PISCOPO, GABRIELLA
PISCOPO, GABRIELLA
DIPARTIMENTO DI SCIENZE ECONOMICHE E STATISTICHE
Adaptive Neuro-Fuzzy Inference Systemvs Stochastic Models for Mortality data
2014 D'Amato, V.; Piscopo, Gabriella; Russolillo, M.
Multi-Country Mortality Analysis using Self Organizing Maps.
2014 Piscopo, Gabriella; Resta, Marina
Managing uncertainty in a defined benefit pension scheme
2013 Colivicchi, Ilaria; Piscopo, Gabriella; Vannucci, Emanuele
Modelling dependent data for longevity projections.
2012 D'Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria
Simulation framework in fertility projections
2013 D'Amato, Valeria; Piscopo, Gabriella; Gabriella, Russolillo; Maria,
Variable Annuities and embedded options. Models and tools for fair valuation and solvency appraisal
2012 Piscopo, Gabriella
The Mortality Pricing of the Q-forward contracts
2012 D'Amato, Valeria; Piscopo, Gabriella; Russolillo, Maria
Valuation and Solvency of long term insurance liabilities
2012 Piscopo, Gabriella
Sieve bootstrap for longevity
2012 D'Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria
Measuring mortality heterogeneity in pension plans
2012 D'Amato, Valeria; Piscopo, Gabriella; Russolillo, Maria
An “equilibrium” model for defined benefit pension schemes in a stochastic scenario
2011 Colivicchi, Ilaria; Piscopo, Gabriella; Vannucci, Emanuele
Methods for improving mortality projections
2011 D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria
MODELLING DEPENDENT DATA FOR LONGEVITY PROJECTIONS
2011 D'Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria
Iterative Algorithms for detecting mortality in the family of Lee Carter Models
2011 D'Amato, Valeria; Piscopo, Gabriella; Russolillo, Maria
A framework for pricing a mortality derivative: the q-forward contract
2011 D’Amato, Valeria; Piscopo, Gabriella; Russolillo, Maria
Population heterogeneity in defined contributions pension schemes
2011 D'Amato, Valeria; Piscopo, Gabriella; Russolillo, Maria
The mortality of the Italian population: Smoothing techniques on the Lee Carter model
2011 Damato, Valeria; Piscopo, Gabriella; Russolillo, Maria
Efficient simulation in the Lee Carter framework
2011 D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria
Intensive Computational Forecasting Approach to the Functional Demographic Lee Carter Model.
2011 D'Amato, Valeria; Piscopo, Gabriella; Russolillo, Maria
Italian Deposits Time Series Forecasting Via Functional Data Analysis
2010 Piscopo, Gabriella
| Titolo | Tipologia | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|---|
| Adaptive Neuro-Fuzzy Inference Systemvs Stochastic Models for Mortality data | 2.1 Contributo in volume (Capitolo o Saggio) | 2014 | D'Amato, V.; Piscopo, Gabriella; Russolillo, M. | |
| Multi-Country Mortality Analysis using Self Organizing Maps. | 2.1 Contributo in volume (Capitolo o Saggio) | 2014 | Piscopo, Gabriella; Resta, Marina | |
| Managing uncertainty in a defined benefit pension scheme | 2.1 Contributo in volume (Capitolo o Saggio) | 2013 | Colivicchi, Ilaria; Piscopo, Gabriella; Vannucci, Emanuele | |
| Modelling dependent data for longevity projections. | 1.1 Articolo in rivista | 2012 | D'Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria | |
| Simulation framework in fertility projections | 2.1 Contributo in volume (Capitolo o Saggio) | 2013 | D'Amato, Valeria; Piscopo, Gabriella; Gabriella, Russolillo; Maria, | |
| Variable Annuities and embedded options. Models and tools for fair valuation and solvency appraisal | 3.1 Monografia o trattato scientifico | 2012 | Piscopo, Gabriella | |
| The Mortality Pricing of the Q-forward contracts | 1.1 Articolo in rivista | 2012 | D'Amato, Valeria; Piscopo, Gabriella; Russolillo, Maria | |
| Valuation and Solvency of long term insurance liabilities | 4.2 Abstract in Atti di convegno | 2012 | Piscopo, Gabriella | |
| Sieve bootstrap for longevity | 4.2 Abstract in Atti di convegno | 2012 | D'Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria | |
| Measuring mortality heterogeneity in pension plans | 2.1 Contributo in volume (Capitolo o Saggio) | 2012 | D'Amato, Valeria; Piscopo, Gabriella; Russolillo, Maria | |
| An “equilibrium” model for defined benefit pension schemes in a stochastic scenario | 2.1 Contributo in volume (Capitolo o Saggio) | 2011 | Colivicchi, Ilaria; Piscopo, Gabriella; Vannucci, Emanuele | |
| Methods for improving mortality projections | 2.1 Contributo in volume (Capitolo o Saggio) | 2011 | D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria | |
| MODELLING DEPENDENT DATA FOR LONGEVITY PROJECTIONS | 4.2 Abstract in Atti di convegno | 2011 | D'Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria | |
| Iterative Algorithms for detecting mortality in the family of Lee Carter Models | 2.1 Contributo in volume (Capitolo o Saggio) | 2011 | D'Amato, Valeria; Piscopo, Gabriella; Russolillo, Maria | |
| A framework for pricing a mortality derivative: the q-forward contract | 2.1 Contributo in volume (Capitolo o Saggio) | 2011 | D’Amato, Valeria; Piscopo, Gabriella; Russolillo, Maria | |
| Population heterogeneity in defined contributions pension schemes | 1.1 Articolo in rivista | 2011 | D'Amato, Valeria; Piscopo, Gabriella; Russolillo, Maria | |
| The mortality of the Italian population: Smoothing techniques on the Lee Carter model | 1.1 Articolo in rivista | 2011 | Damato, Valeria; Piscopo, Gabriella; Russolillo, Maria | |
| Efficient simulation in the Lee Carter framework | 2.1 Contributo in volume (Capitolo o Saggio) | 2011 | D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; Russolillo, Maria | |
| Intensive Computational Forecasting Approach to the Functional Demographic Lee Carter Model. | 2.1 Contributo in volume (Capitolo o Saggio) | 2011 | D'Amato, Valeria; Piscopo, Gabriella; Russolillo, Maria | |
| Italian Deposits Time Series Forecasting Via Functional Data Analysis | 1.1 Articolo in rivista | 2010 | Piscopo, Gabriella |