PISCOPO, GABRIELLA
PISCOPO, GABRIELLA
100012 - Dipartimento di Economia
A framework for pricing a mortality derivative: the q-forward contract.
2011-01-01 D’Amato, V.; Piscopo, Gabriella; Russolillo, M.
Adaptive Neuro-Fuzzy Inference Systemvs Stochastic Models for Mortality data
2014-01-01 D'Amato, V.; Piscopo, Gabriella; Russolillo, M.
Alternative Assessments of the Longevity Trends
2014-01-01 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.
Applying spectral biclustering to mortality data.
2017-01-01 Piscopo, Gabriella; Resta, Marina
Computational Framework for Longevity Risk Management
2014-01-01 D'Amato, V.; Haberman, S.; Piscopo, Gabriella; Russolillo, M.
Detecting longevity common trends by a multiple population approach
2014-01-01 D'Amato, V.; Haberman, S.; Piscopo, Gabriella; Russolillo, M.; Trapani, L.
Efficient simulation in the Lee Carter framework
2011-01-01 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
Financial Valuation of Guaranteed Lifelong Withdrawal Benefit Option.
2009-01-01 Piscopo, Gabriella
Forecasting Net Migration by Functional Demographic Model
2012-01-01 D'Amato, V.; Piscopo, Gabriella; Russolillo, M.
Integrated Variance Reduction Techniques in the Lee Carter Model
2010-01-01 D’Amato, V.; Haberman, S.; Piscopo, Gabriella; Russolillo, M.
Intensive Computational Forecasting Approach to the Functional Demographic Lee Carter Model.
2010-01-01 D'Amato, V.; Piscopo, Gabriella; Russolillo, M.
Italian Deposits Time Series Forecasting Via Functional Data Analysis.
2010-01-01 Piscopo, Gabriella
Iterative Algorithms for detecting mortality in the family of Lee Carter Models
2011-01-01 D'Amato, V.; Piscopo, Gabriella; Russolillo, M.
Managing uncertainty in a defined benefit pension scheme
2013-01-01 Colivicchi, I.; Piscopo, Gabriella; Vannucci, E.
Measuring mortality heterogeneity in pension plans.
2012-01-01 D'Amato, V.; Piscopo, Gabriella; Russolillo, M.
Methods for improving mortality projections.
2011-01-01 D’Amato, V.; Haberman, S.; Piscopo, Gabriella; Russolillo, M.
MODELLING DEPENDENT DATA FOR LONGEVITY PROJECTIONS
2011-01-01 D'Amato, V.; Haberman, S.; Piscopo, Gabriella; Russolillo, M.