Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]

Veröffentlicht 2008

The uncertainty risk driver within a life annuity context : an overvierw

von Di Lorenzo, Emilia
Veröffentlicht in Problems and perspectives in management (2015)

Remarks on insured loan valuations

von Coppola, Mariarosaria
Veröffentlicht in Mathematical and statistical methods in insurance and finance (2008)

Fair value and demographic aspects of the insured loans

von Coppola, Mariarosaria
Veröffentlicht in Banks and bank systems (2009)

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

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

A stochastic proportional hazard model for the force of mortality

von Lorenzo, Emilia di
Veröffentlicht in Journal of forecasting (2006)

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)

Special issue on mathematical and statistical methods for acturial sciences and finance

Veröffentlicht 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)

A liability adequacy test for mathematical provision

Veröffentlicht in Mathematical and statistical methods in insurance and finance (2008)

Interest rate movements in the life insurance fair valuation context

Veröffentlicht in Liquidity, interest rates and banking (2009)

Social uncertainty evaluation in Social Impact Bonds : review and framework

von Scognamiglio, Elisabetta
Veröffentlicht in Research in international business and finance (2019)

De-risking strategy : longevity spread buy-in

von D'Amato, Valeria
Veröffentlicht in Insurance / Mathematics & economics (2018)

Mathematical and statistical methods for actuarial sciences and finance : MAF 2016

Veröffentlicht 2017

Mathematical and statistical methods for actuarial sciences and finance : MAF 2018

Veröffentlicht 2018