Pubblicazioni

Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio

2023 - ANNALS OF ACTUARIAL SCIENCE (PRINT)
Cotticelli, Stefano; Savelli, Nino

Premium Risk net of Reinsurance: from short-term to medium term assessment

2019 - RISKS
Pallaria, Antonio; Savelli, Nino

Bayesian estimation of structure variables in the Collective Risk Model for reserve risk

2019 - JOURNAL OF APPLIED FINANCE AND BANKING
Ricotta, Alessandro; Luini, EDOARDO GLAUCO

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