Pubblicazioni

Mathematical and Statistical methods for Actuarial Sciences and Finance

2024 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
Apicella, Giovanna; Di Lorenzo, Emilia; Magni, Giulia; Sibillo, Marilena

Pension funds with longevity risk: an optimal portfolio insurance approach

2024 - INSURANCE MATHEMATICS & ECONOMICS
Di Giacinto, Marina; Mancinelli, Daniele; Marino, Mario; Oliva, Immacolata

Longevity risk and economic growth in sub-populations: evidence from Italy

2020 - DECISIONS IN ECONOMICS AND FINANCE
Bozzo, G.; Levantesi, S.; Menzietti, M.

The dependency premium based on a Multifactor Model for dependent mortality data

2019 - COMMUNICATIONS IN STATISTICS. THEORY AND METHODS
D'Amato, Valeria; Haberman, Steven; Piscopo, Gabriella

An option pricing approach for measuring Solvency Capital Requirements in Insurance Industry

2018 - PHYSICA. A
Coppola, Mariarosaria; D’Amato, Valeria; Levantesi, Susanna

De-risking strategy: Longevity spread buy-in

2018 - INSURANCE MATHEMATICS & ECONOMICS
D’Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena

A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC

2017 - JOURNAL OF APPLIED STATISTICS
Baione, Fabio; DE ANGELIS, Paolo; Menzietti, Massimiliano; Tripodi, Agostino

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