Volatility in the Gatheral Double Stochastic Volatility Model 2.1. Introduction 2.2. The results 2.3. Proofs 2.4. References 3 New Dividend Strategies 3.1. Introduction 3.2. Model 1 3.3. Model 2 3.4. Conclusion and further results 3.5. Acknowledgments 3.6. References 4 Introduction of Reserves in Self-adjusting Steering of Parameters of a Pay-As-You-Go Pension Plan 4.1. Introduction 4.2. The pension system 4.3. Theoretical framework of the Musgrave rule 4.4. Transformation of the retirement fund 4.5. Conclusion 4.6. References 5 Forecasting Stochastic Volatility for Exchange Rates using EWMA 5.1. Introduction 5.2. Data 5.3. Empirical model 5.4. Exchange rate volatility forecasting 5.5. Conclusion 5.6. Acknowledgments 5.7. References 6 An Arbitrage-free Large Market Model for Forward Spread Curves 6.1. Introduction and background 6.2. Construction of a market with infinitely many assets 6.3. Existence, uniqueness and non-negativity 6.4. Conclusion and future works 6.5. References 7 Estimating the Healthy Life Expectancy (HLE) in the Far Past: The Case of Sweden (1751-2016) with Forecasts to 2060 7.1. Life expectancy and healthy life expectancy estimates 7.2. The logistic model 7.3. The HALE estimates and our direct calculations 7.4. Conclusion 7.5. References 8 Vaccination Coverage Against Seasonal Influenza of Workers in the Primary Health Care Units in the Prefecture of Chania 8.1. Introduction 8.2. Material and method 8.3. Results 8.4. Discussion 8.5. References 9 Some Remarks on the Coronavirus Pandemic in Europe 9.1. Introduction 9.2. Background 9.3. Materials and analyses 9.4. The first phase of the pandemic 9.5. Concluding remarks 9.6. References
6 PART 2: Applied Stochastic and Statistical Models and Methods 10 The Double Flexible Dirichlet: A Structured Mixture Model for Compositional Data 10.1. Introduction 10.2. The double flexible Dirichlet distribution 10.3. Computational and estimation issues 10.4. References 11 Quantization of Transformed Lévy
