Sfoglia per Autore
Population Heterogeneity in Defined Contribution Pension Schemes
2011-01-01 Russolillo, Maria; D'Amato, Valeria; Gabriella, Piscopo
The Poisson log-bilinear Lee Carter model: Applications of efficient bootstrap methods to annuity analyses
2011-01-01 Russolillo, Maria; D'Amato, Valeria; Di Lorenzo, E.; Haberman, S.; Sibillo, Marilena
The mortality of the Italian population: Smoothing techniques on the Lee-Carter Model
2011-01-01 Russolillo, Maria; Gabriella, Piscopo; D'Amato, Valeria
Iterative Algorithms for detecting mortality trends in the family of Lee Carter Models
2011-01-01 Russolillo, Maria; D'Amato, Valeria; Piscopo, G.
Extending the Lee-Carter model: a three-way decomposition
2011-01-01 Russolillo, Maria; Giordano, Giuseppe; Steven, Haberman
Measuring and Hedging the basis risk by Functional Data Models
2012-01-01 Russolillo, Maria; Coppola, M.; D'Amato, Valeria; Levantesi, S.; Menzietti, M.
Forecasting healthy life expectancy
2012-01-01 Russolillo, Maria; D'Amato, Valeria
Testing for dependence across age and time in longevity data
2012-01-01 Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo
Sieve Bootstrap for Longevity Projections
2012-01-01 Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo
The Mortality Pricing of the Q-forward contracts
2012-01-01 Russolillo, Maria; D'Amato, Valeria; G., Piscopo
Internal risk control by solvency measures
2012-01-01 D'Amato, Valeria; Emilia Di, Lorenzo; Russolillo, Maria; Sibillo, Marilena
The Stratified Sampling Bootstrap for Measuring the Uncertainty in Mortality Forecasts
2012-01-01 D'Amato, Valeria; Steven, Haberman; Russolillo, Maria
Modelling Dependent Data For Longevity Projections
2012-01-01 D'Amato, Valeria; S., Haberman; G., Piscopo; Russolillo, Maria
Measuring mortality heterogeneity in pension annuities
2012-01-01 D'Amato, Valeria; Gabriella, Piscopo; Russolillo, Maria
Longevity risk hedging and basis risk
2013-01-01 Russolillo, Maria; Coppola, M.; D'Amato, Valeria; Levantesi, S.; Menzietti, M.
Empirical Scenario Forecasting for financial risk measurement in pension annuity systems
2013-01-01 D'Amato, Valeria; Di Lorenzo, E.; Russolillo, Maria; Sibillo, Marilena
Multiple Population Projections by Lee Carter Models
2013-01-01 Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo; L., Trapani
Forecasting Net Migration by Functional Demographic Model
2013-01-01 Russolillo, Maria; D'Amato, Valeria; G., Piscopo
Profit participation annuities: A business profitability analysis within a demographic risk sensitive approach
2013-01-01 D'Amato, Valeria; Di Lorenzo, Emilia; Orlando, Albina; Russolillo, Maria; Sibillo, Marilena
Simulation framework in fertility projections
2013-01-01 Russolillo, Maria; D'Amato, Valeria; G., Piscopo
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Population Heterogeneity in Defined Contribution Pension Schemes | 1-gen-2011 | Russolillo, Maria; D'Amato, Valeria; Gabriella, Piscopo | |
| The Poisson log-bilinear Lee Carter model: Applications of efficient bootstrap methods to annuity analyses | 1-gen-2011 | Russolillo, Maria; D'Amato, Valeria; Di Lorenzo, E.; Haberman, S.; Sibillo, Marilena | |
| The mortality of the Italian population: Smoothing techniques on the Lee-Carter Model | 1-gen-2011 | Russolillo, Maria; Gabriella, Piscopo; D'Amato, Valeria | |
| Iterative Algorithms for detecting mortality trends in the family of Lee Carter Models | 1-gen-2011 | Russolillo, Maria; D'Amato, Valeria; Piscopo, G. | |
| Extending the Lee-Carter model: a three-way decomposition | 1-gen-2011 | Russolillo, Maria; Giordano, Giuseppe; Steven, Haberman | |
| Measuring and Hedging the basis risk by Functional Data Models | 1-gen-2012 | Russolillo, Maria; Coppola, M.; D'Amato, Valeria; Levantesi, S.; Menzietti, M. | |
| Forecasting healthy life expectancy | 1-gen-2012 | Russolillo, Maria; D'Amato, Valeria | |
| Testing for dependence across age and time in longevity data | 1-gen-2012 | Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo | |
| Sieve Bootstrap for Longevity Projections | 1-gen-2012 | Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo | |
| The Mortality Pricing of the Q-forward contracts | 1-gen-2012 | Russolillo, Maria; D'Amato, Valeria; G., Piscopo | |
| Internal risk control by solvency measures | 1-gen-2012 | D'Amato, Valeria; Emilia Di, Lorenzo; Russolillo, Maria; Sibillo, Marilena | |
| The Stratified Sampling Bootstrap for Measuring the Uncertainty in Mortality Forecasts | 1-gen-2012 | D'Amato, Valeria; Steven, Haberman; Russolillo, Maria | |
| Modelling Dependent Data For Longevity Projections | 1-gen-2012 | D'Amato, Valeria; S., Haberman; G., Piscopo; Russolillo, Maria | |
| Measuring mortality heterogeneity in pension annuities | 1-gen-2012 | D'Amato, Valeria; Gabriella, Piscopo; Russolillo, Maria | |
| Longevity risk hedging and basis risk | 1-gen-2013 | Russolillo, Maria; Coppola, M.; D'Amato, Valeria; Levantesi, S.; Menzietti, M. | |
| Empirical Scenario Forecasting for financial risk measurement in pension annuity systems | 1-gen-2013 | D'Amato, Valeria; Di Lorenzo, E.; Russolillo, Maria; Sibillo, Marilena | |
| Multiple Population Projections by Lee Carter Models | 1-gen-2013 | Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo; L., Trapani | |
| Forecasting Net Migration by Functional Demographic Model | 1-gen-2013 | Russolillo, Maria; D'Amato, Valeria; G., Piscopo | |
| Profit participation annuities: A business profitability analysis within a demographic risk sensitive approach | 1-gen-2013 | D'Amato, Valeria; Di Lorenzo, Emilia; Orlando, Albina; Russolillo, Maria; Sibillo, Marilena | |
| Simulation framework in fertility projections | 1-gen-2013 | Russolillo, Maria; D'Amato, Valeria; G., Piscopo |
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