UniSa - IRIS Institutional Research Information System

D'AMATO, Valeria
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
AS - Asia 12.745
NA - Nord America 4.403
EU - Europa 1.590
SA - Sud America 232
AF - Africa 24
Continente sconosciuto - Info sul continente non disponibili 5
OC - Oceania 3
Totale 19.002
Salva come PNG Salva come JPEG
Nazione #
HK - Hong Kong 11.151
US - Stati Uniti d'America 4.358
SG - Singapore 636
IT - Italia 564
CN - Cina 487
UA - Ucraina 315
VN - Vietnam 205
BR - Brasile 200
RU - Federazione Russa 195
DE - Germania 127
IE - Irlanda 107
KR - Corea 75
FI - Finlandia 73
TR - Turchia 73
GB - Regno Unito 48
FR - Francia 47
SE - Svezia 34
IN - India 29
NL - Olanda 22
CA - Canada 21
MX - Messico 16
AR - Argentina 14
JP - Giappone 14
ES - Italia 13
ID - Indonesia 12
ZA - Sudafrica 12
BD - Bangladesh 11
EC - Ecuador 9
PL - Polonia 9
CZ - Repubblica Ceca 7
IL - Israele 7
CH - Svizzera 6
IQ - Iraq 6
PK - Pakistan 6
EU - Europa 5
LT - Lituania 5
CO - Colombia 4
SA - Arabia Saudita 4
TW - Taiwan 4
AE - Emirati Arabi Uniti 3
BE - Belgio 3
BG - Bulgaria 3
KE - Kenya 3
KZ - Kazakistan 3
MA - Marocco 3
MY - Malesia 3
PT - Portogallo 3
TH - Thailandia 3
UZ - Uzbekistan 3
VE - Venezuela 3
AT - Austria 2
AZ - Azerbaigian 2
BN - Brunei Darussalam 2
CU - Cuba 2
GT - Guatemala 2
LI - Liechtenstein 2
NZ - Nuova Zelanda 2
AM - Armenia 1
BB - Barbados 1
BO - Bolivia 1
BY - Bielorussia 1
CD - Congo 1
CG - Congo 1
DK - Danimarca 1
DO - Repubblica Dominicana 1
DZ - Algeria 1
EG - Egitto 1
ET - Etiopia 1
GE - Georgia 1
GR - Grecia 1
HR - Croazia 1
JM - Giamaica 1
JO - Giordania 1
KH - Cambogia 1
LB - Libano 1
LU - Lussemburgo 1
NP - Nepal 1
PY - Paraguay 1
SN - Senegal 1
TT - Trinidad e Tobago 1
WS - Samoa 1
Totale 19.002
Salva come PNG Salva come JPEG
Città #
Hong Kong 11.140
Ann Arbor 1.114
Woodbridge 409
Chandler 393
Jacksonville 354
Singapore 328
Princeton 295
Dallas 245
Houston 180
Wilmington 170
Ashburn 160
Dong Ket 151
Dublin 103
Beijing 84
Nanjing 71
Andover 68
Izmir 65
Salerno 64
Boardman 50
Moscow 47
Los Angeles 45
Pellezzano 43
Rome 43
Redwood City 31
Shenyang 29
Milan 28
Munich 28
New York 28
Fairfield 27
The Dalles 26
São Paulo 25
Hebei 22
Ho Chi Minh City 22
Nanchang 22
Jiaxing 21
Guilin 20
Changsha 19
Dearborn 18
Naples 18
Napoli 17
Turku 15
Tokyo 14
Boston 13
Düsseldorf 13
Mestre 13
Amsterdam 12
Giugliano In Campania 12
Jinan 12
Seattle 12
Atlanta 11
Brooklyn 11
Norwalk 11
Chennai 10
Chicago 10
Phoenix 10
Rio de Janeiro 10
Santa Clara 10
Cambridge 9
Columbus 9
Guido 9
Hanoi 9
Washington 9
Denver 8
Frankfurt am Main 8
Gangnam-gu 8
Poplar 8
Pune 8
San Francisco 8
Seoul 8
Fisciano 7
Florence 7
Guangzhou 7
Johannesburg 7
London 7
Manchester 7
Shanghai 7
Tianjin 7
Ankara 6
Brno 6
Montreal 6
Riobamba 6
Sarno 6
Stockholm 6
Warsaw 6
Bari 5
Hangzhou 5
Marano 5
Mexico City 5
Mumbai 5
Orem 5
Porto Alegre 5
Toronto 5
Bologna 4
Carate Brianza 4
Casagiove 4
Council Bluffs 4
Genoa 4
Haikou 4
Indiana 4
Ningbo 4
Totale 16.493
Salva come PNG Salva come JPEG
Nome #
Efficient Bootstrap applied to the Poisson Log-Bilinear Lee Carter Model 724
Gli effetti della pandemia da Covid-19 sulla popolazione italiana e sul pricing dei prodotti assicurativi di puro rischio 722
Efficient simulation in the LC framework 699
How Health-Related Issues in ESG Insurance Industry Can Influence Adverse Selection 689
De-risking strategy: Longevity spread buy-in 644
COVID-19 accelerated mortality shocks and the impact on life insurance: the Italian situation 563
Counterparty risk evaluation in power derivatives 541
The Stratified Sampling Bootstrap for Measuring the Uncertainty in Mortality Forecasts 516
Forecasting Net Migration by Functional Demographic Model 454
Internal risk control by solvency measures 431
Fair value and demographic aspects of the insured loan 431
Pricing di opzioni esotiche: rassegna teorica e strumenti informatici per il prezzamento 426
Some Remarks on parametric Monte Carlo Simulation applied to the Lee Carter model 420
Iterative Algorithms for detecting mortality trends in the family of Lee Carter Models 398
A framework for pricing a mortality derivative: The q-forward contract 393
Remarks on insured loan valuations 364
Further Results about Calibration of Longevity Risk for the Insurance Business 359
Fair value and demographic aspects of the insured loan 355
What if two different interest rates datasets allow for discribing the same financial product? 327
Longevity risk hedging and basis risk 320
Detecting common longevity trends by a multiple population approach 287
The fair value of the insured loan portfolio scheduled at variable interest rates 269
Innovative Parametric Weather Insurance on Satellite Data in Agribusiness 264
Frailty-based Lee–Carter family of stochastic mortality models 258
Fair Value and Demographic Aspects of the Insured Loans 258
Modelling Dependent Data For Longevity Projections 243
1. Life annuity portfolios: risk-adjusted valuations and suggestions on the product attractiveness 239
Integrated Variance Reduction Techniques in the Lee Carter model 223
Profit participation annuities: A business profitability analysis within a demographic risk sensitive approach 216
Backtesting the Solvency Capital Requirement for Longevity risk. 207
Basis risk in solvency capital requirements for longevity risk 200
How ESG corporate reputation affects sustainability premiums in the insurance industry 184
Multiple Mortality Modeling in Poisson Lee Carter framework 177
De-risking long-term care insurance 175
Machine learning-based climate risk sharing for an insured loan in the tourism industry 173
Alternative Assessments of the Longevity Trends 159
Computational Framework for Longevity Risk Management 159
Disruption of Life Insurance Profitability in the Aftermath of the COVID-19 Pandemic 158
Adaptive Neuro-Fuzzy Inference Systems vs Stochastic Models for Mortality data 151
Profit participation annuities: a business profitability analysis within a demographic risk sensitive approach 151
Simulation framework in fertility projections 145
The Future Evolution of the Mortality Acceleration Due to the COVID-19: The Charlson Comorbidity Index in Stochastic Setting 142
Remarks on insured loan valuation 141
A longevity basis risk analysis in a Joint FDM framework 137
The mortality of the Italian population: Smoothing techniques on the Lee-Carter Model 128
De-risking long-term care insurance 127
The solvency capital requirement management for an insurance company 125
The Poisson log-bilinear Lee Carter model: Applications of efficient bootstrap methods to annuity analyses 120
The Mortality Pricing of the Q-forward contracts 120
Surplus analysis in life office management: the role of longevity risk 118
RISK MEASUREMENT AND FAIR VALUATION ASSESSMENT IN LIFE INSURANCE FIELD 117
Il pricing delle obbligazioni strutturate reverse floater: profili critici ed analisi del rischio di modello 115
An option pricing approach for measuring Solvency Capital Requirements in Insurance Industry 114
The conjoint effects of stochastic risks on insurance portfolio internal models 110
The interplay between financial and demographic risks in a pension annuity system 106
The dependency premium based on a Multifactor Model for dependent mortality data 104
Multiple Population Projections by Lee Carter Models 100
"Money Purchase" Pensions: Contract proposals and risk analysis 100
De-risking Strategy: Modeling Buy-in 99
Population Heterogeneity in Defined Contribution Pension Schemes 99
Risk-sensitive insurance management vs the financial crisis 99
Smoothing the Lee Carter Model: an empirical analysis on the Italian data 97
New Challenges in Pension Industry: Proposals of Personal Pension Products 96
Testing for dependence across age and time in longevity data 95
Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans 95
Empirical Scenario Forecasting for financial risk measurement in pension annuity systems 94
Intensive Computational Forecasting Approach to the Functional Demographic Lee Carter Model 89
Measuring and hedging the basis risk by Functional Demographic Models 89
Profit-Sharing and Personal Pension Products: A Proposal 89
Lee Carter error matrix simulation: heteroschedasticity impact on actuarial valuations 88
Artificial Intelligence Algorithms in Precision Medicine: A New Approach in Clinical Decision-Making 87
Measuring mortality heterogeneity in pension annuities 87
Sieve Bootstrap for Longevity Projections 87
Trotula e le piante medicinali mediterranee: dal Medioevo alla cosmetologia moderna 84
Life office management perspectives by actuarial risk indexes 84
Measuring and Hedging the basis risk by Functional Data Models 84
The medieval skincare routine according to the formulations of Madgistra Trotula and the Medical School of Salerno and its reflection on cosmetology of the third millennium 83
Real Estate Pension Schemes: Modeling and Perspectives 83
Methods for improving mortality projections 82
Pension schemes versus real estate 80
Risk measurement and fair valuation assessment in the insurance field 79
The impact of the discrepancies in the yield curve on actuarial forecasting 78
Stratified Sampling scheme of death causes for forecasting the survival trend 77
Safety loading in the annuity pension fund dynamic 75
ESG score prediction through random forest algorithm 75
Forecasting healthy life expectancy 72
Deep learning in predicting cryptocurrency volatility 70
Life office management perspectives by actuarial risk indexes 68
Insurance business and social sustainability: A proposal 66
The Poisson log-bilinear Lee Carter model: efficient bootstrap in life annuity actuarial analysis 66
Risks | Special Issue : New Perspectives in Actuarial Risk Management 63
Climate protection gap: methodological tool-box for the agribusiness 60
New Perspectives in Actuarial Risk Management 58
Insurance Incentives to Pursue Social Well-Being 49
Effect of the COVID-19 frailty heterogeneity on the future evolution of mortality by stratified weighting 41
Vine copula modeling dependence among cyber risks: A dangerous regulatory paradox 39
Machine learning due diligence evaluation to increase NPLs profitability transactions on secondary market 39
Fundamental ratios as predictors of ESG scores: a machine learning approach 38
Policyholders’ subjective beliefs: approaching new drivers of insurance ESG reputational risk 33
Totale 19.212
Salva come PNG Salva come JPEG
Categoria #
all - tutte 42.315
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 42.315
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021430 0 0 0 0 0 32 81 8 69 14 63 163
2021/2022566 4 3 4 19 7 29 7 20 76 76 73 248
2022/2023909 99 60 11 125 127 204 0 77 116 15 54 21
2023/2024479 42 63 28 19 34 66 25 33 15 32 34 88
2024/2025895 28 23 46 50 30 113 149 88 122 34 155 57
2025/202612.533 397 6.748 4.601 215 499 73 0 0 0 0 0 0
Totale 19.212