RUSSOLILLO, Maria

RUSSOLILLO, Maria  

Dipartimento di Scienze Economiche e Statistiche/DISES  

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A computational experiment to assess sensitivity in bilinear mortality forecasting 1-gen-2007 Russolillo, Maria; Giordano, Giuseppe
A framework for pricing a mortality derivative: The q-forward contract 1-gen-2011 Russolillo, Maria; D'Amato, Valeria; Gabriella, Piscopo
Absolute and Relative Gender Gap in Pensions: The Impact of the Transition from DB to NDC in Italy 1-gen-2022 Abatemarco, Antonio; Russolillo, Maria
Adaptive Neuro-Fuzzy Inference Systems vs Stochastic Models for Mortality data 1-gen-2014 Russolillo, Maria; D'Amato, Valeria; G., Piscopo
Alternative Assessments of the Longevity Trends 1-gen-2014 Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo
An Extrapolative Strategy to Asses Mortality Trends by Age-Specific Profiles 1-gen-2006 Russolillo, Maria; Giordano, Giuseppe; S., Haberman
Assessing Actuarial Projections Accuracy: Traditional vs. Experimental Strategy 1-gen-2017 Russolillo, Maria
Coherent modeling of mortality patterns for age-specific subgroups 1-gen-2019 Giordano, Giuseppe; Haberman, Steven; Russolillo, Maria
Comparing Mortality Trends via Lee Carter Method in the Framework of Multidimensional Data Analysis. 1-gen-2008 Russolillo, Maria; Giordano, Giuseppe; Haberman, S.
Computational Framework for Longevity Risk Management 1-gen-2014 Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo
Detecting common longevity trends by a multiple population approach 1-gen-2014 Russolillo, Maria; D'Amato, Valeria; S., Haberman; G., Piscopo; L., Trapani
The Dynamics of the Gender Gap at Retirement in Italy: Evidence from SHARE 1-gen-2022 Abatemarco, Antonio; Russolillo, Maria
Efficient Bootstrap applied to the Poisson Log-Bilinear Lee Carter Model 1-gen-2009 Russolillo, Maria; D'Amato, Valeria; Haberman, S.
Efficient simulation in the LC framework 1-gen-2010 Russolillo, Maria; D'Amato, Valeria; G., Piscopo
Empirical Evidence from the Three-Way LC Model 1-gen-2018 Giordano, Giuseppe; Haberman, Steven; Russolillo, Maria
Empirical Scenario Forecasting for financial risk measurement in pension annuity systems 1-gen-2013 D'Amato, Valeria; Di Lorenzo, E.; Russolillo, Maria; Sibillo, Marilena
Exploring mortality data in homogeneous risk regions 1-gen-2016 Giordano, Giuseppe; Primerano, Ilaria; Russolillo, Maria
Extending the Lee-Carter model: a three-way decomposition 1-gen-2011 Russolillo, Maria; Giordano, Giuseppe; Steven, Haberman
Flexible retirement scheme for the Italian mortality experience 1-gen-2018 Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria
Flexible retirement scheme for the Italian mortality experience 1-gen-2017 Coppola, M.; Russolillo, M.; Simone, R.