Pubblicazioni

A Solvency II Partial Internal Model Considering Reinsurance and Counterparty Default Risk

2024 - JOURNAL OF RISK AND FINANCIAL MANAGEMENT
Crisafulli, Matteo

Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions

2023 - INTERNATIONAL JOURNAL OF APPROXIMATE REASONING
Petturiti, Davide; Stabile, Gabriele; Vantaggi, Barbara

NON-DAMAGE BUSINESS INTERRUPTION INSURANCE POLICIES DURING THE COVID-19 PANDEMIC

2022 - Economic Review: Journal of Economics and Business
Brogi, Marina; Lagasio, Valentina; Santoboni, Fabrizio

Value adjustments and dynamic hedging of reinsurance counterparty risk

2020 - SIAM JOURNAL ON FINANCIAL MATHEMATICS
Ceci, Claudia; Colaneri, Katia; Frey, Rüdiger; Köck, Verena

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

2019 - RISKS
Pallaria, Antonio; Savelli, Nino

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