Modelling and numerical sensitivity study on the conjecture of a subglacial lake at Amundsenisen, Svalbard

We present a new numerical procedure to assess the plausibility of a subglacial lake in case of relative small/moderate extension and surging temperate icefield. In addition to the flat signal from Ground Penetrating Radar remote survey of the area, early indication of a likely subglacial lake, required icefield data are: top surface elevation and bathymetry, top surface velocity at some points, in-depth temperature and density profiles of upper layer. The procedure is based on a mathematical model of the evolution of dynamics and thermo-dynamics of the icefield and of a subglacial lake.

A stochastic model for loan interest rates

Abstract. The topic of interest rate restrictions and their legal implications represents a delicate subject about which a recent inventory of EU authorities was developed. This is aimed to inspection of the so called principle of "good morals" against usury for the Member States. The most recent Italian law regulating legal rates of interest applied in loans, sets a threshold under which loan interest rates have to remain for being nonusurious, in the sense that if the loan rate lies outside the threshold, it becomes a usury rate and has to be prosecuted.

A stochastic quantile approach for longevity risk

This paper investigates the problem of quantifying longevity risk in a quantile perspective. In this field, the idea of deepening the expected changes of future mortality rates over a single year is gaining. In the following the authors propose an approach which combines a stochastic model for the evolution of mortality rates and a quantile analysis of the mortality distribution in order to capture the trend component of longevity. An ex post analysis is proposed, relying on the past mortality experience of the Italian male population measured in the period of 1954-2008.