Sfoglia per Autore
Mortality Risk and the Valuation of Annuities with Guaranteed Minimum Death Benefit Option: Application to the Italian Population
2008-01-01 Haberman, S.; Piscopo, Gabriella
Surplus Analysis for Variable Annuities with a GMDB option.
2008-01-01 Haberman, S.; Piscopo, Gabriella
Financial Valuation of Guaranteed Lifelong Withdrawal Benefit Option.
2009-01-01 Piscopo, Gabriella
Smoothing the Lee Carter Model: an Empirical Analysis on the Italian Data.
2009-01-01 D'Amato, V; Piscopo, Gabriella; Russolillo, M.
The fair price of Guaranteed Lifelong Withdrawal Benefit Option in Variable Annuity.
2009-01-01 Piscopo, Gabriella
Italian Deposits Time Series Forecasting Via Functional Data Analysis.
2010-01-01 Piscopo, Gabriella
Withdrawal Strategy for Guaranteed Lifelong Withdrawal Strategy.
2010-01-01 Piscopo, Gabriella
Population Heterogeneity in Defined Contribution Pension Schemes
2010-01-01 D'Amato, V.; Piscopo, Gabriella; Russolillo, M.
Surplus Analysis for Variable Annuities with a GMDB Option.
2010-01-01 Haberman, S.; Piscopo, Gabriella
Integrated Variance Reduction Techniques in the Lee Carter Model
2010-01-01 D’Amato, V.; Haberman, S.; Piscopo, Gabriella; Russolillo, M.
Efficient simulation in the Lee Carter framework
2010-01-01 D'Amato, V.; Piscopo, Gabriella; Russolillo, M.
Expected value and variance of insurance surplus for a portfolio of equity-linked policies
2010-01-01 Piscopo, Gabriella
Intensive Computational Forecasting Approach to the Functional Demographic Lee Carter Model.
2010-01-01 D'Amato, V.; Piscopo, Gabriella; Russolillo, M.
A framework for pricing a mortality derivative: the q-forward contract.
2011-01-01 D’Amato, V.; Piscopo, Gabriella; Russolillo, M.
The mortality of the Italian population: Smoothing techniques on the Lee Carter model.
2011-01-01 V., Damato; Piscopo, Gabriella; M., Russolillo
Efficient simulation in the Lee Carter framework
2011-01-01 D’Amato, V.; Haberman, S.; Piscopo, Gabriella; Russolillo, M.
An “equilibrium” model for defined benefit pension schemes in a stochastic scenario
2011-01-01 Colivicchi, I.; Piscopo, Gabriella; Vannucci, E.
Methods for improving mortality projections.
2011-01-01 D’Amato, V.; Haberman, S.; Piscopo, Gabriella; Russolillo, M.
The impact of Longevity Risk on annuitisation factors in the Italian state defined contribution pension scheme
2011-01-01 Piscopo, Gabriella
Population heterogeneity in defined contributions pension schemes.
2011-01-01 V., D'Amato; Piscopo, Gabriella; M., Russolillo
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