Paolo De Angelis | Ricerc@Sapienza

Pubblicazioni

Titolo	Pubblicato in	Anno
Le altre analoghe misure di assunzione diretta del rischio. Una riflessione dal punto di vista tecnico-attuariale	Il decreto attuativo della Legge Gelli-Bianco	2024
An Application of Beta Binomial GAMLSS for the Estimate of Surrender Rates	Mathematical and Statistical Methods for Actuarial Sciences and Finance	2024
Rischi climatici in agricoltura: un approccio metodologico per il pricing del rischio assicurativo	Soluzioni assicurative per la resilienza delle imprese agricole rispetto al rischio climatico	2023
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

Progetti di Ricerca

Quantitative models for risks managing and pricing in bank and insurance sectors under the new EU regulation.