COPPOLA, MARIAROSARIA
COPPOLA, MARIAROSARIA
DIPARTIMENTO DI SCIENZE POLITICHE
Fair value and demographic aspects of the insured loans
2006 Coppola, Mariarosaria; D'Amato, V.; Sibillo, M.
Fair valuation scheme for life annuity contracts
2005 Coppola, Mariarosaria; DI LORENZO, Emilia; M., Sibillo
Fair value and demographic aspects of the insured loans.
2006 Coppola, Mariarosaria; D'Amato, V.; Sibillo, M.
Stochastic solvency valuation for a life annuity portfolio
2002 Coppola, Mariarosaria
Managing basis risk in longevity hedging strategies
2012 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.
Risk measuremant and fair valuation assessment in the life insurance field
2009 Coppola, Mariarosaria; V., D'Amato; DI LORENZO, Emilia; M., Sibillo
Investment risk and longevity risk in a life annuity portfolio
2001 Coppola, Mariarosaria; DI LORENZO, Emilia; M., Sibillo
Remarks on insured loan valuations
2008 Coppola, Mariarosaria; D'Amato, V.; Sibillo, M.
Measuring demographic uncertainty via actuarial indexes
2007 DI LORENZO, Emilia; A., Orlando; M., Sibillo; Coppola, Mariarosaria
Risk Sources in a Life Annuity Portfolio: Decomposition and measurement tools
2000 DI LORENZO, Emilia; Sibillo, M.; Coppola, Mariarosaria
The fair value of the insured loan portfolio scheduled at variable interest rates
2006 Coppola, Mariarosaria; D'Amato, V.; Sibillo, M.
Longevity risk hedging and basisi risk.
2013 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.
Risk measurement and fair valuation assessment in life insurance field
2006 Coppola, Mariarosaria; D. ’. A. m. a. t. o., V.; DI LORENZO, Emilia; Sibillo, M.
Capital Requirements for aggregate risks in longterm living products: a stochastic approach
2010 Coppola, Mariarosaria; A., Orlando; Politano, Massimiliano
Fair valuation scheme for life annuity contracts
2005 Coppola, Mariarosaria; DI LORENZO, Emilia; Sibillo, M.
Measuring and hedging the basis risk by functional data models
2012 Coppola, Mariarosaria; V., D’Amato; S., Levantesi; M., Menzietti; M., Russolillo
The SCR Adequacy according to the Volatility Longevity Shocks.
2013 Coppola, Mariarosaria; V., D'Amato
The SCR adequacy according to the volatility longevity shocks
2013 Coppola, Mariarosaria; D'Amato, V.
| Titolo | Tipologia | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|---|
| Fair value and demographic aspects of the insured loans | 8.02 Comunicazioni a Convegni o Seminari | 2006 | Coppola, Mariarosaria; D'Amato, V.; Sibillo, M. | |
| Fair valuation scheme for life annuity contracts | 2.1 Contributo in volume (Capitolo o Saggio) | 2005 | Coppola, Mariarosaria; DI LORENZO, Emilia; M., Sibillo | |
| Fair value and demographic aspects of the insured loans. | 1.5 Abstract in rivista | 2006 | Coppola, Mariarosaria; D'Amato, V.; Sibillo, M. | |
| Stochastic solvency valuation for a life annuity portfolio | 2.1 Contributo in volume (Capitolo o Saggio) | 2002 | Coppola, Mariarosaria | |
| 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. | |
| 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. | |
| Risk measuremant and fair valuation assessment in the life insurance field | 2.1 Contributo in volume (Capitolo o Saggio) | 2009 | Coppola, Mariarosaria; V., D'Amato; DI LORENZO, Emilia; M., Sibillo | |
| Investment risk and longevity risk in a life annuity portfolio | 2.1 Contributo in volume (Capitolo o Saggio) | 2001 | Coppola, Mariarosaria; DI LORENZO, Emilia; M., Sibillo | |
| Remarks on insured loan valuations | 2.1 Contributo in volume (Capitolo o Saggio) | 2008 | Coppola, Mariarosaria; D'Amato, V.; Sibillo, M. | |
| Measuring demographic uncertainty via actuarial indexes | 8.02 Comunicazioni a Convegni o Seminari | 2007 | DI LORENZO, Emilia; A., Orlando; M., Sibillo; Coppola, Mariarosaria | |
| Risk Sources in a Life Annuity Portfolio: Decomposition and measurement tools | 1.1 Articolo in rivista | 2000 | DI LORENZO, Emilia; Sibillo, M.; Coppola, Mariarosaria | |
| The fair value of the insured loan portfolio scheduled at variable interest rates | 8.02 Comunicazioni a Convegni o Seminari | 2006 | Coppola, Mariarosaria; D'Amato, V.; Sibillo, M. | |
| 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. | |
| Managing basis risk in longevity hedging strategies | 4.3 Poster | 2012 | Coppola, Mariarosaria; D’Amato, V.; Levantesi, S.; Menzietti, M.; Russolillo, M. | |
| Risk measurement and fair valuation assessment in life insurance field | 8.02 Comunicazioni a Convegni o Seminari | 2006 | Coppola, Mariarosaria; D. ’. A. m. a. t. o., V.; DI LORENZO, Emilia; Sibillo, M. | |
| Capital Requirements for aggregate risks in longterm living products: a stochastic approach | 8.02 Comunicazioni a Convegni o Seminari | 2010 | Coppola, Mariarosaria; A., Orlando; Politano, Massimiliano | |
| Fair valuation scheme for life annuity contracts | 8.02 Comunicazioni a Convegni o Seminari | 2005 | Coppola, Mariarosaria; DI LORENZO, Emilia; Sibillo, M. | |
| Measuring and hedging the basis risk by functional data models | 8.02 Comunicazioni a Convegni o Seminari | 2012 | Coppola, Mariarosaria; V., D’Amato; S., Levantesi; M., Menzietti; M., Russolillo | |
| The SCR Adequacy according to the Volatility Longevity Shocks. | 8.02 Comunicazioni a Convegni o Seminari | 2013 | Coppola, Mariarosaria; V., D'Amato | |
| The SCR adequacy according to the volatility longevity shocks | 4.2 Abstract in Atti di convegno | 2013 | Coppola, Mariarosaria; D'Amato, V. |