Sfoglia per Autore
Forecasting healthy life expectancy
2012-01-01 Russolillo, Maria; D'Amato, Valeria
Backtesting the Solvency Capital Requirement for Longevity risk.
2012-01-01 D'Amato, Valeria; Mariarosaria, Coppola
Internal risk control by solvency measures
2012-01-01 D'Amato, Valeria; Emilia Di, Lorenzo; 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
Simulation framework in fertility projections
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
Longevity risk hedging and basis risk
2013-01-01 Russolillo, Maria; Coppola, M.; D'Amato, Valeria; Levantesi, S.; Menzietti, M.
De-risking Strategy: Modeling Buy-in
2013-01-01 D'Amato, Valeria; DI LORENZO, Emilia; Sibillo, Marilena
Empirical Scenario Forecasting for financial risk measurement in pension annuity systems
2013-01-01 D'Amato, Valeria; Di Lorenzo, E.; Russolillo, Maria; Sibillo, Marilena
Further Results about Calibration of Longevity Risk for the Insurance Business
2014-01-01 D'Amato, Valeria; M., Coppola
Detecting common longevity trends by a multiple population approach
2014-01-01 Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo; L., Trapani
Alternative Assessments of the Longevity Trends
2014-01-01 Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo
Adaptive Neuro-Fuzzy Inference Systems vs Stochastic Models for Mortality data
2014-01-01 Russolillo, Maria; D'Amato, Valeria; G., Piscopo
Computational Framework for Longevity Risk Management
2014-01-01 Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo
The solvency capital requirement management for an insurance company
2014-01-01 D'Amato, Valeria; M., Coppola
Basis risk in solvency capital requirements for longevity risk
2014-01-01 Coppola, Mariarosaria; D'Amato, Valeria
Measuring and hedging the basis risk by Functional Demographic Models
2015-01-01 Russolillo, Maria; D'Amato, Valeria
Multiple Mortality Modeling in Poisson Lee Carter framework
2016-01-01 D'Amato, Valeria; Haberman, S.; Piscopo, G.; Russolillo, Maria; Trapani, L.
The impact of the discrepancies in the yield curve on actuarial forecasting
2016-01-01 D'Amato, Valeria; Di Lorenzo, Emilia; Diaz, Antonio; Navarro, Eliseo; Sibillo, Marilena
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Forecasting healthy life expectancy | 1-gen-2012 | Russolillo, Maria; D'Amato, Valeria | |
| Backtesting the Solvency Capital Requirement for Longevity risk. | 1-gen-2012 | D'Amato, Valeria; Mariarosaria, Coppola | |
| Internal risk control by solvency measures | 1-gen-2012 | D'Amato, Valeria; Emilia Di, Lorenzo; 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 | |
| Simulation framework in fertility projections | 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 | |
| Longevity risk hedging and basis risk | 1-gen-2013 | Russolillo, Maria; Coppola, M.; D'Amato, Valeria; Levantesi, S.; Menzietti, M. | |
| De-risking Strategy: Modeling Buy-in | 1-gen-2013 | D'Amato, Valeria; DI LORENZO, Emilia; Sibillo, Marilena | |
| Empirical Scenario Forecasting for financial risk measurement in pension annuity systems | 1-gen-2013 | D'Amato, Valeria; Di Lorenzo, E.; Russolillo, Maria; Sibillo, Marilena | |
| Further Results about Calibration of Longevity Risk for the Insurance Business | 1-gen-2014 | D'Amato, Valeria; M., Coppola | |
| Detecting common longevity trends by a multiple population approach | 1-gen-2014 | Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo; L., Trapani | |
| Alternative Assessments of the Longevity Trends | 1-gen-2014 | Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo | |
| Adaptive Neuro-Fuzzy Inference Systems vs Stochastic Models for Mortality data | 1-gen-2014 | Russolillo, Maria; D'Amato, Valeria; G., Piscopo | |
| Computational Framework for Longevity Risk Management | 1-gen-2014 | Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo | |
| The solvency capital requirement management for an insurance company | 1-gen-2014 | D'Amato, Valeria; M., Coppola | |
| Basis risk in solvency capital requirements for longevity risk | 1-gen-2014 | Coppola, Mariarosaria; D'Amato, Valeria | |
| Measuring and hedging the basis risk by Functional Demographic Models | 1-gen-2015 | Russolillo, Maria; D'Amato, Valeria | |
| Multiple Mortality Modeling in Poisson Lee Carter framework | 1-gen-2016 | D'Amato, Valeria; Haberman, S.; Piscopo, G.; Russolillo, Maria; Trapani, L. | |
| The impact of the discrepancies in the yield curve on actuarial forecasting | 1-gen-2016 | D'Amato, Valeria; Di Lorenzo, Emilia; Diaz, Antonio; Navarro, Eliseo; Sibillo, Marilena |
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