PISCOPO, GABRIELLA
PISCOPO, GABRIELLA
100012 - Dipartimento di Economia
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.
Expected value and variance of insurance surplus for a portfolio of equity-linked policies
2010-01-01 Piscopo, Gabriella
Italian Deposits Time Series Forecasting Via Functional Data Analysis.
2010-01-01 Piscopo, Gabriella
Modelling dependent data for longevity projections
2012-01-01 D'Amato, V.; Haberman, S.; Piscopo, Gabriella; Russolillo, M.
Multiple mortality modeling in Poisson Lee Carter framework
2016-01-01 Piscopo, Gabriella; Valeria, D'Amato; Haberman, Steve; Russolillo, Maria; Trapani, Lorenzo
Population heterogeneity in defined contributions pension schemes.
2011-01-01 V., D'Amato; Piscopo, Gabriella; M., Russolillo
The fair price of Guaranteed Lifelong Withdrawal Benefit Option in Variable Annuity.
2009-01-01 Piscopo, Gabriella
The impact of Longevity Risk on annuitisation factors in the Italian state defined contribution pension scheme
2011-01-01 Piscopo, Gabriella
The mortality of the Italian population: Smoothing techniques on the Lee Carter model.
2011-01-01 V., Damato; Piscopo, Gabriella; M., Russolillo
The Mortality Pricing of the Q-forward contracts
2012-01-01 D'Amato, V.; Piscopo, Gabriella; Russolillo, M.
The valuation of Guaranteed Lifelong Withdrawal Benefit Options in variable annuity contracts and the impact of mortality risk
2011-01-01 Piscopo, Gabriella; Haberman, S.
What if Variable Annuity Policyholders with Guaranteed Lifelong Withdrawal Benefit were Rational?
2016-01-01 Piscopo, Gabriella; Philipp, Ruede
Withdrawal Strategy for Guaranteed Lifelong Withdrawal Strategy.
2010-01-01 Piscopo, Gabriella