Pension funds risk analysis : stochastic solvency in a management perspective

von Orlando, Albina
Veröffentlicht in Problems and perspectives in management (2010)

Further remarks on risk profiles for life insurance participating policies

von Orlando, Albina
Veröffentlicht in Mathematical and statistical methods in insurance and finance (2008)

Managing structured bonds : an analysis using RAROC and EVA

von Cocozza, Rosa
Veröffentlicht in Journal of risk management in financial institutions (2009)

Measuring and managing the longevity risk for an indexed life annuity

von Orlando, Albina
Veröffentlicht in Problems and perspectives in management (2013)

Managing the riskiness of defined contribution pension funds in a fair-valuation context

von Orlando, Albina
Veröffentlicht in Journal of risk management in financial institutions (2010)

Valuation and risk assessment of a portfolio of variable annuities : a vector autoregression approach

von Orlando, Albina
Veröffentlicht in Journal of mathematical finance (2018)

Profitability vs. attractiveness within a performance analysis of a life annuity business

von Di Lorenzo, Emilia
Veröffentlicht in MAF (7. : 2016 : Paris) Mathematical and statistical methods for actuarial sciences and finance (2017)

Measuring risk-adjusted performance and product attractiveness of a life annuity portfolio

von Di Lorenzo, Emilia
Veröffentlicht in Journal of mathematical finance (2017)

Interest rate movements in the life insurance fair valuation context

Veröffentlicht in Liquidity, interest rates and banking (2009)

Cyber risk management: an actuarial point of view

von Carfora, Maria Francesca
Veröffentlicht in The journal of operational risk (2019)

Solvency analysis and demographic risk measures

Veröffentlicht in Journal of risk finance (2011)

The value at risk of the mathematical provision : critical issues

Veröffentlicht in Journal of risk management in financial institutions (2008)