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.
An “equilibrium” model for defined benefit pension schemes in a stochastic scenario
2011-01-01 Colivicchi, I.; Piscopo, Gabriella; Vannucci, E.
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.
Financial Valuation of Guaranteed Lifelong Withdrawal Benefit Option.
2009-01-01 Piscopo, Gabriella
Integrated Variance Reduction Techniques in the Lee Carter Model
2010-01-01 D’Amato, V.; Haberman, S.; 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.
Population Heterogeneity in Defined Contribution Pension Schemes
2010-01-01 D'Amato, V.; Piscopo, Gabriella; Russolillo, M.
Sieve bootstrap for longevity
2012-01-01 D'Amato, V.; Haberman, S.; Piscopo, Gabriella; Russolillo, M.
Smoothing the Lee Carter Model: an Empirical Analysis on the Italian Data.
2009-01-01 D'Amato, V; Piscopo, Gabriella; Russolillo, M.
Solvency analysis of defined benefit pension schemes
2012-01-01 Devolder, P.; Piscopo, Gabriella
Surplus Analysis for Variable Annuities with a GMDB option.
2008-01-01 Haberman, S.; Piscopo, Gabriella
Valuation and Solvency of long term insurance liabilities
2012-01-01 Devolder, P.; Piscopo, Gabriella
| 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 |