Paolo De Angelis

Pubblicazioni

Titolo Pubblicato in Anno
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders DECISIONS IN ECONOMICS AND FINANCE 2022
On the Assessment of the Payment Limitation for an Health Plan Mathematical and Statistical Methods for Actuarial Sciences and Finance - MAF 2022 2022
A Two-Part Beta Regression Approach for Modeling Surrenders and Withdrawals in a Life Insurance Portfolio NORTH AMERICAN ACTUARIAL JOURNAL 2022
Betting on bitcoin: a profitable trading between directional and shielding strategies DECISIONS IN ECONOMICS AND FINANCE 2021
Evaluating Ruin Probabilities: A Streamlined Approach APPLIED MATHEMATICS E-NOTES 2021
Il processo di selezione del gestore assicurativo La gestione del rischio nei fondi sanitari integrativi 2021
An Application of Zero-One Inflated Beta Regression Models for Predicting Health Insurance Reimbursement Mathematical and Statistical Methods for Actuarial Sciences and Finance 2021
A Risk Based Approach for the Solvency Capital Requirement for Health Plans Mathematical and Statistical Methods for Actuarial Sciences and Finance 2021
Criteri per il controllo di gestione e per i processi di risk management La gestione del rischio nei fondi sanitari integrativi 2021
Capital allocation and RORAC optimization under solvency 2 standard formula ANNALS OF OPERATIONS RESEARCH 2020
An application of Sigmoid and Double-Sigmoid functions for dynamic policyholder behaviour DECISIONS IN ECONOMICS AND FINANCE 2020
A new numerical method for a class of Volterra and Fredholm integral equations JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 2020
A mean-value Approach to solve fractional differential and integral equations CHAOS, SOLITONS & FRACTALS 2020
Non-standard Volterra integral equations: a mean-value theorem numerical approach APPLIED MATHEMATICAL SCIENCES 2020
Lezioni di matematica finanziaria 2019
Il processo di selezione del gestore assicurativo La gestione del rischio nei fondi sanitari integrativi 2019
Criteri per il controllo di gestione e per i processi di risk management La gestione del rischio nei fondi sanitari integrativi 2019
A Quantile Regression approach for the analysis of the diversification in non-life premium risk SOFT COMPUTING 2019
Classification Ratemaking via Quantile Regression and a Comparison with Generalized Linear Models Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF 2018 2018
Dynamic Policyholder Behaviour and Surrender Option Evaluation for Life Insurance Mathematical and Statistical Methods for Actuarial Sciences and Finance 2018

Progetti di Ricerca

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