Articoli

Anno: 2023
A Preliminary Investigation of a Single Shock Impact on Italian Mortality Rates Using STMF Data: A Case Study of COVID-19
Articolo in rivista
Anno: 2022
Some remarks on malicious and negligent data breaches
Articolo in rivista
Anno: 2021
Cyber risk quantification: Investigating the role of cyber value at risk
Articolo in rivista
Anno: 2020
Human behavior characterization for driving style recognition in vehicle system
Articolo in rivista
The security mortgage valuation in a stochastic perspective
Articolo in rivista
Anno: 2019
Model checking based approach for compliance checking
Articolo in rivista
Cyber Risk management: an actuarial point of view
Articolo in rivista
Anno: 2018
Valuation and Risk Assessment of a Portfolio of Variable Annuities: A Vector Autoregression Approach
Articolo in rivista
A "pay-how-you-drive" car insurance approach through cluster analysis
Articolo in rivista
Anno: 2017
A quantitative comparison of stochastic mortality models on Italian population data
Articolo in rivista
Measuring risk adjusted performance and product attractiveness of a life annuity portfolio
Articolo in rivista
Cyber-insurance survey
Articolo in rivista
The riskiness of longevity indexed life annuities in a stochastic Solvency II perspective
Articolo in rivista
Anno: 2014
Variable Annuities and embedded options: some remarks in a fuzzy logic framework
Articolo in rivista
A stochastic quantile approach for longevity risk
Articolo in rivista
Modeling the European Central Bank official rate: a stochastic approach
Articolo in rivista
Anno: 2013
A stochastic model for loan interest rates
Articolo in rivista
Profit participation annuities: A business profitability analysis within a demographic risk sensitive approach
Articolo in rivista
Anno: 2011
Solvency analysis and demographic risk measures
Articolo in rivista
Anno: 2010
Managing the risk of defined contribution pension funds in a fair valuation context: numerical evidences
Articolo in rivista
Pension funds risk analysis: stochastic solvency in a management perspective
Articolo in rivista
Anno: 2009
Managing Structured bonds: an analysis through RAROC and EVA
Articolo in rivista
Anno: 2008
The Value at Risk of the mathematical provision: critical issues
Articolo in rivista
Anno: 2007
Risk profiles of life insurance participating policies: measurement and application perspectives
Articolo in rivista
Anno: 2004
Some remarks on first and second order stochastic processes choice
Articolo in rivista