Sfoglia per Autore
A variable selection procedure based on predictive ability: a preliminary study on logistic regression
2023 Coppola, Mariarosaria; Simone, Rosaria
The gender gap in life expectancy and its implications on pension systems: a comparative analysis over OECD countries
2022 Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria
On the evolution of the gender gap in life expectancy at normal retirement age for OECD countries
2022 Coppola, M.; Russolillo, M.; Simone, R.
On the management of retirement age indexed to life expectancy: a scenario analysis of the Italian longevity experience
2020 Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria
An Indexation Mechanism for Retirement Age: Analysis of the Gender Gap
2019 Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria
Risk and uncertainty for flexible retirement schemes
2018 Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria
An option pricing approach for measuring Solvency Capital Requirements in Insurance Industry
2018 Valeriad’Amato, ; Coppola, Mariarosaria; Levantesi, Susanna
Flexible retirement scheme for the Italian mortality experience
2018 Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria
The Impact of Mortality Projection Models in case of Flexible Retirement Schemes
2017 Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria
Flexible retirement scheme for the Italian mortality experience
2017 Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria
A longevity basis risk analysis in a joint FDM framework
2017 Coppola, Mariarosaria; Levantesi, Susanna; Menzietti, Massimiliano; Russolillo, Maria; D'Amato, Valeria
Measuring and hedging the basis risk by Functional Demographic Models
2015 Coppola, Mariarosaria; V., D’Amato; S., Levantesi; M., Menzietti; M., Russolillo
Basis risk in solvency capital requirements for longevity risk
2014 Coppola, Mariarosaria; V., D'Amato
Further Results about Calibration of Longevity Risk for the Insurance Business
2014 Coppola, Mariarosaria; V., D'Amato
The SCR Adequacy according to the Volatility Longevity Shocks.
2013 Coppola, Mariarosaria; V., D'Amato
Longevity risk hedging and basisi risk.
2013 Coppola, Mariarosaria; D’Amato, V.; Levantesi, S.; Menzietti, M.; Russolillo, M.
Longevity risk hedging and basis risk
2013 Coppola, Mariarosaria; D’Amato, V.; Levantesi, S.; Menzietti, M.; Russolillo, M.
The SCR adequacy according to the volatility longevity shocks
2013 Coppola, Mariarosaria; D'Amato, V.
Managing basis risk in longevity hedging strategies
2012 Coppola, Mariarosaria; D’Amato, V.; Levantesi, S.; Menzietti, M.; Russolillo, M.
Managing basis risk in longevity hedging strategies
2012 Coppola, Mariarosaria; D’Amato, V.; Levantesi, S.; Menzietti, M.; Russolillo, M.
Titolo | Tipologia | Data di pubblicazione | Autore(i) | File |
---|---|---|---|---|
A variable selection procedure based on predictive ability: a preliminary study on logistic regression | 4.1 Articoli in Atti di convegno | 2023 | Coppola, Mariarosaria; Simone, Rosaria | |
The gender gap in life expectancy and its implications on pension systems: a comparative analysis over OECD countries | 4.2 Abstract in Atti di convegno | 2022 | Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria | |
On the evolution of the gender gap in life expectancy at normal retirement age for OECD countries | 1.1 Articolo in rivista | 2022 | Coppola, M.; Russolillo, M.; Simone, R. | |
On the management of retirement age indexed to life expectancy: a scenario analysis of the Italian longevity experience | 1.1 Articolo in rivista | 2020 | Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria | |
An Indexation Mechanism for Retirement Age: Analysis of the Gender Gap | 1.1 Articolo in rivista | 2019 | Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria | |
Risk and uncertainty for flexible retirement schemes | 2.1 Contributo in volume (Capitolo o Saggio) | 2018 | Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria | |
An option pricing approach for measuring Solvency Capital Requirements in Insurance Industry | 1.1 Articolo in rivista | 2018 | Valeriad’Amato, ; Coppola, Mariarosaria; Levantesi, Susanna | |
Flexible retirement scheme for the Italian mortality experience | 2.1 Contributo in volume (Capitolo o Saggio) | 2018 | Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria | |
The Impact of Mortality Projection Models in case of Flexible Retirement Schemes | 4.2 Abstract in Atti di convegno | 2017 | Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria | |
Flexible retirement scheme for the Italian mortality experience | 4.1 Articoli in Atti di convegno | 2017 | Coppola, Mariarosaria; Russolillo, Maria; Simone, Rosaria | |
A longevity basis risk analysis in a joint FDM framework | 1.1 Articolo in rivista | 2017 | Coppola, Mariarosaria; Levantesi, Susanna; Menzietti, Massimiliano; Russolillo, Maria; D'Amato, Valeria | |
Measuring and hedging the basis risk by Functional Demographic Models | 1.1 Articolo in rivista | 2015 | Coppola, Mariarosaria; V., D’Amato; S., Levantesi; M., Menzietti; M., Russolillo | |
Basis risk in solvency capital requirements for longevity risk | 1.1 Articolo in rivista | 2014 | Coppola, Mariarosaria; V., D'Amato | |
Further Results about Calibration of Longevity Risk for the Insurance Business | 1.1 Articolo in rivista | 2014 | Coppola, Mariarosaria; V., D'Amato | |
The SCR Adequacy according to the Volatility Longevity Shocks. | 8.02 Comunicazioni a Convegni o Seminari | 2013 | Coppola, Mariarosaria; V., D'Amato | |
Longevity risk hedging and basisi risk. | 8.02 Comunicazioni a Convegni o Seminari | 2013 | Coppola, Mariarosaria; D’Amato, V.; Levantesi, S.; Menzietti, M.; Russolillo, M. | |
Longevity risk hedging and basis risk | 4.2 Abstract in Atti di convegno | 2013 | Coppola, Mariarosaria; D’Amato, V.; Levantesi, S.; Menzietti, M.; Russolillo, M. | |
The SCR adequacy according to the volatility longevity shocks | 4.2 Abstract in Atti di convegno | 2013 | Coppola, Mariarosaria; D'Amato, V. | |
Managing basis risk in longevity hedging strategies | 4.3 Poster | 2012 | Coppola, Mariarosaria; D’Amato, V.; Levantesi, S.; Menzietti, M.; Russolillo, M. | |
Managing basis risk in longevity hedging strategies | 8.02 Comunicazioni a Convegni o Seminari | 2012 | Coppola, Mariarosaria; D’Amato, V.; Levantesi, S.; Menzietti, M.; Russolillo, M. |
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