Home advantage in sports is important for coaches, players, fans, and commentators and has a key role in sports prediction models. This paper builds on results of recent research that-instead of points gained-used goals scored and goals conceded to describe home advantage. This offers more...

For calculating non-life insurance premiums, actuaries traditionally rely on separate severity and frequency models using covariates to explain the claims loss exposure. In this paper, we focus on the claim severity. First, we build two reference models, a generalized linear model and a...

In this paper, we propose a comparison among three portfolio insurance strategies, namely the constant proportion portfolio insurance, the time-invariant portfolio protection, and the exponential proportion portfolio insurance, via an in-depth performance analysis. We aim to ascertain whether...