Similar Search Results

Measuring risk-adjusted performance and product attractiveness of a life annuity portfolio

Di Lorenzo, Emilia; Orlando, Albina; Sibillo, Marilena - In: Journal of mathematical finance 7 (2017) 1, pp. 83-101

Persistent link: https://www.econbiz.de/10011658441

De-risking strategy : longevity spread buy-in

D'Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; … - In: Insurance / Mathematics & economics 79 (2018), pp. 124-136

Persistent link: https://www.econbiz.de/10011825420

Social uncertainty evaluation in Social Impact Bonds : review and framework

Scognamiglio, Elisabetta; Di Lorenzo, Emilia; Sibillo, … - In: Research in international business and finance 47 (2019), pp. 40-56

Persistent link: https://www.econbiz.de/10012135510

Reverse mortgages through artificial intelligence : new opportunities for the actuaries

Di Lorenzo, Emilia; Piscopo, Gabriella; Sibillo, Marilena; … - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 23-35

Persistent link: https://www.econbiz.de/10012587810

Profitability vs. attractiveness within a performance analysis of a life annuity business

Di Lorenzo, Emilia; Orlando, Albina; Sibillo, Marilena - In: Mathematical and statistical methods for actuarial …, (pp. 109-118). 2017

Persistent link: https://www.econbiz.de/10012098774

Improving the forecast of longevity by combining models

Apicella, Giovanna; Dacorogna, Michel M.; Di Lorenzo, Emilia - In: North American actuarial journal : NAAJ ; leading the … 23 (2019) 2, pp. 298-319

Persistent link: https://www.econbiz.de/10012180623

Securitization for common health

Ciardiello, Francesco; Di Lorenzo, Emilia; Menzietti, … - In: Socio-economic planning sciences : the international … 93 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014551307

Risk management, the board and the C-suite : the adaptive art of communication in times of change

Cocozza, Rosa - In: Journal of risk management in financial institutions 18 (2024/2025) 1, pp. 14-25

Persistent link: https://www.econbiz.de/10015375271

Reverse mortgage and risk profile awareness : Proposals for securitization

Di Lorenzo, Emilia; Piscopo, Gabriella; Sibillo, Marilena; … - In: Applied Stochastic Models in Business and Industry 38 (2021) 2, pp. 353-369

Persistent link: https://www.econbiz.de/10012808143

Solvency analysis and demographic risk measures

Coppola, Mariarosaria; Di Lorenzo, Emilia; Orlando, Albina - In: The Journal of Risk Finance 12 (2011) 4, pp. 252-269

Purpose – The demographic risk is the risk due to the uncertainty in the demographic scenario assumptions by which life insurance products are designed and valued. The uncertainty lies both in the accidental (insurance risk) and systematic (longevity risk) deviations of the number of deaths...

Persistent link: https://www.econbiz.de/10014901577