Pubblicazioni

GEMAct: a Python package for non-life (re)insurance modeling

2024 - ANNALS OF ACTUARIAL SCIENCE (PRINT)
Pittarello, Gabriele; Luini, Edoardo; Marchione, Manfred Marvin

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

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

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