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Lee-Carter mortality forecasting: application to the Italian population 1-gen-2005 Russolillo, Maria; Haberman, S.
An Extrapolative Strategy to Asses Mortality Trends by Age-Specific Profiles 1-gen-2006 Russolillo, Maria; Giordano, Giuseppe; S., Haberman
A computational experiment to assess sensitivity in bilinear mortality forecasting 1-gen-2007 Russolillo, Maria; Giordano, Giuseppe
Surplus analysis in life office management: the role of longevity risk 1-gen-2008 Russolillo, Maria; D'Amato, Valeria; DI LORENZO, E; Sibillo, Marilena
Comparing Mortality Trends via Lee Carter Method in the Framework of Multidimensional Data Analysis. 1-gen-2008 Russolillo, Maria; Giordano, Giuseppe; Haberman, S.
The interplay between financial and demographic risks in a pension annuity system 1-gen-2009 Russolillo, Maria; D'Amato, Valeria; DI LORENZO, E.; Sibillo, Marilena
The Poisson log-bilinear Lee Carter model: efficient bootstrap in life annuity actuarial analysis 1-gen-2009 Russolillo, Maria; D'Amato, Valeria; DI LORENZO, E; Sibillo, Marilena
Smoothing the Lee Carter Model: an empirical analysis on the Italian data 1-gen-2009 Russolillo, Maria; D'Amato, Valeria; Piscopo, G.
Efficient Bootstrap applied to the Poisson Log-Bilinear Lee Carter Model 1-gen-2009 Russolillo, Maria; D'Amato, Valeria; Haberman, S.
Some Remarks on parametric Monte Carlo Simulation applied to the Lee Carter model 1-gen-2009 Russolillo, Maria; D'Amato, Valeria
Intensive Computational Forecasting Approach to the Functional Demographic Lee Carter Model 1-gen-2009 Russolillo, Maria; D'Amato, Valeria; Piscopo, G.
Stratified Sampling scheme of death causes for forecasting the survival trend 1-gen-2010 Russolillo, Maria; D'Amato, Valeria
Risk-sensitive insurance management vs the financial crisis 1-gen-2010 Sibillo, Marilena; R., Cocozza; D'Amato, Valeria; E., Di Lorenzo; Russolillo, Maria
Efficient simulation in the LC framework 1-gen-2010 Russolillo, Maria; D'Amato, Valeria; G., Piscopo
The conjoint effects of stochastic risks on insurance portfolio internal models 1-gen-2010 Sibillo, Marilena; D'Amato, Valeria; Emilia Di, Lorenzo; Russolillo, Maria
Integrated Variance Reduction Techniques in the Lee Carter model 1-gen-2010 Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo
Lee Carter error matrix simulation: heteroschedasticity impact on actuarial valuations 1-gen-2010 Russolillo, Maria; D'Amato, Valeria
A framework for pricing a mortality derivative: The q-forward contract 1-gen-2011 Russolillo, Maria; D'Amato, Valeria; Gabriella, Piscopo
Methods for improving mortality projections 1-gen-2011 D'Amato, Valeria; Steven, Haberman; Gabriella, Piscopo; Russolillo, Maria
Profit participation annuities: a business profitability analysis within a demographic risk sensitive approach 1-gen-2011 D'Amato, Valeria; E., Di Lorenzo; A., Orlando; Russolillo, Maria; Sibillo, Marilena
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