| Estimating portfolio conditional returns distribution through style analysis models
|
2008 |
Attardi, Laura |
| A liability adequacy test for mathematical provision
|
2008 |
|
| Remarks on insured loan valuations
|
2008 |
Coppola, Mariarosaria |
| A biometric risks analysis in long term care insurance
|
2008 |
Levantesi, Susanna |
| Clustering financial data for mutual fund management
|
2008 |
Lisi, Francesco |
| Simulating a generalized Gaussian noise with shape parameter 1/2
|
2008 |
Nardon, Martina |
| Further remarks on risk profiles for life insurance participating policies
|
2008 |
Orlando, Albina |
| The analysis of extreme events : some forecasting approaches
|
2008 |
Salzano, Massimo |
| Least squares predictors for threshold models : properties and forecast evaluation
|
2008 |
Amendola, Alessandra |
| A full Monte Carlo approach to the valuation of the surrender option embedded in life insurance contracts
|
2008 |
Bacinello, Anna Rita |
| Spatial aggregation in scenario tree reduction
|
2008 |
Barro, Diana |
| Scaling laws in stock markets : an analysis of prices and volumes
|
2008 |
Bianchi, Sergio |
| Bounds for concave distortion risk measures for sums of risks
|
2008 |
Campana, Antonella |
| Dynamics of financial time series in an inhomogeneous aggregation framework
|
2008 |
Cerqueti, Roy |
| Exploring the copula approach for the analysis of financial durations
|
2008 |
De Luca, Giovanni |
| Analysis of economic fluctuations : a contribution from chaos theory
|
2008 |
Faggini, Marisa |
| Neural networks for bandwidth selection in non-parametric derivative estimation
|
2008 |
Giordano, Francesco |
| Comparing mortality trends via Lee-Carter method in the framework of multidimensional data analysis
|
2008 |
Giordano, Giuseppe |
| Classifying Italian pension funds via GARCH distance
|
2008 |
Otranto, Edoardo |
| Generalized influence functions and robustness analysis
|
2008 |
Fini, Matteo |
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