Pubblicazioni

Constant or Variable? A Performance Analysis among Portfolio Insurance Strategies

2023 - RISKS

Mancinelli, Daniele; Oliva, Immacolata

Disruption of Life Insurance Profitability in the Aftermath of the COVID-19 Pandemic

2022 - RISKS

Carannante, Maria; DâAmato, Valeria; Fersini, Paola; Forte, Salvatore; Melisi, Giuseppe

Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach

2021 - RISKS

Andreani, Mila; Candila, Vincenzo; Morelli, Giacomo; Petrella, Lea

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

Option Pricing, Zero Lower Bound, and COVID-19

2021 - RISKS

Morelli, G.; Petrella, L.

Credit Risk Management of Property Investments through Multi-Criteria Indicators

2021 - RISKS

Locurcio, Marco; Tajani, Francesco; Morano, Pierluigi; Anelli, Debora; Manganelli, Benedetto

Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach

2021 - RISKS

Andreani, Mila; Candila, Vincenzo; Morelli, Giacomo; Petrella, Lea

Insolvency Risk and Value Maximization: A Convergence between Financial Management and Risk Management

2021 - RISKS

Gennaro, Alessandro

Neural Networks and Betting Strategies for Tennis

2020 - RISKS

Candila, Vincenzo; Palazzo, Lucio

The Importance of Economic Variables on London Real Estate Market: A Random Forest Approach

2020 - RISKS

Levantesi, Susanna; Piscopo, Gabriella

Application of Machine Learning to Mortality Modeling and Forecasting

2019 - RISKS

Levantesi, Susanna; Pizzorusso, Virginia

A deep learning integrated Lee-Carter model

2019 - RISKS

Nigri, Andrea; Levantesi, Susanna; Marino, Mario; Scognamiglio, Salvatore; Perla, Francesca

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

2019 - RISKS

Pallaria, Antonio; Savelli, Nino

Claim watching and individual claims reserving using classification and regression trees

2019 - RISKS

De Felice, M.; Moriconi, F.

Risks | Special Issue : New Perspectives in Actuarial Risk Management

2019 - RISKS

Sibillo, Marilena; D'Amato, Valeria

On the Volatility Spillover between Agricultural Commodities and Latin American Stock Markets

2018 - RISKS

Candila, Vincenzo; Farace, Salvatore

Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans

2018 - RISKS

Sibillo, Marilena; Di Lorenzo, Emilia; D'Amato, Valeria

Maximum Market Price of Longevity Risk under Solvency Regimes: The Case of Solvency II.

2017 - RISKS

Levantesi, Susanna; Menzietti, M.

Backtesting the LeeâCarter and the CairnsâBlakeâDowd stochastic mortality models on italian death rates

2017 - RISKS

Maccheroni, C.; Nocito, S.