Pubblicazioni

A stochastic model for capital requirement assessment for mortality and longevity risk, focusing on idiosyncratic and trend components

2022 - ANNALS OF ACTUARIAL SCIENCE (PRINT)
Clemente, GIAN PAOLO; DELLA CORTE, Francesco; Savelli, Nino

A Bridge between Local GAAP and Solvency II Frameworks to Quantify Capital Requirement for Demographic Risk

2021 - RISKS
Clemente, Gian Paolo; Della Corte, Francesco; Savelli, Nino

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