This paper provides a flexible multi-factor framework to address some ongoing challenges in mortality modeling, with a special focus on the mortality curvature and possible mortality plateau for extremely old ages. We extend the Gompertz law Gompertz (1825) by proposing a multi-factor...

Accurate crop yield forecasting is central to effective risk management for many stakeholders, including farmers, insurers, and governments, in various practices, such as crop management, sales and marketing, insurance policy design, premium rate setting, and reserving. This paper rst...

his paper presents a new prediction methodology for long-short portfolio return in its multiplicative version. Our method relies on the on-line universal portfolio construction. We derive a closed-form predicting formula whose coefficients are solely determined by historical data. We empirically...