PISCOPO, GABRIELLA

PISCOPO, GABRIELLA  

100012 - Dipartimento di Economia  

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Risultati 1 - 14 di 14 (tempo di esecuzione: 0.017 secondi).
Titolo Data di pubblicazione Autore(i) File
A framework for pricing a mortality derivative: the q-forward contract. 1-gen-2011 D’Amato, V.; Piscopo, Gabriella; Russolillo, M.
An “equilibrium” model for defined benefit pension schemes in a stochastic scenario 1-gen-2011 Colivicchi, I.; Piscopo, Gabriella; Vannucci, E.
Efficient simulation in the Lee Carter framework 1-gen-2011 D’Amato, V.; Haberman, S.; Piscopo, Gabriella; Russolillo, M.
Efficient simulation in the Lee Carter framework 1-gen-2010 D'Amato, V.; Piscopo, Gabriella; Russolillo, M.
Financial Valuation of Guaranteed Lifelong Withdrawal Benefit Option. 1-gen-2009 Piscopo, Gabriella
Integrated Variance Reduction Techniques in the Lee Carter Model 1-gen-2010 D’Amato, V.; Haberman, S.; Piscopo, Gabriella; Russolillo, M.
Methods for improving mortality projections. 1-gen-2011 D’Amato, V.; Haberman, S.; Piscopo, Gabriella; Russolillo, M.
MODELLING DEPENDENT DATA FOR LONGEVITY PROJECTIONS 1-gen-2011 D'Amato, V.; Haberman, S.; Piscopo, Gabriella; Russolillo, M.
Population Heterogeneity in Defined Contribution Pension Schemes 1-gen-2010 D'Amato, V.; Piscopo, Gabriella; Russolillo, M.
Sieve bootstrap for longevity 1-gen-2012 D'Amato, V.; Haberman, S.; Piscopo, Gabriella; Russolillo, M.
Smoothing the Lee Carter Model: an Empirical Analysis on the Italian Data. 1-gen-2009 D'Amato, V; Piscopo, Gabriella; Russolillo, M.
Solvency analysis of defined benefit pension schemes 1-gen-2012 Devolder, P.; Piscopo, Gabriella
Surplus Analysis for Variable Annuities with a GMDB option. 1-gen-2008 Haberman, S.; Piscopo, Gabriella
Valuation and Solvency of long term insurance liabilities 1-gen-2012 Devolder, P.; Piscopo, Gabriella